| TRADING SUMMARY OF BONDS SPOTS |
| 100115 |
国债0115 |
20081218 |
3.00 |
110.000 |
99.100 |
124389 |
1245 |
110.000 |
100.200 |
100.660 |
-0.34 |
18106 |
183 |
2.10 |
| 100203 |
国债0203 |
20120418 |
2.54 |
94.700 |
83.060 |
70647 |
661 |
93.990 |
93.300 |
93.900 |
0.92 |
3457 |
32 |
0.93 |
| 100210 |
国债0210 |
20090816 |
2.39 |
99.500 |
92.100 |
110825 |
1091 |
99.300 |
92.100 |
98.990 |
-0.11 |
18873 |
186 |
0.09 |
| 100213 |
国债0213 |
20170920 |
2.60 |
90.660 |
80.500 |
827265 |
7171 |
86.510 |
84.350 |
86.470 |
2.37 |
60017 |
513 |
1.16 |
| 100215 |
国债0215 |
20091206 |
2.93 |
105.080 |
95.900 |
13091 |
132 |
99.810 |
99.100 |
99.100 |
0.30 |
280 |
3 |
2.14 |
| 100301 |
国债0301 |
20100219 |
2.66 |
99.490 |
92.000 |
31831 |
310 |
98.180 |
97.620 |
98.180 |
-0.73 |
1310 |
13 |
1.40 |
| 100303 |
国债0303 |
20230417 |
3.40 |
93.500 |
85.320 |
497705 |
4472 |
88.790 |
86.200 |
88.790 |
2.77 |
28658 |
251 |
1.26 |
| 100307 |
国债0307 |
20100820 |
2.66 |
101.000 |
90.700 |
7828 |
75 |
101.000 |
96.580 |
98.530 |
1.58 |
730 |
7 |
0.07 |
| 100308 |
国债0308 |
20130917 |
3.02 |
96.100 |
91.000 |
92036 |
861 |
94.990 |
92.800 |
93.660 |
0.70 |
8465 |
79 |
2.87 |
| 100311 |
国债0311 |
20101119 |
3.50 |
108.000 |
96.000 |
18165 |
179 |
99.800 |
96.020 |
99.100 |
-0.55 |
2494 |
25 |
2.72 |
| 100403 |
国债0403 |
20090420 |
4.42 |
120.000 |
100.000 |
53873 |
549 |
120.000 |
100.000 |
101.000 |
0.06 |
17385 |
179 |
1.60 |
| 100404 |
国债0404 |
20110525 |
4.89 |
108.810 |
100.000 |
97693 |
1008 |
102.850 |
102.000 |
102.320 |
0.04 |
9054 |
93 |
1.30 |
| 100407 |
国债0407 |
20110825 |
4.71 |
106.000 |
97.050 |
53246 |
544 |
103.990 |
100.040 |
102.280 |
-0.12 |
9019 |
92 |
0.06 |
| 100408 |
国债0408 |
20091020 |
4.30 |
120.000 |
100.040 |
72664 |
745 |
120.000 |
100.800 |
105.880 |
4.69 |
20312 |
214 |
3.70 |
| 100410 |
国债0410 |
20111125 |
4.86 |
105.000 |
96.480 |
36625 |
377 |
103.080 |
96.480 |
102.300 |
-0.19 |
1270 |
13 |
3.70 |
| 100501 |
国债0501 |
20150228 |
4.44 |
112.000 |
93.020 |
21439 |
218 |
102.640 |
100.100 |
101.620 |
-0.85 |
651 |
7 |
0.02 |
| 100503 |
国债0503 |
20100426 |
3.30 |
99.500 |
91.140 |
23678 |
233 |
99.450 |
98.510 |
98.510 |
0.06 |
1660 |
16 |
1.14 |
| 100504 |
国债0504 |
20250515 |
4.11 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
1.20 |
| 100505 |
国债0505 |
20120525 |
3.37 |
98.300 |
88.000 |
9860 |
95 |
97.500 |
96.120 |
96.130 |
-0.19 |
300 |
3 |
0.90 |
| 100508 |
国债0508 |
20080815 |
1.93 |
82.000 |
75.000 |
2 |
0 |
75.000 |
75.000 |
75.000 |
0.00 |
0 |
0 |
1.92 |
| 100509 |
国债0509 |
20120825 |
2.83 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.04 |
| 100511 |
国债0511 |
20101020 |
2.14 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
1.84 |
| 100512 |
国债0512 |
20201115 |
3.65 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
1.07 |
| 100513 |
国债0513 |
20121125 |
3.01 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
2.29 |
| 100601 |
国债0601 |
20130227 |
2.51 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
1.27 |
| 100603 |
国债0603 |
20160327 |
2.80 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
1.20 |
| 100604 |
国债0604 |
20090417 |
2.12 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.78 |
| 100605 |
国债0605 |
20110516 |
2.40 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.70 |
| 100606 |
国债0606 |
20130525 |
2.62 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.70 |
| 100609 |
国债0609 |
20260626 |
3.70 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.66 |
| 100610 |
国债0610 |
20090717 |
2.34 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.28 |
| 100612 |
国债0612 |
20110815 |
2.72 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.11 |
| 100613 |
国债0613 |
20130831 |
2.89 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
2.88 |
| 100616 |
国债0616 |
20160926 |
2.92 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
1.26 |
| 100617 |
国债0617 |
20091016 |
2.29 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
2.00 |
| 100618 |
国债0618 |
20111025 |
2.48 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
2.10 |
| 100619 |
国债0619 |
20211115 |
3.27 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.96 |
| 100620 |
国债0620 |
20131127 |
2.91 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
2.20 |
| 100701 |
国债0701 |
20140206 |
2.93 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
1.65 |
| 100703 |
国债0703 |
20170322 |
3.40 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
1.50 |
| 100704 |
国债0704 |
20100416 |
2.77 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
1.03 |
| 100705 |
国债0705 |
20120423 |
3.18 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
1.12 |
| 100706 |
国债0706 |
20370517 |
4.27 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
1.23 |
| 100707 |
国债0707 |
20140524 |
3.74 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
1.00 |
| 100710 |
国债0710 |
|
|
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.80 |
| 100711 |
国债0711 |
|
|
100.000 |
99.660 |
2000000 |
19947 |
99.810 |
99.660 |
99.810 |
-0.19 |
2000000 |
19947 |
0.44 |
| 100713 |
国债0713 |
20270816 |
4.52 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.17 |
| 100714 |
国债0714 |
20140823 |
3.90 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.07 |
| 100716 |
国债0716 |
20080913 |
2.95 |
100.080 |
99.800 |
6330110 |
63316 |
99.950 |
99.950 |
99.950 |
0.00 |
0 |
0 |
2.84 |
| 100717 |
国债0717 |
|
|
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
3.42 |
| 100718 |
国债0718 |
|
|
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
3.30 |
| 100720 |
国债0720 |
|
|
100.400 |
100.180 |
3500000 |
35081 |
100.220 |
100.220 |
100.220 |
0.00 |
0 |
0 |
2.61 |
| 100801 |
国债0801 |
|
|
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
2.14 |
| 100802 |
国债0802 |
20230228 |
4.16 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.02 |
| 100803 |
国债0803 |
|
|
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
1.82 |
| 100804 |
国债0804 |
20110414 |
3.56 |
100.000 |
100.000 |
1400000 |
13942 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
1.35 |
| 100805 |
国债0805 |
20130421 |
3.69 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
1.32 |
| 100806 |
国债0806 |
20380508 |
4.50 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
1.41 |
| 100807 |
国债0807 |
|
|
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
1.13 |
| 100808 |
国债0808 |
20080826 |
|
99.300 |
99.150 |
4005640 |
39730 |
99.220 |
99.220 |
99.220 |
0.00 |
0 |
0 |
0.75 |
| 100809 |
国债0809 |
|
|
100.000 |
99.600 |
8700100 |
86948 |
99.880 |
99.880 |
99.880 |
-0.12 |
100 |
1 |
0.76 |
| 100810 |
国债0810 |
|
|
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.82 |
| 100811 |
国债0811 |
20110713 |
3.92 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.50 |
| 100812 |
国债0812 |
20090124 |
|
98.500 |
98.330 |
1500350 |
14754 |
98.500 |
98.330 |
98.330 |
-0.02 |
1500050 |
14751 |
0.33 |
| 100813 |
国债0813 |
20280811 |
4.94 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.26 |
| 100814 |
国债0814 |
20150818 |
4.23 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.14 |
| 100815 |
国债0815 |
20081125 |
|
99.200 |
99.190 |
1998720 |
19827 |
99.200 |
99.190 |
99.190 |
-0.03 |
1998720 |
19827 |
0.04 |
| 101904 |
国债904 |
20160606 |
4.69 |
102.800 |
93.000 |
14334 |
145 |
102.200 |
93.400 |
101.500 |
-0.30 |
4334 |
44 |
1.29 |
| 101912 |
国债 912 |
20111030 |
3.05 |
96.830 |
93.140 |
39994 |
385 |
96.580 |
95.050 |
96.150 |
-0.14 |
760 |
7 |
2.54 |
| 101917 |
国债917 |
20210731 |
4.26 |
102.500 |
93.080 |
79654 |
795 |
99.950 |
97.050 |
99.070 |
0.07 |
6870 |
68 |
0.35 |
| 101998 |
国债 998 |
20090923 |
3.30 |
101.580 |
95.000 |
130467 |
1295 |
99.980 |
99.210 |
99.980 |
0.58 |
22203 |
221 |
3.08 |
| 111015 |
01三峡10 |
20111108 |
4.00 |
110.750 |
96.200 |
465223 |
4756 |
106.090 |
104.500 |
106.090 |
1.25 |
44443 |
470 |
0.00 |
| 111016 |
01广核债 |
20081210 |
4.12 |
109.890 |
98.910 |
777740 |
7877 |
103.400 |
102.500 |
102.760 |
0.26 |
212830 |
2183 |
0.00 |
| 111018 |
02电网15 |
20170618 |
4.86 |
100.300 |
86.220 |
84745 |
806 |
96.900 |
86.220 |
95.000 |
0.13 |
5099 |
48 |
0.00 |
| 111019 |
02广核债 |
20171110 |
4.50 |
96.190 |
85.380 |
419580 |
3888 |
95.000 |
92.900 |
93.450 |
-1.62 |
86070 |
808 |
0.00 |
| 111020 |
03华能1 |
20131208 |
4.60 |
101.200 |
89.600 |
29810 |
283 |
101.000 |
92.440 |
100.000 |
2.25 |
610 |
6 |
0.00 |
| 111021 |
03华能2 |
20131208 |
3.78 |
103.500 |
96.000 |
7600 |
76 |
103.500 |
102.500 |
103.000 |
-0.11 |
500 |
5 |
0.00 |
| 111022 |
04首旅债 |
20140218 |
3.73 |
102.900 |
97.000 |
29474 |
296 |
102.500 |
101.500 |
102.500 |
0.64 |
1770 |
18 |
0.00 |
| 111023 |
03中铁债 |
20210824 |
4.63 |
97.000 |
86.000 |
57001 |
529 |
94.500 |
88.000 |
88.500 |
-0.95 |
7193 |
67 |
0.00 |
| 111024 |
04华电1 |
20140928 |
5.40 |
106.200 |
94.300 |
8110 |
80 |
101.500 |
100.030 |
101.500 |
0.98 |
1240 |
13 |
0.00 |
| 111025 |
04华电2 |
20140928 |
4.28 |
105.500 |
97.500 |
7056 |
73 |
105.000 |
97.500 |
104.800 |
-0.66 |
2820 |
29 |
0.00 |
| 111026 |
05粤交通 |
20200628 |
5.30 |
102.000 |
93.030 |
45121 |
448 |
97.800 |
93.490 |
96.000 |
2.13 |
7100 |
68 |
0.00 |
| 111027 |
03石油债 |
20131027 |
4.11 |
97.000 |
88.010 |
48473 |
456 |
97.000 |
94.000 |
97.000 |
2.11 |
2880 |
28 |
0.00 |
| 111028 |
05神华债 |
20120120 |
5.25 |
110.000 |
99.000 |
33919 |
352 |
110.000 |
100.000 |
106.000 |
0.66 |
7069 |
74 |
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 |
5660 |
52 |
95.000 |
87.010 |
87.500 |
-1.67 |
180 |
2 |
0.00 |
| 111032 |
06鲁能债 |
20210730 |
4.40 |
98.500 |
81.640 |
13533 |
123 |
89.800 |
81.640 |
89.800 |
-0.88 |
20 |
0 |
0.00 |
| 111033 |
06铁道01 |
20131015 |
4.00 |
97.700 |
90.100 |
52130 |
493 |
96.000 |
93.000 |
95.980 |
1.89 |
1040 |
10 |
0.00 |
| 111034 |
06铁道07 |
20111217 |
3.65 |
98.000 |
88.010 |
40660 |
384 |
98.000 |
95.000 |
95.600 |
-1.13 |
11850 |
115 |
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 |
1448309 |
14816 |
103.150 |
100.660 |
102.880 |
1.33 |
167396 |
1715 |
0.00 |
| 111037 |
08昆建债 |
|
|
101.970 |
100.000 |
1921273 |
19281 |
101.970 |
100.030 |
101.900 |
1.42 |
112817 |
1141 |
0.00 |
| 111038 |
08西基投 |
|
|
102.700 |
100.500 |
1588017 |
16081 |
102.700 |
100.700 |
102.400 |
1.49 |
53526 |
544 |
0.00 |
| 111039 |
08奈伦债 |
|
|
109.990 |
99.150 |
2383258 |
24097 |
109.990 |
101.010 |
103.270 |
2.11 |
743209 |
7614 |
0.00 |
| 112001 |
08粤电债 |
|
|
101.250 |
99.850 |
5308220 |
53636 |
100.600 |
100.000 |
100.460 |
0.43 |
8802 |
88 |
0.00 |
| 112002 |
08中联债 |
|
|
100.500 |
94.880 |
19493122 |
190797 |
98.700 |
96.510 |
98.690 |
1.95 |
5406790 |
52743 |
0.00 |
| 115001 |
钢钒债1 |
20121127 |
1.60 |
85.000 |
78.020 |
7370656 |
61143 |
85.000 |
83.100 |
84.900 |
1.31 |
436772 |
3678 |
0.00 |
| 115002 |
国安债1 |
20130920 |
1.20 |
79.670 |
70.200 |
52580750 |
397690 |
78.720 |
76.150 |
78.700 |
3.02 |
3457424 |
26838 |
0.00 |
| 115003 |
中兴债1 |
|
|
81.430 |
75.020 |
36185615 |
285533 |
81.430 |
80.000 |
81.410 |
1.57 |
315394 |
2555 |
0.00 |
2008年01月-08月 January-August, 2008 |
|