中邮基金2022年9月26日星期一固收日报
01
资金面
央行公告称,为维护银行体系流动性合理充裕,央行公开市场开展420亿元7天期和930亿元14天期逆回购操作,中标利率分别为2.0%、2.15%工行纸黄金报价。今日20亿元逆回购到期。
今日资金面整体均衡,跨季交易活跃工行纸黄金报价。开盘伊始,隔夜银行押利率债加权至+20bps融出,押非利率债加权+30bps不低于1.70%或1.75%附近融出。7天跨季押利率债银行融出报价少。14天跨季银行押利率加权至2.50%融出,非银押信用2.60%逐步提价至2.95%融出。21天非银2.15%至2.45%融出,1M非银2.35%融出,成交寥寥。资金面呈现均衡状态直到午间收盘。下午开盘,隔夜押利率融出较上午有所减少,3点后陆续以加权或少量减点融出,押非利率债1.70%融出。14天跨季价格押存单、信用成交于2.90%至2.95%。资金面呈均衡状态收盘 。
02
一级市场
利率
22农发06(增7), 3Y(剩余2.84Y)休1, 边际利率2.3213%, 边际15.5倍, 全场2.67倍
22农发07(增4), 5Y(剩余4.91Y), 边际利率2.6126%, 边际1.44倍, 全场4.03倍
22农发09, 5Y, 边际利率2.69%, 边际2.0倍, 全场4.93倍(浮动利率)
22四川债89(一般), 10Y, 边际利率2.81%, 边际1.59倍, 全场25.23倍, 国债利差15BP
22四川债90(专项), 10Y, 边际利率2.81%, 边际1.37倍, 全场24.52倍, 国债利差15BP
展开全文
22山东债56(一般), 7Y, 边际利率2.75%, 边际1.65倍, 全场20.87倍, 国债利差10BP
22山东债57(专项), 7Y, 边际利率2.75%, 边际1.51倍, 全场20.44倍, 国债利差10BP
SCP/CP
MTN
公司债
企业债
03
二级市场
国债
国债期货低开,上午跌幅扩大,下午继续走低,各期限全线收跌工行纸黄金报价。主力合约T2212收跌0.32%,收在100.920,重回101以下,TF2212收跌0.25%,收在101.555,TS2212收跌0.07%,收在101.115。
金债
国开
非国开
短融
今日短融集中16-298天附近AAA评级为主,买盘多以基金和银行理财为主,在2.05-2.15收益区间,成交在估值+2BP附近区间工行纸黄金报价。
AAA方面工行纸黄金报价,
2D 22宝钢SCP007 AAA/0 2 (5.2 bp)
2D 22三一重工SCP007(科创票据) AAA/0 2.08 (8.2 bp)
2D 22伊利实业SCP015(乡村振兴) AAA/0 2.15 (20.2 bp)
3D 22伊利实业SCP022 AAA/0 2.1 (15.2 bp)
3D 22伊利实业SCP021 AAA/0 2.1 (15.2 bp)
4D 21鲁高速SCP006 AAA/0 2 (5 bp)
4D 22申能股SCP003 AAA/0 2 (5.2 bp)
16D 22南电SCP004 AAA/0 2.05 (8.5 bp)
16D 22南电SCP004 AAA/0 2.06 (9.5 bp)
17D 22苏交通SCP014 AAA/0 2.12 (10.3 bp)
18D 22国丰集团SCP001 AAA/0 2.15 (5.3 bp)
18D 22大唐发电SCP006 AAA/0 2.14 (9.4 bp)
22D 22中石化SCP004 AAA/0 2.05 (6.5 bp)
22D 21申万宏源CP007 AAA/0 2.1 (16.7 bp)
23D 22国家能源SCP003 AAA/0 2.05 (2.8 bp)
28D 22东方电气SCP003 AAA/0 2.13 (8.2 bp)
29D 22无锡城建SCP002 AAA/0 2.16 (2.3 bp)
29D 22无锡城建SCP002 AAA/0 2.2 (6.3 bp)
29D 22厦翔业SCP008 AAA/0 2.08 (3.3 bp)
30D 22国元证券CP005 AAA/0 2.2 (24.9 bp)
30D 21电网CP016 AAA/0 2.15 (16 bp)
30D 22鲁能源SCP001 AAA/0 2.15 (5.5 bp)
30D 22招商局SCP004 AAA/0 2.03 (5 bp)
30D 22中化工SCP008 AAA/0 2.3 (25.5 bp)
30D 22冀建投SCP001 AAA/0 2.2 (5.5 bp)
31D 21国新控股CP001 AAA/0 2.05 (7.5 bp)
31D 21陕延油CP001 AAA/A-1 2.15 (10.7 bp)
31D 21陕延油CP001 AAA/A-1 2.18 (13.7 bp)
43D 22蒙东能源SCP001 AAA/0 2.1 (-0.3 bp)
46D 21辽港集团CP001 AAA/A-1 2.11 (-0.2 bp)
46D 22济南高新SCP002 AAA/0 2.28 (14.8 bp)
48D 22华电江苏SCP020 AAA/0 2.19 (20 bp)
50D 22赣出版SCP001 AAA/0 2 (1.8 bp)
52D 22杭实投SCP003 AAA/0 2.02 (5.2 bp)
52D 22国能资本SCP004 AAA/0 2.1 (19 bp)
57D 22龙源电力SCP013 AAA/0 1.83 (0.4 bp)
60D 22平安租赁SCP006 AAA/0 2.18 (5.7 bp)
65D 22苏交通SCP019 AAA/0 1.9 (5.9 bp)
67D 22国家管网SCP001 AAA/0 1.8 (3.8 bp)
67D 22市北高新SCP002 AAA/0 2.1 (10 bp)
67D 22市北高新SCP002 AAA/0 2.05 (5 bp)
71D 22京热力SCP001 AAA/0 1.9 (-3.9 bp)
74D 22蒙牛SCP006 AAA/0 1.8 (1.5 bp)
74D 22蒙牛SCP006 AAA/0 1.82 (3.5 bp)
79D 22中石化SCP009 AAA/0 1.75 (4.8 bp)
79D 22中石化SCP008 AAA/0 1.75 (4.8 bp)
80D 22龙源电力SCP014 AAA/0 1.78 (6.6 bp)
80D 22中石集SCP005 AAA/0 1.8 (9.9 bp)
80D 21晋能电力CP006 AAA/0 2 (-0.3 bp)
80D 22中石集SCP005 AAA/0 1.75 (4.9 bp)
81D 21港兴港投CP002 AAA/0 2.3 (5.9 bp)
81D 22华电江苏SCP023 AAA/0 1.82 (-0.2 bp)
86D 22东航SCP015 AAA/0 1.78 (2.7 bp)
86D 22东航股SCP014 AAA/0 1.8 (4.7 bp)
86D 22龙源电力SCP017 AAA/0 1.78 (7.7 bp)
86D 22吉利SCP002(科创票据) AAA/0 1.93 (6.7 bp)
86D 22杭州钢铁SCP005 AAA/0 1.85 (3.7 bp)
87D 22中石化SCP011 AAA/0 1.71 (1 bp)
87D 22中石化SCP013 AAA/0 1.71 (1 bp)
87D 22苏州高新SCP027 AAA/0 1.92 (2.9 bp)
88D 22绍兴城投SCP003 AAA/0 1.9 (0.9 bp)
92D 22中建材集SCP002(科创票据) AAA/0 1.78 (2.7 bp)
92D 22杭州国资SCP006 AAA/0 1.85 (3.7 bp)
92D 22国家管网SCP004 AAA/0 1.71 (0.3 bp)
107D 22华发集团SCP006 AAA/0 2.25 (0.9 bp)
109D 22中电投SCP020 AAA/0 1.8 (6 bp)
114D 22中化工SCP010 AAA/0 2 (15.5 bp)
149D 22赣出版SCP003 AAA/0 2.04 (7.4 bp)
154D 22粤科金融SCP002 AAA/0 2.07 (8.8 bp)
158D 22国联SCP008 AAA/0 2.04 (4.9 bp)
161D 22电网CP004 AAA/0 1.9 (5.8 bp)
163D 22广发证券CP008 AAA/0 1.95 (8.7 bp)
172D 22青岛国信SCP002 AAA/0 2.01 (-0.3 bp)
176D 22汉江国资SCP004 AAA/0 2.02 (0.1 bp)
176D 22深燃气SCP003 AAA/0 2.03 (5.1 bp)
183D 22首钢SCP004 AAA/0 2.1 (-0.1 bp)
183D 22申万宏源CP003 AAA/A-1 1.9 (0.8 bp)
189D 22中国旅游SCP001 AAA/0 2 (0 bp)
200D 22浙江机场SCP002 AAA/0 2.03 (1.8 bp)
210D 22京能电力SCP002 AAA/0 2.02 (0 bp)
211D 22国信证券CP012 AAA/0 1.94 (2.7 bp)
213D 22苏沙钢CP001 AAA/0 2.43 (1.8 bp)
226D 22招商证券CP010 AAA/0 1.94 (2.2 bp)
232D 22国药控股SCP004 AAA/0 2.05 (2.1 bp)
239D 22青岛西海SCP002 AAA/0 2.15 (-1.1 bp)
241D 22首钢SCP005 AAA/0 2.14 (-0.1 bp)
255D 22电网CP010 AAA/0 2 (3 bp)
255D 22电网CP009 AAA/0 2 (3 bp)
256D 22国电SCP001 AAA/0 2.01 (2.6 bp)
263D 22南电SCP012 AAA/0 2 (2.3 bp)
289D 22津城建CP014 AAA/0 3.96 (4.5 bp)
298D 22湘高速CP003 AAA/0 2.15 (2.4 bp)
309D 22晋焦煤CP001(科创票据) AAA/A-1 2.16 (2.6 bp)
344D 22联通CP001 AAA/0 2.08 (4.5 bp)
AA+方面工行纸黄金报价,
14D 22合川城投SCP001 AA+/0 2.7 (-28.9 bp)
29D 22株洲城建SCP001 AA+/0 2.57 (4.3 bp)
29D 22良渚文化SCP002 AA+/0 2.24 (1.3 bp)
37D 21金坛国发CP003 AA+/0 2.63 (6.9 bp)
53D 21海沧投资CP002 AA+/0 2.32 (-6.3 bp)
56D 22衢州国资SCP001 AA+/0 2.31 (19.5 bp)
56D 22皖国资SCP001 AA+/0 2.2 (10.8 bp)
69D(休1) 22珠海九洲SCP006 AA+/0 2.48 (-0.9 bp)
74D 21商丘发展CP002 AA+/0 2.42 (0.5 bp)
120D 22淮安开发SCP002 AA+/0 3 (8.5 bp)
147D 22徐州交通SCP003 AA+/0 2.05 (-0.1 bp)
231D 22嘉兴高新SCP003 AA+/0 2.25 (9.5 bp)
360D 22乐清国投CP001 AA+/0 2.25 (-0.1 bp)
AA方面工行纸黄金报价,
70D 22金霞新城SCP001 AA/0 2.88 (-0.4 bp)
174D(休1) 22随州城投SCP003 AA/0 2.65 (5.2 bp)
242D 22大丰海港CP002 AA/0 3.82 (-5.4 bp)
297D 22溧水产投CP003 AA/0 2.5 (-0.9 bp)
中票
今日中票多以3年内期限AAA评级成交为主,买盘多以券商自营和银行理财为主,在2.05-2.64附近收益区间,成交在估值+2Bp附近区间工行纸黄金报价。
AAA方面工行纸黄金报价,
18D+N 19蓝星MTN002 AAA/AAA 2.35 (-8.7 bp)
34D 19泉州城建MTN001 AAA/AAA 2.2 (7.3 bp)
80D 17陕煤化MTN004 AAA/AAA 1.95 (12.6 bp)
109D 20申迪MTN001 AAA/AAA 1.99 (8.7 bp)
153D 20云投MTN001 AAA/AAA 5.1 (1.7 bp)
160D(休1) 20南航股MTN003 AAA/AAA 2.04 (0 bp)
164D 18江宁经开MTN001 AAA/AAA 2.08 (-0.1 bp)
165D 21广州地铁MTN006 AAA/AAA 1.93 (3.6 bp)
178D 20中石油MTN001 AAA/AAA 1.91 (2.8 bp)
186D+N 20鲁钢铁MTN002 AAA/AAA 3.2 (18.3 bp)
187D(休2) 20文广集团MTN001 AAA/AAA 2.12 (6 bp)
195D(休1) 20中油股MTN001 AAA/AAA 2.02 (5.7 bp)
195D(休1) 20中油股MTN002 AAA/AAA 2.02 (5.7 bp)
199D+N 20华能MTN001 AAA/AAA 2.05 (3 bp)
201D 20中国一汽MTN001 AAA/AAA 2.04 (2.5 bp)
209D(休1) 18渝水投MTN001 AAA/AAA 2.08 (2 bp)
238D 20宝武集团MTN001 AAA/AAA 2.04 (6.1 bp)
238D 20宝武集团MTN001 AAA/AAA 2.05 (7 bp)
238D 20宝武集团MTN001 AAA/AAA 2.03 (5 bp)
239D 18冀港集MTN001 AAA/AAA 2.14 (4.9 bp)
244D(休1) 20中化工MTN010 AAA/AAA 2.09 (-0.2 bp)
257D(休2) 21平安租赁MTN003 AAA/AAA 2.36 (1.1 bp)
264D+N(休2) 20鲁钢铁MTN003 AAA/AAA 3.3 (23.3 bp)
264D(休2) 21广核电力MTN002 AAA/AAA 2.02 (3.2 bp)
266D 20汇金MTN008A AAA/AAA 2 (2 bp)
269D(休4) 20中金集MTN003 AAA/AAA 2.05 (1 bp)
302D 18广州地铁MTN003 AAA/AAA 2.035 (1.6 bp)
312D 21文广集团MTN001 AAA/0 2.15 (1.2 bp)
315D 20江北新区MTN002 AAA/AAA 2.21 (-1 bp)
317D 21中石化MTN003 AAA/0 2.05 (2.9 bp)
318D+N 20豫交投MTN003 AAA/AAA 2.3 (0.3 bp)
321D(休1) 18吉林高速MTN001 AAA/AAA 2.43 (-0.3 bp)
323D 18深圳高速MTN002 AAA/AAA 2.08 (3.8 bp)
325D 18首创集MTN001 AAA/AAA 2.33 (0.1 bp)
325D 20平安租赁MTN003 AAA/AAA 2.45 (-3.2 bp)
332D 18鲁能源MTN001 AAA/AAA 2.21 (-0.7 bp)
332D 20凤凰传媒MTN002 AAA/AAA 2.15 (-0.1 bp)
333D 21云能投MTN002 AAA/AAA 3.75 (-3.8 bp)
1.05Y(休1) 20豫交运MTN006 AAA/AAA 2.24 (0.7 bp)
1.05Y+N(休1) 20中电投MTN014 AAA/AAA 2.19 (0.5 bp)
1.07Y(休1) 21晋能装备MTN006 AAA/AAA 2.38 (0.8 bp)
1.08Y+N 20中铁建MTN001 AAA/AAA 2.2 (0.1 bp)
1.09Y+N(休2) 20陕煤化MTN005 AAA/AAA 2.5 (0.3 bp)
1.1Y 20汇金MTN010A AAA/AAA 2.1 (2.6 bp)
1.12Y+N 18鲁钢铁MTN005 AAA/AAA 3.51 (27.9 bp)
1.17Y+N 18中铁股MTN001B AAA/AAA 2.25 (1.7 bp)
1.19Y+N 18鲁钢铁MTN007 AAA/AAA 3.54 (28 bp)
1.21Y+N 20陕延油MTN006 AAA/AAA 2.48 (9.5 bp)
1.22Y+N 20大唐集MTN005B AAA/AAA 2.28 (3.2 bp)
1.25Y+N 18鲁钢铁MTN008 AAA/AAA 3.56 (27.5 bp)
1.29Y 19中石油MTN001 AAA/AAA 2.18 (5.4 bp)
1.29Y 19泸州窖MTN001 AAA/AAA 2.3 (3.6 bp)
1.31Y 19陕延油MTN001 AAA/AAA 2.32 (2.4 bp)
1.42Y 19豫投资MTN001 AAA/AAA 2.4 (2.3 bp)
1.45Y 21广州地铁MTN005 AAA/AAA 2.18 (-0.3 bp)
1.46Y 19南京地铁GN001 AAA/AAA 2.21 (2 bp)
1.48Y 21鄂交投MTN001 AAA/AAA 2.33 (3.5 bp)
1.5Y 21川高速MTN004(权益出资) AAA/AAA 2.37 (4.3 bp)
1.53Y 21鲁黄金MTN002 AAA/AAA 2.46 (0.4 bp)
1.58Y 21苏国信MTN002A AAA/0 2.31 (4 bp)
1.62Y(休2) 21三峡新能MTN002(碳中和债) AAA/AAA 2.28 (0 bp)
1.64Y(休1) 22汇金MTN002 AAA/0 2.27 (3.3 bp)
1.68Y(休2) 21国家能源MTN001 AAA/0 2.32 (2.6 bp)
1.72Y(休1) 21中电投MTN005 AAA/AAA 2.31 (0.6 bp)
1.72Y(休1) 21中电投MTN005 AAA/AAA 2.305 (0.1 bp)
1.72Y 21宁沪高MTN001 AAA/0 2.38 (2.5 bp)
1.73Y+N 21江西交投MTN004 AAA/AAA 2.46 (1.7 bp)
1.73Y 19赣高速MTN001 AAA/AAA 2.31 (1.5 bp)
1.74Y(休1) 21华润医药MTN001 AAA/AAA 2.32 (1.1 bp)
1.75Y 21苏交通MTN005(权益出资) AAA/0 2.31 (0.7 bp)
1.75Y 21苏交通MTN005(权益出资) AAA/0 2.3 (-0.3 bp)
1.79Y 19川发展MTN003A AAA/AAA 2.39 (2.1 bp)
1.79Y(休2) 21中铁股MTN003 AAA/AAA 2.34 (1.6 bp)
1.8Y 21鄂能源MTN002 AAA/AAA 2.38 (0.5 bp)
1.8Y 21苏国信MTN006 AAA/0 2.35 (2.5 bp)
1.82Y+N(休1) 21江西交投MTN005 AAA/AAA 2.5 (1.7 bp)
1.83Y(休2) 21南电MTN003 AAA/0 2.3 (0.5 bp)
1.86Y 21中石化MTN002 AAA/0 2.32 (1.7 bp)
1.88Y 22中交建MTN002 AAA/0 2.36 (1.4 bp)
1.88Y 21鲁黄金MTN006 AAA/0 2.55 (0.4 bp)
1.9Y 21邮政MTN003 AAA/AAA 2.35 (-0.1 bp)
1.9Y 21龙源电力MTN002 AAA/0 2.35 (-0.1 bp)
1.9Y 21龙源电力MTN002 AAA/0 2.37 (1.9 bp)
1.9Y 21龙源电力MTN002 AAA/0 2.36 (0.9 bp)
1.9Y 21鲁能源GN005(碳中和债) AAA/AAA 2.54 (1 bp)
1.91Y(休1) 21鲁高速MTN006(革命老区) AAA/AAA 2.42 (1.4 bp)
1.91Y(休1) 21鄂长投MTN004 AAA/0 2.52 (2.7 bp)
1.92Y 19赣高速MTN002 AAA/AAA 2.37 (0.6 bp)
1.92Y 19苏国信MTN003B AAA/AAA 2.38 (2.1 bp)
1.93Y+N 21龙源电力MTN003 AAA/AAA 2.55 (-0.9 bp)
1.93Y 21国电MTN004 AAA/0 2.38 (1.8 bp)
1.94Y 21武钢集MTN001 AAA/0 2.49 (2.9 bp)
1.94Y 21深圳资本MTN001 AAA/AAA 2.51 (1.9 bp)
1.95Y 21浙交投MTN001(乡村振兴) AAA/AAA 2.37 (-0.3 bp)
1.95Y 21浙交投MTN001(乡村振兴) AAA/AAA 2.39 (1.7 bp)
1.95Y(休1) 21粤能源MTN001 AAA/0 2.38 (1.3 bp)
1.96Y 21鲁黄金MTN008 AAA/0 2.59 (2.3 bp)
2Y 19中建材集MTN001 AAA/AAA 2.44 (1.1 bp)
2.07Y+N 19蓉城轨交MTN001 AAA/AAA 2.575 (-0.4 bp)
2.08Y 21华电股MTN005 AAA/0 2.44 (3.9 bp)
2.16Y(休2) 21国新控股MTN003 AAA/0 2.43 (1.1 bp)
2.2Y 21中银投资MTN002 AAA/AAA 2.56 (3.2 bp)
74D+2Y 19江宁城建MTN001 AAA/AAA 1.88 (-3.5 bp)
2.26Y 21陕延油MTN004 AAA/0 2.59 (4.3 bp)
104D+2Y 20浦东开发MTN001 AAA/AAA 2.05 (20.1 bp)
2.32Y 22盐田港MTN001 AAA/AAA 2.56 (1.4 bp)
2.33Y(休1) 22苏国信GN001(碳中和债) AAA/0 2.46 (0.4 bp)
2.38Y 22中节能MTN001 AAA/AAA 2.63 (2 bp)
2.4Y 22张江高科MTN001 AAA/0 2.54 (7.3 bp)
2.41Y 22三峡GN003(碳中和债) AAA/0 2.4 (1.3 bp)
2.41Y 22三峡新能MTN001(碳中和债) AAA/AAA 2.47 (0.1 bp)
2.41Y 22三峡GN003(碳中和债) AAA/0 2.385 (-0.2 bp)
2.41Y 22浙交投MTN001 AAA/0 2.51 (3.2 bp)
2.41Y 22三峡GN002(碳中和债) AAA/0 2.385 (-0.2 bp)
2.41Y(休1) 22华润MTN002 AAA/0 2.51 (4 bp)
2.43Y(休2) 22华能集MTN001 AAA/AAA 2.5 (2.7 bp)
1.49Y+1Y 22晋能装备MTN002 AAA/0 2.7 行权 (1.5 bp)
1.49Y+1Y 22晋能装备MTN002 AAA/0 2.7 (1.5 bp)
2.55Y(休1) 20中煤能源MTN001A AAA/AAA 2.65 (0.1 bp)
2.56Y 20湘高速MTN003 AAA/AAA 2.65 (0 bp)
2.58Y(休1) 22龙城发展MTN002A AAA/0 2.8 (4 bp)
2.58Y(休1) 22龙城发展MTN002A AAA/0 2.76 (0 bp)
2.63Y+N 20北控水集MTN001 AAA/AAA 2.82 (2.3 bp)
2.64Y 22中电投MTN013 AAA/0 2.55 (3.9 bp)
286D+2Y 20豫高管MTN005 AAA/AAA 2.15 (4 bp)
2.81Y+N(休1) 22陕西交通MTN004 AAA/AAA 2.9 (0.4 bp)
2.93Y 22保利发展MTN005(绿色) AAA/0 2.93 (4 bp)
2.98Y(休2) 22国电MTN002 AAA/0 2.51 (3.6 bp)
2.98Y(休2) 22朝阳国资MTN001 AAA/AAA 2.67 (4.7 bp)
2.99Y 22核风电GN002 AAA/0 2.65 (-0.3 bp)
364D+2Y 20湘高速MTN004 AAA/AAA 2.16 (-0.3 bp)
1.05Y+2Y 20南通城建MTN002 AAA/AAA 2.19 (1.4 bp)
1.28Y+2Y 21渝富MTN001 AAA/AAA 2.29 行权 (1.7 bp)
1.57Y+2Y 21豫交运MTN002 AAA/AAA 2.4 (0.5 bp)
3.8Y 21亦庄控股MTN002 AAA/0 2.95 (3 bp)
3.82Y 21粤交投MTN003 AAA/AAA 2.8 (5.4 bp)
4.29Y 22重庆交投MTN001 AAA/0 3.05 (1.1 bp)
4.41Y 22中海企业MTN002(绿色) AAA/AAA 3.22 (-0.5 bp)
2.49Y+2Y 22湘高速MTN003 AAA/AAA 2.65 行权 (1.1 bp)
2.65Y+2Y 22川投能源MTN001 AAA/AAA 2.69 行权 (1.7 bp)
2.65Y+2Y 22川投能源MTN001 AAA/AAA 2.69 (1.7 bp)
4.85Y 22江苏高科MTN002(科创票据) AAA/0 3.35 (0 bp)
4.87Y 22中节能MTN006 AAA/AAA 3.16 (2.2 bp)
4.93Y 22电网MTN007 AAA/0 2.945 (5 bp)
4.93Y 22电网MTN010 AAA/0 2.945 (5 bp)
4.93Y 22电网MTN009 AAA/0 2.945 (5 bp)
4.93Y 22电网MTN006 AAA/0 2.945 (5 bp)
4.93Y 22电网MTN010 AAA/0 2.935 (4 bp)
4.93Y 22电网MTN008 AAA/0 2.94 (4.5 bp)
4.93Y 22电网MTN008 AAA/0 2.92 (2.5 bp)
4.93Y 22电网MTN006 AAA/0 2.94 (4.5 bp)
4.93Y 22电网MTN008 AAA/0 2.945 (5 bp)
4.99Y 22锡产业MTN009 AAA/0 3.17 (1.7 bp)
4.99Y 22锡产业MTN008 AAA/0 3.17 (1.7 bp)
4.99Y 22华润控股MTN003B AAA/AAA 3.35 (0.7 bp)
9.94Y(休1) 22陕西交通MTN006 AAA/AAA 3.67 (-0.8 bp)
AA+方面工行纸黄金报价,
52D+N 17淮安交通MTN001 AA+/AA+ 3.3 (15.7 bp)
177D 18诸暨国资MTN001 AA+/AA+ 2.15 (4.9 bp)
322D 18江岸国资MTN001 AA+/AA+ 2.25 (2.6 bp)
327D(休2) 20南京滨江MTN001 AA+/AA+ 2.45 (11 bp)
330D 18常交通MTN001 AA+/AA+ 2.24 (1 bp)
335D(休1) 20晋江国资MTN002 AA+/AA+ 2.25 (1.6 bp)
343D 20淮安水利MTN001 AA+/AA+ 2.45 (-0.4 bp)
358D 18余姚城投MTN002 AA+/AA+ 2.26 (1.1 bp)
67D+1Y 20德泰MTN002 AA+/AA+ 4.7 行权 (13 bp)
1.22Y(休1) 20启东城投MTN001 AA+/AA+ 2.38 (2.3 bp)
1.24Y(休1) 21淮安开发MTN004 AA+/AA+ 3.35 (-1.5 bp)
1.37Y(休7) 21福清国资MTN001 AA+/AA+ 2.48 (1.5 bp)
2.21Y 21太仓城投MTN002 AA+/0 2.67 (-0.9 bp)
2.22Y 21中远租赁MTN001 AA+/0 3.57 (-0.2 bp)
2.24Y 21柯桥国资MTN002 AA+/0 2.7 (0.5 bp)
2.3Y 22滨江城建MTN001 AA+/0 2.86 (-0.5 bp)
112D+2Y 20溧水城建MTN001 AA+/AA+ 2.05 (0.4 bp)
2.47Y 22芜湖建设MTN002 AA+/0 2.73 (-0.9 bp)
2.56Y(休1) 20郑州水投MTN001 AA+/AA+ 2.76 (0.4 bp)
2.67Y 22常德城投MTN001 AA+/0 2.95 (2.5 bp)
2.71Y+N 22泰山投资MTN002 AA+/0 3.53 (1.2 bp)
2.78Y 22杭州湾新MTN002 AA+/0 2.82 (2.5 bp)
2.8Y 22盐城交投MTN002 AA+/0 3.1 (1.1 bp)
1.01Y+2Y 20通顺交投MTN001 AA+/AA+ 2.82 (-0.9 bp)
1.22Y+2Y 20赣州城投MTN001 AA+/AA+ 2.37 (-0.3 bp)
1.99Y+2Y 21扬州经开MTN001 AA+/AAA 2.63 行权 (1.6 bp)
2.09Y+2Y 21诸暨国资MTN001 AA+/AA+ 2.7 (5.5 bp)
2.17Y+2Y 21诸暨国资MTN002 AA+/0 2.7 (3.2 bp)
2.32Y+2Y 22滁州城投MTN002 AA+/0 2.71 (0.4 bp)
2.59Y+2Y 22长沙经开MTN001 AA+/0 2.76 行权 (0 bp)
2.74Y+2Y 22溧阳城建MTN002 AA+/0 2.93 (5.5 bp)
2.78Y+2Y 22宁德交投MTN001 AA+/0 2.84 (-0.6 bp)
4.93Y 22岳阳城投MTN001 AA+/0 3.58 (2.7 bp)
4.97Y 22杭州城发MTN003 AA+/AAA 3.095 (-1.1 bp)
AA方面工行纸黄金报价,
202D(休1) 20衡阳交通MTN001 AA/AA 2.3 (1.8 bp)
241D 18威经开MTN001 AA/AA 2.96 (-5.2 bp)
279D+1Y 21赣州开投MTN002 AA/AA+ 2.8 行权 (5.6 bp)
279D+1Y 21赣州开投MTN002 AA/AA+ 2.8 行权 (5.6 bp)
1.94Y 21高淳经开MTN003 AA/0 3.27 (2.9 bp)
20D+2Y 19咸宁高新MTN001 AA/AA 3.89 (72.3 bp)
185D+2Y(休1) 20桃花源MTN001 AA/AAA 3.75 (-23.4 bp)
224D+2Y 20临沂经开MTN001 AA/AA 5.95 行权 (6.9 bp)
312D+2Y 20邳州润城MTN001 AA/AA 2.9 (-2.4 bp)
353D+2Y(休1) 20益阳交投MTN002 AA/AA 4.48 行权 (-5.9 bp)
3.82Y 21湛江交投MTN001B AA/AA 3.14 (2.7 bp)
存单
一级存单各期限均为工作日到期,交投情绪一般,整体偏清淡工行纸黄金报价。1M国股询在1.30%, 3M国股询在1.40%, 6M 国股询在1.85%, 9M国股询在1.90%, 1Y国股大行询在1.95%至1.98%。
二级存单交易方面:受资金面影响,今日各期限收益率有所上行工行纸黄金报价。9月到期,国股大行成交在1.00%-1.20%, 10-12月到期,国股大行成交在1.69%-1.95%,明年1月到期,国股大行成交在1.78%-1.85%,明年2-3月到期,国股大行成交在1.85%-1.91%,明年4月到期,国股大行成交在1.92%-1.955%,明年5-6月到期,国股大行成交在1.935%-1.97%,明年7-8月到期,国股大行成交在1.98%-2.005%,明年9月到期,国股大行成交在1.995%-2.0025%。
企业债、公司债
今日企业债城投多以AA评级有担保4年内为主,买盘多以基金和券商资管为主,在3.67-4.90附近区间,成交在估值+1BP附近区间工行纸黄金报价。公司债以高评级AAA为主,3年期限内为主,买盘多以券商投顾和基金为主,在2.07-2.79收益区间,成交在估值+2BP附近区间。
AAA方面工行纸黄金报价,
20D+N(休1) 17建材Y2 AAA/AAA 2.07 (0.2 bp)
43D+N 19通用Y1 AAA/AAA 2.2 (5.1 bp)
49D+N 19延长Y5 AAA/AAA 2.05 (-0.3 bp)
53D 19海康02 AAA/AAA 2.05 (9.4 bp)
53D+N 19铁建Y3 AAA/AAA 1.92 (1.2 bp)
55D(休1) 12国网04 AAA/AAA 2.04 (25.8 bp)
78D 19淄矿02 AAA/AAA 2.15 (3.4 bp)
88D 19诚通01 AAA/AAA 1.85 (0.3 bp)
155D+N 20BOEY1 AAA/AAA 2.03 (3.5 bp)
156D GC华能01 AAA/AAA 1.93 (5.7 bp)
161D 20甬港01 AAA/AAA 1.99 (-1.8 bp)
161D 20宝钢01 AAA/AAA 1.96 (-0.2 bp)
164D 22深铁D1 AAA/0 1.91 (1.8 bp)
164D 16广越03 AAA/AAA 2.06 (16.4 bp)
170D 13中油02 AAA/AAA 1.88 (1.6 bp)
173D+N(休2) 21中化Y1 AAA/AAA 2.14 (2.5 bp)
181D(休1) 20沪城01 AAA/AAA 1.98 (4.9 bp)
205D 国电投03 AAA/AAA 2 (3.1 bp)
214D 20东航01 AAA/AAA 2.16 (1.2 bp)
241D 20国电02 AAA/AAA 2 (1.4 bp)
280D 20深地铁债03 AAA/AAA 2.025 (1.6 bp)
294D 18申宏02 AAA/AAA 2.08 (-0.3 bp)
294D 18申宏02 AAA/AAA 2.1 (1.7 bp)
300D(休1) 18广开02 AAA/AAA 2.2 (3.5 bp)
308D+N 20北控Y1 AAA/AAA 2.07 (-0.6 bp)
326D 20河钢债03 AAA/AAA 2.5 (1.4 bp)
333D 20苏交G2 AAA/AAA 2.02 (-1.3 bp)
346D 16鲁能02 AAA/AAA 2.98 (17.8 bp)
361D+N 20HHPY2 AAA/AAA 2.28 (0 bp)
1.14Y 18建材12 AAA/AAA 2.2 (2.5 bp)
1.34Y 21洪政01 AAA/AAA 2.35 (8.1 bp)
1.45Y+N(休1) G21新Y1 AAA/AAA 2.62 (-3 bp)
1.47Y(休2) 21南网01 AAA/AAA 2.17 (-1.2 bp)
1.5Y 21陆嘴02 AAA/AAA 2.45 (3 bp)
1.52Y 19中保01 AAA/AAA 2.41 (1.7 bp)
1.55Y 21建材01 AAA/AAA 2.28 (-0.9 bp)
1.67Y 22辽港03 AAA/AAA 2.4 (-0.4 bp)
1.7Y+N(休1) 19大唐Y4 AAA/AAA 2.38 (0.5 bp)
1.75Y 14北国资债 AAA/AAA 2.34 (5.6 bp)
1.87Y 17广业01 AAA/AAA 2.48 (0.4 bp)
1.93Y 国电投11 AAA/AAA 2.335 (0 bp)
1.94Y 19广铁绿色债03 AAA/AAA 2.43 (1.2 bp)
2.09Y+N 19铁建Y2 AAA/AAA 2.46 (-1.7 bp)
2.22Y+N 19铁建Y6 AAA/AAA 2.51 (-0.8 bp)
2.22Y+N 19铁建Y6 AAA/AAA 2.5175 (0 bp)
112D+2Y 20CATL01 AAA/AAA 2.05 (2.8 bp)
2.32Y 22润药01 AAA/AAA 2.43 (-0.1 bp)
2.43Y(休1) 22唐新01 AAA/AAA 2.57 (0.5 bp)
158D+2Y 20国机01 AAA/AAA 2 (4.7 bp)
167D+2Y 20南海01 AAA/AAA 2.03 行权 (0.2 bp)
2.48Y PR钱投债 AAA/AAA 2.5 (-0.6 bp)
2.56Y 20扬州01 AAA/AAA 2.65 (0.1 bp)
206D+2Y(休1) 20中车G1 AAA/AAA 1.99 (2 bp)
214D+2Y 20越控01 AAA/AAA 2.16 行权 (6.2 bp)
2.68Y+N(休1) 22信保Y1 AAA/AAA 2.83 (-0.9 bp)
2.7Y(休1) 22深铁G5 AAA/AAA 2.53 (0.6 bp)
2.87Y 22穗投02 AAA/AAA 2.62 (1.4 bp)
328D+2Y 18粤财03 AAA/AAA 2.15 (4 bp)
2.91Y(休2) 22苏交01 AAA/AAA 2.53 (-2.8 bp)
2.91Y(休2) 22宁沪G2 AAA/0 2.6 (-1.3 bp)
2.93Y(休2) 22招港01 AAA/AAA 2.65 (-2.5 bp)
2.93Y+N 22葛洲Y3 AAA/AAA 2.72 (2 bp)
2.97Y 22江铜01 AAA/AAA 2.65 (1.4 bp)
2.97Y 22江铜01 AAA/AAA 2.66 (2.4 bp)
2.97Y 22HDGJ02 AAA/0 2.58 (1.5 bp)
361D+2Y 20湘路06 AAA/AAA 2.16 行权 (-0.2 bp)
361D+2Y 20湘路06 AAA/AAA 2.17 (0.8 bp)
1.43Y+2Y 21广越03 AAA/AAA 2.25 (4.9 bp)
1.48Y+2Y(休1) 21湖州02 AAA/AAA 2.37 行权 (4.7 bp)
1.64Y+2Y 21葛洲02 AAA/AAA 2.3 (-1.4 bp)
3.83Y+N(休1) 21锡交Y6 AAA/AAA 3.19 (-0.9 bp)
3.85Y(休1) 21深投03 AAA/AAA 2.8 (5.2 bp)
3.89Y(休1) GC融和02 AAA/AAA 3.08 (4.1 bp)
3.93Y(休1) 21国发03 AAA/AAA 2.89 (2.9 bp)
4.08Y 21国新03 AAA/0 2.79 (-0.5 bp)
4.1Y 21中信01 AAA/AAA 2.78 (-1.9 bp)
2.4Y+2Y 22朝国01 AAA/AAA 2.55 (2.4 bp)
2.41Y+2Y 20广越02 AAA/AAA 2.48 (2.9 bp)
2.42Y+2Y 20财金01 AAA/AAA 2.76 行权 (0.9 bp)
2.97Y+2Y 22招金02 AAA/0 2.78 (4.4 bp)
4.99Y+N 葛洲YK02 AAA/AAA 3.25 ( bp)
1.11Y+3Y+1Y(休2) 20茅台01 AAA/AAA 2.1 (-1.1 bp)
4.11Y+2Y(休1) 21诚通18 AAA/AAA 3.09 行权 (1.5 bp)
4.3Y+2Y 22诚通02 AAA/AAA 3.11 (0.3 bp)
4.92Y+5Y 22蓉高04 AAA/AAA 3.15 行权 (0.4 bp)
9.73Y+5Y(休2) 22武投02 AAA/AAA 3.55 (5.4 bp)
AA+方面工行纸黄金报价,
122D PR芙蓉债 AA+/AAA 1.92 (-0.1 bp)
155D 20合力01 AA+/AAA 5.4 (-46 bp)
1.08Y 20天宁02 AA+/AA+ 2.42 (1.5 bp)
1.69Y 19义纾01 AA+/AA+ 2.6 (4.5 bp)
1.1Y+1Y 21上唐01 AA+/AAA 2.51 行权 (4.9 bp)
2.15Y 21衢资02 AA+/AA+ 2.66 (-0.2 bp)
157D+2Y(休1) 20兰创01 AA+/AAA 2.7 (-44.6 bp)
2.49Y 22海宁01 AA+/AA+ 2.78 (3.7 bp)
3.1Y PR漳城投 AA+/AA+ 2.7 (2.5 bp)
3.13Y 18海宁城投债 AA+/AA+ 2.6 (2 bp)
3.75Y G19城南1 AA+/AAA 2.78 (-2.1 bp)
2.86Y+2Y 22皋通G3 AA+/0 3.06 (5.6 bp)
4.87Y+2Y 22钱城债02 AA+/AAA 3.15 行权 (1.2 bp)
AA方面工行纸黄金报价,
199D PR海开债 AA/AA 3.07 (-0.8 bp)
219D(休1) PR水城债 AA/AA+ 5.9 (-55.7 bp)
270D(休3) 20欣旺01 AA/AAA 2.67 (1.2 bp)
282D PR临川债 AA/AA+ 3 (-5.9 bp)
339D 16怀化专项债 AA/AA 4.25 (-20.7 bp)
1.85Y 17安庆皖江债 AA/AA 4.9 (-72.2 bp)
1.98Y 17温高新债 AA/AA 2.84 (1.6 bp)
111D+2Y 20伟驰01 AA/AA 2.49 (-0.6 bp)
2.4Y 20晋江开发绿色债 AA/AA+ 3 (-2.2 bp)
3Y 18安吉绿色债02 AA/AA+ 3.57 (-0.5 bp)
3.31Y 19潜江城投债01 AA/AAA 2.89 (0.2 bp)
3.31Y PR潜江01 AA/AAA 2.89 (0.2 bp)
4.57Y 20淮南城投绿色债 AA/AA 3.49 (2.1 bp)
4.61Y 20黄桥债 AA/AAA 3.17 (-3.1 bp)
5.22Y 20瀛洲债 AA/AAA 3.67 (-1 bp)
6.01Y 21云新债 AA/AAA 3.42 (-0.7 bp)
6.1Y 21仙桃债 AA/AAA 3.62 (-2.6 bp)
2.18Y+4Y 21洪山城投债 AA/AA+ 2.68 行权 (0 bp)
6.46Y 22无为债 AA/AAA 3.37 (-0.6 bp)
金融债
今日商金债市场交投活跃,整体成交收益率略有上行,市场主要关注3-5Y附近的银行二级和永续债,买盘以基金和银行为主,其他机构均有参与工行纸黄金报价。
AAA方面工行纸黄金报价,
21D+5Y(休1) 17农业银行二级 AAA/AAA 2.4 (21.1 bp)
21D+5Y(休1) 17农业银行二级 AAA/AAA 2.42 (23.1 bp)
21D+5Y(休1) 17农业银行二级 AAA/AAA 2.33 (14.1 bp)
78D 19交通银行02 AAA/AAA 1.73 (2.4 bp)
86D 21华S13 AAA/A-1 1.71 (1.2 bp)
89D(休2) 19中银金融债01 AAA/AAA 1.78 (1.8 bp)
92D 19天津银行债 AAA/AAA 1.98 (1.7 bp)
111D(休1) 20渤海银行01 AAA/AAA 2.1 (11.6 bp)
160D(休1) 20浙商银行小微债01 AAA/AAA 1.95 (6 bp)
168D 20苏州银行双创债 AAA/AAA 1.93 (1.1 bp)
171D 20农银投资债01 AAA/AAA 1.94 (5.5 bp)
171D 20建信金融债01 AAA/AAA 1.92 (3.5 bp)
173D(休2) 20中信银行小微债01 AAA/AAA 1.9 (3.3 bp)
175D 20民生银行小微债01 AAA/AAA 1.94 (2.3 bp)
178D 20国君G2 AAA/AAA 1.91 (2.3 bp)
242D 20平安银行小微债01 AAA/AAA 1.99 (4.5 bp)
265D(休1) 20华泰G6 AAA/AAA 1.97 (3.7 bp)
289D 21招证G4 AAA/AAA 1.97 (2.1 bp)
295D 22上证S2 AAA/A-1 2.15 (8.6 bp)
299D(休2) 20国君G4 AAA/AAA 2 (4.1 bp)
305D 20信投G5 AAA/AAA 2 (3.8 bp)
306D(休2) 20银河F7 AAA/AAA 2.08 (-3.4 bp)
315D 20交通银行01 AAA/AAA 2.02 (2.2 bp)
315D 20中证16 AAA/AAA 1.97 (0.1 bp)
321D(休1) 20兴业银行小微债05 AAA/AAA 2.05 (4.3 bp)
343D 20国君G5 AAA/AAA 2 (0.9 bp)
352D 18国开金融债 AAA/AAA 2.15 (3.4 bp)
1.13Y 20交通银行02 AAA/AAA 2.1 (4.1 bp)
1.31Y 21招证G2 AAA/AAA 2.12 (2.2 bp)
1.32Y(休2) 21华泰G1 AAA/AAA 2.14 (4 bp)
1.34Y 21苏州银行绿色金融债 AAA/AAA 2.24 (4.2 bp)
1.44Y 21上汽通用债 AAA/AAA 2.33 (3.5 bp)
1.49Y 21浦发银行01 AAA/AAA 2.22 (4.6 bp)
1.49Y 21浦发银行01 AAA/AAA 2.23 (5.6 bp)
1.58Y 21华泰G3 AAA/AAA 2.18 (0.4 bp)
1.64Y(休2) 21招联消费金融债02 AAA/AAA 2.45 (1.2 bp)
1.7Y 21招商银行小微债02 AAA/AAA 2.26 (2.5 bp)
1.7Y 21光证G2 AAA/AAA 2.27 (0.8 bp)
1.7Y 21招商银行小微债02 AAA/AAA 2.27 (3.5 bp)
1.71Y 21招证G7 AAA/AAA 2.23 (1.7 bp)
1.79Y 21招证G5 AAA/AAA 2.26 (2.2 bp)
1.84Y(休1) 21中国银行02 AAA/AAA 2.3 (4.2 bp)
1.9Y+N 19农业银行永续债01 AAA/AAA 2.47 (5.8 bp)
1.9Y 21上海银行 AAA/AAA 2.32 (2.5 bp)
1.9Y+N 19农业银行永续债01 AAA/AAA 2.46 (4.8 bp)
1.92Y 21广州银行小微债02 AAA/AAA 2.4 (2.9 bp)
1.97Y(休3) 21国信07 AAA/AAA 2.31 (2 bp)
2.12Y(休1) 21华夏银行02 AAA/AAA 2.4 (4.5 bp)
2.14Y(休1) 21国君14 AAA/AAA 2.34 (0.5 bp)
2.19Y+N 19徽商银行永续债 AAA/AAA 2.81 (5.4 bp)
2.19Y 21浦发银行02 AAA/AAA 2.4 (3.1 bp)
2.21Y 21民生银行02 AAA/AAA 2.68 (1 bp)
2.21Y 21民生银行02 AAA/AAA 2.71 (3.9 bp)
2.25Y 21天风05 AAA/AAA 5.05 (3 bp)
2.33Y 22天风01 AAA/AAA 5.05 (0.2 bp)
2.33Y 22天风01 AAA/AAA 5.08 (3.2 bp)
2.33Y 22浦发银行01 AAA/AAA 2.42 (3.1 bp)
2.33Y(休2) 22浦发银行01 AAA/AAA 2.42 (3.1 bp)
2.33Y(休2) 22浦发银行01 AAA/AAA 2.43 (4.1 bp)
2.33Y(休2) 22浦发银行02 AAA/AAA 2.42 (3.1 bp)
2.38Y 22招证G3 AAA/AAA 2.43 (4 bp)
2.39Y 22华泰G1 AAA/AAA 2.41 (2 bp)
2.41Y 22光大银行小微债 AAA/AAA 2.42 (2.2 bp)
2.41Y 22光大银行小微债 AAA/AAA 2.43 (3.2 bp)
2.42Y 22华商银行01 AAA/AAA 2.6775 (2.3 bp)
2.43Y(休2) 22浦发银行03 AAA/AAA 2.44 (4 bp)
2.43Y(休2) 22华夏银行01 AAA/AAA 2.43 (3 bp)
2.46Y 22兴业银行01 AAA/AAA 2.44 (3.6 bp)
2.46Y 22兴业银行02 AAA/AAA 2.43 (2.6 bp)
2.47Y+N 20邮储银行永续债 AAA/AAA 2.59 (2.7 bp)
2.47Y+N 20邮储银行永续债 AAA/AAA 2.6 (3.7 bp)
2.48Y 22汇丰银行01 AAA/AAA 2.7 (4.4 bp)
2.59Y 20华泰G3 AAA/AAA 2.45 (1.9 bp)
2.64Y(休1) 22开源01 AAA/AAA 2.9 (-4.6 bp)
2.71Y 22宁波银行03 AAA/AAA 2.45 (2.2 bp)
2.78Y+N 20招商银行永续债01 AAA/AAA 2.7 (2.7 bp)
2.78Y+N 20招商银行永续债01 AAA/AAA 2.71 (3.7 bp)
2.78Y+N 20招商银行永续债01 AAA/AAA 2.72 (4.7 bp)
2.85Y 22兴业银行04 AAA/AAA 2.465 行权 (2 bp)
2.85Y 22兴业银行04 AAA/AAA 2.47 (2.5 bp)
2.85Y(休1) 22兴业银行04 AAA/AAA 2.47 (2.5 bp)
2.85Y(休1) 22兴业银行04 AAA/AAA 2.465 (2 bp)
2.85Y(休1) 22兴业银行04 AAA/AAA 2.48 (3.5 bp)
2.85Y(休1) 22兴业银行04 AAA/AAA 2.46 (1.5 bp)
2.86Y 22中信银行02 AAA/AAA 2.46 (1.4 bp)
2.86Y 22中信银行02 AAA/AAA 2.47 (2.4 bp)
2.86Y 22中信银行02 AAA/AAA 2.465 (1.9 bp)
2.87Y(休2) 22交通银行绿色金融债 AAA/AAA 2.46 (2.9 bp)
2.87Y(休2) 22徽商银行绿色债 AAA/AAA 2.52 (-0.2 bp)
2.91Y+N(休1) 20农业银行永续债02 AAA/AAA 2.71 (3.9 bp)
2.92Y 22华安G2 AAA/AAA 2.71 (0.1 bp)
2.95Y 22海通05 AAA/AAA 2.54 (3.3 bp)
2.99Y+N 20光大银行永续债 AAA/AAA 2.76 (3.1 bp)
362D+2Y 20中金09 AAA/AAA 2.02 行权 (1.2 bp)
3Y+N 20交通银行永续债 AAA/AAA 2.74 (4.7 bp)
3.05Y+N 20兴业银行永续债 AAA/AAA 2.77 (2.5 bp)
3.14Y+N 20中国银行永续债02 AAA/AAA 2.77 (4 bp)
3.16Y+NY 20浦发银行永续债 AAA/AAA 2.81 行权 (3.7 bp)
3.16Y+N(休1) 20浦发银行永续债 AAA/AAA 2.81 (3.7 bp)
3.49Y+N 21邮储银行永续债01 AAA/AAA 2.845 (2.9 bp)
3.49Y+N 21邮储银行永续债01 AAA/AAA 2.85 (3.4 bp)
3.58Y+N(休1) 21中信银行永续债 AAA/AAA 2.91 (2.8 bp)
3.58Y+NY 21中信银行永续债 AAA/AAA 2.92 行权 (3.8 bp)
3.58Y+N(休1) 21中信银行永续债 AAA/AAA 2.92 (3.8 bp)
3.64Y+N 21中国银行永续债01 AAA/AAA 2.9 (4.7 bp)
3.7Y+N 21工商银行永续债01 AAA/AAA 2.89 (2.4 bp)
3.7Y+N 21工商银行永续债01 AAA/AAA 2.9 (3.4 bp)
3.7Y+NY 21交通银行永续债 AAA/AAA 2.9 行权 (3.2 bp)
3.7Y+N 21交通银行永续债 AAA/AAA 2.9 (3.2 bp)
4.06Y+N 21北京银行永续债01 AAA/AAA 3.08 (2.5 bp)
4.06Y+NY 21北京银行永续债01 AAA/AAA 3.08 行权 (2.5 bp)
4.06Y+NY 21北京银行永续债01 AAA/AAA 3.09 行权 (3.5 bp)
4.14Y+N 21农业银行永续债01 AAA/AAA 3.01 (4 bp)
4.17Y+NY 21浙商银行永续债 AAA/AAA 3.25 行权 (2.2 bp)
4.17Y+NY 21工商银行永续债02 AAA/AAA 3.01 行权 (3.4 bp)
4.17Y+N 21工商银行永续债02 AAA/AAA 3.01 (3.4 bp)
4.2Y+N 21招商银行永续债 AAA/AAA 3.06 (2.6 bp)
4.21Y+N(休1) 21北京银行永续债02 AAA/AAA 3.12 (3.2 bp)
4.21Y+NY 21北京银行永续债02 AAA/AAA 3.12 行权 (3.2 bp)
4.41Y+N 22农业银行永续债01 AAA/AAA 3.06 (4.2 bp)
4.41Y+N 22农业银行永续债01 AAA/AAA 3.07 (5.2 bp)
4.41Y+NY 22农业银行永续债01 AAA/AAA 3.07 行权 (5.2 bp)
4.74Y+N 22信投Y2 AAA/AAA 3.22 (2.3 bp)
4.93Y+N 22建行永续债01 AAA/AAA 3.12 (2.2 bp)
4.93Y+N 22建行永续债01 AAA/AAA 3.13 (3.2 bp)
4.94Y(休1) 22银河G5 AAA/AAA 2.93 (3.5 bp)
4.94Y+NY 22农行永续债02 AAA/AAA 3.13 行权 (3 bp)
4.94Y+N(休1) 22农行永续债02 AAA/AAA 3.14 (4 bp)
4.94Y+N(休1) 22农行永续债02 AAA/AAA 3.13 (3 bp)
37D+5Y 17中国银行二级02 AAA/AAA 2.22 (19 bp)
37D+5Y 17中国银行二级02 AAA/AAA 2.2 (17 bp)
43D+5Y 17工商银行二级01 AAA/AAA 2.25 (22 bp)
73D+5Y 17宁波银行二级 AAA/AAA 2.11 行权 (1.8 bp)
3.89Y+2Y 21中金G6 AAA/AAA 2.73 (3.4 bp)
364D+5Y 18建设银行二级01 AAA/AAA 2.16 (4.3 bp)
1.04Y+5Y 18中国银行二级02 AAA/AAA 2.15 (2 bp)
1.54Y+5Y 19农业银行二级04 AAA/AAA 2.27 (2.8 bp)
1.92Y+5Y 19兴业银行二级01 AAA/AAA 2.39 (2.5 bp)
1.93Y+5Y 19中旅银行二级 AAA/AA- 3.35 (7.3 bp)
2.65Y+5Y 20交通银行二级 AAA/AAA 2.545 (4.7 bp)
2.65Y+5Y 20交通银行二级 AAA/AAA 2.53 (3.2 bp)
2.85Y+5Y(休2) 20浦发银行二级01 AAA/AAA 2.67 (4 bp)
2.85Y+5Y(休2) 20浦发银行二级01 AAA/AAA 2.68 (5 bp)
2.85Y+5Y 20浦发银行二级01 AAA/AAA 2.67 行权 (4 bp)
2.85Y+5Y(休2) 20浦发银行二级01 AAA/AAA 2.66 (3 bp)
2.88Y+5Y 20中信银行二级 AAA/AAA 2.68 (4.2 bp)
2.98Y+5Y 20浦发银行二级03 AAA/AAA 2.7 行权 (3.6 bp)
2.98Y+5Y 20浦发银行二级03 AAA/AAA 2.7 (3.6 bp)
2.99Y+5Y(休2) 20中国银行二级01 AAA/AAA 2.63 (4 bp)
2.99Y+5Y 20工商银行二级01 AAA/AAA 2.63 (3.8 bp)
2.99Y+5Y 20工商银行二级01 AAA/AAA 2.63 行权 (3.8 bp)
2.99Y+5Y 20工商银行二级01 AAA/AAA 2.62 (2.8 bp)
2.99Y+5Y 20工商银行二级01 AAA/AAA 2.64 (4.8 bp)
3.1Y+5Y(休1) 20广发银行二级01 AAA/AAA 2.73 (3.1 bp)
3.14Y+5Y(休2) 20工商银行二级02 AAA/AAA 2.66 (3 bp)
3.32Y+5Y 21工商银行二级01 AAA/AAA 2.71 (3.2 bp)
3.47Y+5Y 21台州银行二级 AAA/AA+ 3.33 (5.5 bp)
3.48Y+5Y 21中国银行二级01 AAA/AAA 2.755 (3.5 bp)
3.59Y+5Y 21东莞银行二级02 AAA/AA+ 3.04 (3.9 bp)
3.87Y+5Y(休1) 21建设银行二级01 AAA/AAA 2.87 (4.5 bp)
3.87Y+5Y(休1) 21建设银行二级01 AAA/AAA 2.855 (3 bp)
3.91Y+5Y(休2) 21邮储银行二级01 AAA/AAA 2.88 (4.6 bp)
3.91Y+5Y(休2) 21邮储银行二级01 AAA/AAA 2.87 (3.6 bp)
4Y+5Y 21交通银行二级 AAA/AAA 2.9 行权 (4 bp)
4Y+5Y(休2) 21交通银行二级 AAA/AAA 2.9 (4 bp)
4.12Y+5Y(休1) 21建设银行二级03 AAA/AAA 2.93 (4.2 bp)
4.14Y+5Y(休1) 21中国银行二级03 AAA/AAA 2.925 (3.3 bp)
4.14Y+5Y(休1) 21中国银行二级03 AAA/AAA 2.93 (3.8 bp)
4.16Y+5Y 21兴业银行二级02 AAA/AAA 2.9998 (4.3 bp)
4.22Y+5Y 21工商银行二级02 AAA/AAA 2.93 (2.2 bp)
4.22Y+5Y 21工商银行二级02 AAA/AAA 2.94 (3.2 bp)
4.3Y+5Y 22兴业银行二级01 AAA/AAA 3.02 (3 bp)
4.3Y+5Y 22兴业银行二级01 AAA/AAA 3.02 行权 (3 bp)
4.32Y+5Y 22工商银行二级01 AAA/AAA 2.95 (2.5 bp)
4.32Y+5Y 22工商银行二级01 AAA/AAA 2.955 (3 bp)
4.32Y+5Y 22工商银行二级01 AAA/AAA 2.96 (3.5 bp)
4.42Y+5Y 22交通银行二级01 AAA/AAA 2.97 行权 (3.1 bp)
4.42Y+5Y 22交通银行二级01 AAA/AAA 2.97 (3.1 bp)
4.42Y+5Y 22交通银行二级01 AAA/AAA 2.98 (4.1 bp)
4.55Y+5Y 22工商银行二级03 AAA/AAA 2.98 (2.3 bp)
4.55Y+5Y 22工商银行二级03 AAA/AAA 2.98 行权 (2.3 bp)
4.72Y+5Y 22建设银行二级01 AAA/AAA 3.05 (7.1 bp)
4.72Y+5Y 22建设银行二级01 AAA/AAA 3.01 (3.1 bp)
4.72Y+5Y 22建设银行二级01 AAA/AAA 3.005 (2.6 bp)
4.73Y+5Y 22农业银行二级01 AAA/AAA 3.03 (5 bp)
4.73Y+5Y 22农业银行二级01 AAA/AAA 3.02 (4 bp)
4.73Y+5Y 22农业银行二级01 AAA/AAA 3.01 (3 bp)
4.85Y+5Y 22宁波银行二级资本债01 AAA/AAA 3.13 (3 bp)
4.9Y+5Y(休1) 22工行二级资本债03A AAA/AAA 3.0475 (4.3 bp)
4.91Y+5Y 22华夏银行二级资本债01 AAA/AAA 3.08 (2.5 bp)
4.91Y+5Y 22华夏银行二级资本债01 AAA/AAA 3.085 (3 bp)
4.91Y+5Y 22华夏银行二级资本债01 AAA/AAA 3.09 (3.5 bp)
4.91Y+5Y 22华夏银行二级资本债01 AAA/AAA 3.1 (4.5 bp)
4.92Y+5Y(休1) 22光大银行二级资本债01A AAA/AAA 3.09 (3.4 bp)
4.92Y+5Y 22光大银行二级资本债01A AAA/AAA 3.09 行权 (3.4 bp)
4.92Y+5Y 22光大银行二级资本债01A AAA/AAA 3.1 行权 (4.4 bp)
4.92Y+5Y(休1) 22光大银行二级资本债01A AAA/AAA 3.08 (2.4 bp)
4.92Y+5Y(休1) 22光大银行二级资本债01A AAA/AAA 3.1 (4.4 bp)
4.99Y+5Y 22农行二级资本债02A AAA/AAA 3.0425 ( bp)
4.99Y+5Y 22农行二级资本债02A AAA/AAA 3.045 ( bp)
4.99Y+5Y 22农行二级资本债02A AAA/AAA 3.0475 ( bp)
4.99Y+5Y 22农行二级资本债02A AAA/AAA 3.05 ( bp)
4.99Y+5Y 22农行二级资本债02A AAA/AAA 3.06 ( bp)
4.99Y+5Y 22农行二级资本债02A AAA/AAA 3.05 行权 (305 bp)
9.99Y+5Y 22农行二级资本债02B AAA/AAA 3.36 ( bp)
公司债
交易所方面,地产债多数下跌,“21金科03”跌超16%,“20世茂04”跌近11%,“21远洋01”跌超9%,“20碧地02”跌超7%,“20龙控03”跌超6%,“20碧地03”和“17金地06”跌超5%,“20碧地04”跌超4%;“18龙控05”涨超10%,“20时代07”涨超3%工行纸黄金报价。此外,“17红星02”跌超17%,“19豫园01”跌超9%。
A股
A股三大指数今日收盘涨跌不一,上证指数收跌1.2%,报3051.23点,创逾4个月新低;深成指跌0.4%,创业板指涨0.83%,盘中一度涨近2.4%工行纸黄金报价。两市全天成交6689亿元,量能几无变化。北向资金逆势净买入42.77亿元,终结连续4日净卖出态势,其中沪股通净买入11.54亿元,深股通净买入31.23亿元。盘面上,沪深两市早盘在权重股带领下一度反弹,赛道及大消费携手走强一度让市场看到企稳信号。但午后弱势环境下再度出现杀跌,沪指盘中跌破3050重要支撑带。今日白马祭“专项行动”移步传统价值股,矿业巨头紫金矿业放量触及跌停创下阶段新低,中国海油创上市以来最差表现。但值得一提的是,此前杀跌的白马股已出现企稳情况,三花智控出现大涨反包,斯达半导低开高走止跌,宁德时代连续缩量企稳后今日收涨近3%。
转债
转债市场,中证转债指数下跌0.48%报406.66点工行纸黄金报价。今日交易的465只可转债中,83只可转债上涨,35只可转债持平,347只可转债下跌;对应正股涨跌不一,97只个股上涨,3只个股持平,365只个股下跌。贵广转债、瑞鹄转债、恩捷转债涨幅居前,分别上涨8.89%、4.63%、4.14%;华钰转债、花王转债、泰林转债跌幅位居前三,分别跌4.15%、3.74%、3.64%。升21、蓝晓转债将实施赎回。
平玥:资金面
丁玥:国债、金债、存单
廖靖威:一级市场
裴钰:短融、中票、企业债、公司债、金融债
闫宜乘:A股
邢儒风:转债
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