sosme于2004-12-31 22:58发表主帖：
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上市交易券种行情收益列表(2004-12-31 )
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| 国债名称 | 代码 | 剩余年限 | 净价 | 应计天数 | 应计利息 | 全价 | 到期收益率(%) | 修正久期 | 凸性 |
| 96国债(6) | 696 | 1.4521 | 112.48 | 201 | 6.5146 | 118.9946 | 2.88 | 1.4 | 1.6549 |
| 97国债(4) | 9704 | 2.6795 | 115.85 | 118 | 3.1618 | 119.0118 | 3.46 | 2.4243 | 4.1969 |
| 99国债(5) | 9905 | 2.6356 | 98.82 | 134 | 1.2042 | 100.0242 | 3.75 | 2.479 | 4.3006 |
| 99国债(8) | 9908 | 4.7315 | 94.37 | 100 | 0.9041 | 95.2741 | 4.65 | 4.2522 | 11.3897 |
| 20国债(4) | 10004 | 5.3945 | 93.04 | 223 | 1.5885 | 94.6285 | 4.32 | 4.854 | 14.536 |
| 20国债(10) | 10010 | 2.8712 | 96.87 | 48 | 0.3459 | 97.2159 | 3.8 | 2.702 | 4.9967 |
| 21国债(3) | 10103 | 3.3151 | 97.08 | 252 | 2.2576 | 99.3376 | 4.23 | 3.0669 | 6.2612 |
| 21国债(7) | 10107 | 16.5918 | 91.16 | 154 | 1.7827 | 92.9427 | 5.05 | 11.5126 | 84.5492 |
| 21国债(10) | 10110 | 6.737 | 87.97 | 98 | 0.7921 | 88.7621 | 5.1 | 5.8679 | 20.94 |
| 21国债(12) | 10112 | 6.8329 | 88.39 | 63 | 0.5264 | 88.9164 | 5.1 | 5.9268 | 21.3869 |
| 21国债(15) | 10115 | 3.9671 | 94.59 | 14 | 0.1151 | 94.7051 | 4.52 | 3.628 | 8.4856 |
| 02国债(3) | 10203 | 7.3014 | 84.32 | 258 | 1.7954 | 86.1154 | 5.17 | 6.3699 | 24.3994 |
| 02国债(10) | 10210 | 4.6274 | 90.77 | 138 | 0.9036 | 91.6736 | 4.65 | 4.2282 | 11.1841 |
| 02国债(13) | 10213 | 12.7288 | 77.06 | 103 | 0.7398 | 77.7998 | 5.07 | 10.3365 | 62.5993 |
| 02国债(14) | 10214 | 2.8137 | 96.56 | 69 | 0.501 | 97.061 | 3.96 | 2.6439 | 4.8059 |
| 02国债(15) | 10215 | 4.9342 | 92.01 | 26 | 0.2087 | 92.2187 | 4.79 | 4.4439 | 12.3403 |
| 03国债(1) | 10301 | 5.1397 | 90.8 | 317 | 2.3102 | 93.1102 | 4.72 | 4.6353 | 13.316 |
| 03国债(3) | 10303 | 18.3041 | 80.05 | 76 | 0.7099 | 80.7599 | 5.09 | 12.806 | 104.0518 |
| 03国债(7) | 10307 | 5.6384 | 89.67 | 134 | 0.9765 | 90.6465 | 4.79 | 5.0501 | 15.643 |
| 03国债(8) | 10308 | 8.7178 | 85.63 | 106 | 0.877 | 86.507 | 5.1 | 7.328 | 32.4353 |
| 03国债(11) | 10311 | 5.8877 | 93.39 | 43 | 0.4123 | 93.8023 | 4.82 | 5.1569 | 16.4477 |
| 04国债(1) | 10401 | 0.2027 | 99.52 | 292 | 0 | 99.52 | 2.38 | 0.2044 | 0.0418 |
| 04国债(3) | 10403 | 4.3041 | 100.1 | 256 | 3.0975 | 103.1975 | 4.39 | 3.8483 | 9.532 |
| 04国债(4) | 10404 | 6.4 | 100.63 | 221 | 2.9608 | 103.5908 | 4.77 | 5.4002 | 18.2401 |
| 04国债(5) | 10405 | 1.4548 | 95.73 | 200 | 0 | 95.73 | 3.07 | 1.4143 | 1.6864 |
| 04国债(7) | 10407 | 6.6521 | 99.6 | 129 | 1.6646 | 101.2646 | 4.78 | 5.6002 | 19.5464 |
| 04国债(8) | 10408 | 4.8055 | 99.05 | 73 | 0.86 | 99.91 | 4.52 | 4.2513 | 11.4802 |
| 04国债(10) | 10410 | 6.9041 | 100.55 | 37 | 0.4927 | 101.0427 | 4.76 | 5.7581 | 20.7035 |
| 04国债(11) | 10411 | 1.9534 | 99.5 | 17 | 0.1388 | 99.6388 | 3.25 | 1.8712 | 2.6678 |
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