| TRADING SUMMARY OF BONDS SPOTS |
| 100115 |
国债0115 |
20081218 |
3.00 |
101.500 |
99.100 |
106283 |
1063 |
101.500 |
100.100 |
101.000 |
0.70 |
21118 |
212 |
1.86 |
| 100203 |
国债0203 |
20120418 |
2.54 |
94.700 |
83.060 |
67190 |
629 |
94.500 |
92.100 |
93.040 |
0.01 |
2500 |
23 |
0.73 |
| 100210 |
国债0210 |
20090816 |
2.39 |
99.500 |
97.000 |
91952 |
905 |
99.500 |
98.010 |
99.100 |
0.50 |
16683 |
165 |
2.29 |
| 100213 |
国债0213 |
20170920 |
2.60 |
90.660 |
80.500 |
767248 |
6658 |
85.610 |
84.130 |
84.470 |
-1.09 |
28614 |
243 |
0.95 |
| 100215 |
国债0215 |
20091206 |
2.93 |
105.080 |
95.900 |
12811 |
129 |
98.800 |
97.810 |
98.800 |
0.25 |
230 |
2 |
1.91 |
| 100301 |
国债0301 |
20100219 |
2.66 |
99.490 |
92.000 |
30521 |
297 |
98.900 |
97.600 |
98.900 |
1.23 |
270 |
3 |
1.19 |
| 100303 |
国债0303 |
20230417 |
3.40 |
93.500 |
85.320 |
469047 |
4221 |
88.160 |
85.800 |
86.400 |
-1.37 |
33569 |
291 |
0.99 |
| 100307 |
国债0307 |
20100820 |
2.66 |
97.110 |
90.700 |
7098 |
68 |
97.000 |
97.000 |
97.000 |
-0.10 |
420 |
4 |
2.52 |
| 100308 |
国债0308 |
20130917 |
3.02 |
96.100 |
91.000 |
83571 |
782 |
93.890 |
92.110 |
93.010 |
-1.36 |
3628 |
34 |
2.63 |
| 100311 |
国债0311 |
20101119 |
3.50 |
108.000 |
96.000 |
15671 |
155 |
99.650 |
99.000 |
99.650 |
-0.11 |
210 |
2 |
2.45 |
| 100403 |
国债0403 |
20090420 |
4.42 |
103.000 |
100.010 |
36488 |
370 |
101.980 |
100.900 |
100.940 |
0.12 |
2175 |
22 |
1.25 |
| 100404 |
国债0404 |
20110525 |
4.89 |
108.810 |
100.000 |
88639 |
915 |
103.300 |
102.000 |
102.280 |
-0.41 |
9616 |
99 |
0.91 |
| 100407 |
国债0407 |
20110825 |
4.71 |
106.000 |
97.050 |
44227 |
452 |
103.000 |
100.180 |
102.400 |
-0.00 |
265 |
3 |
4.40 |
| 100408 |
国债0408 |
20091020 |
4.30 |
102.200 |
100.040 |
52352 |
530 |
101.580 |
100.800 |
101.140 |
-0.34 |
3692 |
37 |
3.36 |
| 100410 |
国债0410 |
20111125 |
4.86 |
105.000 |
101.010 |
35355 |
364 |
102.800 |
101.800 |
102.490 |
-0.98 |
1790 |
18 |
3.32 |
| 100501 |
国债0501 |
20150228 |
4.44 |
112.000 |
93.020 |
20788 |
211 |
102.590 |
101.500 |
102.490 |
1.27 |
1910 |
20 |
1.87 |
| 100503 |
国债0503 |
20100426 |
3.30 |
99.500 |
91.140 |
22018 |
217 |
99.010 |
98.280 |
98.450 |
-0.26 |
695 |
7 |
0.88 |
| 100504 |
国债0504 |
20250515 |
4.11 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.88 |
| 100505 |
国债0505 |
20120525 |
3.37 |
98.300 |
88.000 |
9560 |
92 |
96.310 |
95.250 |
96.310 |
1.38 |
3125 |
30 |
0.63 |
| 100508 |
国债0508 |
20080815 |
1.93 |
82.000 |
75.000 |
2 |
0 |
75.000 |
75.000 |
75.000 |
0.00 |
0 |
0 |
1.86 |
| 100509 |
国债0509 |
20120825 |
2.83 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
2.64 |
| 100511 |
国债0511 |
20101020 |
2.14 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
1.67 |
| 100512 |
国债0512 |
20201115 |
3.65 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.78 |
| 100513 |
国债0513 |
20121125 |
3.01 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
2.05 |
| 100601 |
国债0601 |
20130227 |
2.51 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
1.07 |
| 100603 |
国债0603 |
20160327 |
2.80 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.97 |
| 100604 |
国债0604 |
20090417 |
2.12 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.62 |
| 100605 |
国债0605 |
20110516 |
2.40 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.51 |
| 100606 |
国债0606 |
20130525 |
2.62 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.49 |
| 100609 |
国债0609 |
20260626 |
3.70 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.36 |
| 100610 |
国债0610 |
20090717 |
2.34 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.10 |
| 100612 |
国债0612 |
20110815 |
2.72 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
2.62 |
| 100613 |
国债0613 |
20130831 |
2.89 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
2.65 |
| 100616 |
国债0616 |
20160926 |
2.92 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
1.02 |
| 100617 |
国债0617 |
20091016 |
2.29 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
1.81 |
| 100618 |
国债0618 |
20111025 |
2.48 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
1.90 |
| 100619 |
国债0619 |
20211115 |
3.27 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.70 |
| 100620 |
国债0620 |
20131127 |
2.91 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
1.97 |
| 100701 |
国债0701 |
20140206 |
2.93 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
1.41 |
| 100703 |
国债0703 |
20170322 |
3.40 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
1.23 |
| 100704 |
国债0704 |
20100416 |
2.77 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.81 |
| 100705 |
国债0705 |
20120423 |
3.18 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.87 |
| 100706 |
国债0706 |
20370517 |
4.27 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.89 |
| 100707 |
国债0707 |
20140524 |
3.74 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.71 |
| 100710 |
国债0710 |
|
|
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.45 |
| 100711 |
国债0711 |
|
|
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.15 |
| 100713 |
国债0713 |
20270816 |
4.52 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
2.06 |
| 100714 |
国债0714 |
20140823 |
3.90 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
3.66 |
| 100716 |
国债0716 |
20080913 |
2.95 |
100.080 |
99.800 |
6330110 |
63316 |
99.950 |
99.950 |
99.950 |
0.00 |
0 |
0 |
2.60 |
| 100717 |
国债0717 |
|
|
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
3.10 |
| 100718 |
国债0718 |
|
|
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
2.96 |
| 100720 |
国债0720 |
|
|
100.400 |
100.180 |
3500000 |
35081 |
100.220 |
100.220 |
100.220 |
0.00 |
0 |
0 |
2.32 |
| 100801 |
国债0801 |
|
|
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
1.83 |
| 100802 |
国债0802 |
|
|
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
1.76 |
| 100803 |
国债0803 |
|
|
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
1.49 |
| 100804 |
国债0804 |
20110414 |
3.56 |
100.000 |
100.000 |
1400000 |
13942 |
100.000 |
100.000 |
100.000 |
0.00 |
400000 |
3969 |
1.06 |
| 100805 |
国债0805 |
20130421 |
3.69 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
1.03 |
| 100806 |
国债0806 |
20380508 |
4.50 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
1.05 |
| 100807 |
国债0807 |
|
|
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.81 |
| 100808 |
国债0808 |
|
|
99.300 |
99.150 |
4005640 |
39730 |
99.230 |
99.220 |
99.220 |
-0.08 |
1000000 |
9922 |
0.57 |
| 100809 |
国债0809 |
|
|
100.000 |
99.600 |
8700000 |
86947 |
100.000 |
99.600 |
100.000 |
0.02 |
3000000 |
29986 |
0.49 |
| 100810 |
国债0810 |
|
|
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.47 |
| 100811 |
国债0811 |
20110713 |
3.92 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.19 |
| 100812 |
国债0812 |
20090124 |
|
98.350 |
98.350 |
300 |
3 |
98.350 |
98.350 |
98.350 |
0.00 |
300 |
3 |
0.07 |
| 101904 |
国债904 |
20160606 |
4.69 |
102.800 |
93.000 |
10000 |
101 |
101.810 |
101.000 |
101.810 |
-0.09 |
389 |
4 |
0.91 |
| 101912 |
国债 912 |
20111030 |
3.05 |
96.830 |
93.140 |
39234 |
377 |
96.300 |
93.140 |
96.280 |
-0.20 |
680 |
6 |
2.30 |
| 101917 |
XD国917 |
20210731 |
4.26 |
102.500 |
93.080 |
72784 |
727 |
101.800 |
98.880 |
99.000 |
-0.50 |
9304 |
93 |
0.01 |
| 101998 |
国债 998 |
20090923 |
3.30 |
101.580 |
95.000 |
108264 |
1074 |
99.600 |
99.100 |
99.400 |
-0.02 |
4060 |
40 |
2.82 |
| 111015 |
01三峡10 |
20111108 |
4.00 |
110.750 |
96.200 |
420780 |
4286 |
104.780 |
102.680 |
104.780 |
2.32 |
145829 |
1513 |
0.00 |
| 111016 |
01广核债 |
20081210 |
4.12 |
109.890 |
98.910 |
564910 |
5695 |
107.990 |
101.400 |
102.490 |
0.48 |
92728 |
948 |
0.00 |
| 111018 |
02电网15 |
20170618 |
4.86 |
100.300 |
88.400 |
79646 |
758 |
94.880 |
88.400 |
94.880 |
-0.13 |
10760 |
101 |
0.00 |
| 111019 |
02广核债 |
20171110 |
4.50 |
96.190 |
85.380 |
333510 |
3080 |
95.200 |
92.000 |
94.990 |
-0.01 |
59120 |
561 |
0.00 |
| 111020 |
03华能1 |
20131208 |
4.60 |
101.200 |
89.600 |
29200 |
277 |
100.800 |
96.500 |
97.800 |
1.37 |
3900 |
38 |
0.00 |
| 111021 |
03华能2 |
20131208 |
3.78 |
103.350 |
96.000 |
7100 |
71 |
103.350 |
101.850 |
103.110 |
0.60 |
1010 |
10 |
0.00 |
| 111022 |
04首旅债 |
20140218 |
3.73 |
102.900 |
97.000 |
27704 |
278 |
102.900 |
100.900 |
101.850 |
0.84 |
9303 |
94 |
0.00 |
| 111023 |
03中铁债 |
20210824 |
4.63 |
97.000 |
86.000 |
49808 |
462 |
94.000 |
91.000 |
94.000 |
-0.00 |
2832 |
26 |
0.00 |
| 111024 |
04华电1 |
20140928 |
5.40 |
106.200 |
94.300 |
6870 |
68 |
104.000 |
97.630 |
100.510 |
0.01 |
380 |
4 |
0.00 |
| 111025 |
04华电2 |
20140928 |
4.28 |
105.500 |
99.000 |
4236 |
44 |
105.500 |
105.000 |
105.500 |
0.48 |
2230 |
24 |
0.00 |
| 111026 |
05粤交通 |
20200628 |
5.30 |
102.000 |
93.030 |
38021 |
381 |
95.500 |
93.200 |
94.000 |
-1.78 |
1640 |
15 |
0.00 |
| 111027 |
03石油债 |
20131027 |
4.11 |
96.500 |
88.010 |
45593 |
429 |
95.200 |
90.600 |
95.000 |
0.47 |
3127 |
29 |
0.00 |
| 111028 |
05神华债 |
20120120 |
5.25 |
109.880 |
99.000 |
26850 |
278 |
105.490 |
104.000 |
105.300 |
0.29 |
1968 |
21 |
0.00 |
| 111029 |
06豫投债 |
20160118 |
4.30 |
100.000 |
95.700 |
90 |
1 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.00 |
| 111030 |
05泰达债 |
20151218 |
4.65 |
99.750 |
99.750 |
0 |
0 |
99.750 |
99.750 |
99.750 |
0.00 |
0 |
0 |
0.00 |
| 111031 |
06鄂能债 |
20160521 |
4.05 |
105.000 |
83.100 |
5480 |
50 |
88.990 |
88.990 |
88.990 |
-0.01 |
260 |
2 |
0.00 |
| 111032 |
XD鲁能债 |
20210730 |
4.40 |
98.500 |
83.000 |
13513 |
123 |
95.000 |
90.500 |
90.600 |
-3.06 |
70 |
1 |
0.00 |
| 111033 |
06铁道01 |
20131015 |
4.00 |
97.700 |
90.100 |
51090 |
483 |
94.200 |
94.000 |
94.200 |
0.21 |
360 |
3 |
0.00 |
| 111034 |
06铁道07 |
20111217 |
3.65 |
98.000 |
88.010 |
28810 |
269 |
96.690 |
95.500 |
96.690 |
0.93 |
1340 |
13 |
0.00 |
| 111035 |
06节能债 |
20160402 |
4.05 |
100.000 |
95.950 |
0 |
0 |
95.950 |
95.950 |
95.950 |
0.00 |
0 |
0 |
0.00 |
| 111036 |
07中关村 |
|
|
104.900 |
98.800 |
1280913 |
13101 |
101.800 |
100.990 |
101.530 |
0.46 |
146991 |
1487 |
0.00 |
| 111037 |
08昆建债 |
|
|
100.880 |
100.000 |
1808456 |
18141 |
100.880 |
100.280 |
100.470 |
-0.09 |
60510 |
609 |
0.00 |
| 111038 |
08西基投 |
|
|
101.950 |
100.500 |
1534491 |
15537 |
101.850 |
100.500 |
100.900 |
-0.24 |
129374 |
1312 |
0.00 |
| 111039 |
08奈伦债 |
|
|
101.470 |
99.150 |
1640049 |
16483 |
101.470 |
99.680 |
101.140 |
1.41 |
1088339 |
10981 |
0.00 |
| 112001 |
08粤电债 |
|
|
101.250 |
99.850 |
5299418 |
53548 |
100.480 |
99.850 |
100.030 |
-0.10 |
2014909 |
20499 |
0.00 |
| 112002 |
08中联债 |
|
|
100.500 |
94.880 |
14086332 |
138054 |
97.800 |
94.880 |
96.800 |
1.70 |
4400362 |
42716 |
0.00 |
| 115001 |
钢钒债1 |
20121127 |
1.60 |
84.900 |
78.020 |
6933884 |
57465 |
84.000 |
83.020 |
83.800 |
0.42 |
93105 |
781 |
0.00 |
| 115002 |
国安债1 |
20130920 |
1.20 |
79.670 |
70.200 |
49123326 |
370852 |
76.440 |
75.230 |
76.390 |
0.67 |
4007301 |
30395 |
0.00 |
| 115003 |
中兴债1 |
|
|
81.390 |
75.020 |
35870221 |
282978 |
80.400 |
79.000 |
80.150 |
0.82 |
1055594 |
8422 |
0.00 |
2008年01月-07月 January-July, 2008 |
|