国债到期收益率
更新日期：2007年12月21日
| 交易代码 | 债券名称 | 开盘全价 | 收盘全价 | 涨跌值 | 收盘净价 | 应计利息 | 到期收益率 | 修正久期 | 凸性 | 剩余年限 |
| 010107 | 21国债(7) | 97.630 | 97.400 | -0.320 | 97.820164 | 0.420164 | 4.5628% | 10.080203 | 130.475707 | 13.904 |
| 100308 | 国债0308 | 93.060 | 92.010 | -0.720 | 94.930712 | 2.920712 | 4.5622% | 5.178788 | 33.935178 | 6.036 |
| 010303 | 03国债(3) | 87.820 | 87.710 | -0.090 | 89.023425 | 1.313425 | 4.5538% | 11.282120 | 163.454731 | 15.616 |
| 100303 | 国债0303 | 88.500 | 87.990 | 0.000 | 89.303425 | 1.313425 | 4.5260% | 11.292181 | 163.673092 | 15.616 |
| 101917 | 国债917 | 97.010 | 97.800 | 0.380 | 98.220164 | 0.420164 | 4.5223% | 10.091881 | 130.708184 | 13.904 |
| 010512 | 05国债(12) | 91.600 | 91.860 | 0.120 | 92.990000 | 1.130000 | 4.5205% | 9.883127 | 123.876644 | 13.197 |
| 100203 | 国债0203 | 92.040 | 91.960 | -0.140 | 92.934247 | 0.974247 | 4.5016% | 4.176422 | 22.089546 | 4.619 |
| 010504 | 05国债(4) | 96.100 | 96.140 | -0.070 | 97.412411 | 1.272411 | 4.4741% | 11.935237 | 188.959713 | 17.693 |
| 010213 | 02国债(13) | 85.320 | 85.350 | -0.060 | 86.553836 | 1.203836 | 4.4688% | 8.294552 | 83.942075 | 10.044 |
| 100501 | 国债0501 | 100.980 | 100.100 | -0.400 | 100.197315 | 0.097315 | 4.4684% | 6.169893 | 47.705534 | 7.485 |
| 100213 | 国债0213 | 85.440 | 85.440 | 0.010 | 86.643836 | 1.203836 | 4.4562% | 8.296449 | 83.973486 | 10.044 |
| 010603 | 06国债(03) | 89.000 | 88.770 | -0.270 | 90.012740 | 1.242740 | 4.4345% | 7.179844 | 63.238522 | 8.559 |
| 100407 | 国债0407 | 101.310 | 101.310 | -0.310 | 101.451945 | 0.141945 | 4.3396% | 3.558243 | 16.571997 | 3.973 |
| 010308 | 03国债(8) | 93.110 | 93.180 | -0.030 | 96.100712 | 2.920712 | 4.3260% | 5.195613 | 34.128511 | 6.036 |
| 010501 | 05国债(1) | 101.000 | 101.000 | 0.230 | 101.097315 | 0.097315 | 4.3237% | 6.183856 | 47.891389 | 7.485 |
| 010509 | 05国债(9) | 93.600 | 93.510 | -0.050 | 93.595288 | 0.085288 | 4.3055% | 4.500354 | 25.275050 | 4.973 |
| 010601 | 06国债(01) | 91.510 | 91.510 | -1.280 | 92.816575 | 1.306575 | 4.2758% | 4.896378 | 29.831432 | 5.482 |
| 010203 | 02国债(3) | 93.530 | 93.400 | 0.000 | 94.374247 | 0.974247 | 4.1342% | 4.193548 | 22.261414 | 4.619 |
| 010505 | 05国债(5) | 97.000 | 97.000 | 0.010 | 97.950986 | 0.950986 | 4.0761% | 4.226812 | 22.733819 | 4.721 |
| 010112 | 21国债(12) | 96.130 | 96.240 | 0.000 | 98.830411 | 2.590411 | 4.0473% | 3.708303 | 18.063423 | 4.153 |
| 100210 | 国债0210 | 96.910 | 96.950 | -0.340 | 97.080959 | 0.130959 | 4.0449% | 1.849428 | 5.219297 | 1.948 |
| 010110 | 21国债(10) | 96.130 | 96.130 | -0.220 | 98.918356 | 2.788356 | 3.9991% | 3.626189 | 17.364651 | 4.058 |
| 100408 | 国债0408 | 100.600 | 100.600 | 0.030 | 104.369863 | 3.769863 | 3.9895% | 1.927703 | 5.744259 | 2.126 |
| 010511 | 05国债(11) | 94.700 | 94.700 | 0.000 | 96.576164 | 1.876164 | 3.9727% | 2.882550 | 11.347035 | 3.126 |
| 100215 | 国债0215 | 97.880 | 97.870 | 0.390 | 100.061480 | 2.191480 | 3.9266% | 2.086955 | 6.489870 | 2.255 |
| 100403 | 国债0403 | 100.900 | 100.850 | 0.050 | 102.521123 | 1.671123 | 3.8498% | 1.523883 | 3.827012 | 1.625 |
| 010407 | 04国债(7) | 103.900 | 103.600 | -0.350 | 103.741945 | 0.141945 | 3.7144% | 3.582830 | 16.791535 | 3.973 |
| 100404 | 国债0404 | 102.110 | 104.000 | 1.200 | 105.379918 | 1.379918 | 3.7100% | 3.332127 | 14.830192 | 3.721 |
| 010311 | 03国债(11) | 99.070 | 99.370 | 0.000 | 102.150822 | 2.780822 | 3.7051% | 2.901504 | 11.615584 | 3.208 |
| 100115 | 国债0115 | 99.110 | 99.120 | -0.180 | 101.265206 | 2.145206 | 3.6966% | 1.213495 | 2.669272 | 1.288 |
| 010307 | 03国债(7) | 97.000 | 97.200 | 0.050 | 97.316603 | 0.116603 | 3.6726% | 2.778581 | 10.516926 | 2.959 |
| 010508 | 05国债(8) | 98.610 | 98.420 | -0.140 | 98.531041 | 0.111041 | 3.6532% | 0.911892 | 1.711300 | 0.945 |
| 010404 | 04国债(4) | 104.010 | 104.200 | -0.200 | 105.579918 | 1.379918 | 3.6532% | 3.334248 | 14.848119 | 3.721 |
| 010503 | 05国债(3) | 99.030 | 99.200 | -0.130 | 100.393425 | 1.193425 | 3.6139% | 2.457028 | 8.548461 | 2.641 |
| 010410 | 04国债(10) | 104.350 | 104.900 | 0.400 | 108.681480 | 3.781480 | 3.5822% | 3.664799 | 18.009866 | 4.225 |
| 010301 | 03国债(1) | 97.660 | 98.010 | -0.050 | 99.452959 | 1.442959 | 3.5103% | 2.301405 | 7.636148 | 2.460 |
| 100410 | 国债0410 | 105.300 | 105.300 | 2.130 | 109.081480 | 3.781480 | 3.4820% | 3.669391 | 18.050842 | 4.225 |
| 010215 | 02国债(15) | 99.010 | 99.000 | -0.010 | 101.191480 | 2.191480 | 3.3900% | 2.098467 | 6.559846 | 2.255 |
| 010408 | 04国债(8) | 102.190 | 102.190 | -0.010 | 105.959863 | 3.769863 | 3.2084% | 1.943663 | 5.836096 | 2.126 |
| 010210 | 02国债(10) | 98.220 | 98.490 | 0.090 | 98.620959 | 0.130959 | 3.1974% | 1.864799 | 5.306063 | 1.948 |
| 010403 | 04国债(3) | 102.050 | 102.050 | 0.020 | 103.721123 | 1.671123 | 3.0890% | 1.535416 | 3.884608 | 1.625 |
| 009908 | 99国债(8) | 100.450 | 100.440 | -0.010 | 103.577260 | 3.137260 | 3.0696% | 1.899272 | 5.590363 | 2.052 |
| 010514 | 05国债(14) | 99.900 | 99.670 | -0.010 | 100.935753 | 1.265753 | 2.9169% | 0.271532 | 0.337566 | 0.279 |
| 010115 | 21国债(15) | 100.720 | 100.550 | -0.350 | 102.695206 | 2.145206 | 2.5477% | 1.227399 | 2.730195 | 1.288 |
| 101904 | 国债904 | 100.200 | 101.200 | -0.270 | 101.947945 | 0.747945 | 2.1355% | 0.700117 | 1.175643 | 2.715 |
| 100214 | 国债0214 | 100.000 | 100.100 | -0.010 | 102.394247 | 2.294247 | 1.8378% | 0.134514 | 0.150181 | 0.137 |
| 010103 | 21国债(3) | 100.900 | 100.920 | -0.080 | 102.120493 | 1.200493 | 1.7766% | 0.624521 | 1.003646 | 0.636 |
| 010004 | 20国债(4) | 102.580 | 102.510 | -0.290 | 103.257945 | 0.747945 | 1.6429% | 0.703511 | 1.187068 | 2.715 |
| 010214 | 02国债(14) | 100.040 | 100.130 | 0.040 | 102.424247 | 2.294247 | 1.6202% | 0.134802 | 0.150825 | 0.137 |
| 010010 | 20国债(10) | 100.100 | 100.250 | 0.050 | 102.157397 | 1.907397 | 1.0238% | 0.192549 | 0.227673 | 0.195 |