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含权债行权衍生指标

时间区间

2001.12.21-2023.10.12


字段展示

含权债行权衍生指标-英文字段含权债行权衍生指标-中文字段
ID自增ID
SECURITY_ID证券ID
TICKER_SYMBOL债券代码
TRADE_DATE日期
NEXT_EXER_DATE最近行权日
YEAR_TO_EXER行权剩余期限
EXER_YTM行权收益率
EXER_DURATION行权久期
EXER_MODIFY_DURATION行权修正久期
EXER_CONVEXITY行权凸性
EXER_BASE_RATE行权基点价值
UPDATE_TIME更新时间

样本数据

IDSECURITY_IDTICKER_SYMBOLTRADE_DATENEXT_EXER_DATEYEAR_TO_EXEREXER_YTMEXER_DURATIONEXER_MODIFY_DURATIONEXER_CONVEXITYEXER_BASE_RATEUPDATE_TIME
自增ID证券ID债券代码日期最近行权日行权剩余期限行权收益率行权久期行权修正久期行权凸性行权基点价值更新时间
248384821718611050012023-10-122026-06-302.71785.55352.56262.42788.40620.02472023-10-13 09:26:31.000
24838460173531102562023-10-122036-10-1213.01103.49829.80439.4729115.07320.11962023-10-13 09:26:31.000
24838500213001202512023-10-122037-12-2514.21373.658810.23259.8713129.49290.12282023-10-13 09:26:31.000
24838465213011202522023-10-122057-12-2534.22745.598915.260714.4516344.19100.15082023-10-13 09:26:31.000
248442682460713803402023-10-122023-10-280.0438-235.60370.00000.00000.00000.00002023-10-13 09:26:31.000
24844286247731244162023-10-122023-10-280.0438-416.50340.00000.00000.00000.00002023-10-13 09:26:31.000
24850397248331013730052023-10-122023-11-190.1041-146.86420.00000.00000.00000.00002023-10-13 09:26:31.000
248442942885514802062023-10-122024-04-160.51232.36250.51230.50050.73940.00512023-10-13 09:26:31.000
248443092900014802292023-10-122024-04-210.52601.52210.52600.51810.77880.00542023-10-13 09:26:31.000
24850398299921246622023-10-122024-04-160.51231.66160.51230.50390.74960.00522023-10-13 09:26:31.000
24850400318731214010012023-10-122024-07-150.75897.34550.75890.70701.15840.00722023-10-13 09:26:31.000
24850402318881214010022023-10-122024-07-150.75898.01770.75890.70261.14400.00722023-10-13 09:26:31.000
248384673265114280112023-10-122024-08-180.85212.65730.85210.83001.49750.00862023-10-13 09:26:31.000
24844319333401249662023-10-122024-09-160.93152.03160.93150.91301.72830.00932023-10-13 09:26:31.000
248504033334114805062023-10-122024-09-160.93152.17280.93150.91171.72350.00932023-10-13 09:26:31.000
248504043404814805272023-10-122024-10-151.01102.58720.97030.94591.85130.01002023-10-13 09:26:31.000
24844336340851014710042023-10-122024-10-161.0137-5.91190.96011.02042.18030.01212023-10-13 09:26:31.000
24844343470031215060012023-10-122030-11-107.08493.91235.53285.324537.95300.06042023-10-13 09:26:31.000
248504064786215240022023-10-122023-11-160.09595.47490.09590.09090.09450.00102023-10-13 09:26:31.000
248443535205816800532023-10-122025-01-271.29592.76781.26281.22882.73350.01262023-10-13 09:26:31.000
24844360523811272582023-10-122024-08-270.87674.10670.87670.84211.51810.00842023-10-13 09:26:31.000
248504075339816804772023-10-122026-12-013.13973.11872.92572.837211.22600.02992023-10-13 09:26:31.000
248504095344816800802023-10-122026-03-032.39183.06872.27012.20257.16570.02332023-10-13 09:26:31.000
24850411538111274002023-10-122026-03-112.41372.88272.29182.22767.30610.02362023-10-13 09:26:31.000
248443685381216800902023-10-122026-03-112.41374.25792.28932.19587.10530.02262023-10-13 09:26:31.000
248504135605116801022023-10-122026-03-172.43013.35942.30012.22537.29290.02352023-10-13 09:26:31.000
24838474560991016740042023-10-122026-03-242.44932.91022.31562.25017.44380.02412023-10-13 09:26:31.000
248444065613416801332023-10-122026-03-282.46033.15612.39032.31717.72080.02302023-10-13 09:26:31.000
24850415567181363462023-10-122024-03-280.4603162.41220.46030.17540.09760.00122023-10-13 09:26:31.000
248444086171115802112023-10-122024-08-270.87672.53250.87670.85501.56500.00862023-10-13 09:26:31.000
248444121032751186972023-10-122024-06-030.643814.34920.64380.56300.80930.00552023-10-13 09:26:31.000
248444241044721368362023-10-122023-11-250.1205-1.86770.12050.12280.14020.00132023-10-13 09:26:31.000
248504171066981274422023-10-122026-07-212.77532.92272.66072.58529.36350.02692023-10-13 09:26:31.000
2484443110669916802962023-10-122026-07-212.77533.68042.65942.56509.22130.02622023-10-13 09:26:31.000
248444391111991392172023-10-122026-09-072.90684.98842.21282.10777.07470.02122023-10-13 09:26:31.000
2485041911120016803632023-10-122026-09-072.90685.02222.21262.10687.06920.02122023-10-13 09:26:31.000
248504211128301392442023-10-122026-09-222.94793.54182.84622.748910.36030.02752023-10-13 09:26:31.000
2484444111283116803922023-10-122026-09-222.94793.34122.84652.754510.40200.02772023-10-13 09:26:31.000
248504251156891450572023-10-122023-10-200.02193.05890.02190.02120.02110.00022023-10-13 09:26:31.000
2485042611594016804182023-10-122024-10-211.02745.48560.97210.92161.76770.00972023-10-13 09:26:31.000
248444461161111188652023-10-122024-10-201.02478.45700.96830.89281.66340.00922023-10-13 09:26:31.000
248504281167241316560482023-10-122026-10-263.04112.73632.83112.755710.69670.02932023-10-13 09:26:31.000
248444501174701274592023-10-122026-11-103.08223.24072.86762.777610.83070.02922023-10-13 09:26:31.000
2485043011747116804502023-10-122026-11-103.08223.44572.86672.771210.78400.02902023-10-13 09:26:31.000
248504321183601392562023-10-122024-10-211.02745.53050.97210.92121.76620.00972023-10-13 09:26:31.000
2484445412233316804952023-10-122026-12-303.21923.01593.00552.917511.76910.03072023-10-13 09:26:31.000
248504341293321393422023-10-122024-04-050.48226.02960.48220.45480.63570.00472023-10-13 09:26:31.000
2484446812933317800342023-10-122024-04-050.48221.41230.48220.47550.69490.00502023-10-13 09:26:31.000
248444751307420317710082023-10-122026-03-232.44665.33172.29692.18067.03150.02242023-10-13 09:26:31.000
248504361308870317710092023-10-122026-03-242.44934.92162.30892.20067.13590.02262023-10-13 09:26:31.000

数据更新频率

年度更新,特殊需求另行联系