中邮基金2022年11月30日星期三固收日报
01
资金面
今日资金收敛,早盘始,银行融出审慎、非银较积极,供需交织,在供不应求下,利率快速上行并分化;午盘后供给依旧偏弱,15时后逐步趋向回缓,需求渐渐滑落;尾盘稳定收盘;DR001为1.57,DR007为2.03。集中成交以14天内为主,利率:隔夜报于1.45-3.65,7天报于1.65-2.30,14天报于1.75-2.15,;信用:隔夜报于+20-4.50,7天报于2.00-2.35,14天报于1.90-2.20。以我为主,兼顾内外。外部经济衰退风险加大。
02
一级市场
利率
【国债结果】
10Y 220019X2 加权利率 2.8892% 边际利率 2.9096% 全场倍数 3.29倍 边际倍数 1.88倍
【农发结果】
6M 2204112 加权利率 2.0053% 边际利率 --% 全场倍数 4.23倍 边际倍数 1.45倍
1Y 220411 加权利率 2.13% 边际利率 --% 全场倍数 3.41倍 边际倍数 3倍
10Y 220410X7 加权利率 3.1021% 边际利率 --% 全场倍数 3.04倍 边际倍数 6.26倍
SCP/CP
22中建八局SCP012 23D 012284136.IB AAA/- 45亿 【1.67】
22东航股SCP019 30D 012284125.IB AAA/- 40亿 【1.73】
22上海环境SCP005 93D 012284120.IB AAA/- 2亿 【2.13】
22融和融资SCP009(绿色) 120D 012284137.IB AAA/- 5亿 【2.14】
22南航股SCP017 90D 012284119.IB AAA/- 10亿 【2.17】
22浦发集团SCP008 180D 012284117.IB AAA/- 20亿 【2.20】
22锡产业SCP026 90D 012284126.IB AAA/- 4亿 【2.20】
22华电江苏SCP028 90D 012284107.IB AAA/- 5亿 【2.21】
22江西交投SCP015 270D 012284124.IB AAA/- 20亿 【2.24】
22苏州高技SCP012 26D 012284115.IB AAA/- 4亿 【2.25】
22市北高新SCP005 270D 012284121.IB AAA/- 3亿 【2.29】
22首创生态SCP001 270D 012284128.IB AAA/- 10亿 【2.43】
22苏州高新SCP033 240D 012284109.IB AAA/- 3亿 【2.49】
22津保投SCP018 148D 012284116.IB AAA/- 10亿 【5.50】
22中核租赁SCP005 269D 012284138.IB AA+/- 9亿 【2.55】
22宿迁水务SCP005 268D 012284114.IB AA+/- 3.5亿 【2.71】
22娄城高新SCP006 260D d22112811.IB AA+/- 1亿 【3.00】
22淮北建投SCP003 270D 012284110.IB AA+/- 5亿 【4.15】
22嘉善经开SCP002 270D 012284112.IB AA/- 5亿 【3.80】
22宿迁经开SCP002 270D 012284131.IB AA/- 6.4亿 【3.95】
22浙越资产SCP003 180D 012284130.IB AA/- 5亿 【4.83】
MTN
22三峡GN010(碳中和债) 3Y 132280114.IB AAA/- 40亿 【2.58】
22三峡GN011(碳中和债) 5Y 132280115.IB AAA/- 40亿 【2.79】
22豫水利MTN002 3Y q22112518.IB AAA/- 3亿 【2.90】
22深圳地铁MTN002A 3Y 102282604.IB AAA/- 24亿 【3.14】
22中电投MTN038 2+N 102282608.IB AAA/- 23亿 【3.27】
22深圳地铁MTN002B 5Y 102282605.IB AAA/- 10亿 【3.37】
22闽漳龙MTN003 2+N 5亿 【5.00】
公司债
22中化Y3 2+N 138601.SH AAA/AAA 34亿 【3.18】
22CHNG3Y 3+N 138677.SH AAA/AAA 16亿 【3.20】
22济建Y5 3+N 138608.SH AAA/AAA 8亿 【3.79】
22CHNG4Y 10+N 138678.SH AAA/AAA 4亿 【3.95】
22长虹K1 2 138568.SH AA+/- 5亿 【3.80】
03
二级市场
国债
今日国债期货宽幅震荡小幅收涨,10年期主力合约涨0.13%,5年期主力合约涨0.12%,2年期主力合约涨0.06%。
30Y 220008集中成交于3.2675-3.29%,
10Y
220017集中成交于2.903-2.93%,
220019 集中成交于 2.885-2.925%,
220025 集中成交于 2.865-2.8975%;
8Y 200006集中成交于2.89-2.905%;
5Y 220016集中成交于2.69-2.70%。
金债
10Y国开活跃券220215集中成交于3.00-3.045%,
次活跃券 220210 集中成交于3.075-3.1025%,220220集中成交于2.97-3.005%,220205 集中成交于 3.075-3.1025%;
5Y 220208集中成交于2.785-2.8375%;
220203集中成交于2.79-2.84%;
3Y 210203集中成交于2.68-2.73%。
短融
今日短融集中在23-317天附近AAA评级为主,买盘多以基金和银行理财为主,在2.05-2.63收益区间,成交在估值+4BP附近区间。
AAA方面,
5D 22南通沿海SCP007 AAA/0 2.6 (-0.5 bp)
6D 22长城证券CP002 AAA/0 2.1 (3 bp)
6D 22长城证券CP002 AAA/0 2 (-7 bp)
7D 22华能新能SCP002 AAA/0 2.1 (-5.9 bp)
8D 22上海石化SCP003 AAA/0 2.05 (-10.9 bp)
8D 22国泰君安CP001 AAA/0 2.05 (-2.9 bp)
8D 22中化股SCP010 AAA/0 2.15 (-0.9 bp)
8D 22中化股SCP010 AAA/0 2.1 (-5.9 bp)
10D(休2) 22甬交投SCP001 AAA/0 2.34 (-10 bp)
13D 21贵州高速CP003 AAA/0 2.71 (-0.1 bp)
13D 22东方电气SCP005(科创票据) AAA/0 2.11 (-5 bp)
15D 22凯盛科技SCP004 AAA/0 2.81 (-5.3 bp)
15D 21晋能电力CP006 AAA/0 2.46 (-0.3 bp)
15D 22国网租赁SCP014 AAA/0 2.3 (20.4 bp)
15D 22粤电发SCP002 AAA/0 2.1 (-6.3 bp)
16D 22栾川钼业SCP005(科创票据) AAA/0 3.16 (-0.6 bp)
18D(休1) 22新矿集团SCP001 AAA/0 3.5 (96.7 bp)
20D 22鲲鹏资本SCP001 AAA/0 2.3 (1 bp)
21D 22中建八局SCP010 AAA/0 2.05 (-23.8 bp)
22D 22赣国资SCP002 AAA/0 2.3 (0.4 bp)
23D 22中交二公SCP003 AAA/0 2.22 (-8.4 bp)
23D 22华能集SCP022 AAA/0 2.05 (-10.2 bp)
25D(休1) 22中建六局SCP006(科创票据) AAA/0 2.44 (0.1 bp)
26D 22白云机场SCP001 AAA/0 2.2 (-3.9 bp)
27D 22伊利实业SCP023 AAA/0 2.3 (5.3 bp)
28D 22伊利实业SCP028 AAA/0 2.3 (4.5 bp)
28D 22中车SCP008 AAA/0 2.18 (-1.1 bp)
29D 22伊利实业SCP030 AAA/0 2.3 (3.8 bp)
30D 22中交路桥SCP006 AAA/0 2.33 (-2.8 bp)
35D 22厦翔业SCP010 AAA/0 2.3 (0.6 bp)
36D 21华电CP001 AAA/0 2.35 (11.6 bp)
40D 22豫交运SCP001 AAA/0 2.5 (9.7 bp)
42D 22鲁国资SCP003 AAA/0 2.46 (0.1 bp)
43D 22中化工SCP013 AAA/0 2.46 (5.6 bp)
50D 22中化股SCP015 AAA/0 2.4 (6.1 bp)
61D 22国盛SCP005 AAA/0 2.4 (9.2 bp)
69D 22东北证券CP005 AAA/0 2.6 (0.9 bp)
72D 22中电投SCP023 AAA/0 2.35 (1.4 bp)
72D 22国能资本SCP002 AAA/0 2.65 (25.8 bp)
72D 22国信证券CP001 AAA/0 2.34 (0.4 bp)
75D 22中燃投资SCP002 AAA/0 2.65 (0.4 bp)
76D 22港兴港投SCP002 AAA/0 3.7 (20 bp)
78D 22龙源电力CP001 AAA/0 2.42 (2.1 bp)
79D 22广州产投SCP003 AAA/0 2.42 (1.9 bp)
84D 22浙商证券CP003 AAA/0 2.4 (-0.4 bp)
84D 22锡产业SCP025 AAA/0 2.5 (0.4 bp)
86D 22大唐环境SCP003(科创票据) AAA/0 2.59 (-0.9 bp)
90D 22广发证券CP002 AAA/0 2.34 (-1 bp)
102D(休1) 22武金控SCP004 AAA/0 3 (7.4 bp)
104D 22立讯精工SCP004(科创票据) AAA/0 3.1 (6.2 bp)
108D(休2) 22中广核SCP005 AAA/0 2.39 (0.5 bp)
113D 22浙交投SCP007 AAA/0 2.43 (-5.7 bp)
114D 22苏交通SCP026 AAA/0 2.35 (-13.1 bp)
114D 22苏交通SCP026 AAA/0 2.38 (-10.1 bp)
117D 22广州地铁SCP004 AAA/0 2.43 (-6.1 bp)
117D 22广州地铁SCP004 AAA/0 2.41 (-8.1 bp)
124D 22中国旅游SCP001 AAA/0 2.47 (-0.2 bp)
133D 22国能租赁SCP005 AAA/0 2.8 (12.8 bp)
135D 22青岛国信SCP003 AAA/0 2.68 (0 bp)
142D 22湖南钢铁CP001 AAA/0 2.74 (-0.3 bp)
143D(休2) 22广州地铁SCP005 AAA/0 2.54 (1.3 bp)
145D 22南通经开SCP004 AAA/0 2.98 (1.3 bp)
148D 22青岛国信SCP004 AAA/0 2.65 (-4.1 bp)
159D 22电网SCP012 AAA/0 2.45 (3.2 bp)
160D 22陕延油CP001 AAA/0 2.53 (-0.4 bp)
161D 22电网CP007 AAA/0 2.46 (3.9 bp)
168D 22鲁高速SCP006 AAA/0 2.55 (-2.7 bp)
172D(休1) 22津城建CP017 AAA/0 4.7 (29.4 bp)
174D 22苏交通SCP027 AAA/0 2.51 (-4.7 bp)
174D 22苏交通SCP027 AAA/0 2.59 (3.3 bp)
180D 22深圳地铁SCP007 AAA/0 2.54 (-2.1 bp)
190D 22电网CP010 AAA/0 2.45 (-1.8 bp)
190D 22电网CP008 AAA/0 2.5 (3.2 bp)
207D(休1) 22广州地铁SCP006 AAA/0 2.56 (-2.5 bp)
218D 22中石油CP002 AAA/0 2.52 (0.3 bp)
218D 22中石油CP002 AAA/0 2.53 (1.3 bp)
219D 22中航产融SCP003 AAA/0 2.75 (2.9 bp)
231D 22银河证券CP009 AAA/0 2.55 (5.4 bp)
233D 22首钢SCP006 AAA/0 2.79 (-0.2 bp)
235D(休1) 22成都高新SCP003 AAA/0 2.8 (2.3 bp)
243D 22蓉城轨交SCP001 AAA/0 2.69 (-0.5 bp)
247D 22常城建SCP010 AAA/0 2.8 (1.4 bp)
257D 22皖交控SCP008(革命老区) AAA/0 2.65 (0.9 bp)
261D 22中电路桥SCP017 AAA/0 2.78 (-0.4 bp)
261D 22浦发集团SCP007 AAA/0 2.62 (2.3 bp)
279D 22联通CP001 AAA/0 2.59 (0 bp)
317D 22杭州水务CP001 AAA/0 2.84 (-0.5 bp)
317D 22中石油CP003 AAA/0 2.63 (3.1 bp)
317D 22银河证券CP011 AAA/0 2.6 (1.5 bp)
AA+方面,
8D 22珠海港SCP006 AA+/0 2.7 (-0.7 bp)
13D 21镇江交通CP004 AA+/0 3.16 (-0.1 bp)
17D(休2) 21曲文投CP001 AA+/0 6.3 (8.5 bp)
19D 22江阴公SCP005 AA+/0 2.4 (5.5 bp)
20D 22中材科技SCP003(科创票据) AA+/0 2.28 (0 bp)
23D 22华东建筑SCP001 AA+/0 2.55 (3.6 bp)
25D(休1) 22格盟SCP002 AA+/0 3.2 (6.1 bp)
25D(休1) 22津南城投SCP001 AA+/0 4.71 (-0.9 bp)
34D 22袍江经开SCP006 AA+/0 3.25 (22.4 bp)
37D 22海安开投CP001 AA+/0 3.3 (6.7 bp)
38D(休2) 22扬州经开CP001 AA+/A-1 3.15 (21 bp)
41D 22胶州城投SCP001 AA+/0 3.1 (10.9 bp)
41D 22淮安国投SCP005 AA+/0 3 (5.5 bp)
43D 22福建漳州SCP001 AA+/0 2.74 (-0.7 bp)
44D 22南京医药SCP002 AA+/0 2.75 (2.5 bp)
48D 22宿州城投CP001 AA+/0 3.1 (13.3 bp)
48D 22德阳发展SCP002 AA+/0 3.02 (5.3 bp)
55D(休6) 22南京浦口CP001 AA+/0 3.02 (4.4 bp)
57D(休4) 22汤山建设CP001 AA+/0 3.1 (7.4 bp)
65D 22湖北港口SCP002 AA+/0 2.8 (6.1 bp)
79D 22焦作投资SCP001 AA+/0 3.35 (8.6 bp)
83D 22泰兴城投CP001 AA+/A-1 3.34 (1 bp)
87D(休2) 22盐城东方SCP008 AA+/0 3.85 (4.6 bp)
94D(休2) 22江西建材SCP001 AA+/0 2.82 (-0.5 bp)
98D 22南部新城CP001 AA+/0 3.25 (2.2 bp)
101D(休2) 22南京高科SCP008 AA+/0 3.08 (3.8 bp)
107D 22广州高新SCP003 AA+/0 3 (-0.9 bp)
109D(休1) 22泉州文旅SCP001 AA+/0 3.2 (-0.4 bp)
114D 22西盛投资SCP002 AA+/0 3.56 (-0.1 bp)
114D 22西盛投资SCP002 AA+/0 3.5 (-6.1 bp)
118D 22鹰潭国控CP001 AA+/A-1 3.51 (-0.7 bp)
131D 22衢州交投SCP003 AA+/0 2.99 (3.7 bp)
148D 22横店SCP001 AA+/0 3.1 (8.7 bp)
150D(休5) 22即墨城投CP001 AA+/0 3.25 (12.6 bp)
153D(休2) 22宜昌高新SCP002 AA+/0 3.12 (3.6 bp)
163D 22珠海交通SCP007 AA+/0 3 (1.2 bp)
163D 22平高SCP001(科创票据) AA+/0 3.05 (12.1 bp)
169D 22武进经发SCP009 AA+/0 3.13 (4.7 bp)
177D 22衢州交投SCP005 AA+/0 2.98 (-0.8 bp)
178D(休2) 22山西文旅CP001 AA+/0 4.35 (-0.8 bp)
179D(休1) 22即墨城投SCP002 AA+/0 3.24 (9.9 bp)
181D 22胶州湾SCP002 AA+/0 3.25 (10.9 bp)
181D 22胶州湾SCP002 AA+/0 3.2 (5.9 bp)
190D 22建安投资CP003 AA+/0 3.28 (2.7 bp)
199D(休2) 22湖州产投CP001 AA+/0 3.6 (-0.4 bp)
226D 22嘉公路SCP003 AA+/0 2.98 (1.8 bp)
240D 22邵阳城投SCP003 AA+/0 4.2 (4.4 bp)
256D(休1) 22广投能源SCP003 AA+/0 4 (1.2 bp)
AA方面,
7D 21沛县经开CP001 AA/A-1 4 (-5.7 bp)
8D 21姜堰交通CP001 AA/0 3.81 (-9.7 bp)
20D 22连云交通SCP001 AA/0 3.11 (-0.5 bp)
24D(休2) 22潇湘源SCP001 AA/0 4.82 (0.1 bp)
36D 21高淳建设CP005 AA/0 3.09 (1 bp)
37D 22锡山经开SCP003 AA/0 3.05 (6.7 bp)
48D 22苏科技城SCP002 AA/0 3.15 (12.8 bp)
54D(休7) 22金凤凰SCP001 AA/0 3.16 (19 bp)
55D(休6) 22新疆农牧SCP001 AA/0 4.3 (23.2 bp)
101D(休2) 22金龙湖CP001 AA/0 3.5 (11 bp)
107D 22萍乡城投SCP001 AA/0 3.71 (-3.8 bp)
116D(休1) 22高淳建设SCP001 AA/0 3.38 (1.4 bp)
141D 22靖江城投CP001 AA/0 3.8 (21 bp)
145D 22淮南建发SCP001 AA/0 3.8 (45.7 bp)
183D 22桐庐国资CP001 AA/0 3.26 (5.8 bp)
274D 22宣城经开CP001 AA/0 3.5 (4.3 bp)
中票
今日中票多以3年内期限AAA评级成交为主,买盘多以基金和券商资管为主,在2.50-3.57附近收益区间,成交在估值+5BP附近区间。
AAA方面,
2D 19铁道MTN002 AAA/AAA 2 (4.9 bp)
12D+N 19中电建设MTN001B AAA/AAA 2.27 (-5 bp)
14D+N 20大唐集MTN005A AAA/AAA 2.17 (-5.1 bp)
16D+NY 20桂冠电力MTN001 AAA/AAA 2.47 (-5.4 bp)
23D+N 19厦国贸MTN003 AAA/AAA 3.45 (7.6 bp)
24D(休2) 19顺德控股MTN001 AAA/AAA 2.38 (3.1 bp)
25D+N(休1) 19甘公投MTN003 AAA/AAA 5.5 (11.1 bp)
28D+N 17中建七局MTN001 AAA/AAA 3.21 (24.5 bp)
39D(休1) 20晋能MTN001 AAA/AAA 2.8 (18.7 bp)
41D 20越秀交通MTN001 AAA/AAA 2.4 (8.4 bp)
46D(休1) 20中金集MTN001 AAA/AAA 2.4 (6.8 bp)
46D(休1) 20鲁能源MTN001 AAA/AAA 2.6 (12.8 bp)
50D 18铁建房产MTN001 AAA/AAA 3.25 (-7.9 bp)
64D 18鄂联投MTN001 AAA/AAA 3.1 (11.6 bp)
82D 20远东租赁MTN001 AAA/AAA 3.23 (18.4 bp)
95D(休1) 20南航股MTN003 AAA/AAA 2.51 (3.5 bp)
96D 20海淀国资MTN001 AAA/AAA 3 (9.3 bp)
97D 18鄂联投MTN002 AAA/AAA 3.2 (7 bp)
99D 20云投MTN002 AAA/AAA 6.05 (0 bp)
99D 20招商蛇口MTN001A AAA/AAA 2.37 (-6 bp)
106D 20长电(疫情防控债)MTN001 AAA/AAA 2.4 (2 bp)
109D(休1) 18川交投MTN003 AAA/AAA 2.69 (-0.5 bp)
116D(休1) 18无锡建投MTN001 AAA/AAA 2.7 (4.2 bp)
118D 13甘公投MTN1 AAA/AAA 4.05 (3.8 bp)
119D 18陕煤化MTN002 AAA/AAA 2.68 (2.6 bp)
120D+NY 20中电投MTN005 AAA/AAA 2.6 (7.5 bp)
130D(休1) 20潞安MTN002 AAA/AAA 2.95 (6.6 bp)
131D 20中铁股MTN001B AAA/AAA 2.5 (7.8 bp)
138D 20鲁能源MTN002A AAA/AAA 2.58 (-5.6 bp)
141D+N 20中建MTN003 AAA/AAA 2.7 (3.9 bp)
143D(休2) 20深圳水务MTN002 AAA/AAA 2.65 (5.2 bp)
157D(休2) 20华润控股MTN002A AAA/AAA 2.5 (-3.2 bp)
159D+N 20招商局MTN002 AAA/AAA 2.7 (6.6 bp)
162D 20通用MTN001A AAA/AAA 2.53 (-0.7 bp)
169D 20远东租赁MTN002 AAA/AAA 3.4 (11.9 bp)
173D 20大同煤矿MTN005 AAA/AAA 2.99 (3.4 bp)
176D 20蓝星MTN004 AAA/AAA 2.86 (-0.2 bp)
187D 20中国中药MTN001 AAA/AAA 2.62 (4 bp)
188D 18新盛建设MTN003 AAA/AAA 2.9 (6.9 bp)
188D 18新盛建设MTN003 AAA/AAA 2.83 (-0.1 bp)
198D 20阳煤MTN005 AAA/AAA 3.24 (14.2 bp)
210D 21电网MTN006(可持续挂钩) AAA/0 2.5 (-0.3 bp)
226D 20台州国资MTN001 AAA/AAA 2.75 (-2 bp)
229D 20阳煤MTN006 AAA/AAA 3.29 (14.4 bp)
232D 20津城建MTN007 AAA/AAA 4.78 (6.9 bp)
243D 20津城建MTN008 AAA/AAA 4.75 (-0.4 bp)
243D 18萧山国资MTN002 AAA/AAA 2.78 (-0.3 bp)
252D 21中石化MTN003 AAA/0 2.55 (-1.8 bp)
256D(休1) 18金隅MTN003 AAA/AAA 2.87 (4.2 bp)
270D(休1) 20川能投MTN002A AAA/AAA 2.95 (4.5 bp)
287D 21中化油气MTN001 AAA/AAA 2.82 (0 bp)
291D 21中电投MTN010 AAA/AAA 2.66 (0.1 bp)
296D 20金融街MTN001A AAA/AAA 3.3 (7.1 bp)
301D 22大唐集MTN007 AAA/0 2.68 (1.9 bp)
319D(休1) 20汉江国资MTN003 AAA/AAA 2.98 (3.2 bp)
319D(休1) 20豫交运MTN006 AAA/AAA 2.84 (-0.3 bp)
324D 21国电MTN005 AAA/0 2.66 (-0.4 bp)
332D+N(休2) 20陕煤化MTN005 AAA/AAA 3.1 (2.6 bp)
337D 18洪市政MTN002B AAA/AAA 2.9 (3.8 bp)
338D 20汇金MTN010A AAA/AAA 2.64 (3.9 bp)
339D(休2) 20汉江国资MTN005 AAA/AAA 2.98 (1.5 bp)
349D 18无锡建投MTN003 AAA/AAA 2.87 (-0.2 bp)
351D 20中化工MTN011 AAA/AAA 2.8 (4.5 bp)
351D 20中化工MTN011 AAA/AAA 2.81 (5.5 bp)
1.01Y(休1) 18三峡GN001 AAA/AAA 2.6 (6 bp)
1.03Y(休1) 20泉州城建MTN004 AAA/AAA 2.9 (0.7 bp)
1.03Y 20鄂长投MTN003 AAA/AAA 3.05 (5.6 bp)
1.05Y+N 21华能集GN002(碳中和债) AAA/AAA 2.88 (5.1 bp)
1.13Y 19华润MTN001 AAA/AAA 2.72 (4.7 bp)
1.18Y+N 21宁河西MTN001 AAA/AAA 3.28 (6.6 bp)
1.26Y 19甘公投MTN001 AAA/AAA 4.88 (9.4 bp)
1.27Y 21上实MTN001 AAA/AAA 2.9 (6.5 bp)
1.31Y 21宁波通商MTN001 AAA/AAA 2.9 (12.4 bp)
1.36Y 21长电MTN001 AAA/AAA 2.76 (4.8 bp)
1.36Y 21大悦城MTN001 AAA/AAA 3.44 (-1 bp)
1.39Y+N(休1) 22招商局MTN001 AAA/AAA 2.93 (4.9 bp)
1.41Y(休1) 21恒健MTN001(权益出资) AAA/AAA 2.95 (8.5 bp)
1.55Y 22远东租赁MTN004 AAA/0 4.55 (20.3 bp)
1.6Y 22中化股MTN005 AAA/0 2.94 (3.5 bp)
1.62Y 21鄂能源MTN002 AAA/AAA 2.96 (5.1 bp)
1.62Y 21供销MTN002 AAA/AAA 3.36 (0 bp)
1.62Y 21龙源电力MTN001 AAA/0 2.94 (3.1 bp)
1.62Y 21北方工业MTN001 AAA/0 2.945 (3.6 bp)
1.64Y(休1) 21粤电发MTN001 AAA/0 2.98 (6.8 bp)
1.66Y 21吉利MTN001(高成长债) AAA/0 3.69 (2.2 bp)
1.93Y(休1) 21南昌水投MTN002 AAA/0 3.43 (4.4 bp)
1.93Y 19广州金控MTN002 AAA/AAA 3.2 (11.9 bp)
1.94Y 21中节能MTN003 AAA/AAA 3.18 (9.7 bp)
1.95Y 21光大集团MTN002A AAA/AAA 2.91 (4.3 bp)
1.98Y 19甬城投MTN001 AAA/AAA 3.08 (4.1 bp)
2.12Y 22桂投资MTN001 AAA/AAA 4.15 (1.4 bp)
2.16Y(休1) 22招商蛇口MTN001A(并购) AAA/AAA 3.01 (-5.8 bp)
2.24Y 20黔铁投MTN001 AAA/AAA 4.22 (4.8 bp)
2.25Y 20京国资MTN001 AAA/AAA 2.96 (4.8 bp)
2.26Y 22华能MTN002 AAA/AAA 2.97 (4.3 bp)
2.26Y 20京国资MTN002 AAA/AAA 2.96 (4.7 bp)
2.31Y(休1) 22南航股MTN002 AAA/0 3.17 (2.5 bp)
2.32Y 22华润置地MTN001A AAA/0 3 (-4.6 bp)
2.37Y(休1) 20华润控股MTN001B AAA/AAA 3.01 (-4.5 bp)
2.37Y(休1) 22国电MTN001 AAA/0 3 (5.4 bp)
2.37Y 20长电MTN002 AAA/AAA 3 (5.3 bp)
2.39Y+N 22甬城投MTN001 AAA/AAA 3.51 (1.9 bp)
2.41Y 22浙交投MTN002 AAA/0 2.95 (1.7 bp)
2.43Y 20华润控股MTN002B AAA/AAA 3 (-6.5 bp)
2.47Y+N 22兖矿能源MTN001A AAA/AAA 3.58 (9.4 bp)
2.47Y+N 22兖矿能源MTN001A AAA/AAA 3.6 (11.4 bp)
2.47Y 20汇金MTN007B AAA/AAA 2.925 (4.7 bp)
2.53Y 20乌城投MTN002 AAA/AAA 3.5 (24.3 bp)
2.54Y+N(休1) 20中建八局MTN001 AAA/AAA 3.6 (10.1 bp)
2.55Y 22保利发展MTN003A AAA/0 3.03 (-5.3 bp)
2.55Y 20汉江国资MTN001 AAA/AAA 3.35 (3.9 bp)
2.56Y(休1) 20北京国资MTN001 AAA/AAA 3.04 (6.4 bp)
2.58Y 22中电投MTN018A AAA/0 3.03 (5 bp)
2.65Y 22贵州交通MTN003 AAA/AAA 4.3 (3.8 bp)
2.67Y(休1) 22湘高速MTN007 AAA/AAA 3.25 (1.1 bp)
2.76Y 22泸州窖MTN004 AAA/AAA 3.35 (6.5 bp)
2.79Y(休1) 22桂投资MTN003 AAA/AAA 4.4 (9.9 bp)
295D+2Y(休1) 20广晟MTN005 AAA/AAA 2.85 行权 (2.2 bp)
320D+2Y 20湘江新发MTN001 AAA/AAA 2.9 行权 (5.2 bp)
2.89Y 22宁舟港MTN001 AAA/0 3.3 (3.4 bp)
2.98Y+N 22中电投MTN034 AAA/AAA 3.4 (18 bp)
2.98Y 22南电MTN007 AAA/0 3.01 (5 bp)
2.99Y+N 22中电投MTN035 AAA/AAA 3.4 (17.9 bp)
1.12Y+2Y(休1) 19北控水务MTN001A AAA/AAA 2.95 (12.8 bp)
1.39Y+2Y 21广州城投MTN002 AAA/AAA 2.84 (4.6 bp)
3.44Y 21华润控股MTN001C AAA/AAA 3.15 (-10.1 bp)
3.62Y 21亦庄控股MTN002 AAA/0 3.46 (3.4 bp)
1.7Y+2Y 21泸州窖MTN003 AAA/AAA 3.08 (5.2 bp)
1.77Y+2Y(休1) 22湘高速MTN008 AAA/AAA 3.11 (6.1 bp)
3.83Y 21陕投集团MTN007 AAA/AAA 3.66 (3.4 bp)
1.91Y+2Y 21诚通控股MTN006 AAA/AAA 3.2 (7.4 bp)
1.91Y+2Y 21诚通控股MTN006 AAA/AAA 3.2 行权 (7.4 bp)
3.97Y 21蜀道投资MTN005 AAA/0 3.64 (10.4 bp)
4Y 21杭州交投MTN002 AAA/AAA 3.28 (3.6 bp)
4.01Y 21深圳特发MTN002 AAA/AAA 3.34 (9.4 bp)
4.12Y 22重庆交投MTN001 AAA/0 3.5 (-1.1 bp)
4.13Y(休1) 22佛公用MTN001 AAA/0 3.61 (0.1 bp)
4.23Y(休1) 22蜀道投资MTN003 AAA/AAA 3.67 (9.2 bp)
2.24Y+2Y 22陆金开MTN001 AAA/0 3.18 (0.6 bp)
2.27Y+2Y 22城投公路MTN001 AAA/0 3.08 (11.5 bp)
4.29Y 22蜀道投资MTN005 AAA/AAA 3.67 (8.3 bp)
4.29Y 22蜀道投资MTN005 AAA/AAA 3.69 (10.4 bp)
2.47Y+2Y 22川投能源MTN001 AAA/AAA 3.3 (8.9 bp)
4.57Y(休1) 22中节能MTN005 AAA/0 3.6 (2.4 bp)
4.61Y(休1) 22恒健MTN003 AAA/AAA 3.4 (1.4 bp)
4.67Y(休1) 22杭州交投MTN002 AAA/AAA 3.35 (0.9 bp)
4.7Y 22成都环境MTN001 AAA/AAA 3.66 (7.6 bp)
4.7Y 22中节能MTN006 AAA/AAA 3.6 (2.3 bp)
4.71Y 22粤交投MTN002 AAA/AAA 3.35 (0.6 bp)
4.71Y 22粤交投MTN002 AAA/AAA 3.38 (3.6 bp)
4.75Y 22电网MTN009 AAA/0 3.18 (1.5 bp)
4.75Y 22电网MTN007 AAA/0 3.18 (1.5 bp)
4.75Y 22电网MTN006 AAA/0 3.18 (1.5 bp)
4.81Y 22华润控股MTN003B AAA/AAA 3.3 (-8.8 bp)
2.87Y+2Y 22铁建房产MTN004 AAA/0 4.31 (-0.2 bp)
6.48Y 22合建投MTN001 AAA/AAA 3.54 (5 bp)
6.57Y 22川能投MTN002 AAA/AAA 3.98 (2.5 bp)
6.96Y(休2) 22福州城投MTN003 AAA/0 3.86 (-0.7 bp)
7.26Y 20北控水务MTN001B AAA/AAA 3.74 (3.2 bp)
9.04Y 21豫交运MTN008 AAA/AAA 3.78 (3.6 bp)
AA+方面,
29D 17江北国资MTN002 AA+/AA+ 2.65 (2.9 bp)
90D 18连云港MTN001 AA+/AA+ 3.95 (-0.5 bp)
95D(休1) 20深航空(疫情防控债)MTN001 AA+/AA+ 3.3 (8.5 bp)
125D 18萧山钱江MTN003 AA+/AA+ 2.99 (-0.5 bp)
137D(休1) 18成都开投MTN002 AA+/AA+ 3.5 (-3.8 bp)
186D(休1) 20商丘发展MTN001 AA+/AA+ 3.7 (-0.3 bp)
212D 21海宁皮革MTN001 AA+/AA+ 3.03 (11 bp)
213D(休2) 20新投MTN003 AA+/AA+ 3.5 (2.5 bp)
228D(休1) 20新海连MTN001 AA+/AA+ 3.5 (-0.6 bp)
238D 18衡阳城投MTN003 AA+/AA+ 3.11 (9.7 bp)
243D 18良渚文化MTN001 AA+/AA+ 3.03 (1.6 bp)
256D 20镇国投MTN002 AA+/AA+ 3.55 (4.3 bp)
264D 20六合国资MTN001 AA+/AA+ 3.1 (8.4 bp)
268D 20中交城投MTN002 AA+/AA+ 2.9 (5.6 bp)
324D 20浦口康居MTN004 AA+/AA+ 3.21 (9.8 bp)
326D(休1) 20建安投资MTN002 AA+/AA+ 3.3 (5 bp)
327D 18宿迁交通MTN001 AA+/AA+ 3.2 (5 bp)
1.15Y 19宿迁交通MTN001 AA+/AA+ 3.38 (8.7 bp)
1.36Y 21常州投资MTN001 AA+/AA+ 3.25 (14 bp)
1.55Y 19海宁资产MTN001 AA+/AA+ 3.3 (3.7 bp)
203D+1Y 21金坛国发MTN001 AA+/AA+ 3.7 (9.6 bp)
1.65Y 19珠海港MTN002 AA+/AA+ 3.5 (6.8 bp)
1.89Y+NY 21中南勘测MTN001 AA+/AA+ 4.55 (0.7 bp)
1.91Y(休1) 21晋中公用MTN002 AA+/0 3.8 (11.1 bp)
1.92Y 19平湖国资MTN001 AA+/AA+ 3.43 (9.5 bp)
1.96Y+N 22福建漳州MTN002 AA+/0 4.35 (10.6 bp)
2.12Y(休2) 22徐州经开MTN001 AA+/AA+ 3.48 (10 bp)
92D+2Y(休1) 20成华棚改MTN001 AA+/AA+ 2.9 (18.7 bp)
2.3Y 20阜阳建投MTN001 AA+/AA+ 3.8 (11.4 bp)
2.3Y 20芜湖宜居MTN002 AA+/AA+ 3.5 (7.9 bp)
138D+2Y 20淮安交通MTN001 AA+/AA+ 3.33 行权 (-0.8 bp)
235D+2Y 20新发集团MTN003A AA+/AA+ 3.04 (2.7 bp)
332D+2Y 20迪荡新投MTN002 AA+/AA+ 3.25 行权 (-5.9 bp)
347D+2Y 20株洲城建MTN003 AA+/AA+ 3.55 (-4.5 bp)
1.28Y+2Y 21无锡山水MTN001 AA+/AA+ 3.45 (9.7 bp)
1.39Y+2Y 21肇庆国联MTN001 AA+/AA+ 3.4 (7.1 bp)
1.63Y+2Y(休1) 21渝惠通MTN001 AA+/AA+ 4.3 (67.8 bp)
2.23Y+2Y(休1) 22六安城投MTN001 AA+/0 3.77 行权 (10 bp)
2.4Y+2Y(休1) 22浏阳城乡MTN002 AA+/AA+ 3.79 (19.8 bp)
2.73Y+2Y 22中国水务MTN001 AA+/0 3.53 (10.3 bp)
4.75Y 22扬州经开MTN002 AA+/AA+ 4.35 (4.5 bp)
AA方面,
18D(休1) 17淮南产业MTN001 AA/AA 4.1 (33.6 bp)
23D 19宿迁经开MTN001 AA/AA 3.15 (3.3 bp)
96D 20山东公用MTN001 AA/AA 4.75 (-2.3 bp)
102D(休1) 20盐城市政MTN001 AA/AA 3.68 (4 bp)
107D 20方洋MTN001 AA/AA 4 (15.2 bp)
109D(休1) 20金霞经开MTN001 AA/AA 3.9 (14.6 bp)
143D(休2) 20张家建设MTN001 AA/AA 4.55 (5.7 bp)
211D 20邵阳城投MTN002 AA/AA 4.05 (4.5 bp)
1.06Y 18镇江新城MTN001 AA/AA 6.5 (43.9 bp)
135D+2Y 20武夷投资MTN002 AA/AA 3.6 (11.4 bp)
148D+2Y(休1) 20兴荣控股MTN001 AA/AAA 4.05 (-10.6 bp)
2.43Y 22昌平科技MTN002 AA/AA+ 3.7 (4.9 bp)
2.75Y 22昌平发展MTN003 AA/AA+ 3.88 (14.8 bp)
325D+2Y 20长城伟业MTN001 AA/AA 3.41 (5.4 bp)
332D+2Y 20荆州城投MTN004 AA/AA 3.39 (8.1 bp)
57D+2Y+1Y 21萍乡城投MTN001 AA/AA 3.68 行权 (10.4 bp)
存单
存单一级方面:
今日一级存单除3M6M外其他期限到期含休,整体市场发行情况较为平淡,市场价格较昨日基本无提价情绪较为寡淡。1M期限,国股大行报于1.7%,AAA城农商报于1.85%-2.2%位置,需求甚少,募集情况较差。3M期限,国股大行报于2.10%-2.15%,价格下降募集量较差;AAA城农商报于2.25%-2.55%,价格较昨日下降募集情况亦较差。6M期限,国股行报于2.3%-2.35%,价格有所上涨,成交寥寥,AAA城商行报于2.35%-2.8%,整体量较为一般。9M期限,国股大行报于2.30%-2.32%,基本无成交,AAA城农商报于2.40%-2.85%,募集寥寥,成交甚少。1Y期限,国股大行报于2.35%,全天无提价募集略显冷清。城农商报价在2.45%-2.90%位置,整体募集情况较差。
存单二级方面:
今日资金面整体偏紧,受跨月影响二级存单交易清淡。具体来看,11,12月到期大行成交在1.75~1.80附近,成交较少,主要集中在1.75和1.80位置,国股成交与昨日持平,落在1.70~1.85区间。明年一季度到期大行多落在2.24~2.30,在2.24位置有较多成交,国股成交多落在2.24~2.30区间,成交多集中在2.25附近。明年二季度到期大行成交在2.35~2.39,成交寥寥,国股成交在2.35~2.40区间,较昨日下行大约3bp。明年三季度到期大行成交在2.45~2.47,在2.46位置成交较为集中,尾盘收于2.47,国股在2.45~2.48区间窄幅震荡成交。明年四季度到期大行成交在2.46~2.48,较上一交易日下行3bp左右,国股稳定成交在2.46~2.50区间,较昨日下行1bp。
企业债、公司债
今日企业债城投多以AA评级3年内为主,买盘多以券商资管和基金为主,在3.57-4.60附近区间,成交在估值+9BP附近区间。公司债以高评级AAA为主,3年期限内为主,买盘多以券商资管和银行理财为主,在2.50-4.10收益区间,成交在估值+6BP附近区间。
AAA方面,
12D PR青国信 AAA/AAA 2.28 (-6 bp)
28D+N 20疏浚Y1 AAA/AAA 2.5 行权 (8.2 bp)
46D(休1) 16保利02 AAA/AAA 2.21 (-10.4 bp)
48D 20中航01 AAA/AAA 2.35 行权 (3.4 bp)
51D 20中电01 AAA/AAA 2.34 行权 (1.5 bp)
89D+N 20唐新Y2 AAA/AAA 2.57 行权 (-0.7 bp)
89D 20东风01 AAA/AAA 2.5 行权 (9.1 bp)
93D 21龙盛01 AAA/AAA 3 (5.1 bp)
94D(休2) 20海国01 AAA/AAA 3.15 行权 (24.3 bp)
94D(休2) 20海国01 AAA/AAA 3.15 (24.3 bp)
99D 22深铁D1 AAA/0 2.45 (-0.2 bp)
100D+N 20中核Y3 AAA/AAA 2.5 行权 (0.9 bp)
106D 20CHNE03 AAA/AAA 2.43 (2.8 bp)
110D 18陕投03 AAA/AAA 2.7 (4.1 bp)
177D 20南瑞01 AAA/AAA 2.6 (2.9 bp)
188D 16西发债01 AAA/AAA 3.28 (8.3 bp)
221D(休1) 20航租01 AAA/AAA 2.85 (4.9 bp)
235D(休1) 18远海03 AAA/AAA 2.61 (1.3 bp)
257D 18圆融02 AAA/AAA 2.76 (-3.3 bp)
319D(休1) 18建投02 AAA/AAA 2.82 (1.2 bp)
338D 20五资02 AAA/AAA 2.91 (3.6 bp)
351D 18中铝04 AAA/AAA 2.85 (2.3 bp)
361D(休1) 20扬州02 AAA/AAA 2.88 (-0.2 bp)
362D 20亦庄02 AAA/AAA 2.83 (0 bp)
364D 21华电07 AAA/AAA 2.67 (3 bp)
1.04Y 18鲁西01 AAA/AAA 3.09 (2.7 bp)
1.06Y 20路桥02 AAA/AAA 2.9 (-0.2 bp)
1.16Y 21渝高01 AAA/AAA 2.98 (4.9 bp)
1.25Y+N(休2) 21锡交Y1 AAA/AAA 3.28 行权 (4.8 bp)
1.25Y(休2) 21深铁G1 AAA/AAA 2.74 (2.6 bp)
1.26Y 19陆债01 AAA/AAA 2.92 (-0.2 bp)
1.28Y+NY 19CHNG1Y AAA/AAA 2.85 行权 (3.6 bp)
1.28Y 19漳九01 AAA/AAA 3.15 行权 (4.3 bp)
1.28Y 19漳九01 AAA/AAA 3.15 (4.3 bp)
1.29Y(休1) 21深铁04 AAA/AAA 2.74 (1.7 bp)
1.31Y(休1) 21南网02 AAA/AAA 2.67 (2.8 bp)
1.34Y(休1) 19三峡01 AAA/AAA 3.9 (7.6 bp)
1.37Y(休1) 21蛇口02 AAA/AAA 2.82 行权 (-0.4 bp)
1.37Y(休1) 21广新01 AAA/AAA 3.04 行权 (2.9 bp)
1.39Y(休1) 21深铁08 AAA/AAA 2.76 (1.7 bp)
1.64Y 19TCL02 AAA/AAA 3.6 行权 (7.7 bp)
1.82Y 21华电06 AAA/AAA 2.86 (3.2 bp)
1.89Y+N 电投Y26 AAA/AAA 3.05 行权 (7.8 bp)
1.97Y 21大众02 AAA/AAA 3.44 (1.5 bp)
1.99Y 19海控02 AAA/AAA 3.6 (25 bp)
1.99Y 21热力01 AAA/AAA 3.11 (1.9 bp)
2Y 21中化03 AAA/0 3 行权 (3.8 bp)
2.05Y 21润置02 AAA/0 2.97 行权 (-0.6 bp)
2.08Y+N(休2) 21蓉高Y2 AAA/AAA 3.42 (0.8 bp)
2.11Y 22京投01 AAA/AAA 2.95 行权 (6 bp)
2.13Y(休2) 22翔业01 AAA/AAA 3.1 行权 (10.6 bp)
2.14Y 22邮政02 AAA/AAA 2.92 行权 (2.1 bp)
2.15Y G22电建1 AAA/0 2.95 (4.9 bp)
102D+2Y 20铁投G1 AAA/AAA 2.57 行权 (2.6 bp)
122D+2Y 20保利01 AAA/AAA 2.5 (1.4 bp)
2.41Y(休1) 22润置03 AAA/0 3.02 (-2.6 bp)
2.49Y 22中铁05 AAA/0 4.12 (-1 bp)
2.53Y 20诚通14 AAA/AAA 3.25 行权 (1.3 bp)
2.54Y G22疏浚1 AAA/AAA 3.1 (3.1 bp)
2.58Y(休1) 20皖投债01 AAA/AAA 3.24 行权 (2.2 bp)
2.58Y(休1) 20皖投01 AAA/AAA 3.24 行权 (2.2 bp)
1.61Y+1Y(休2) 21中海04 AAA/AAA 2.94 (-0.7 bp)
2.73Y(休2) 22苏交01 AAA/AAA 3.02 (5.4 bp)
291D+2Y 20首迁01 AAA/AAA 2.85 (-1 bp)
319D+2Y 20财信01 AAA/AAA 3.05 (17.9 bp)
325D+2Y 20宜国04 AAA/AAA 2.83 (-2.3 bp)
2.89Y 22苏交02 AAA/AAA 3.03 (4.9 bp)
2.9Y G22宁沪1 AAA/AAA 3.1 (-2.6 bp)
2.9Y G22宁沪1 AAA/AAA 3.12 (-0.6 bp)
330D+2Y(休1) 20湘路08 AAA/AAA 2.9 行权 (4.4 bp)
2.96Y(休2) 22盐港02 AAA/0 3.29 行权 (3.4 bp)
2.96Y(休1) 22蛇口07 AAA/AAA 3.23 (4.3 bp)
3Y 20洪政02 AAA/AAA 3.38 (6.9 bp)
1.11Y+2Y 21漳九01 AAA/AAA 3.1 (3.4 bp)
1.12Y+2Y 21湘路02 AAA/AAA 2.99 行权 (7 bp)
1.13Y+2Y(休1) 22安租02 AAA/AAA 3.6 行权 (16.3 bp)
1.15Y+2Y(休1) 21桂投01 AAA/AAA 3.89 行权 (-0.8 bp)
1.16Y+2Y 21济建G1 AAA/AAA 3 行权 (6.9 bp)
1.16Y+2Y 21保利01 AAA/AAA 2.7 (-2.9 bp)
1.26Y+2Y 21浦房01 AAA/AAA 3.15 行权 (4.7 bp)
3.43Y 21山东高速债01 AAA/AAA 3.34 行权 (7.1 bp)
3.46Y(休1) 21宁交01 AAA/AAA 3.43 行权 (3.2 bp)
1.53Y+2Y 21广越04 AAA/AAA 2.84 (9.5 bp)
3.53Y(休2) 16华能02 AAA/AAA 3.15 行权 (1.2 bp)
1.54Y+2Y 22远东七 AAA/AAA 4.55 行权 (20.4 bp)
1.68Y+2Y 21诚通13 AAA/AAA 3.1 行权 (5.5 bp)
1.68Y+2Y 21中铁03 AAA/AAA 3.94 (-0.5 bp)
1.68Y+2Y 21中铁03 AAA/AAA 2.9 (-104.5 bp)
3.68Y 21申宏06 AAA/AAA 3.32 (4.4 bp)
255D+2Y+1Y 21广开01 AAA/AAA 2.95 行权 (17.6 bp)
3.75Y(休1) 21鄂交01 AAA/AAA 3.3 (2.4 bp)
3.93Y 21穗交04 AAA/AAA 3.28 行权 (5.9 bp)
3.94Y(休1) 21建材08 AAA/AAA 3.37 行权 (4.5 bp)
3.94Y 21福能01 AAA/AAA 3.27 行权 (6.1 bp)
3.94Y 21福能01 AAA/AAA 3.3 (9.1 bp)
2Y+2Y(休1) 21诚通21 AAA/AAA 3.2 (6.8 bp)
4.01Y 21广金07 AAA/AAA 3.36 (2.3 bp)
4.12Y 22铁工02 AAA/AAA 3.25 行权 (1.5 bp)
2.14Y+2Y 22中粮01 AAA/AAA 3.41 (-5.5 bp)
4.23Y(休1) 22新际03 AAA/0 3.49 行权 (7.6 bp)
2.28Y+2Y 22钱江01 AAA/AAA 3.18 行权 (2.8 bp)
4.3Y 22深投01 AAA/AAA 3.26 (0.5 bp)
2.3Y+2Y(休1) 22中铁01 AAA/AAA 4.09 (-0.8 bp)
2.46Y+2Y 22中铁04 AAA/0 4.16 行权 (3.4 bp)
4.56Y 22创投02 AAA/AAA 3.6 (7.1 bp)
2.64Y+2Y 22保利07 AAA/AAA 3.05 行权 (-3.4 bp)
4.7Y 22先导01 AAA/0 3.68 (-0.4 bp)
4.77Y 22鄂联01 AAA/AAA 4.6 行权 (-1.2 bp)
4.79Y 22润置11 AAA/AAA 3.44 行权 (5.3 bp)
2.93Y+2Y 22电建06 AAA/0 4.4 行权 (2.4 bp)
3.36Y+2Y(休1) 21诚通04 AAA/AAA 3.5 (11.4 bp)
1.39Y+4Y 21榕新02 AAA/AAA 3.1 行权 (7.2 bp)
3.39Y+3Y 21粤桥01 AAA/AAA 3.3 行权 (8.2 bp)
3.67Y+3Y 21宜宾01 AAA/AAA 3.48 行权 (4.5 bp)
6.87Y(休1) 22九江债 AAA/AAA 4.15 行权 (0.3 bp)
3.19Y+5Y(休1) 21赣铁航债01 AAA/AAA 3.4 行权 (5 bp)
3.39Y+5Y 21粤高01 AAA/AAA 3.19 (-3 bp)
327D+3Y+3Y+3Y+3Y 20兖煤04 AAA/AAA 2.9 (2.8 bp)
2.33Y+3Y+3Y+3Y+3Y+3Y+3Y+3Y(休1) 22京保01 AAA/0 2.99 (1.6 bp)
AA+方面,
14D 15海陵债 AA+/AA+ 3.05 行权 (-1.1 bp)
57D(休4) PR芙蓉债 AA+/AAA 2.72 行权 (18.9 bp)
98D 16柳州投控债 AA+/AA+ 14 (131.8 bp)
98D 16建安债 AA+/AA+ 3.2 (2.2 bp)
101D(休2) 16阿克苏债 AA+/AA+ 3.45 行权 (6 bp)
132D 16十二师 AA+/AA+ 3.3 行权 (17.1 bp)
279D PR建安01 AA+/AAA 3.35 (8.2 bp)
324D 16沪宁01 AA+/AA+ 2.9 (4.9 bp)
1.71Y PR启城投 AA+/AAA 3.25 (4.2 bp)
46D+2Y 20奉发01 AA+/AA+ 2.74 行权 (7.9 bp)
2.62Y 22交通01 AA+/AA+ 3.55 行权 (6.3 bp)
268D+2Y 20联发01 AA+/AAA 4.33 (-18.6 bp)
326D+2Y 20浦土03 AA+/AAA 2.85 行权 (-0.3 bp)
1.48Y+2Y(休1) 21特房03 AA+/AA+ 3.78 行权 (-5.5 bp)
4.69Y+2Y 22钱城债02 AA+/AAA 3.68 行权 (4.7 bp)
6.89Y(休1) 22良渚文化债 AA+/AA+ 4.18 (22.8 bp)
7.81Y(休2) 20高创03 AA+/AAA 4.4 (2.4 bp)
7.99Y 20高创05 AA+/AAA 4.45 (5.4 bp)
AA方面,
50D 16新沂债 AA/AA 4.6 (-3.1 bp)
113D PR苏新城 AA/AA 3.3 (-0.9 bp)
119D 16璧山债 AA/AA 3.41 (9.1 bp)
119D PR璧山债 AA/AA 3.41 (9.1 bp)
293D 16柯城投债01 AA/AA 3.31 行权 (4.5 bp)
302D 16鹤山公资债01 AA/AA 3.57 行权 (4.8 bp)
344D 16锡新城债 AA/AA 3.38 (5.8 bp)
1.81Y PR淮安债 AA/AAA 3.8 (42.9 bp)
2.91Y 22甬发01 AA/AAA 3.9 (8.5 bp)
金融债
今日商金债市场交投活跃,整体成交收益率略涨跌互现,机构主要关注4-5Y之间的银行二级和永续债,市场买盘主要以基金为主,个别保险和银行亦有参与。
AAA方面,
5D 19青岛银行小微债01 AAA/AAA 1.85 行权 (-13.5 bp)
9D 20华泰G8 AAA/AAA 2.08 (-0.2 bp)
12D 19华商银行02 AAA/AAA 2.05 行权 (-0.4 bp)
13D 19交通银行02 AAA/AAA 1.95 (0.6 bp)
47D 20安信G1 AAA/AAA 2.3 行权 (4.1 bp)
79D 22华泰S2 AAA/A-1 2.37 (2.8 bp)
96D 20宁波银行小微债01 AAA/AAA 2.35 行权 (0 bp)
106D 20北京银行小微债01 AAA/AAA 2.35 行权 (-0.8 bp)
117D 20信达01 AAA/AAA 2.54 (-0.6 bp)
130D(休1) 21兴业02 AAA/AAA 2.45 (3.7 bp)
131D 20浙商银行小微债02 AAA/AAA 2.4 行权 (-0.2 bp)
148D 20徽商银行小微债01 AAA/AAA 2.45 (0.8 bp)
157D(休2) 20兴业银行小微债01 AAA/AAA 2.45 (3.1 bp)
186D(休1) 20汇丰银行01 AAA/AAA 2.72 行权 (-0.8 bp)
226D 20中证13 AAA/AAA 2.51 (2 bp)
226D 20光证G3 AAA/AAA 2.56 (2.9 bp)
256D(休1) 20兴业银行小微债05 AAA/AAA 2.55 (0.5 bp)
267D 20中证18 AAA/AAA 2.59 行权 (5.1 bp)
267D 20中证18 AAA/AAA 2.58 行权 (4.1 bp)
285D 20东莞银行小微债 AAA/AAA 2.6 行权 (-2.2 bp)
327D 20银河G2 AAA/AAA 2.63 (3.7 bp)
332D(休2) 20上海农商01 AAA/AAA 2.6 (-7.8 bp)
333D(休1) 20建设银行双创债 AAA/AAA 2.58 行权 (-3.8 bp)
345D 20招商银行小微债01 AAA/AAA 2.56 行权 (-8 bp)
345D 20招商银行小微债01 AAA/AAA 2.56 (-8 bp)
1.02Y(休2) 20华泰G9 AAA/AAA 2.68 (5.2 bp)
1.05Y(休1) 21信投16 AAA/AAA 2.91 (4.1 bp)
1.16Y 21重庆银行小微债01 AAA/AAA 2.75 (-2 bp)
1.16Y(休2) 21招证C1 AAA/AAA 3.05 (11.5 bp)
1.16Y+N 19中国银行永续债01 AAA/AAA 2.96 行权 (6 bp)
1.16Y+N 19中国银行永续债01 AAA/AAA 2.97 (7 bp)
1.16Y+N 19中国银行永续债01 AAA/AAA 2.98 (8 bp)
1.16Y+N 19中国银行永续债01 AAA/AAA 2.95 (5 bp)
1.18Y 21中国银行01 AAA/AAA 2.72 (0.8 bp)
1.18Y(休1) 21银河G4 AAA/AAA 2.71 (5.3 bp)
1.25Y 21中证04 AAA/AAA 2.7 (3.4 bp)
1.26Y 21中泰C1 AAA/AAA 3.1 行权 (2.2 bp)
1.27Y 21汇理汽车债02 AAA/AAA 3.1 (10.1 bp)
1.29Y 21招商银行小微债01 AAA/AAA 2.75 行权 (1 bp)
1.29Y 21招商银行小微债01 AAA/AAA 2.74 行权 (0 bp)
1.29Y 21招商银行小微债01 AAA/AAA 2.69 (-5 bp)
1.3Y 21华夏银行01 AAA/AAA 2.72 行权 (-2.2 bp)
1.3Y 21华夏银行01 AAA/AAA 2.75 行权 (0.8 bp)
1.3Y 21华夏银行01 AAA/AAA 2.71 (-3.2 bp)
1.3Y 21华夏银行01 AAA/AAA 2.72 (-2.2 bp)
1.31Y(休1) 21光大银行小微债 AAA/AAA 2.73 (-1.5 bp)
1.31Y(休1) 21光大银行小微债 AAA/AAA 2.75 (0.5 bp)
1.32Y 21浦发银行01 AAA/AAA 2.77 行权 (2.5 bp)
1.36Y 21交通银行小微债 AAA/AAA 2.73 (-1.8 bp)
1.35Y 21交通银行小微债 AAA/AAA 2.73 (-1.8 bp)
1.35Y 21交通银行小微债 AAA/AAA 2.7 (-4.8 bp)
1.36Y 21宁波银行01 AAA/AAA 2.8 行权 (-0.4 bp)
1.37Y 21招证C3 AAA/AAA 3.07 (5.5 bp)
1.41Y(休2) 21厦门国际银行小微债02 AAA/AAA 2.95 (12 bp)
1.41Y(休1) 21渤海银行02 AAA/AAA 2.88 (-5.1 bp)
1.48Y 21华泰G5 AAA/AAA 2.74 (4.9 bp)
1.48Y(休2) 21长城02 AAA/AAA 2.93 (13.9 bp)
1.49Y 21平证03 AAA/AAA 2.97 (12.8 bp)
1.49Y 21申证04 AAA/AAA 2.77 (7.8 bp)
1.52Y 21招商银行小微债02 AAA/AAA 2.79 (1.6 bp)
1.52Y 21招商银行小微债02 AAA/AAA 2.78 (0.6 bp)
1.53Y(休1) 21中信银行小微债 AAA/AAA 2.77 (-0.5 bp)
1.54Y(休2) 21南京银行绿色金融债01 AAA/AAA 2.83 行权 (0.3 bp)
1.61Y 21招证G5 AAA/AAA 2.74 (3.5 bp)
1.65Y 22银河F2 AAA/AAA 3 (14.1 bp)
1.66Y(休1) 21中国银行02 AAA/AAA 2.78 行权 (0.1 bp)
1.66Y(休1) 21中国银行02 AAA/AAA 2.78 (0.1 bp)
1.66Y(休1) 21中国银行02 AAA/AAA 2.77 (-0.9 bp)
1.66Y(休1) 21中国银行02 AAA/AAA 2.79 (1.1 bp)
1.7Y 21招证G9 AAA/AAA 2.76 (4.5 bp)
1.7Y 21招证G9 AAA/AAA 2.77 (5.5 bp)
1.7Y 21招证G9 AAA/AAA 2.78 (6.5 bp)
1.72Y 21上海银行 AAA/AAA 2.86 (1.6 bp)
1.74Y 21招商银行小微债03 AAA/AAA 2.81 行权 (1.5 bp)
1.74Y 21招商银行小微债03 AAA/AAA 2.77 (-2.5 bp)
1.74Y 21招商银行小微债03 AAA/AAA 2.81 (1.5 bp)
1.77Y(休2) 21华泰11 AAA/AAA 2.8 (7.5 bp)
1.81Y+N 19交通银行永续债 AAA/AAA 3.11 (-2.5 bp)
1.81Y+N 19交通银行永续债 AAA/AAA 3.19 (5.5 bp)
1.82Y 21中证16 AAA/AAA 2.8 (6.1 bp)
1.82Y+N 19广发银行永续债 AAA/AAA 3.3 (11.7 bp)
1.88Y(休2) 21中证18 AAA/AAA 2.8 (5.7 bp)
1.88Y(休2) 21中证18 AAA/AAA 2.78 (3.7 bp)
1.95Y(休1) 21华夏银行02 AAA/AAA 2.83 行权 (1.5 bp)
1.95Y(休1) 21华夏银行02 AAA/AAA 2.85 行权 (3.5 bp)
1.95Y(休1) 21华夏银行02 AAA/AAA 2.84 行权 (2.5 bp)
1.95Y(休1) 21华夏银行02 AAA/AAA 2.84 (2.5 bp)
1.95Y(休1) 21华夏银行02 AAA/AAA 2.83 (1.5 bp)
1.95Y(休1) 21华夏银行02 AAA/AAA 2.82 (0.5 bp)
1.95Y(休1) 21华夏银行02 AAA/AAA 2.85 (3.5 bp)
1.95Y(休1) 21华夏银行02 AAA/AAA 2.825 (1 bp)
1.96Y+N 19建设银行永续债 AAA/AAA 3.25 行权 (4.6 bp)
1.96Y+NY 19建设银行永续债 AAA/AAA 3.25 行权 (4.6 bp)
1.96Y+N 19建设银行永续债 AAA/AAA 3.25 (4.6 bp)
1.96Y+N 19建设银行永续债 AAA/AAA 3.2 (-0.4 bp)
1.96Y(休2) 21广发银行小微债 AAA/AAA 2.85 行权 (3.3 bp)
1.96Y(休2) 21广发银行小微债 AAA/AAA 2.8 (-1.7 bp)
1.98Y(休1) 21东债02 AAA/AAA 2.92 (7.1 bp)
2.14Y 22申证01 AAA/AAA 2.88 行权 (9.1 bp)
2.15Y(休2) 22浦发银行01 AAA/AAA 2.85 行权 (1.4 bp)
2.15Y(休2) 22浦发银行01 AAA/AAA 2.86 行权 (2.4 bp)
2.15Y(休2) 22浦发银行01 AAA/AAA 2.87 行权 (3.4 bp)
2.15Y(休2) 22浦发银行01 AAA/AAA 2.88 行权 (4.4 bp)
2.23Y 22光大银行小微债 AAA/AAA 2.87 行权 (3 bp)
2.23Y 22光大银行小微债 AAA/AAA 2.84 行权 (0 bp)
2.23Y 22光大银行小微债 AAA/AAA 2.84 (0 bp)
2.23Y 22光大银行小微债 AAA/AAA 2.86 (2 bp)
2.23Y 22光大银行小微债 AAA/AAA 2.85 (1 bp)
2.23Y 22光大银行小微债 AAA/AAA 2.83 (-1 bp)
2.23Y 22光大银行小微债 AAA/AAA 2.87 (3 bp)
2.23Y(休1) 22中国银行绿色金融债01 AAA/AAA 2.83 行权 (-0.7 bp)
2.24Y 22渤海银行小微债 AAA/AAA 2.95 (-5.3 bp)
2.24Y 22浙商银行小微债01 AAA/AAA 2.91 行权 (2 bp)
2.24Y 22浙商银行小微债01 AAA/AAA 2.91 (2 bp)
2.25Y(休2) 22华夏银行01 AAA/AAA 2.85 行权 (0.9 bp)
2.25Y(休2) 22华夏银行01 AAA/AAA 2.86 行权 (1.9 bp)
2.25Y(休2) 22徽商银行小微债01 AAA/AAA 2.95 (-0.4 bp)
2.25Y(休2) 22华夏银行01 AAA/AAA 2.86 (1.9 bp)
2.26Y 22长沙银行小微债 AAA/AAA 2.96 行权 (0.5 bp)
2.26Y 22长沙银行小微债 AAA/AAA 2.96 (0.5 bp)
2.28Y 22兴业银行02 AAA/AAA 2.86 行权 (1.8 bp)
2.29Y 22南京银行01 AAA/AAA 2.9 行权 (0.8 bp)
2.29Y 22南京银行01 AAA/AAA 2.9 (0.8 bp)
2.3Y+N 20邮储银行永续债 AAA/AAA 3.37 行权 (6.4 bp)
2.3Y+N 20邮储银行永续债 AAA/AAA 3.35 行权 (4.4 bp)
2.3Y 22江苏银行小微债 AAA/AAA 2.9 行权 (0.8 bp)
2.3Y+N 20邮储银行永续债 AAA/AAA 3.35 (4.4 bp)
2.3Y+N 20邮储银行永续债 AAA/AAA 3.37 (6.4 bp)
2.3Y+N 20邮储银行永续债 AAA/AAA 3.38 (7.4 bp)
2.3Y+N 20邮储银行永续债 AAA/AAA 3.33 (2.4 bp)
2.3Y 22汇丰银行01 AAA/AAA 3.1 行权 (0.7 bp)
2.33Y+N(休1) 20信投Y1 AAA/AAA 3.5 行权 (6 bp)
2.33Y+N(休1) 20信投Y1 AAA/AAA 3.51 行权 (7 bp)
2.35Y(休1) 22兴业银行03 AAA/AAA 2.87 (2.6 bp)
2.35Y(休1) 22兴业银行03 AAA/AAA 2.88 (3.6 bp)
2.36Y 22浙商银行小微债02 AAA/AAA 2.9 行权 (0.6 bp)
2.36Y 22浙商银行小微债02 AAA/AAA 2.9 (0.6 bp)
2.38Y 20中财C1 AAA/0 3.5 行权 (0.3 bp)
2.39Y 22华夏银行02 AAA/AAA 2.86 行权 (1.5 bp)
2.39Y 22华夏银行02 AAA/AAA 2.86 (1.5 bp)
2.41Y 22中信银行01 AAA/AAA 2.84 (-0.5 bp)
2.41Y+N 20中国银行永续债01 AAA/AAA 3.37 行权 (4.1 bp)
2.41Y+N 20中国银行永续债01 AAA/AAA 3.38 (5.1 bp)
2.41Y+N 20中国银行永续债01 AAA/AAA 3.39 (6.1 bp)
2.44Y(休2) 22宁波银行02 AAA/AAA 2.9 (0.4 bp)
2.45Y+N 20农业银行永续债01 AAA/AAA 3.4 行权 (6.6 bp)
2.45Y+N 20农业银行永续债01 AAA/AAA 3.41 行权 (7.6 bp)
2.45Y+N 20农业银行永续债01 AAA/AAA 3.405 行权 (7.1 bp)
2.45Y+N 20农业银行永续债01 AAA/AAA 3.39 行权 (5.6 bp)
2.45Y+NY 20农业银行永续债01 AAA/AAA 3.4 行权 (6.6 bp)
2.45Y+NY 20农业银行永续债01 AAA/AAA 3.41 行权 (7.6 bp)
2.45Y+N 20农业银行永续债01 AAA/AAA 3.4 (6.6 bp)
2.45Y+N 20农业银行永续债01 AAA/AAA 3.41 (7.6 bp)
2.5Y 22广发银行01 AAA/AAA 2.88 行权 (3.4 bp)
2.5Y 22广发银行01 AAA/AAA 2.86 (1.4 bp)
2.55Y 22交通银行小微债01 AAA/AAA 2.86 行权 (0.9 bp)
2.55Y 22交通银行小微债01 AAA/AAA 2.86 (0.9 bp)
2.56Y(休2) 22中国银行小微债01 AAA/AAA 2.85 行权 (-0.2 bp)
2.56Y(休2) 22中国银行小微债02 AAA/AAA 2.85 (-0.2 bp)
2.56Y(休2) 22中国银行小微债01 AAA/AAA 2.85 (-0.2 bp)
2.56Y(休2) 22中国银行小微债01 AAA/AAA 2.84 (-1.2 bp)
2.56Y(休2) 22中国银行小微债02 AAA/AAA 2.84 (-1.2 bp)
2.61Y+N 20招商银行永续债01 AAA/AAA 3.45 行权 (7.1 bp)
2.61Y+N 20招商银行永续债01 AAA/AAA 3.44 (6.1 bp)
2.67Y(休1) 22兴业银行04 AAA/AAA 2.88 行权 (3 bp)
2.67Y(休1) 22兴业银行04 AAA/AAA 2.88 (3 bp)
2.68Y 22中信银行02 AAA/AAA 2.88 行权 (3 bp)
2.68Y 22中信银行02 AAA/AAA 2.9 行权 (5 bp)
2.68Y 22中信银行02 AAA/AAA 2.9 (5 bp)
2.68Y 22中信银行02 AAA/AAA 2.88 (3 bp)
2.68Y 22中信银行02 AAA/AAA 2.89 (4 bp)
2.69Y(休2) 22交通银行绿色金融债 AAA/AAA 2.84 行权 (-1.4 bp)
2.7Y 22西南03 AAA/AAA 3.16 行权 (12.2 bp)
2.73Y(休1) 22贵阳银行小微债01 AAA/AAA 3.2 (2.6 bp)
2.74Y+NY 20中金Y1 AAA/AAA 3.48 行权 (5.3 bp)
2.75Y(休2) 22开源02 AAA/0 3.5 (7.9 bp)
2.81Y+N 20光大银行永续债 AAA/AAA 3.46 行权 (4.8 bp)
2.81Y+N 20光大银行永续债 AAA/AAA 3.46 (4.8 bp)
297D+2Y 20中金09 AAA/AAA 2.58 行权 (0.9 bp)
2.88Y(休2) 22国信06 AAA/AAA 3.03 (9.3 bp)
2.89Y 22光大银行 AAA/AAA 2.89 行权 (2.3 bp)
2.89Y 22光大银行 AAA/AAA 2.9 行权 (3.3 bp)
2.89Y 22光大银行 AAA/AAA 2.88 (1.3 bp)
2.89Y 22光大银行 AAA/AAA 2.9 (3.3 bp)
2.89Y 22光大银行 AAA/AAA 2.89 (2.3 bp)
2.89Y 22苏州银行小微债 AAA/AAA 2.99 行权 (1.1 bp)
2.89Y 22苏州银行小微债 AAA/AAA 2.99 (1.1 bp)
2.92Y(休2) 22上海银行 AAA/AAA 2.94 (1.8 bp)
2.92Y(休2) 22上海银行 AAA/AAA 2.95 (2.8 bp)
2.92Y(休2) 22上海银行 AAA/AAA 2.93 (0.8 bp)
2.95Y 22杭州联合农商绿色债01 AAA/AAA 3.03 (-0.1 bp)
2.95Y 22北京银行小微债03 AAA/AAA 2.95 行权 (2.4 bp)
2.96Y 22长沙银行债01 AAA/AAA 3 (1.9 bp)
2.96Y+N 20中国银行永续债02 AAA/AAA 3.45 行权 (3.7 bp)
2.96Y+N 20中国银行永续债02 AAA/AAA 3.49 (7.7 bp)
2.97Y 22江苏银行 AAA/AAA 2.95 行权 (2.1 bp)
2.97Y 22江苏银行 AAA/AAA 2.95 (2.1 bp)
2.98Y+N(休1) 20浦发银行永续债 AAA/AAA 3.5 行权 (5.7 bp)
2.98Y+N(休1) 20浦发银行永续债 AAA/AAA 3.52 行权 (7.7 bp)
2.98Y+N(休1) 20浦发银行永续债 AAA/AAA 3.5 (5.7 bp)
3.31Y+N 21邮储银行永续债01 AAA/AAA 3.55 行权 (4.6 bp)
3.31Y+N 21邮储银行永续债01 AAA/AAA 3.55 (4.6 bp)
3.31Y+N 21邮储银行永续债01 AAA/AAA 3.56 (5.6 bp)
3.31Y+N 21邮储银行永续债01 AAA/AAA 3.58 (7.6 bp)
1.32Y+2Y 21中财G2 AAA/AAA 2.85 行权 (3.3 bp)
3.39Y 21中财G4 AAA/AAA 3.18 (2.9 bp)
3.4Y+N(休1) 21中信银行永续债 AAA/AAA 3.61 (4.7 bp)
3.47Y+N 21中国银行永续债01 AAA/AAA 3.63 (7.5 bp)
3.47Y+N 21中国银行永续债01 AAA/AAA 3.6 (4.5 bp)
3.47Y+N 21中国银行永续债01 AAA/AAA 3.61 (5.5 bp)
3.47Y+N 21中国银行永续债01 AAA/AAA 3.62 (6.5 bp)
3.52Y+N 21工商银行永续债01 AAA/AAA 3.62 行权 (4.6 bp)
3.52Y+N 21工商银行永续债01 AAA/AAA 3.63 行权 (5.6 bp)
3.52Y+N 21工商银行永续债01 AAA/AAA 3.57 行权 (-0.4 bp)
3.52Y+NY 21工商银行永续债01 AAA/AAA 3.63 行权 (5.6 bp)
3.52Y+N 21工商银行永续债01 AAA/AAA 3.63 (5.6 bp)
3.52Y+N 21工商银行永续债01 AAA/AAA 3.6 (2.6 bp)
3.52Y+N 21工商银行永续债01 AAA/AAA 3.64 (6.6 bp)
3.52Y+N 21工商银行永续债01 AAA/AAA 3.57 (-0.4 bp)
3.52Y+N 21工商银行永续债01 AAA/AAA 3.62 (4.6 bp)
3.53Y+N 21交通银行永续债 AAA/AAA 3.62 行权 (4.4 bp)
3.53Y+NY 21交通银行永续债 AAA/AAA 3.63 行权 (5.4 bp)
3.53Y+NY 21交通银行永续债 AAA/AAA 3.61 行权 (3.4 bp)
3.53Y+NY 21交通银行永续债 AAA/AAA 3.6 行权 (2.4 bp)
3.53Y+N 21交通银行永续债 AAA/AAA 3.63 (5.4 bp)
3.53Y+N 21交通银行永续债 AAA/AAA 3.61 (3.4 bp)
3.53Y+N 21交通银行永续债 AAA/AAA 3.62 (4.4 bp)
3.53Y+N 21交通银行永续债 AAA/AAA 3.635 (5.9 bp)
3.96Y+N 21农业银行永续债01 AAA/AAA 3.74 行权 (4.6 bp)
3.96Y+N 21农业银行永续债01 AAA/AAA 3.7 行权 (0.6 bp)
3.96Y+NY 21农业银行永续债01 AAA/AAA 3.74 行权 (4.6 bp)
3.96Y+N 21农业银行永续债01 AAA/AAA 3.74 (4.6 bp)
3.96Y+N 21农业银行永续债01 AAA/AAA 3.7 (0.6 bp)
3.99Y+N 21工商银行永续债02 AAA/AAA 3.69 行权 (-0.9 bp)
3.99Y+N 21工商银行永续债02 AAA/AAA 3.73 行权 (3.1 bp)
3.99Y+N 21工商银行永续债02 AAA/AAA 3.7 行权 (0.1 bp)
3.99Y+N 21工商银行永续债02 AAA/AAA 3.75 行权 (5.1 bp)
3.99Y+NY 21工商银行永续债02 AAA/AAA 3.69 行权 (-0.9 bp)
3.99Y+N 21工商银行永续债02 AAA/AAA 3.69 (-0.9 bp)
3.99Y+N 21工商银行永续债02 AAA/AAA 3.73 (3.1 bp)
3.99Y+N 21工商银行永续债02 AAA/AAA 3.7 (0.1 bp)
4Y+N(休1) 21中国银行永续债02 AAA/AAA 3.75 行权 (5 bp)
4Y+N(休1) 21中国银行永续债02 AAA/AAA 3.7 行权 (0 bp)
4Y+NY(休1) 21中国银行永续债02 AAA/AAA 3.7 行权 (0 bp)
4Y+N(休1) 21中国银行永续债02 AAA/AAA 3.7 (0 bp)
4Y+N(休1) 21中国银行永续债02 AAA/AAA 3.74 (4 bp)
4.02Y+N 21招商银行永续债 AAA/AAA 3.775 行权 (4.2 bp)
4.02Y+N 21招商银行永续债 AAA/AAA 3.75 行权 (1.7 bp)
4.02Y+N 21招商银行永续债 AAA/AAA 3.78 行权 (4.7 bp)
4.02Y+N 21招商银行永续债 AAA/AAA 3.78 (4.7 bp)
4.02Y+N 21招商银行永续债 AAA/AAA 3.8 (6.7 bp)
4.02Y+N 21招商银行永续债 AAA/AAA 3.73 (-0.3 bp)
4.23Y+N 22农业银行永续债01 AAA/AAA 3.78 行权 (5.4 bp)
4.23Y+N 22农业银行永续债01 AAA/AAA 3.77 (4.4 bp)
4.23Y+N 22农业银行永续债01 AAA/AAA 3.78 (5.4 bp)
4.23Y+N 22农业银行永续债01 AAA/AAA 3.76 (3.4 bp)
4.27Y 22中财G2 AAA/AAA 3.2 (-1.8 bp)
4.36Y+N 22中国银行永续债01 AAA/AAA 3.78 (4.5 bp)
4.36Y+N 22中国银行永续债01 AAA/AAA 3.77 (3.5 bp)
4.41Y+N 22中国银行永续债02 AAA/AAA 3.79 行权 (5.3 bp)
4.41Y+N 22中国银行永续债02 AAA/AAA 3.8 (6.3 bp)
4.41Y+N 22中国银行永续债02 AAA/AAA 3.78 (4.3 bp)
4.41Y+N 22中国银行永续债02 AAA/AAA 3.79 (5.3 bp)
4.67Y 17东方债 AAA/AAA 3.22 (2 bp)
4.75Y+N 22建行永续债01 AAA/AAA 3.78 行权 (3.5 bp)
4.75Y+N 22建行永续债01 AAA/AAA 3.79 行权 (4.5 bp)
4.75Y+NY 22建行永续债01 AAA/AAA 3.79 行权 (4.5 bp)
4.75Y+N 22建行永续债01 AAA/AAA 3.79 (4.5 bp)
4.75Y+N 22建行永续债01 AAA/AAA 3.8 (5.5 bp)
4.75Y+N 22建行永续债01 AAA/AAA 3.78 (3.5 bp)
4.76Y+N(休1) 22农行永续债02 AAA/AAA 3.79 (4.4 bp)
4.76Y+N(休1) 22农行永续债02 AAA/AAA 3.81 (6.4 bp)
4.89Y 22浙商银行小微债04 AAA/AAA 3.14 (0.2 bp)
148D+5Y 18农业银行二级01 AAA/AAA 2.74 行权 (-1 bp)
148D+5Y 18农业银行二级01 AAA/AAA 2.74 (-1 bp)
279D+5Y 18中国银行二级01 AAA/AAA 2.8 行权 (0 bp)
279D+5Y 18中国银行二级01 AAA/AAA 2.8 (0 bp)
279D+5Y 18中国银行二级01 AAA/AAA 2.83 (3 bp)
281D+5Y 18浦发银行二级01 AAA/AAA 2.83 行权 (3 bp)
281D+5Y 18浦发银行二级01 AAA/AAA 2.84 行权 (4 bp)
281D+5Y 18浦发银行二级01 AAA/AAA 2.82 行权 (2 bp)
281D+5Y 18浦发银行二级01 AAA/AAA 2.82 (2 bp)
287D+5Y 18中信银行二级01 AAA/AAA 2.8 (0 bp)
287D+5Y 18中信银行二级01 AAA/AAA 2.82 (2 bp)
292D+5Y 18浦发银行二级02 AAA/AAA 2.81 (1 bp)
294D+5Y 18交银租赁二级 AAA/AAA 3 行权 (0.7 bp)
299D+5Y 18建设银行二级01 AAA/AAA 2.82 (1.6 bp)
299D+5Y 18建设银行二级01 AAA/AAA 2.84 (3.6 bp)
299D+5Y 18建设银行二级01 AAA/AAA 2.8 (-0.4 bp)
315D+5Y 18中国银行二级02 AAA/AAA 2.8 行权 (-0.9 bp)
315D+5Y 18中国银行二级02 AAA/AAA 2.8 行权 (-0.8 bp)
354D+5Y(休1) 18招商银行二级01 AAA/AAA 2.83 (2.1 bp)
364D+5Y 18中再寿险 AAA/AAA 2.96 (2.7 bp)
364D+5Y 18中再寿险 AAA/AAA 2.96 行权 (2.7 bp)
1.25Y+5Y 19民生银行二级01 AAA/AAA 3.8 (15.1 bp)
1.3Y+5Y 19农业银行二级02 AAA/AAA 2.93 行权 (5.5 bp)
1.3Y+5Y 19农业银行二级02 AAA/AAA 2.93 (5.5 bp)
1.3Y+5Y 19农业银行二级02 AAA/AAA 2.92 (4.5 bp)
1.32Y+5Y(休1) 19工商银行二级01 AAA/AAA 2.93 行权 (5.1 bp)
1.32Y+5Y(休1) 19工商银行二级01 AAA/AAA 2.93 (5.1 bp)
1.32Y+5Y(休1) 19工商银行二级01 AAA/AAA 2.92 (4.1 bp)
1.32Y+5Y(休1) 19工商银行二级01 AAA/AAA 2.91 (3.1 bp)
1.36Y+5Y 19农业银行二级04 AAA/AAA 2.92 行权 (3.1 bp)
1.36Y+5Y 19农业银行二级04 AAA/AAA 2.92 (3.1 bp)
1.36Y+5Y 19农业银行二级04 AAA/AAA 2.91 (2.1 bp)
1.41Y+5Y(休1) 19平安银行二级 AAA/AAA 3.15 行权 (25.4 bp)
1.41Y+5Y(休1) 19平安银行二级 AAA/AAA 3.15 (25.4 bp)
1.71Y+5Y 19交通银行二级01 AAA/AAA 3.05 行权 (7.5 bp)
1.71Y+5Y 19交通银行二级01 AAA/AAA 3.05 (7.5 bp)
1.71Y+5Y 19交通银行二级01 AAA/AAA 3.06 (8.5 bp)
1.73Y+5Y 19成都银行二级 AAA/AA+ 3.24 行权 (1.3 bp)
1.98Y+5Y 19中国银行二级03 AAA/AAA 3.07 行权 (3 bp)
1.98Y+5Y 19中国银行二级03 AAA/AAA 3.08 行权 (4 bp)
1.98Y+5Y 19中国银行二级03 AAA/AAA 3.06 (2 bp)
2.39Y+5Y(休2) 20南京银行二级01 AAA/AAA 3.44 行权 (10.1 bp)
2.43Y+5Y 20农业银行二级01 AAA/AAA 3.16 行权 (4 bp)
2.43Y+5Y 20农业银行二级01 AAA/AAA 3.15 行权 (3 bp)
2.43Y+5Y 20农业银行二级01 AAA/AAA 3.16 (4 bp)
2.43Y+5Y 20农业银行二级01 AAA/AAA 3.165 (4.5 bp)
2.43Y+5Y 20农业银行二级01 AAA/AAA 3.15 (3 bp)
2.47Y+5Y 20交通银行二级 AAA/AAA 3.15 行权 (2.3 bp)
2.47Y+5Y 20交通银行二级 AAA/AAA 3.16 (3.3 bp)
2.67Y+5Y(休2) 20浦发银行二级01 AAA/AAA 3.32 行权 (8.3 bp)
2.67Y+5Y(休2) 20浦发银行二级01 AAA/AAA 3.32 (8.3 bp)
2.69Y+5Y(休2) 20宁波银行二级 AAA/AAA 3.36 行权 (6.9 bp)
2.7Y+5Y 20浦银租赁二级 AAA/AAA 3.7 行权 (8 bp)
2.7Y+5Y 20中信银行二级 AAA/AAA 3.3 行权 (5.7 bp)
2.7Y+5Y 20中信银行二级 AAA/AAA 3.29 (4.7 bp)
2.79Y+5Y(休2) 20建设银行二级 AAA/AAA 3.25 行权 (7.5 bp)
2.79Y+5Y(休2) 20建设银行二级 AAA/AAA 3.21 行权 (3.5 bp)
2.79Y+5Y(休2) 20建设银行二级 AAA/AAA 3.27 行权 (9.5 bp)
2.79Y+5Y(休2) 20建设银行二级 AAA/AAA 3.25 (7.5 bp)
2.79Y+5Y(休2) 20建设银行二级 AAA/AAA 3.21 (3.5 bp)
2.79Y+5Y(休2) 20建设银行二级 AAA/AAA 3.22 (4.5 bp)
2.81Y+5Y(休2) 20中国银行二级01 AAA/AAA 3.21 行权 (3.1 bp)
2.81Y+5Y(休2) 20中国银行二级01 AAA/AAA 3.17 (-0.9 bp)
2.82Y+5Y 20工商银行二级01 AAA/AAA 3.19 (1 bp)
2.96Y+5Y(休2) 20工商银行二级02 AAA/AAA 3.24 行权 (3.1 bp)
2.96Y+5Y(休2) 20工商银行二级02 AAA/AAA 3.25 行权 (4.1 bp)
2.96Y+5Y(休2) 20工商银行二级02 AAA/AAA 3.25 (4.1 bp)
3.14Y+5Y 21工商银行二级01 AAA/AAA 3.25 (-0.6 bp)
3.69Y+5Y(休1) 21建设银行二级01 AAA/AAA 3.48 行权 (5.3 bp)
3.69Y+5Y(休1) 21建设银行二级01 AAA/AAA 3.48 (5.4 bp)
3.69Y+5Y(休1) 21建设银行二级01 AAA/AAA 3.47 (4.4 bp)
3.69Y+5Y(休1) 21建设银行二级01 AAA/AAA 3.5 (7.4 bp)
3.73Y+5Y(休2) 21邮储银行二级01 AAA/AAA 3.5 行权 (6.3 bp)
3.73Y+5Y(休2) 21邮储银行二级01 AAA/AAA 3.49 (5.3 bp)
3.73Y+5Y(休2) 21邮储银行二级01 AAA/AAA 3.5 (6.3 bp)
3.82Y+5Y(休2) 21交通银行二级 AAA/AAA 3.54 (7.8 bp)
3.82Y+5Y(休2) 21交通银行二级 AAA/AAA 3.52 (5.8 bp)
3.82Y+5Y(休2) 21交通银行二级 AAA/AAA 3.51 (4.8 bp)
3.9Y+5Y(休2) 21兴业银行二级01 AAA/AAA 3.6 行权 (3.3 bp)
3.9Y+5Y(休2) 21兴业银行二级01 AAA/AAA 3.61 (4.3 bp)
3.9Y+5Y(休2) 21兴业银行二级01 AAA/AAA 3.6 (3.3 bp)
3.94Y+5Y(休1) 21建设银行二级03 AAA/AAA 3.54 (5.1 bp)
3.94Y+5Y(休1) 21建设银行二级03 AAA/AAA 3.55 (6.1 bp)
3.94Y+5Y(休1) 21建设银行二级03 AAA/AAA 3.56 (7.1 bp)
3.96Y+5Y(休1) 21中国银行二级03 AAA/AAA 3.54 行权 (4.7 bp)
3.96Y+5Y(休1) 21中国银行二级03 AAA/AAA 3.53 行权 (3.7 bp)
3.96Y+5Y(休1) 21中国银行二级03 AAA/AAA 3.49 (-0.3 bp)
3.96Y+5Y(休1) 21中国银行二级03 AAA/AAA 3.55 (5.7 bp)
3.96Y+5Y(休1) 21中国银行二级03 AAA/AAA 3.54 (4.7 bp)
3.96Y+5Y(休1) 21中国银行二级03 AAA/AAA 3.53 (3.7 bp)
3.99Y+5Y 21兴业银行二级02 AAA/AAA 3.64 (5.3 bp)
3.99Y+5Y 21兴业银行二级02 AAA/AAA 3.63 (4.3 bp)
4.04Y+5Y 21工商银行二级02 AAA/AAA 3.56 行权 (5.2 bp)
4.04Y+5Y 21工商银行二级02 AAA/AAA 3.58 行权 (7.2 bp)
4.04Y+5Y 21工商银行二级02 AAA/AAA 3.57 (6.2 bp)
4.07Y+5Y(休2) 21北京农商二级 AAA/AAA 3.8 行权 (0.4 bp)
4.12Y+5Y 22兴业银行二级01 AAA/AAA 3.675 (5.9 bp)
4.12Y+5Y 22兴业银行二级01 AAA/AAA 3.66 (4.4 bp)
4.14Y+5Y 22工商银行二级01 AAA/AAA 3.58 行权 (5.8 bp)
4.14Y+5Y 22工商银行二级01 AAA/AAA 3.58 (5.8 bp)
4.15Y+5Y(休2) 22中国银行二级01 AAA/AAA 3.59 行权 (6.7 bp)
4.24Y+5Y 22交通银行二级01 AAA/AAA 3.58 (4.7 bp)
4.24Y+5Y 22交通银行二级01 AAA/AAA 3.6 (6.7 bp)
4.37Y+5Y 22工商银行二级03 AAA/AAA 3.6 行权 (5.6 bp)
4.55Y+5Y 22建设银行二级01 AAA/AAA 3.6 行权 (4.8 bp)
4.55Y+5Y 22建设银行二级01 AAA/AAA 3.61 行权 (5.8 bp)
4.55Y+5Y 22建设银行二级01 AAA/AAA 3.6 (4.8 bp)
4.56Y+5Y 22农业银行二级01 AAA/AAA 3.6 行权 (4.7 bp)
4.56Y+5Y 22农业银行二级01 AAA/AAA 3.58 行权 (2.7 bp)
4.56Y+5Y 22农业银行二级01 AAA/AAA 3.59 行权 (3.7 bp)
4.56Y+5Y 22农业银行二级01 AAA/AAA 3.6 (4.7 bp)
4.56Y+5Y 22农业银行二级01 AAA/AAA 3.585 (3.2 bp)
4.6Y+5Y 22上海银行二级资本债01 AAA/AAA 3.74 行权 (2.7 bp)
4.68Y+5Y 22宁波银行二级资本债01 AAA/AAA 3.71 行权 (-0.6 bp)
4.68Y+5Y 22宁波银行二级资本债01 AAA/AAA 3.71 (-0.6 bp)
4.68Y+5Y 22宁波银行二级资本债01 AAA/AAA 3.74 (2.4 bp)
4.68Y+5Y 22宁波银行二级资本债01 AAA/AAA 3.75 (3.4 bp)
4.73Y+5Y(休1) 22工行二级资本债03A AAA/AAA 3.59 行权 (3.3 bp)
4.73Y+5Y(休1) 22工行二级资本债03A AAA/AAA 3.6 行权 (4.3 bp)
4.73Y+5Y(休1) 22工行二级资本债03A AAA/AAA 3.59 (3.3 bp)
4.73Y+5Y 22华夏银行二级资本债01 AAA/AAA 3.72 行权 (5.3 bp)
4.73Y+5Y 22华夏银行二级资本债01 AAA/AAA 3.71 (4.3 bp)
4.73Y+5Y 22华夏银行二级资本债01 AAA/AAA 3.66 (-0.7 bp)
4.75Y+5Y(休1) 22光大银行二级资本债01A AAA/AAA 3.69 行权 (2.2 bp)
4.75Y+5Y(休1) 22光大银行二级资本债01A AAA/AAA 3.7 行权 (3.2 bp)
4.75Y+5Y(休1) 22光大银行二级资本债01A AAA/AAA 3.72 行权 (5.2 bp)
4.75Y+5Y(休1) 22光大银行二级资本债01A AAA/AAA 3.71 行权 (4.2 bp)
4.75Y+5Y(休1) 22光大银行二级资本债01A AAA/AAA 3.72 (5.2 bp)
4.81Y+5Y 22农行二级资本债02A AAA/AAA 3.6 行权 (4.2 bp)
4.81Y+5Y 22农行二级资本债02A AAA/AAA 3.62 行权 (6.2 bp)
4.81Y+5Y 22农行二级资本债02A AAA/AAA 3.56 行权 (0.2 bp)
4.81Y+5Y 22农行二级资本债02A AAA/AAA 3.56 (0.2 bp)
4.81Y+5Y 22农行二级资本债02A AAA/AAA 3.59 (3.2 bp)
4.81Y+5Y 22农行二级资本债02A AAA/AAA 3.58 (2.2 bp)
4.9Y+5Y 22中行二级资本债02A AAA/AAA 3.6 行权 (4 bp)
4.9Y+5Y 22中行二级资本债02A AAA/AAA 3.62 行权 (6 bp)
4.9Y+5Y 22中行二级资本债02A AAA/AAA 3.6 (4 bp)
4.9Y+5Y 22中行二级资本债02A AAA/AAA 3.63 (7 bp)
4.94Y+5Y(休1) 22建行二级资本债02A AAA/AAA 3.61 (4.9 bp)
4.94Y+5Y(休1) 22建行二级资本债02A AAA/AAA 3.6 (3.9 bp)
4.95Y+5Y 22工行二级资本债04A AAA/AAA 3.62 行权 (5.9 bp)
4.95Y+5Y 22工行二级资本债04A AAA/AAA 3.6 行权 (3.9 bp)
4.95Y+5Y 22工行二级资本债04A AAA/AAA 3.6 (3.9 bp)
4.96Y+5Y 22交行二级资本债02A AAA/AAA 3.62 行权 (5.9 bp)
4.96Y+5Y 22交行二级资本债02A AAA/AAA 3.6 (3.9 bp)
6.3Y+5Y(休1) 19农业银行二级01 AAA/AAA 3.64 (6.8 bp)
9.55Y+5Y 22建设银行二级02 AAA/AAA 3.61 行权 (2.5 bp)
9.56Y+5Y(休1) 22农业银行二级02 AAA/AAA 3.63 (4.4 bp)
AA+方面,
2.92Y(休2) 22江阴农商绿色债 AA+/AA+ 3.15 (0 bp)
交易所公司债
A股市场,地产债多数上涨,“20金科03”涨超72%,“19中骏01”涨超36%,“20世茂G1”涨超35%,“21碧地03”涨超29%,“20宝龙04”和“20世茂02”涨超23%,“20世茂04”涨20%,“21金科01”涨超13%,“21金科03”涨近12%;“金科优01”跌超99%,“20旭辉02”跌超12%,“21旭辉03”跌超11%,“21旭辉01”跌超10%。
A股
A股市场,截至收盘,上证指数收涨0.05%报3151.34点,深证成指涨0.18%报11108.5点,创业板指涨0.24%报2345.31点,科创50指数跌0.22%报1000.26点。市场成交额9321.8亿元;MSCI半年度指数调整盘后生效,北向资金尾盘大幅进场扫货,实际净买入49.17亿元。今日A股全天窄幅整理,新能源车产业链全线反弹,电信、燃气板块走强,供销社概念活跃;海运、医药板块领跌;地产股冲高回落,午后出现多股炸板。其中房地产板块表现分化信达地产、天保基建、渝开发、大龙地产、南山控股、沙河股份等涨停炸板,首开股份跌停,粤宏远A触及跌停。
转债
可转债市场,截至收盘,超6成转债收涨,中证转债指数+0.17%报404.29点。今日交易的458只可转债中,277只可转债上涨,8只可转债持平,173只可转债下跌。今日涨幅超2%的可转债共27只,其中特一转债、小康转债、瑞鹄转债涨幅居前,涨幅依次为11.65%、7.61%、5.96%。今日跌幅超2%的可转债共8只,其中垒知转债、华森转债、英联转债跌幅居前,跌幅依次为7.13%、4.11%、3.03%。条款方面,众信转债拟提前赎回,赎回登记日为12月20日;一品转债、特一转债触发赎回条款,但公告不提前赎回。
平玥:资金面
廖靖威:一级市场
裴钰:国债、金债、短融、中票、企业债、公司债、存单、金融债
闫宜乘:A股
邢儒风:转债
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