2005.03.09

    债券简称        最高结算

    价格（元）  最低结算

    价格（元）  涨跌幅

    （%）  债券交割

    数量（万元）

    现  货

    总计（Total）                                   2,565,682

    央行票据小计                                    2,176,500

    04央行票据23    99.96       99.95       ---     20,000

    04央票105       99.88       99.87       ---     6,000

    04央行票据30    99.85       99.84       ---     106,000

    04央行票据34    99.64       99.63       -0.005  7,000

    05央行票据16    99.58       99.58       0.01    3,000

    04央行票据64    98.92       98.92       0.099   6,000

    04央行票据66    98.86       98.86       ---     3,000

    05央行票据25    98.82       98.81       ---     556,000

    04央行票据70    98.75       98.74       0.046   62,000

    04央行票据73    98.71       98.7        ---     21,000

    04央行票据79    98.5        98.32       0.065   164,000

    04央行票据81    98.43       97.95       0.19    109,000

    04央行票据83    98.38       98.09       0.155   12,000

    04央行票据93    98.06       98.06       0.389   5,000

    04央行票据96    97.73       97.73       -0.214  20,000

    05央行票据01    97.78       97.75       ---     32,000

    05央行票据05    97.71       97.6        ---     41,000

    05央行票据02    97.37       97.37       ---     30,000

    05央行票据18    97.37       97.36       -0.015  6,000

    05央行票据07    97.33       96.79       ---     40,000

    05央行票据22    97.4        97.4        0.005   20,000

    05央行票据26    97.29       97.26       ---     846,500

    04央行票据94    100.9       100.9       ---     8,000

    04央票104       101.08      101.05      ---     6,000

    05央行票据03    100.91      100.91      ---     12,000

    05央行票据15    99.94       99.94       ---     10,000

    05央行票据19    100.08      100.08      0.265   10,000

    05央行票据23    100.01      99.98       ---     15,000

    国债小计                                        248,032

    98专项国债      100.9       100.85      0.014   22,000

    02国债07        99.94       99.93       ---     5,000

    99国债1         102.18      102.18      ---     3,000

    96国债6         112.31      112.31      ---     232

    04国债05        97.2        97.124      0.219   16,000

    03国债05        99.64       99.64       0.08    25,000

    04国债02        100.85      100.83      0.199   6,000

    99国债5         100         100         -0.217  20,000

    97国债4         116.55      116.54      ---     34,000

    01国债14        98.67       98.67       ---     2,000

    04国债03        101.9       101.5       0.086   15,000

    02国债06        100         100         8.578   10,000

    02国债11        100         100         ---     5,000

    04国债08        101.05      101.05      0.182   3,000

    02国债15        100         95.08       4.222   11,000

    03国债01        93.03       93.03       -0.187  1,800

    03国债11        95.8        95.8        ---     5,000

    04国债04        102.96      102.96      1.496   5,000

    04国债07        102.01      101.95      0.088   20,000

    04国债10        102.92      102.87      2.403   10,000

    03国债02        100         100         ---     5,000

    01国债04        100.833     100.823     ---     24,000

    国开行债小计                                    109,500

    04国开17        101.103     100.903     0.226   14,000

    99国开债1       102.97      102.97      ---     3,000

    99国开08        100         100         ---     15,000

    04国开20        100.16      100.16      ---     2,000

    99国开13        99.74       99.74       0.524   2,000

    02国开12        99.37       99.37       3.454   13,000

    04国开06        99.2        99.2        ---     5,500

    04国开22        99.36       99.35       0.015   20,000

    04国开10        100.5       100.5       0.164   2,000

    02国开16        98.42       98.42       ---     2,000

    04国开12        101.1       101.05      0.534   15,000

    04国开15        101.67      101.67      -0.002  6,000

    04国开11        101.53      101.52      0.072   10,000

    进出口行债小计                                  6,000

    04进出01        101.05      101.05      0.053   6,000

    农发行债小计                                    4,000

    04农发02        100.8       100.8       0.462   4,000

    商业银行债小计                                  17,650

    04建行03浮      102.002     101.992     0       5,450

    04中行01        100.51      100.51      ---     9,200

    04中行02        100         99.121      ---     3,000

    其他小计                                        4,000

    01中信债        97.128      97.128      ---     4,000

    回    购        最高利率

    （%）      最低利率

    （%）      涨跌幅

    （%）  债券交割量

    （万元）

    R01D            1.82        1.81        -0.211  1,891,100

    R02D            1.845       1.83        0.163   428,090

    R03D            ---         ---         ---     ---

    R07D            1.9         1.83        -0.589  2,269,324

    R14D            2.02        1.92        0.114   256,755

    R21D            2.1         1.92        -0.275  65,500

    R01M            2.16        2.16        4.324   6,000

    R02M            2.25        2.15        ---     244,500

    R03M            2.52        2.23        -2.957  89,600

    R04M            ---         ---         ---     ---

    R06M            ---         ---         ---     ---

    R09M            ---         ---         ---     ---

    R01Y            ---         ---         ---     ---

    全部（Total）                                   5,250,869

    （摘自：中国债券信息网www.chinabond.com.cn）