| TRADING SUMMARY OF BONDS SPOTS |
| 100203 |
国债0203 |
20120418 |
2.54 |
103.580 |
100.900 |
2305 |
23 |
101.990 |
101.000 |
101.990 |
0.78 |
460 |
5 |
2.20 |
| 100210 |
国债0210 |
20090816 |
2.39 |
101.300 |
95.990 |
63561 |
637 |
100.580 |
100.000 |
100.460 |
-0.14 |
61381 |
615 |
1.28 |
| 100213 |
国债0213 |
20170920 |
2.60 |
99.670 |
94.400 |
126461 |
1219 |
97.680 |
94.400 |
96.760 |
0.39 |
82253 |
787 |
1.15 |
| 100215 |
国债0215 |
20091206 |
2.93 |
113.000 |
100.100 |
11079 |
116 |
111.000 |
100.100 |
101.050 |
0.23 |
3227 |
33 |
0.67 |
| 100301 |
国债0301 |
20100219 |
2.66 |
109.000 |
100.220 |
9609 |
97 |
109.000 |
100.220 |
101.220 |
-0.05 |
5299 |
54 |
0.07 |
| 100303 |
国债0303 |
20230417 |
3.40 |
102.600 |
96.610 |
146282 |
1444 |
99.540 |
96.610 |
98.750 |
-1.12 |
101299 |
992 |
1.25 |
| 100307 |
国债0307 |
20100820 |
2.66 |
117.000 |
100.200 |
7015 |
74 |
117.000 |
100.200 |
101.100 |
0.10 |
6225 |
66 |
1.40 |
| 100308 |
国债0308 |
20130917 |
3.02 |
114.000 |
98.300 |
9276 |
96 |
102.490 |
100.150 |
102.380 |
-0.12 |
2972 |
30 |
1.36 |
| 100311 |
国债0311 |
20101119 |
3.50 |
110.000 |
101.030 |
5664 |
58 |
110.000 |
101.030 |
102.610 |
0.06 |
2460 |
25 |
0.97 |
| 100403 |
国债0403 |
20090420 |
4.42 |
102.470 |
100.020 |
140260 |
1426 |
102.100 |
100.690 |
101.790 |
0.20 |
110669 |
1125 |
3.80 |
| 100404 |
国债0404 |
20110525 |
4.89 |
107.980 |
100.180 |
13772 |
147 |
107.500 |
100.180 |
107.270 |
-0.03 |
8272 |
88 |
3.74 |
| 100407 |
国债0407 |
20110825 |
4.71 |
117.000 |
100.070 |
6327 |
68 |
117.000 |
103.880 |
106.700 |
-0.56 |
4378 |
47 |
2.41 |
| 100408 |
国债0408 |
20091020 |
4.30 |
102.550 |
101.400 |
42187 |
430 |
102.170 |
101.400 |
101.910 |
-0.27 |
34117 |
347 |
1.54 |
| 100410 |
国债0410 |
20111125 |
4.86 |
117.000 |
104.300 |
5273 |
57 |
117.000 |
104.300 |
107.700 |
-0.19 |
4463 |
48 |
1.26 |
| 100501 |
国债0501 |
20150228 |
4.44 |
125.000 |
105.000 |
8932 |
98 |
110.800 |
105.000 |
110.500 |
1.56 |
3110 |
34 |
2.24 |
| 100503 |
国债0503 |
20100426 |
3.30 |
112.000 |
99.250 |
10568 |
109 |
112.000 |
100.500 |
101.660 |
-0.14 |
3862 |
40 |
2.78 |
| 100504 |
国债0504 |
20250515 |
4.11 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
1.18 |
| 100505 |
国债0505 |
20120525 |
3.37 |
119.000 |
95.150 |
13206 |
142 |
119.000 |
95.150 |
102.700 |
-0.29 |
6354 |
69 |
2.58 |
| 100509 |
国债0509 |
20120825 |
2.83 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
1.45 |
| 100511 |
国债0511 |
20101020 |
2.14 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.77 |
| 100512 |
国债0512 |
20201115 |
3.65 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
1.05 |
| 100513 |
国债0513 |
20121125 |
3.01 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.78 |
| 100601 |
XD国0601 |
20130227 |
2.51 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.01 |
| 100603 |
国债0603 |
20160327 |
2.80 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
1.18 |
| 100604 |
国债0604 |
20090417 |
2.12 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
1.84 |
| 100605 |
国债0605 |
20110516 |
2.40 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
1.89 |
| 100606 |
国债0606 |
20130525 |
2.62 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
2.00 |
| 100609 |
国债0609 |
20260626 |
3.70 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.65 |
| 100610 |
国债0610 |
20090717 |
2.34 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
1.45 |
| 100612 |
国债0612 |
20110815 |
2.72 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
1.47 |
| 100613 |
国债0613 |
20130831 |
2.89 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
1.43 |
| 100616 |
国债0616 |
20160926 |
2.92 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
1.24 |
| 100617 |
国债0617 |
20091016 |
2.29 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.85 |
| 100618 |
国债0618 |
20111025 |
2.48 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.86 |
| 100619 |
国债0619 |
20211115 |
3.27 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.94 |
| 100620 |
国债0620 |
20131127 |
2.91 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.74 |
| 100701 |
国债0701 |
20140206 |
2.93 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.18 |
| 100703 |
国债0703 |
20170322 |
3.40 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
1.48 |
| 100704 |
国债0704 |
20100416 |
2.77 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
2.41 |
| 100705 |
国债0705 |
20120423 |
3.18 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
2.71 |
| 100706 |
国债0706 |
20370517 |
4.27 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
1.21 |
| 100707 |
国债0707 |
20140524 |
3.74 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
2.87 |
| 100710 |
国债0710 |
20170625 |
4.40 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.78 |
| 100711 |
国债0711 |
20100716 |
3.53 |
100.080 |
100.080 |
0 |
0 |
100.080 |
100.080 |
100.080 |
0.00 |
0 |
0 |
2.20 |
| 100713 |
国债0713 |
20270816 |
4.52 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.15 |
| 100714 |
国债0714 |
20140823 |
3.90 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
2.02 |
| 100717 |
国债0717 |
20121022 |
4.00 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
1.41 |
| 100718 |
国债0718 |
20141126 |
4.35 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
1.12 |
| 100801 |
国债0801 |
20150213 |
3.95 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.16 |
| 100802 |
国债0802 |
20230228 |
4.16 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
2.10 |
| 100803 |
国债0803 |
20180320 |
4.07 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
1.80 |
| 100804 |
国债0804 |
20110414 |
3.56 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
3.12 |
| 100805 |
国债0805 |
20130421 |
3.69 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
3.16 |
| 100806 |
国债0806 |
20380508 |
4.50 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
1.38 |
| 100807 |
国债0807 |
20150519 |
4.01 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
3.13 |
| 100809 |
国债0809 |
20090610 |
3.42 |
113.000 |
100.020 |
4010 |
42 |
113.000 |
100.020 |
104.270 |
-6.97 |
3280 |
35 |
2.46 |
| 100810 |
国债0810 |
20180623 |
4.41 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.81 |
| 100811 |
国债0811 |
20110714 |
3.92 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
2.46 |
| 100813 |
国债0813 |
20280811 |
4.94 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.23 |
| 100814 |
国债0814 |
20150818 |
4.23 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
2.25 |
| 100816 |
国债0816 |
20090908 |
3.34 |
99.950 |
99.950 |
0 |
0 |
99.950 |
99.950 |
99.950 |
0.00 |
0 |
0 |
1.58 |
| 100817 |
国债0817 |
20130916 |
3.69 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
1.67 |
| 100818 |
国债0818 |
20180922 |
3.68 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
1.60 |
| 100819 |
国债0819 |
20111013 |
2.64 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
1.00 |
| 100820 |
国债0820 |
20381023 |
3.91 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
1.37 |
| 100821 |
国债0821 |
20090213 |
|
99.520 |
99.520 |
0 |
0 |
99.520 |
99.520 |
99.520 |
0.00 |
0 |
0 |
0.47 |
| 100822 |
国债0822 |
20151124 |
2.71 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.71 |
| 100823 |
国债0823 |
20231127 |
3.62 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.92 |
| 100824 |
国债0824 |
20091208 |
1.28 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.29 |
| 100825 |
国债0825 |
20181215 |
2.90 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.60 |
| 100826 |
国债0826 |
20131218 |
1.77 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.35 |
| 100901 |
国债0901 |
20160212 |
2.76 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.12 |
| 100902 |
国债0902 |
20290219 |
3.86 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.10 |
| 101904 |
国债904 |
20100523 |
2.87 |
101.950 |
99.960 |
5784 |
59 |
101.900 |
99.960 |
101.900 |
-0.05 |
4334 |
44 |
3.66 |
| 101912 |
国债912 |
20111030 |
3.05 |
114.000 |
98.270 |
10254 |
106 |
114.000 |
98.270 |
102.500 |
-0.48 |
9654 |
100 |
1.01 |
| 101917 |
国债917 |
20210731 |
4.26 |
112.690 |
105.510 |
9385 |
102 |
109.790 |
105.510 |
107.800 |
-1.24 |
2770 |
30 |
0.33 |
| 101998 |
国债998 |
20090923 |
3.30 |
102.500 |
100.150 |
39707 |
402 |
101.450 |
100.150 |
101.100 |
-0.25 |
28388 |
287 |
1.43 |
| 111015 |
01三峡10 |
20111108 |
4.00 |
103.990 |
101.230 |
47961 |
487 |
102.450 |
101.500 |
102.430 |
0.92 |
7270 |
74 |
0.00 |
| 111018 |
02电网15 |
20170619 |
4.86 |
108.500 |
102.990 |
11608 |
123 |
107.100 |
106.000 |
107.100 |
1.04 |
6028 |
64 |
0.00 |
| 111019 |
02广核债 |
20171111 |
4.50 |
117.000 |
95.000 |
263965 |
2717 |
117.000 |
95.000 |
109.370 |
6.29 |
79340 |
817 |
0.00 |
| 111020 |
03华能1 |
20131209 |
4.60 |
119.000 |
96.080 |
1360 |
15 |
119.000 |
96.080 |
100.950 |
-3.83 |
1360 |
15 |
0.00 |
| 111021 |
03华能2 |
20131209 |
3.78 |
104.280 |
97.000 |
7939 |
80 |
103.500 |
97.500 |
102.980 |
2.20 |
2620 |
27 |
0.00 |
| 111022 |
04首旅债 |
20140219 |
3.73 |
106.300 |
99.540 |
5075 |
53 |
106.250 |
99.540 |
101.220 |
2.27 |
3326 |
34 |
0.00 |
| 111023 |
03中铁债 |
20210825 |
4.63 |
102.690 |
100.000 |
21799 |
221 |
101.980 |
100.120 |
101.600 |
-0.19 |
13812 |
140 |
0.00 |
| 111024 |
04华电1 |
20140929 |
5.40 |
119.000 |
101.980 |
3470 |
37 |
119.000 |
101.980 |
106.990 |
-2.72 |
3400 |
36 |
0.00 |
| 111025 |
04华电2 |
20140929 |
4.28 |
103.670 |
101.700 |
2180 |
22 |
103.670 |
103.670 |
103.670 |
0.00 |
0 |
0 |
0.00 |
| 111026 |
05粤交通 |
20200629 |
5.30 |
109.490 |
100.980 |
2436 |
26 |
106.300 |
104.130 |
106.000 |
-0.29 |
1698 |
18 |
0.00 |
| 111027 |
03石油债 |
20131028 |
4.11 |
101.480 |
99.800 |
28257 |
284 |
101.430 |
99.800 |
100.700 |
0.57 |
8343 |
84 |
0.00 |
| 111028 |
05神华债 |
20120121 |
5.25 |
115.000 |
104.480 |
820 |
9 |
105.500 |
104.480 |
104.990 |
-0.30 |
260 |
3 |
0.00 |
| 111029 |
06豫投债 |
20160119 |
4.30 |
100.000 |
95.700 |
0 |
0 |
95.700 |
95.700 |
95.700 |
0.00 |
0 |
0 |
0.00 |
| 111030 |
05泰达债 |
20151219 |
4.65 |
106.000 |
103.000 |
40 |
0 |
103.000 |
103.000 |
103.000 |
-2.83 |
30 |
0 |
0.00 |
| 111031 |
06鄂能债 |
20160522 |
4.05 |
102.800 |
99.000 |
2780 |
28 |
102.800 |
99.000 |
102.800 |
1.58 |
2780 |
28 |
0.00 |
| 111032 |
06鲁能债 |
20210731 |
4.40 |
103.480 |
93.010 |
3306 |
33 |
102.860 |
97.100 |
101.180 |
-0.47 |
1882 |
19 |
0.00 |
| 111033 |
06铁道01 |
20131016 |
4.00 |
100.000 |
100.000 |
0 |
0 |
100.000 |
100.000 |
100.000 |
0.00 |
0 |
0 |
0.00 |
| 111034 |
06铁道07 |
20111218 |
3.65 |
109.020 |
100.010 |
5311 |
54 |
109.020 |
100.010 |
101.010 |
-0.48 |
5211 |
53 |
0.00 |
| 111035 |
06节能债 |
20160403 |
4.05 |
104.500 |
99.190 |
13920 |
140 |
101.500 |
99.190 |
101.400 |
1.10 |
8310 |
84 |
0.00 |
| 111036 |
07中关村 |
|
|
106.150 |
103.850 |
361187 |
3799 |
106.150 |
104.480 |
105.630 |
-0.11 |
84488 |
891 |
0.00 |
| 111037 |
08昆建债 |
20130402 |
6.12 |
108.960 |
105.700 |
328066 |
3504 |
108.960 |
106.420 |
108.500 |
1.40 |
215673 |
2309 |
0.00 |
| 111038 |
08西基投 |
20130402 |
6.70 |
110.000 |
104.600 |
173603 |
1876 |
110.000 |
107.100 |
109.890 |
2.03 |
99692 |
1085 |
0.00 |
| 111039 |
08奈伦债 |
20150520 |
8.00 |
109.090 |
106.460 |
2194982 |
23611 |
109.090 |
106.460 |
108.520 |
0.86 |
1402444 |
15106 |
0.00 |
| 111040 |
08甬交投 |
20130722 |
6.90 |
109.200 |
105.500 |
418875 |
4463 |
109.200 |
105.850 |
108.130 |
1.48 |
201625 |
2155 |
0.00 |
| 111041 |
08铁岭债 |
20150821 |
8.35 |
110.060 |
107.000 |
6383686 |
69210 |
110.060 |
107.000 |
109.510 |
1.02 |
3448825 |
37451 |
0.00 |
| 111042 |
08嘉城投 |
20150827 |
7.05 |
118.880 |
105.880 |
353105 |
3815 |
118.880 |
106.210 |
108.790 |
0.82 |
122271 |
1322 |
0.00 |
| 111043 |
08湘有色 |
20181006 |
5.80 |
103.970 |
100.710 |
234117 |
2377 |
103.970 |
101.300 |
103.070 |
1.20 |
126613 |
1284 |
0.00 |
| 111044 |
08吉高速 |
20131024 |
5.65 |
102.300 |
99.890 |
1563625 |
15773 |
102.300 |
100.620 |
101.910 |
0.58 |
778326 |
7873 |
0.00 |
| 111045 |
08西城投 |
20151216 |
6.38 |
103.300 |
100.500 |
1484454 |
15040 |
103.300 |
101.200 |
102.960 |
0.93 |
782990 |
7958 |
0.00 |
| 111046 |
08东特债 |
20151225 |
7.10 |
105.380 |
102.950 |
3651584 |
37855 |
105.380 |
103.100 |
105.070 |
1.53 |
1600183 |
16661 |
0.00 |
| 111047 |
08长兴债 |
20160106 |
8.13 |
105.990 |
102.850 |
9679800 |
100831 |
105.990 |
102.850 |
105.500 |
5.50 |
9679800 |
100831 |
0.00 |
| 112001 |
08粤电债 |
20150310 |
5.50 |
118.180 |
102.880 |
2093954 |
21915 |
118.180 |
102.880 |
109.800 |
1.20 |
9443 |
103 |
0.00 |
| 112002 |
08中联债 |
20160421 |
6.50 |
107.600 |
103.020 |
6788581 |
71384 |
107.600 |
103.500 |
107.030 |
2.35 |
4797305 |
50563 |
0.00 |
| 112003 |
08泰达债 |
20130812 |
7.10 |
109.600 |
105.670 |
650594 |
6944 |
109.600 |
105.670 |
109.000 |
2.40 |
525835 |
5617 |
0.00 |
| 112004 |
08中粮债 |
20180825 |
6.06 |
115.000 |
110.330 |
347842 |
3934 |
114.990 |
110.330 |
113.980 |
0.41 |
73919 |
837 |
0.00 |
| 112005 |
08万科G1 |
20130905 |
5.50 |
110.000 |
107.000 |
2982558 |
32254 |
109.550 |
107.000 |
109.000 |
1.11 |
2315388 |
25019 |
0.00 |
| 112006 |
08万科G2 |
20130905 |
7.00 |
118.180 |
106.190 |
8865422 |
96044 |
118.180 |
106.600 |
110.400 |
2.41 |
3861138 |
42000 |
0.00 |
| 115001 |
钢钒债1 |
20121127 |
1.60 |
93.240 |
91.000 |
1203768 |
11114 |
93.240 |
91.400 |
92.800 |
0.98 |
908188 |
8387 |
0.00 |
| 115002 |
国安债1 |
20130920 |
1.20 |
86.060 |
83.200 |
12713076 |
107518 |
86.060 |
83.300 |
85.600 |
1.61 |
7786818 |
66009 |
0.00 |
| 115003 |
中兴债1 |
|
|
91.800 |
87.580 |
1490812 |
13299 |
90.430 |
87.580 |
89.600 |
0.70 |
518974 |
4597 |
0.00 |
2009年01月-02月 January-February, 2009 |
|