| TRADING SUMMARY OF BONDS SPOTS |
| 100115 |
国债0115 |
20081218 |
3.00 |
100.600 |
100.000 |
81486 |
817 |
100.480 |
100.000 |
100.220 |
0.02 |
27729 |
278 |
0.85 |
| 100203 |
国债0203 |
20120418 |
2.54 |
96.960 |
95.000 |
31413 |
303 |
96.940 |
95.000 |
96.590 |
-0.01 |
14795 |
142 |
2.41 |
| 100210 |
国债0210 |
20090816 |
2.39 |
98.640 |
95.010 |
54283 |
533 |
98.530 |
98.000 |
98.430 |
0.03 |
14420 |
142 |
1.49 |
| 100213 |
国债0213 |
20170919 |
2.60 |
92.680 |
90.010 |
283461 |
2607 |
92.130 |
90.010 |
91.890 |
-0.12 |
77581 |
712 |
0.08 |
| 100214 |
国债0214 |
20071024 |
2.65 |
100.500 |
99.910 |
23557 |
236 |
100.350 |
99.910 |
100.120 |
0.02 |
6042 |
61 |
1.15 |
| 100215 |
国债0215 |
20091206 |
2.93 |
101.900 |
96.300 |
1905 |
19 |
101.900 |
96.300 |
96.520 |
-3.77 |
600 |
6 |
0.92 |
| 100301 |
国债0301 |
20100219 |
2.66 |
100.000 |
95.660 |
21536 |
214 |
99.880 |
98.510 |
98.650 |
-0.55 |
9022 |
90 |
0.29 |
| 100303 |
国债0303 |
20230417 |
3.40 |
99.050 |
97.410 |
153998 |
1512 |
98.340 |
97.410 |
98.010 |
0.17 |
55265 |
541 |
1.54 |
| 100307 |
国债0307 |
20100820 |
2.66 |
100.580 |
92.000 |
9440 |
93 |
99.730 |
98.240 |
98.300 |
-0.51 |
2750 |
27 |
1.63 |
| 100308 |
国债0308 |
20130917 |
3.02 |
98.660 |
97.040 |
33484 |
328 |
98.250 |
97.040 |
97.790 |
-0.14 |
8604 |
84 |
1.61 |
| 100311 |
国债0311 |
20101118 |
3.50 |
104.000 |
100.660 |
4524 |
46 |
103.700 |
100.660 |
102.450 |
-1.49 |
2510 |
25 |
1.27 |
| 100403 |
国债0403 |
20090420 |
4.42 |
104.700 |
102.600 |
13078 |
136 |
104.700 |
103.100 |
103.800 |
-0.19 |
5066 |
53 |
4.18 |
| 100404 |
国债0404 |
20110525 |
4.89 |
109.000 |
105.190 |
18130 |
196 |
109.000 |
105.190 |
108.550 |
1.18 |
5190 |
56 |
4.15 |
| 100407 |
国债0407 |
20110825 |
4.71 |
108.100 |
105.020 |
37061 |
396 |
107.600 |
106.190 |
106.850 |
-1.13 |
3131 |
34 |
2.81 |
| 100408 |
国债0408 |
20091020 |
4.30 |
104.800 |
100.580 |
28720 |
298 |
104.400 |
103.000 |
103.200 |
-0.39 |
7610 |
79 |
1.91 |
| 100410 |
国债0410 |
20111125 |
4.86 |
110.500 |
100.060 |
4756 |
52 |
108.880 |
107.310 |
108.000 |
0.42 |
2594 |
28 |
1.68 |
| 100501 |
国债0501 |
20150228 |
4.44 |
112.000 |
98.200 |
13191 |
142 |
109.010 |
107.050 |
107.600 |
0.00 |
5091 |
55 |
0.38 |
| 100503 |
国债0503 |
20100426 |
3.30 |
102.000 |
100.000 |
8196 |
83 |
101.700 |
100.000 |
101.100 |
0.29 |
3433 |
35 |
3.06 |
| 100504 |
国债0504 |
20250515 |
4.11 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
1.53 |
| 100505 |
国债0505 |
20120525 |
3.37 |
103.030 |
98.210 |
15231 |
154 |
101.010 |
100.310 |
100.600 |
0.05 |
1311 |
13 |
2.86 |
| 100507 |
国债0507 |
20070715 |
1.58 |
100.000 |
98.810 |
3810 |
38 |
99.880 |
99.880 |
99.880 |
-0.12 |
10 |
0 |
1.12 |
| 100508 |
国债0508 |
20080815 |
1.93 |
98.000 |
95.000 |
201 |
2 |
98.000 |
98.000 |
98.000 |
0.00 |
0 |
0 |
1.21 |
| 100509 |
国债0509 |
20120825 |
2.83 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
1.69 |
| 100511 |
国债0511 |
20101020 |
2.14 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.95 |
| 100512 |
国债0512 |
20201115 |
3.65 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
1.36 |
| 100513 |
国债0513 |
20121125 |
3.01 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
1.04 |
| 100514 |
国债0514 |
20071215 |
1.75 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.51 |
| 100601 |
国债0601 |
20130227 |
2.51 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.22 |
| 100603 |
国债0603 |
20160327 |
2.80 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.03 |
| 100604 |
国债0604 |
20090417 |
2.12 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
2.02 |
| 100605 |
国债0605 |
20110516 |
2.40 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
2.10 |
| 100606 |
国债0606 |
20130525 |
2.62 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
2.23 |
| 100608 |
国债0608 |
20070615 |
1.92 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
1.52 |
| 100609 |
国债0609 |
20260626 |
3.70 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.96 |
| 100610 |
国债0610 |
20090717 |
2.34 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
1.65 |
| 100612 |
国债0612 |
20110815 |
2.72 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
1.70 |
| 100613 |
国债0613 |
20130831 |
2.89 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
1.68 |
| 100615 |
国债0615 |
20070915 |
1.96 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
1.06 |
| 100616 |
国债0616 |
20160926 |
2.92 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.04 |
| 100617 |
国债0617 |
20091016 |
2.29 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
1.04 |
| 100618 |
国债0618 |
20111025 |
2.48 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
1.07 |
| 100619 |
国债0619 |
20211115 |
3.27 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
1.22 |
| 100620 |
国债0620 |
20131127 |
2.91 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.99 |
| 100621 |
国债0621 |
20070314 |
|
99.490 |
99.490 |
0 |
0 |
99.490 |
99.490 |
99.490 |
0.00 |
0 |
0 |
0.00 |
| 100701 |
国债0701 |
20140206 |
2.93 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.43 |
| 100702 |
国债0702 |
20080315 |
2.10 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.09 |
| 101903 |
国债 903 |
20080424 |
3.27 |
101.000 |
100.100 |
14340 |
144 |
100.990 |
100.300 |
100.600 |
-0.20 |
3852 |
39 |
3.06 |
| 101904 |
国债 904 |
20100523 |
|
101.770 |
99.800 |
16587 |
167 |
101.770 |
100.500 |
100.810 |
0.21 |
5558 |
56 |
2.45 |
| 101905 |
国债 905 |
20071114 |
2.36 |
99.050 |
99.050 |
0 |
0 |
99.050 |
99.050 |
99.050 |
0.00 |
0 |
0 |
1.09 |
| 101912 |
国债 912 |
20111030 |
3.05 |
99.290 |
96.000 |
51872 |
512 |
99.290 |
98.240 |
98.700 |
0.04 |
15451 |
153 |
1.27 |
| 101917 |
国债917 |
20210731 |
4.26 |
108.660 |
97.770 |
16352 |
176 |
107.900 |
103.960 |
106.900 |
-0.72 |
6139 |
66 |
0.69 |
| 101973 |
国债 973 |
20070905 |
9.78 |
106.640 |
104.010 |
20599 |
218 |
106.640 |
105.400 |
106.000 |
0.26 |
12233 |
130 |
5.55 |
| 101995 |
国债 995 |
20070820 |
3.28 |
100.700 |
99.000 |
48627 |
488 |
100.680 |
100.030 |
100.410 |
0.14 |
13658 |
137 |
2.00 |
| 101998 |
国债 998 |
20090923 |
3.30 |
100.850 |
100.080 |
51380 |
516 |
100.690 |
100.090 |
100.350 |
-0.25 |
22926 |
230 |
1.71 |
| 111015 |
01三峡10 |
20111108 |
|
102.990 |
100.720 |
134768 |
1375 |
102.990 |
101.200 |
102.600 |
-0.05 |
78746 |
806 |
0.00 |
| 111016 |
01广核债 |
20081210 |
4.12 |
101.460 |
99.070 |
346702 |
3492 |
101.460 |
100.600 |
101.350 |
0.60 |
108961 |
1101 |
0.00 |
| 111018 |
02电网15 |
20170618 |
4.86 |
108.000 |
100.840 |
58427 |
625 |
107.800 |
105.000 |
107.500 |
0.00 |
21270 |
229 |
0.00 |
| 111019 |
02广核债 |
20171110 |
4.50 |
107.500 |
100.500 |
71615 |
736 |
107.500 |
102.000 |
102.500 |
-0.09 |
28190 |
290 |
0.00 |
| 111020 |
03华能1 |
20131208 |
4.60 |
104.200 |
100.000 |
84900 |
879 |
104.100 |
100.000 |
104.000 |
-0.10 |
16530 |
171 |
0.00 |
| 111021 |
03华能2 |
20131208 |
0.00 |
103.200 |
101.000 |
238 |
2 |
101.000 |
101.000 |
101.000 |
0.00 |
0 |
0 |
0.00 |
| 111022 |
04首旅债 |
20140218 |
|
103.580 |
99.000 |
2498 |
25 |
101.900 |
100.800 |
101.660 |
1.36 |
570 |
6 |
0.00 |
| 111023 |
03中铁债 |
20210824 |
4.63 |
112.940 |
100.000 |
183701 |
1931 |
112.940 |
102.000 |
102.890 |
-3.84 |
40780 |
432 |
0.00 |
| 111024 |
04华电1 |
20140928 |
5.40 |
114.000 |
102.100 |
13510 |
149 |
109.490 |
102.100 |
108.700 |
0.64 |
1080 |
12 |
0.00 |
| 111025 |
04华电2 |
20140928 |
|
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.00 |
| 111026 |
05粤交通 |
20200628 |
5.30 |
115.000 |
108.030 |
4740 |
52 |
115.000 |
108.030 |
111.000 |
1.74 |
1790 |
20 |
0.00 |
| 111027 |
03石油债 |
20131027 |
4.11 |
101.940 |
99.650 |
71171 |
719 |
101.940 |
99.650 |
100.800 |
0.30 |
18831 |
190 |
0.00 |
| 111028 |
05神华债 |
20120120 |
|
117.010 |
104.000 |
2160 |
23 |
109.000 |
108.000 |
108.000 |
-4.42 |
320 |
3 |
0.00 |
| 111029 |
06豫投债 |
20160118 |
4.30 |
107.380 |
103.080 |
10 |
0 |
103.080 |
103.080 |
103.080 |
0.00 |
0 |
0 |
0.00 |
| 111030 |
05泰达债 |
20151218 |
4.65 |
104.560 |
102.700 |
35510 |
369 |
103.770 |
103.770 |
103.770 |
0.00 |
0 |
0 |
0.00 |
| 111031 |
06鄂能债 |
20160521 |
4.05 |
102.200 |
102.200 |
0 |
0 |
102.200 |
102.200 |
102.200 |
0.00 |
0 |
0 |
0.00 |
| 111032 |
06鲁能债 |
20210731 |
4.40 |
104.000 |
100.000 |
16820 |
174 |
104.000 |
101.010 |
103.300 |
-0.39 |
2200 |
23 |
0.00 |
| 111033 |
06铁道01 |
20131015 |
4.00 |
103.190 |
98.020 |
1330624 |
13672 |
103.000 |
102.740 |
102.740 |
-0.32 |
250700 |
2576 |
0.00 |
| 111034 |
06铁道07 |
20111217 |
3.65 |
102.000 |
98.200 |
3807919 |
38020 |
102.000 |
99.890 |
100.000 |
-0.25 |
405930 |
4075 |
0.00 |
| 111035 |
06节能债 |
20160402 |
4.05 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.00 |
| 115001 |
钢钒债1 |
20121127 |
1.60 |
84.800 |
81.520 |
11538612 |
96311 |
84.800 |
83.000 |
83.650 |
-0.37 |
2057186 |
17247 |
0.00 |
2007年01月-03月 January-March, 2007 |
|