2005.03.17

    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）                                   1,835,255

    央行票据小计                                    1,262,800

    04央行票据30    99.86       99.86       ---     40,000

    05央行票据09    99.86       99.85       ---     8,000

    04央行票据39    99.58       99.57       0.005   6,200

    04央行票据41    99.49       99.49       ---     6,000

    04央行票据42    99.59       99.59       ---     1,000

    05央行票据14    99.42       99.41       ---     97,000

    05央行票据06    99.35       99.33       0.007   52,000

    04央行票据64    99.04       99.03       0.002   6,000

    04央行票据68    98.94       98.41       ---     39,000

    04央行票据73    98.36       98.31       -0.396  59,000

    04央行票据77    98.68       98.36       -0.048  8,000

    04央行票据79    98.66       98.12       ---     62,000

    04央行票据81    98.59       98.01       -0.08   85,600

    04央行票据83    98.43       98.43       0.041   20,000

    04央行票据85    98.39       98.39       ---     6,000

    04央行票据89    97.74       97.74       -0.57   26,000

    04央行票据93    97.98       97.71       -0.191  65,000

    04央行票据96    98.6        98.02       0.117   31,000

    04央票100       98          97          ---     150,000

    04央票102       98.07       98.06       ---     21,000

    05央行票据01    98.02       98.02       ---     7,000

    05央行票据05    97.47       97.47       ---     80,000

    05央行票据10    97.4        97.4        ---     80,000

    05央行票据18    97.52       97.52       ---     5,000

    05央行票据07    97.39       97.39       -0.028  10,000

    05央行票据29    97.56       97.37       0.037   168,000

    04央行票据94    101.37      101.37      ---     15,000

    05央行票据03    102         101         ---     90,000

    05央行票据15    100.5       100.45      0.178   8,000

    05央行票据19    100.2       99.77       ---     6,000

    05央行票据23    100.27      100.27      ---     5,000

    国债小计                                        206,005

    04国债05        97.6        97.45       0.644   14,000

    04国债02        101.1       100         ---     41,000

    99国债5         101.93      101.93      ---     4,200

    03国债06        96.96       96.96       0       2,000

    04国债03        103         101.76      1.989   43,805

    04国债08        101.86      101.25      0.245   17,000

    02国债15        95.3        95.3        ---     30,000

    03国债01        99.49       93.76       1.767   18,000

    03国债11        97.12       97.12       1.288   3,000

    04国债04        104         98.21       ---     12,000

    04国债07        103.08      103         0.097   6,000

    04国债10        103.91      103.89      0.048   12,000

    03国债02        89.7        89.64       ---     3,000

    国开行债小计                                    317,000

    04国开17        100.905     100.355     -0.578  78,000

    04国开20        100.27      100.27      -0.001  5,000

    04国开08        101.433     101.423     0.005   6,000

    04国开03        98.7        98.7        ---     2,000

    04国开10        100.05      100.05      -0.329  80,000

    04国开12        101.26      101.11      0.043   8,000

    04国开01        99.3        99.3        ---     2,000

    04国开15        100         100         -2.133  27,000

    03国开22        99.91       99.89       0.068   15,000

    04国开14        100         100         ---     23,000

    04国开16        101.09      101.09      -0.931  10,000

    03国开02        100         100         ---     15,000

    03国开16        100.689     99.999      ---     30,000

    01国开21        105.597     105.597     ---     16,000

    进出口行债小计                                  6,000

    04进出03        101.4       101.4       0.386   2,000

    04进出02        99.68       99.68       -2.133  4,000

    农发行债小计                                    42,200

    04农发01        100.36      100.36      ---     20,000

    04农发02        100.85      100.37      -0.129  22,200

    商业银行债小计                                  1,250

    04建行03浮      101.992     101.992     0       1,250

    回  购        最高利率

    （%）      最低利率

    （%）      涨跌幅

    （%）  债券交割量

    （万元）

    R01D            1.83        1.78        -0.844  1,666,520

    R02D            ---         ---         ---     ---

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

    R07D            2.3         1.67        -1.654  2,501,790

    R14D            1.9         1.86        -0.357  151,800

    R21D            1.92        1.9         -0.4    25,500

    R01M            ---         ---         ---     ---

    R02M            2.15        2.14        ---     41,000

    R03M            ---         ---         ---     ---

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

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

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

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

    全部（Total）                                   4,386,610

    （摘自：中国债券信息网www.chinabond.com.cn）