债 券统计资料货币市场利率走势图全部国债收益率3M国债收益率1Y回购利率R01D回购利率R07D本月末（%）2.48 2.66 2.69 2.83 上月末（%）2.282.561.242.15增幅（BP）+20+10+145+68资料来源：结算公司统计监测部中债-新综合净价指数指标财富全价 中债-新综合指数-总值-净价（左轴） 中债-新综合指数-总值-现券结算量（亿元，右轴）总值193.5607117.937099.80883.77703.938537.0039.45663.73883.58320.034.87673.900.04400.03980.03425712.63061年以下173.8807155.515196.31850.50090.450.65521.07713.63053.37080.00510.51353.85140.00170.0017-0.0086719.90001～3年1.5803105.6326.82371.83701.95255.50666.35093.73213.55010.01882.01694.0795-0.0173-0.0234-0.02871251.18003～5年202.8110110.285299.873.38243.613815.7417.50753.61743.58650.03483.98413.99260.03880.03110.02881081.26005～7年209.31116.2185106.96885.14495.285233.295534.72503.69863.68870.05236.07083.76870.06880.080.05977～10年196.6998107.3910100.85127.07887.150761.266862.19043.66083 66870.07298.62033.88450.17300.17130.165310年以上212.4599 106.3419101.5165 14.4214.6120312.2435317.13473.93423.92660.150124.44994.11820.20110.20100.193399.8150净价平均市值法久期（年）平均现金流法久期（年）平均市值法凸性平均现金流法凸性平均现金流法到期收益率（%）平均市值法到期收益率（%）平均基点价值（元）平均待偿期（年）平均派息率（%）财富指数涨跌幅（%）全价指数涨跌幅（%）净价指数涨跌幅（%）现券结算量（亿元）指数上日总市值（亿元）665255.52112830.57432075.7427147980.369883845.669270329.400444793.7978316.40602244.0750资料来源：结算公司统计监测部
中债国债收益率曲线（单位：%）待偿期(年)2019-05-312019-6-282019-7-312019-8-302019-9-302019-10-311.71832.17472.28462.39962.51352.56282.67902.81552.94183.07313.30813.27513.60283.63843.94033.96773.98321.47302.072.13792.18702.332.202.292.84842.94063.05703.25503.223.53733.57293.863.93303.99512.17332.17972.23392.31002.32692.52032.61832.75772.452.99943.17243.15523.48723.52273.82793.88403.92292.13602.31342.44062.44802.55602.57992.61792.70132.77982.96273.063.05733.36783.40333.68233.75563.81111.83252.19492.25722.28462.42802.372.56282.72032.78703.01233.17033.14113.44293.47833.75013.853.94211.91392.252.30082.48192.61282.63022.682.762.90973.0810 3.26793.28803.563.62503.623.97424.03182019-05-31 2019-06-28 2019-07-31 2019-08-30 2019-09-30 2019-10-31 资料来源：结算公司统计监测部
0.0 0.0 0.0 0.0 0.0 0.0 1.71831.43702.17332.13601.83251.91390.00.080.170.250.50.751.02.03.05.07.010.015.020.030.040.050.0责任编辑：尹昱乔
CHINABOND2019 November93
