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万疆七号·德州齐河城投债_万城房地产开发有限公司

  央行今天进行2980亿MLF操作,全部为一年期,MLF到期共计1695亿元,净投放资金1285亿,本次超量续作直接对冲下周1135亿MLF,稳定了市场预期,机构对季末资金情况情绪继续偏乐观。今日资金面继续宽松,隔夜加权早早供应,7天早盘便降价至3.5左右,14天3.8-3.9,资金加权价格维持低位,后期公开市场到期资金量较小,跨季资金价格仍然在4.7左右少量成交,回购市场成交量继续放量到2.8万亿左右。

R001

2.6116

2.5961

1.55

R007

2.8241

2.8116

1.25

R014

3.7816

3.7657

1.59

R021

3.9654

3.9694

-0.4

  利率

  17国开09(新发),3年, 4.14, 全场倍数5.43, 边际倍数1.19

  17国开08(增3),7年, 4.3412, 全场倍数5.07, 边际倍数4.32

  17进出08(增4),1年,3.8577,全场倍数3.24,边际倍数21.67

  17进出10(增5),3年,4.2312,全场倍数3.82,边际倍数2.43

  17进出09(增9),5年,4.3222,全场倍数2.85,边际倍数2.26

  17进出03(增18),10年,4.3870,全场倍数4.15,边际倍数1.13

  CP

  17康富租赁SCP004, 0.71年, 10亿, AA+, 央企, 【票面利率4.99】

  17首钢SCP011, 0.74年, 30亿, AAA, 国企, 【票面利率4.76】

  17红狮SCP005, 0.74年, 6亿, AA+, 民企, 【票面利率5.03】

  17桂水电SCP001, 0.74年, 5亿, AA+, 国企, 【取消发行】

  17富通SCP006, 0.74年, 5亿, AA+, 民企, 【票面利率5.78】

  17国汽CP001, 1.00年, 10亿, AA+, 央企, 【票面利率4.88】

  17永煤CP001, 1.00年, 15亿, AAA, 国企, 【票面利率6.68】

  17吉林交投CP001,1.00年,10亿,AA+,地方国企,【 票面利率8%】

  MTN

  17爱尔医疗MTN001, 3.00年, 2亿, AA, 【票面利率6.25%】

  17河钢集MTN013A, 3+N年, 10亿, AAA, 国企,【票面利率5.75】

  17启迪MTN001A, 3+N年, 5亿, AA+, 央企, 【票面利率6.50%】

  17河钢集MTN013B, 5+N年, 10亿, AAA, 国企, 【票面利率6.24】

  17武金控MTN002, 5+N年, 10亿, AAA, 国企, 【票面利率5.9%】

  企业债

  1、17乐亭城投债, 10亿, 7年, AA-/AA+, 国信证券, 重庆三峡担保集团股份有限公司, 择期重新簿记

  2、17桂金投债, 5亿, 7年, AA+/AA+, 中国银河证券, 无, 6.5

  3、17汴投绿色债, 13亿, 10年, AA/AA, 天风证券, 无, 6.1

  4、17新宇建投债01, 7亿, 7年, AA/AA, 开源证券, 无, 7.6

  周五簿记企业债

  1、17吉首管廊02, 9亿, 7年, AA/AA+, 财富证券/国开证券, 重庆兴农担保融资集团有限公司, 7, 14-16

  2、17蓉花园债01, 6亿, 7年, AA/AA, 中山证券/长江证券, 无, 7.5, 14-16

  3、17当涂经开债, 6亿, 7年, AA-/AAA, 国元证券, 安徽省信用担保集团有限公司, 6.6, 14-16

  1、(高宇)国债方面,现券成交活跃,中国央行进行一年期2980亿元MLF操作,中标利率3.2%,超额续作近两期到期,叠加之前重启的28天逆回购,显示出央行对跨季的呵护,叠加市场对于降准的传闻,现券收益率受此影响一路下行,早盘期债高开,震荡盘整后,大宗持续走弱,期债尾盘开始强势拉升,连破关键点位,T1712一度突破95,随后收在94.995,收盘后现券收益率继续强势走低,市场阶段性拐点或显现。个券方面,170010收盘下4.25bp,收在3.63,170018收盘下4.25bp,收在3.61。

  1y (-3bp) 3.47

  3y (0bp) 3.56

  5y (-3bp) 3.595

  7y (-1.75bp) 3.695

  10y (-4.25bp) 3.61

  30y (11bp) 4.26

  10y 170018 tkn 3.65,3.63,3.61 下4.25bp

  2、(高宇)金债方面,今日现券交易活跃,央行MLF操作叠加大宗走弱,人民币继续走强等因素,现券收益大幅下行;一级市场,1年口行,发行利率3.8577%,预期3.88%,投标倍数3.24,3年口行,发行利率4.2312%,预期4.24,投标倍数3.82;个券方面,170210收盘下4.5bp,收在4.33;170215收盘下5.5bp,收在4.24;以下是具体成交

  1y国开 (-5bp) 3.88

  1y非国开 (-3bp) 3.82

  3y国开 (-6.5bp) 4.19

  5y国开 (-7.5bp) 4.26

  5y非国开 (-4bp) 4.31

  7y国开 (-1.75bp) 4.4

  7y非国开 (-3bp) 4.38

  10y国开 (-4.75bp) 4.33

  10y非国开 (-5bp) 4.37

  20y国开 (0bp) 4.24

  10y 170210 tkn 4.38,4.3625,4.3675,4.33 下4.75bp

  10y 170405 trd 4.415,4.397,4.405,4.37 下5bp

  3、(朱琳)今日短融市场成交尤其非AAA品种明显增多,交投情绪也较高,多数成交估值减点。

  37D 16河钢CP005 AAA/A-1 4.83 (20.8 bp)

  57D 16三峡CP001 AAA/A-1 4.4 (3.6 bp)

  64D 17华侨城SCP002 AAA/0 4.5 (-5.5 bp)

  67D 17国元证券CP002 AAA/A-1 4.6 (3.9 bp)

  69D 16徐工机械CP003 AAA/A-1 4.85 (-0.4 bp)

  72D 17南方水泥SCP001 AAA/0 5 (20.2 bp)

  75D 17深能源SCP001 AAA/0 4.7 (4.8 bp)

  75D 16电网CP002 AAA/A-1 4.4 (0 bp)

  75D 17厦翔业SCP001 AAA/0 4.62 (0 bp)

  76D 17厦国贸集SCP002 AAA/0 4.65 (-5.1 bp)

  80D 17南山集SCP002 AAA/0 5.05 (-11.3 bp)

  81D 17光明SCP004 AAA/0 4.4 (-2.2 bp)

  92D 17河钢集SCP003 AAA/0 4.65 (-21.6 bp)

  100D 17鲁黄金SCP003 AAA/0 4.75 (7.2 bp)

  100D 17冀中能源SCP002 AAA/0 4.98 (11.2 bp)

  109D 17川交投SCP003 AAA/0 4.65 (-12.7 bp)

  113D 17苏国信SCP014 AAA/0 4.62 (-5.9 bp)

  120D 17晋能SCP003 AAA/0 5.06 (-16.5 bp)

  135D 17中化工SCP003 AAA/0 4.75 (3.2 bp)

  141D 17中电投SCP010 AAA/0 4.35 (-9.2 bp)

  147D 17蓝星SCP002 AAA/0 4.95 (-2.1 bp)

  159D 17杭金投SCP004 AAA/0 4.9 (2.5 bp)

  165D 17云能投SCP003 AAA/0 5 (9.2 bp)

  166D 17首钢SCP007 AAA/0 4.8 (-9.5 bp)

  180D 17中国国贸SCP001 AAA/0 4.7 (-3.1 bp)

  181D 17恒信租赁CP001 AAA/A-1 4.83 (-5.1 bp)

  183D 17晋煤CP001 AAA/A-1 4.9 (-0.2 bp)

  184D 17深能源CP001 AAA/A-1 4.75 (6.2 bp)

  187D 17同方SCP002 AAA/0 4.77 (6.7 bp)

  187D 17中铝CP001 AAA/A-1 4.87 (-3.4 bp)

  193D 17陕煤化SCP004 AAA/0 4.8 (-10.8 bp)

  215D 17兖矿SCP004 AAA/0 4.85 (-7.8 bp)

  221D 17首钢SCP010 AAA/0 4.89 (-4.5 bp)

  225D 17新希望CP001 AAA/A-1 4.85 (-0.2 bp)

  243D 17中铝业SCP008 AAA/0 4.9 (-6.3 bp)

  253D 17平安不动SCP001 AAA/0 4.84 (7.2 bp)

  256D 17中金集SCP001 AAA/0 4.7 (-4 bp)

  257D 17中金集SCP002 AAA/0 4.7 (-4.1 bp)

  262D 17中航租赁CP002 AAA/A-1 4.82 (4.7 bp)

  268D 17平安不动SCP003 AAA/0 4.88 (10.3 bp)

  310D 17陕煤化CP001 AAA/A-1 4.87 (-15.9 bp)

  36D 17富通SCP001 AA+/0 5.67 (10.7 bp)

  40D 17魏桥铝电SCP002 AA+/0 6.1 (11.7 bp)

  49D 17鲁商SCP002 AA+/0 5 (-12.7 bp)

  57D 16天业CP001 AA+/A-1 4.98 (-9.4 bp)

  61D 17新投SCP002 AA+/0 4.83 (-0.7 bp)

  61D 16哈尔滨投CP001 AA+/A-1 4.88 (-5.3 bp)

  63D 16九州通CP002 AA+/A-1 4.85 (-14.3 bp)

  75D 17津航空SCP001 AA+/0 5.47 (-10 bp)

  82D 17魏桥铝电SCP004 AA+/0 6 (-17.4 bp)

  86D 17鸿达兴业SCP001 AA+/0 5.7 (-12.4 bp)

  88D 17魏桥铝电SCP005 AA+/0 6 (-17.5 bp)

  92D 16盾安CP003 AA+/A-1 5.2 (-17.6 bp)

  96D 16桑德CP003 AA+/A-1 4.8 (-0.7 bp)

  97D 16王府井CP002 AA+/A-1 4.65 (-5.7 bp)

  102D 17昆山国创SCP001 AA+/0 4.88 (-13.3 bp)

  113D 17九州通SCP004 AA+/0 4.9 (-12.3 bp)

  133D 17中信重工CP001 AA+/A-1 4.9 (-8 bp)

  142D 17杉杉SCP001 AA+/0 5.1 (-13.4 bp)

  163D 17康美CP001 AA+/A-1 5.15 (32.4 bp)

  163D 17鲁宏桥CP002 AA+/A-1 6.3 (-0.4 bp)

  163D 17百业源SCP003 AA+/0 5.13 (8.6 bp)

  166D 17新中泰集CP001 AA+/A-1 5.2 (10.5 bp)

  172D 17洪市政SCP001 AA+/0 4.72 (-6.8 bp)

  173D 17日照港股CP001 AA+/A-1 4.93 (3.2 bp)

  179D 17现代投资SCP001 AA+/0 4.77 (-1.8 bp)

  219D 17中建投租SCP004 AA+/0 4.98 (4.7 bp)

  228D 17杉杉SCP005 AA+/0 5.1 (-19.4 bp)

  232D 17浦东土地CP001 AA+/A-1 4.75 (-3.8 bp)

  253D 17大唐租赁SCP003 AA+/0 4.91 (-6.6 bp)

  257D 17柯桥国资SCP004 AA+/0 4.96 (2.2 bp)

  275D 17兰州城投CP001 AA+/A-1 4.8 (-10.9 bp)

  345D 17武清国资CP002 AA+/A-1 4.95 (-10.3 bp)

  19D 17渝农投SCP001 AA/0 4.3 (-3.9 bp)

  40D 17现代牧业SCP001 AA/0 4.9 (-17.3 bp)

  42D 16协鑫发电CP001 AA/A-1 6.1 (33.8 bp)

  43D 16皖山鹰CP001 AA/A-1 4.98 (-13.5 bp)

  108D 17东华能源SCP001 AA/0 5.47 (-26.1 bp)

  268D 17恒逸SCP005 AA/0 6.05 (4.6 bp)

  315D 17友阿CP001 AA/A-1 5.5 (-6.6 bp)

  4、(朱琳)今日中票市场成交亦增加,AAA及AA+品种以估值减点成交为主,长期限成交略有增加。

  1.04Y 15河钢MTN001 AAA/AAA 4.85 (-11.9 bp)

  1.16Y 15中建材MTN002 AAA/AAA 4.88 (1 bp)

  1.27y 15百联集MTN001 AAA/AAA 4.71 (-4.3 bp)

  1.45Y 16皖能源MTN001 AAA/AAA 4.88 (-0.5 bp)

  1.52Y 16吉利MTN001 AAA/AAA 4.87 (-3.1 bp)

  1.52Y 16河钢集MTN001 AAA/AAA 5 (-12.1 bp)

  1.52Y 16吉利MTN001 AAA/AAA 4.87 (-3.1 bp)

  1.85Y 16厦港务MTN002 AAA/AAA 4.78 (-1.5 bp)

  1.97Y 14石国投MTN004 AAA/AAA 4.87 (-2.6 bp)

  2.01Y 14远东租赁MTN001 AAA/AAA 4.91 (-1.5 bp)

  2.05Y 12鄂交投MTN1 AAA/AAA 4.86 (-3.7 bp)

  2.21Y 16平安租赁MTN005 AAA/AAA 4.86 (-5 bp)

  2.21Y 16厦门航空MTN003 AAA/AAA 4.8 (-1 bp)

  2.31Y 14中南方MTN002 AAA/AAA 4.7 (0.5 bp)

  2.38Y 13赣粤MTN1 AAA/AAA 4.8 (-0.7 bp)

  2.54Y 17华侨城MTN002 AAA/AAA 4.8 (-2.6 bp)

  2.65Y 15清控MTN002 AAA/AAA 4.85 (1.9 bp)

  2.7Y 15渝富MTN001 AAA/AAA 4.89 (-3.2 bp)

  2.71Y 13苏交通MTN3 AAA/AAA 4.8 (-3.3 bp)

  2.77Y 17中药控股MTN001 AAA/AAA 4.83 (-0.5 bp)

  2.90y 17新希望MTN001 AAA/AAA 5.1 (-7.2 bp)

  2.91+NY 17河钢集MTN010 AAA/AAA 5.7 (-36.9 bp)

  2.95Y 17招商蛇口MTN002 AAA/AAA 4.85 (-9.4 bp)

  3.03y 15锡建发MTN001 AAA/AAA 4.9 (-3.8 bp)

  3.36Y 16长电MTN001 AAA/AAA 4.73 (-1.6 bp)

  3.47Y 16申能集MTN001 AAA/AAA 4.85 (-1.9 bp)

  3.51Y 16海淀国资MTN001 AAA/AAA 4.92 (-5.2 bp)

  3.68Y 16潞安MTN001 AAA/AAA 5.7 (-6.1 bp)

  3.92Y+NY 16滨海新建MTN001 AAA/AAA 5.4 行权 (-14.4 bp)

  3.95y 14招商局MTN001 AAA/AAA 4.76 (-0.4 bp)

  4.00Y+N 16金风科技GN002 AAA/AAA 5.62 (-4.4 bp)

  2.05Y+2Y 16沙钢MTN002 AAA/AAA 5.4 (行权) (-17.7 bp)

  4.12Y 16苏沙钢MTN003 AAA/AAA 5.6 (2 bp)

  4.12Y 16苏沙钢MTN003 AAA/AAA 5.55 (-3 bp)

  4.16Y 16苏沙钢MTN004 AAA/AAA 5.6 (1.8 bp)

  4.25Y 14闽高速MTN002 AAA/AAA 4.9 (0.5 bp)

  4.70y 15华润MTN001 AAA/AAA 4.75 (-1.5 bp)

  2.96Y+2Y 17华能集MTN001 AAA/AAA 4.7 行权 (-6.6 bp)

  4.97Y 15三峡MTN003 AAA/AAA 4.67 (-0.2 bp)

  5.00Y+N 17广州交投MTN001 AAA/AAA 5.43 (-27.6 bp)

  0.05Y+5Y 12甘公投MTN3 AAA/AAA 5.1 (0 bp)

  1.80Y+5Y 14宁交投MTN001 AAA/AAA 5 (-51.5 bp)

  2.78Y+6Y 17河钢集MTN007 AAA/AAA 5.25 (-44.5 bp)

  11.7M 13豫水利MTN002 AA+/AA+ 4.9 (-6.3 bp)

  1.10Y 16开滦MTN001 AA+/AAA 5.3 (-15.5 bp)

  1.18Y 13浙兴合MTN001 AA+/AA+ 5.5 (-4.2 bp)

  1.53Y 14南通国投MTN001 AA+/AA+ 4.93 (-5.7 bp)

  1.55y 14镇城投MTN001 AA+/AA+ 5.48 (7.7 bp)

  1.60Y 14龙净环保MTN001 AA+/AA+ 5.3 (-2.4 bp)

  1.97Y 16荣盛MTN001 AA+/AA+ 5.7 (-14.2 bp)

  1.99Y 14鲁水务MTN001 AA+/AA+ 5 (-8.6 bp)

  2.12Y 14太湖新发MTN001 AA+/AA+ 5.23 (-10.2 bp)

  2.16Y 16新中泰MTN002 AA+/AA+ 5.1 (-5.8 bp)

  2.49Y 17百业源MTN001 AA+/AA+ 5.35 (1.5 bp)

  2.53Y 15金发MTN001 AA+/AA+ 5.35 (-3.8 bp)

  2.59Y 15绍兴城投MTN001 AA+/AA+ 4.9 (-1.9 bp)

  2.76Y 17兴展投资MTN001 AA+/AA+ 5 (-2.7 bp)

  2.79Y 17丰台国资MTN001 AA+/AA+ 4.92 (-10.8 bp)

  2.91Y 17红狮MTN003 AA+/AA+ 5.84 (-3 bp)

  2.99Y 15济南高新MTN001 AA+/AA+ 5.02 (-1.6 bp)

  3.03y 15粤南海MTN001 AA+/AA+ 5.03 (-0.8 bp)

  3.10Y 15连云港MTN001 AA+/AA+ 5.17 (-5.1 bp)

  3.12Y 15武进经发MTN001 AA+/AA+ 5.4 (-5.3 bp)

  3.13y 15渝江北嘴MTN002 AA+/AA+ 5.58 永续 (-1.3 bp)

  3.14Y 15青岛地铁MTN001 AA+/AA+ 4.95 (0.5 bp)

  3.22Y 15海宁城投MTN001 AA+/AA+ 5.1 (-13.1 bp)

  3.79Y 16余杭创新MTN001 AA+/AA+ 5.26 (3.9 bp)

  4.14y 16南京高新MTN001 AA+/AA+ 5.29 (-8.2 bp)

  4.92Y 17西江MTN002 AA+/AA+ 5.73 (-3.4 bp)

  4.56Y+2Y 17苏州高新MTN001 AA+/AA+ 5.3 (行权) (-20.9 bp)

  1.54y 16海纳川MTN001 AA/AA 5.21 (-6.2 bp)

  1.64Y 14传化MTN001 AA/AA 5.9 (-12.6 bp)

  1.97Y 14新海连MTN002 AA/AA 5.5 (-1.3 bp)

  1.98Y 16番禺信息MTN001 AA/AA 5.28 (6.5 bp)

  1.99y 16锦州港MTN001 AA/AA 5.8 (6.7 bp)

  2.12Y 16天齐锂业MTN001 AA/AA 5.31 (-4.5 bp)

  2.94Y 17浦口城乡MTN001 AA/AA 5.55 (2.1 bp)

  3.13y 15芜湖经开MTN001 AA/AA 5.38 (5.7 bp)

  3.41Y 16邢台路桥MTN001 AA/AA 5.9 (4.9 bp)

  4.15Y 16乐山国资MTN001 AA/AA 5.5 (-11.7 bp)

  4.61Y 17张掖城投MTN001 AA/AA 6.3 (1.4 bp)

  5、(高宇)今日存单一级发行放量发行近3000亿,创单日发行记录,各期限价格均如预期明显下行,各期限均被大量抢购,早盘3M继续遭到抢购,随后需求延续到6M也相继募满,整日市场呈现供不应求的状态,叠加市场对于央行指导3M NCD利率不超过4.7%以及降准传闻的预期,以及近期MLF、28D逆回购重启所带来的对于跨季的呵护,市场对于后市存单价格的价格下行预期已经形成,从而形成今日的大量抢跑,预期短期内存单价格将继续阶段性下跌;二级成交受到资金面宽松的影响,成交异常活跃,成交主要集中于AAA品种;1M不跨月品种成交在3.8%附近;2M-3M成交在4.6-4.7%附近;6M成交在4.75%附近。

  5D 17兴业银行CD279 AAA/0 3.2 (-9.7 bp)

  5D 17平安银行CD234 AAA/0 3.25 (-4.7 bp)

  6D 17民生银行CD170 AAA/0 3.3 (-5.3 bp)

  6D 17厦门农商行CD066 AA+/0 3.5 (-7.3 bp)

  6D 17兴业银行CD281 AAA/0 3.3 (-5.3 bp)

  6D 17广发银行CD105 AAA/0 3.4 (4.7 bp)

  6D 17兴业银行CD281 AAA/0 3.3 (-5.3 bp)

  6D 17浦发银行CD229 AAA/0 3.3 (-5.3 bp)

  6D 17锦州银行CD053 AA+/0 3.38 (-2.3 bp)

  6D 17厦门农商行CD066 AA+/0 3.6 (2.7 bp)

  6D 17浦发银行CD229 AAA/0 3.25 (-10.3 bp)

  6D 17民生银行CD170 AAA/0 3.25 (-10.3 bp)

  6D 17广发银行CD105 AAA/0 3.2 (-15.3 bp)

  6D 17贵阳银行CD067 AA+/0 3.6 (19.7 bp)

  6D 17四川天府银行CD106 AA+/0 3.6 (12.7 bp)

  6D 17锦州银行CD159 AA+/0 3.6 (19.7 bp)

  6D 17常熟农村商行CD134 AA+/0 3.5 (-7.3 bp)

  7D 16杭州银行CD121 AAA/0 3.3 (-14.6 bp)

  7D 17浦发银行CD233 AAA/0 3.3 (-9.5 bp)

  7D 17兴业银行CD284 AAA/0 3.3 (-9.5 bp)

  7D 17重庆农村商行CD048 AAA/0 3.3 (-14.6 bp)

  7D 17重庆农村商行CD048 AAA/0 3.3 (-14.6 bp)

  7D 17浦发银行CD233 AAA/0 3.4 (0.5 bp)

  8D 17日照银行CD023 AA/0 3.6 (-4.5 bp)

  8D 17招商银行CD141 AAA/0 3.4 (-2.1 bp)

  8D 17广州银行CD067 AAA/0 3.3 (-17.5 bp)

  12D 17浦发银行CD250 AAA/0 3.55 (8.9 bp)

  13D 17平安银行CD259 AAA/0 3.5 (2.2 bp)

  13D 17民生银行CD061 AAA/0 3.55 (7.2 bp)

  14D 17中信银行CD079 AAA/0 3.55 (4.9 bp)

  16D 17光大银行CD070 AAA/0 4.2 (63.8 bp)

  18D 17厦门银行CD193 AA+/0 3.7 (-6.8 bp)

  19D 16东莞农村商业银行CD074 AA+/0 3.8 (0.4 bp)

  20D 17光大银行CD075 AAA/0 3.7 (-3.2 bp)

  20D 17厦门国际银行CD025 AAA/0 3.8 (0 bp)

  20D 17锦州银行CD084 AA+/0 3.8 (0 bp)

  21D 17浦发银行CD125 AAA/0 3.8 (1.8 bp)

  21D 17农业银行CD084 AAA/0 3.7 (-4.7 bp)

  30D 17光大银行CD092 AAA/0 4.85 (58.2 bp)

  30D 17汉口银行CD040 AA+/0 4.95 (53 bp)

  34D 17兴业银行CD185 AAA/0 4.55 (10.1 bp)

  37D 17浦发银行CD149 AAA/0 4.8 (25.5 bp)

  40D 17民生银行CD246 AAA/0 4.59 (-0.4 bp)

  41D 16兴业CD564 AAA/0 4.6 (-0.1 bp)

  42D 16北京银行CD171 AAA/0 4.6 (-0.7 bp)

  44D 16兴业CD570 AAA/0 4.8 (18.2 bp)

  47D 17中德住房储蓄银行CD054 AA+/0 4.7 (-16.9 bp)

  51D 17杭州银行CD111 AAA/0 4.88 (17.9 bp)

  54D 17华夏银行CD278 AAA/0 4.6 (-4.3 bp)

  54D 16浦发CD436 AAA/0 4.6 (-4.3 bp)

  56D 17浦发银行CD319 AAA/0 4.6 (-4.4 bp)

  58D 17青岛银行CD061 AA+/0 4.85 (4.6 bp)

  61D 17兴业银行CD398 AAA/0 4.6 (-4.6 bp)

  61D 17上海银行CD172 AAA/0 4.62 (-2.6 bp)

  61D 17上海农商银行CD179 AAA/0 4.65 (-6.6 bp)

  62D 17上海银行CD173 AAA/0 4.6 (-4.6 bp)

  62D 17广发银行CD167 AAA/0 4.57 (-7.6 bp)

  63D 17齐鲁银行CD060 AA+/0 4.7 (-10.7 bp)

  64D 16广州农村商业银行CD143 AAA/0 4.6 (-11.7 bp)

  69D 17上海银行CD179 AAA/0 4.6 (-4.8 bp)

  69D 17重庆农村商行CD108 AAA/0 4.7 (-1.8 bp)

  69D 17晋商银行CD034 AA/0 4.8 (-0.8 bp)

  70D 17北京银行CD033 AAA/0 4.62 (-2.8 bp)

  71D 17北京银行CD034 AAA/0 4.62 (-2.8 bp)

  71D 17包商银行CD031 AA+/0 4.72 (-4.8 bp)

  76D 16广州农村商业银行CD152 AAA/0 4.62 (-9.9 bp)

  82D 16浦发CD457 AAA/0 4.6 (-4.9 bp)

  82D 17浦发银行CD347 AAA/0 4.6 (-4.9 bp)

  85D 17成都农商银行CD027 AAA/0 4.65 (-6.9 bp)

  89D 17兴业银行CD446 AAA/0 4.58 (-6.9 bp)

  89D 17中信银行CD294 AAA/0 4.6 (-4.9 bp)

  90D 17广发银行CD197 AAA/0 4.58 (-6.9 bp)

  98D 17武汉农商行CD010 AA+/0 4.71 (-10 bp)

  104D 17重庆银行CD109 AAA/0 4.67 (-5.2 bp)

  105D 17东莞银行CD025 AA+/0 4.7 (-11.2 bp)

  106D 17平安银行CD268 AAA/0 4.55 (-10.2 bp)

  111D 17江苏银行CD125 AAA/0 4.6 (-5.4 bp)

  120D 17宁夏银行CD051 AA/0 4.9 (-1.8 bp)

  126D 17徽商银行CD107 AAA/0 4.73 (-0.2 bp)

  131D 17江苏银行CD016 AAA/0 4.6 (-6 bp)

  135D 17杭州银行CD016 AAA/0 4.8 (6.2 bp)

  139D 17浙商银行CD082 AAA/0 4.63 (-8.3 bp)

  141D 17杭州银行CD025 AAA/0 4.67 (-7.2 bp)

  141D 17杭州银行CD147 AAA/0 4.65 (-9.2 bp)

  164D 17武汉农商行CD013 AA+/0 4.75 (-9.9 bp)

  167D 17重庆农村商行CD031 AAA/0 4.8 (3.9 bp)

  196D 17东莞银行CD026 AA+/0 4.85 (-2.1 bp)

  196D 17江苏银行CD191 AAA/0 4.7 (1.5 bp)

  196D 17郑州银行CD046 AAA/0 4.73 (-4.9 bp)

  196D 17江苏银行CD191 AAA/0 4.7 (1.5 bp)

  201D 17营口银行CD034 AA+/0 4.93 (-4.6 bp)

  201D 17广州农村商业银行CD064 AAA/0 4.73 (-5.2 bp)

  8.3M 17温州银行CD112 AA/0 4.93 (-0.8 bp)

  9.4M 17大连银行CD115 AA+/0 4.9 (0.5 bp)

  327D 17广州农村商业银行CD137 AAA/0 4.81 (-4.6 bp)

  6D 17厦门农商行CD066 AA+/0 3.5 (-7.3 bp)

  6D 17锦州银行CD053 AA+/0 3.38 (-2.3 bp)

  6D 17厦门农商行CD066 AA+/0 3.6 (2.7 bp)

  6D 17贵阳银行CD067 AA+/0 3.6 (19.7 bp)

  6D 17四川天府银行CD106 AA+/0 3.6 (12.7 bp)

  6D 17锦州银行CD159 AA+/0 3.6 (19.7 bp)

  6D 17常熟农村商行CD134 AA+/0 3.5 (-7.3 bp)

  18D 17厦门银行CD193 AA+/0 3.7 (-6.8 bp)

  19D 16东莞农村商业银行CD074 AA+/0 3.8 (0.4 bp)

  20D 17锦州银行CD084 AA+/0 3.8 (0 bp)

  30D 17汉口银行CD040 AA+/0 4.95 (53 bp)

  47D 17中德住房储蓄银行CD054 AA+/0 4.7 (-16.9 bp)

  58D 17青岛银行CD061 AA+/0 4.85 (4.6 bp)

  63D 17齐鲁银行CD060 AA+/0 4.7 (-10.7 bp)

  71D 17包商银行CD031 AA+/0 4.72 (-4.8 bp)

  98D 17武汉农商行CD010 AA+/0 4.71 (-10 bp)

  105D 17东莞银行CD025 AA+/0 4.7 (-11.2 bp)

  164D 17武汉农商行CD013 AA+/0 4.75 (-9.9 bp)

  196D 17东莞银行CD026 AA+/0 4.85 (-2.1 bp)

  201D 17营口银行CD034 AA+/0 4.93 (-4.6 bp)

  9.4M 17大连银行CD115 AA+/0 4.9 (0.5 bp)

  8D 17日照银行CD023 AA/0 3.6 (-4.5 bp)

  69D 17晋商银行CD034 AA/0 4.8 (-0.8 bp)

  120D 17宁夏银行CD051 AA/0 4.9 (-1.8 bp)

  8.3M 17温州银行CD112 AA/0 4.93 (-0.8 bp)

  6、(闫宜乘)资金面持续宽松,央行超量续作MLF,CD放量收益率走低带动跨季资金面情绪普遍乐观,企业债交投非常活跃,成交普遍减点,买盘情绪继续好转,但成交仍然集中在短端,可质押成交中枢略下3-5bp,12-14年城投成交活跃,成交减点5个左右。

  17D 07长电债 AAA/AAA 4.04 (31.3 bp)

  133d 17沪信01 AAA/AAA 7 (-20.6 bp)

  143D 11淮南矿业债 AAA/AAA 5 (10.1 bp)

  343D 12国航02 AAA/AAA 4.56 (-1.8 bp)

  1.04Y 15西部01 AAA/AAA 4.7 (4.8 bp)

  1.58Y 14东兴债 AAA/AAA 4.7 (-7.7 bp)

  1.75Y 17中泰01 AAA/AAA 4.7 (1.8 bp)

  0.83Y+1Y 16电投03 AAA/AAA 4.61(行权) (-5.5 bp)

  1.85Y 16联通03 AAA/AAA 4.59 (-0.3 bp)

  2Y 16中泰01 AAA/AAA 4.69 (-0.4 bp)

  2.19Y 16国网01 AAA/AAA 4.58 (-3 bp)

  0.2Y+2Y 14长证债 AAA/AAA 4.7到期 (-10.7 bp)

  2.41Y 14银河G2 AAA/AAA 4.7 (-11.8 bp)

  0.50Y+2Y 12盐湖01 AAA/AAA 5 (4.8 bp)(大量成交)

  2.63Y 14滇公路投债 AAA/AAA 5.15 (-16.1 bp)

  2.67Y 17广发01 AAA/AAA 4.73 (1.9 bp)

  1.69Y+1Y 17电投01 AAA/AAA 4.62行权 (-9.1 bp)

  2.85Y 17国信02 AAA/AAA 4.8 (-3.9 bp)

  1.85Y+1Y 17广药01 AAA/AAA 4.67 (-6.9 bp)

  2.95y 17中油01 AAA/AAA 4.61 (-3.2 bp)

  1.11y+2y 15恒大04 AAA/AAA 7.12行权 (-26.5 bp)

  3.12Y 10杭交投 AAA/AAA 4.84 (-0.3 bp)

  3.25Y 15中航债 AAA/AAA 4.77 (-3.8 bp)

  3.26Y 15浙交01 AAA/AAA 4.81 (-4.3 bp)

  1.35Y+2Y 16东兴债 AAA/AAA 4.69 (-17.1 bp)

  3.37Y 16中油01 AAA/AAA 4.62 (-3.9 bp)

  1.38Y+2Y 16富力03 AAA/AAA 5.85 (-25 bp)

  1.5Y+2Y 16国控01 AAA/AAA 4.65行权 (-1.6 bp)

  3.53Y 16北汽01 AAA/AAA 4.72 (-4.7 bp)

  1.53Y+2Y 16青港01 AAA/AAA 4.68行权 (10.5 bp)

  1.53Y+2Y 16BOE01 AAA/AAA 4.75行权 (-3.7 bp)

  1.60Y+2Y 16光大01 AAA/AAA 4.67(行权) (-8.2 bp)

  1.71Y+2Y 16南航02 AAA/AAA 4.62行权 (-10.2 bp)

  1.72Y+2Y 16南山03 AAA/AAA 5.35行权 (-31.1 bp)

  3.81Y 16中关01 AAA/AAA 5.02 (-0.2 bp)

  1.83Y+2Y 16疏浚02 AAA/AAA 4.65 (-3.5 bp)

  1.90Y+2Y 16穗建02 AAA/AAA 4.7(行权) (1.2 bp)

  1.98Y+2Y 16南山04 AAA/AAA 5.35(行权) (-32 bp)(大量成交)

  2.06Y+2Y 16中材01 AAA/AAA 4.78 (-13.3 bp)

  2.11Y+2Y 16中船01 AAA/AAA 4.73行权 (-5.5 bp)

  4.12Y G16国网2 AAA/AAA 4.68 (0.9 bp)

  4.12Y 16国航02 AAA/AAA 4.75 (-1.3 bp)

  4.13Y 16清控02 AAA/AAA 4.83 (-0.5 bp)(大量成交)

  0.15Y+4Y 16京投01 AAA/AAA 4.7行权 (-4.5 bp)

  4.19Y 16国网02 AAA/AAA 4.68 (0.8 bp)

  1.2Y+3Y 15中海01 AAA/AAA 4.73行权 (-0.7 bp)

  2.36Y+2Y 17中材01 AAA/AAA 4.8(行权) (-7 bp)

  1.37y+3y 17同煤01 AAA/0 6.15行权 (-44.3 bp)

  2.50Y+2Y 17锡公01 AAA/AAA 4.77(行权) (-21.2 bp)

  4.52Y 12石油05 AAA/AAA 4.7 (2.8 bp)

  2.58y+2y 17中材02 AAA/AAA 4.8 (-7.2 bp)

  1.58Y+3Y 16富力04 AAA/AAA 5.85行权 (-30.8 bp)

  4.60Y 12石油06 AAA/AAA 4.7 (2.8 bp)

  2.82Y+2Y 17温氏02 AAA/AAA 4.95 (-17.5 bp)

  2.89y+2y 15龙湖03 AAA/AAA 5.17 (4.5 bp)

  4.89Y 17铁道14 AAA/AAA 4.44 (0 bp)

  2.90y+2y 17京资01 AAA/AAA 4.77 (-12.6 bp)(大量成交)

  1.95y+3y 16普天01 AAA/AAA 4.94 (-18.6 bp)

  2.63Y+3Y 13潞矿债02 AAA/AAA 5.5行权 (-18.9 bp)

  2.93Y+5Y 15信投01 AAA/AAA 4.69行权 (-5.3 bp)

  5.39Y+3Y 16广越02 AAA/AAA 4.9(行权) (10.1 bp)

  9.89Y 17铁道15 AAA/AAA 4.48 (-0.9 bp)

  39D 09华发债 AA+/AA+ 4.75 (31.6 bp)

  105D 10湖州城投债 AA+/AA+ 4.85 (-4.5 bp)

  176D 10营口港 AA+/AA+ 4.75 (-8.3 bp)

  239D 11杭高新债 AA+/AA+ 4.8 (-10.8 bp)

  301D 11嘉发债 AA+/AA+ 5 (8.2 bp)

  1.05y 12榕城乡债 AA+/AA+ 4.91 (-0.2 bp)

  1.13Y PR锡科技 AA+/AAA 4.77 (-7.3 bp)

  1.56Y 16太阳01 AA+/AA+ 5.12 (-9.9 bp)

  1.93Y PR衡城投 AA+/AA+ 5.1 (6.3 bp)

  2.00Y 12淮开控债 AA+/AA+ 5.2 (2.8 bp)

  2.30Y PR邯郸债 AA+/AA+ 5.03 (-2.9 bp)

  0.41Y+2Y 14浙证债 AA+/AAA 4.85到期 (-9.8 bp)

  1.1Y+2Y 15旭辉01 AA+/AA+ 5.3行权 (-23.5 bp)

  3.11Y 13株城发债 AA+/AA+ 4.97 (-3.5 bp)

  1.14y+2y 15红星01 AA+/AA+ 5.45 (-8.8 bp)

  3.15Y PR吴交投 AA+/AA+ 5.08 (-1.3 bp)

  1.18Y+2Y 15红美01 AA+/AA+ 5.1 (-14 bp)

  3.22y PR邯城投 AA+/AA+ 5.05 (-3.9 bp)

  1.47Y+2Y 16中牧01 AA+/AA+ 4.9行权 (-9.5 bp)

  1.52Y+2Y 16龙盛03 AA+/AA+ 5行权 (-11.8 bp)

  3.78Y PR滇投02 AA+/AA+ 5.55 (22.5 bp)

  3.79Y 14武控02 AA+/AA+ 5.05 (2.9 bp)

  3.88Y 14西永微电债 AA+/AA+ 5.15 (-5.1 bp)

  3.90y PR城南投 AA+/AA+ 5.14 (0.2 bp)

  3.92Y 16舟交01 AA+/AA+ 5.25 (-9.4 bp)

  4.12y 16盐港01 AA+/AA+ 5.05 (-0.7 bp)

  4.14y 16江控01 AA+/AA+ 5.6 (6.1 bp)

  4.71y 12晋国电债 AA+/AA+ 5.52 (-3.8 bp)

  3.22Y+2Y 15粤科债 AA+/AA+ 5.2行权 (-4.1 bp)

  5.39Y 16芙蓉债 AA+/AAA 4.95 (-7.8 bp)

  3.39Y+2Y 16新业01 AA+/AA+ 5.3(行权) (-17.1 bp)

  6.04Y 16芜湖交投专项债02 AA+/AA+ 5.45 (4.8 bp)

  21D 10苏海发债 AA/AA+ 4.5 (-18.8 bp)

  93D 10红河开投债02 AA/AA 5.15 (-0.8 bp)

  181D 11宝城投债 AA/AAA 4.8 (-10.8 bp)

  348D 12上海城开债 AA/AA 4.98 (-7.3 bp)

  1.16Y 15黔路01 AA/AA 5.2 (7.9 bp)

  1.17Y 11溧城发债 AA/AA+ 5.1 (0.1 bp)

  0.36Y+1Y 16时代01 AA/AA 7行权 (-151 bp)

  1.46Y 11临汾投建债 AA/AA+ 5.22 (-2.1 bp)

  1.55Y 12宿迁开发债 AA/AA+ 5.2 (8.9 bp)

  1.55Y 12马城投债 AA/AA+ 5.1 (-3.1 bp)

  0.6Y+1Y 16兖城投 AA/0 6.03行权 (-69.6 bp)

  1.72Y 12惠投债 AA/AA 5.1 (-3.8 bp)

  1.77Y 12信阳债 AA/AA 5.17 (0.2 bp)

  1.92Y 12泉州02 AA/AA 5.15 (-3 bp)

  1.93Y 12龙岩城投债 AA/AA 5.15 (-1.2 bp)

  2.05Y 12内蒙高新债 AA/AA 5.64 (-2.2 bp)

  2.11Y 12宜昌财投债 AA/AA 5.11 (-6.2 bp)

  2.13Y PR丹投02 AA/AAA 5.11 (-11.6 bp)

  2.19Y 13粤垦债 AA/AA 5.1 (-4.7 bp)

  2.22Y 12喀什建投债 AA/AA+ 5.3 (1.1 bp)

  2.22Y PR喀城投 AA/AA+ 5.3 (1.1 bp)

  2.46Y 13德清债 AA/AA+ 5.47 (0.4 bp)

  2.50Y 13溧城发债 AA/AA 5.23 (2 bp)

  2.86y 13新天治理债 AA/AA+ 5.49 (-2.9 bp)

  2.92Y 13振湘治理债 AA/AA+ 5.2 (-7.4 bp)

  2.97Y 13钦州滨海债 AA/AA+ 5.25 (0.1 bp)

  3.12Y 13郴高科债 AA/AA 5.41 (0.3 bp)

  3.13Y PR永城投 AA/AA 5.25 (-0.8 bp)

  3.31Y 13锦城投债01 AA/AA 5.43 (-4.7 bp)

  1.48Y+2Y 16中航城 AA/AAA 4.87 (0.5 bp)

  3.49Y PR吉铁投 AA/AAA 5.5 (9.2 bp)

  1.50Y+2Y 16天富01 AA/AA 5.5(行权) (23.5 bp)

  3.51Y PR淮开发 AA/AAA 5 (-10.9 bp)

  3.61y 14娄底债 AA/AA 5.4 (-0.6 bp)

  3.61Y 14崇川债 AA/AA 5.4 (9.2 bp)

  3.62Y 14新城基业债 AA/AA 5.35 (-5.9 bp)

  3.74Y 14井开债 AA/AA 5.8 (14.4 bp)

  3.79Y 14大石桥债 AA/AA 5.81 (-0.7 bp)

  3.80Y 14济源建投债 AA/AA 5.4 (-7.6 bp)

  3.85Y 14郑高新债 AA/AA 5.35 (1.6 bp)

  3.93Y 14新开元债 AA/AA 5.49 (4.7 bp)

  3.97Y PR湖中兴 AA/AA 5.45 (3.5 bp)

  4.04y 14溧水经开债 AA/AAA 5.02 (-2.5 bp)

  2.16Y+2Y 16京运02 AA/AA 6.25 (37.1 bp)

  2.21y+2y 16珠海债 AA/AA 5.17 (-11.3 bp)

  4.64Y 15绍兴城改债 AA/AA 5.31 (-0.5 bp)

  5.02Y 15高邮债 AA/AA+ 5.43 (-3.1 bp)

  6.05Y 16宁高发债01 AA/AAA 5.48 (-7.2 bp)

  2.30Y PR巢城投 AA-/AA 5.4 (-4.4 bp)

  5.54Y 16枣阳债 AA-/AA 6.48 (9.2 bp)

  7、(朱琳)今日交易所成交量回升,短债及AA评级明显增加,14国电01即将到期,收益率随资金面调整,加点较多。整体看,收益率涨跌不一。

代码

名称

124389.SH

PR资水务

3.1205

7000

48.06

5.3518

AA

122607.SH

PR渝地产

1.6301

6004

3.89

4.7706

AAA

122474.SH

15格房产

3.0466

5500

0.08

5.4704

AA

3.2575

5066.5

-0.57

5.5011

AA+

136024.SH

15沪城开

5.1644

5000

32.65

4.9572

AA

136039.SH

15石化01

1.2

4952.2

0.3

4.595

AAA

120301.SH

03沪轨道

0.4521

4179.4

19.77

4.5943

AAA

122482.SH

15金茂债

3.0493

4034.6

0.35

10.4002

AA

136232.SH

16漳九龙

5.5808

3540

0.46

4.5031

AA+

3.1014

3097.8

-3.55

5.1733

AAA

136786.SH

16华泰03

4.1342

3000

28.14

6.0922

AA+

136136.SH

16茂业01

1.3288

2975.7

-25.1

6.1477

AA

136043.SH

15华凌01

3.211

2740

0.1

7.5663

AA

1.8329

2740

-3.6

6.1486

AAA

122249.SH

13平煤债

5.6082

2539.1

-6.57

6.5256

AAA

143150.SH

17金玛02

4.8

2400

-0.01

7.4838

AA

122823.SH

11舟山债

0.6164

2345

-0.65

4.7237

AA+

122336.SH

13牡丹01

2.1425

2162.4

5.2827

AA

122324.SH

14国电01

0.0219

2145.3

26.92

3.8147

AAA

122483.SH

15新光01

3.0493

2101.6

7.2

10.4044

AA

122363.SH

14太证债

0.5014

2000

-6.14

4.857

AA+

122360.SH

14华融G1

0.589

2000

23.62

4.6094

AA+

122420.SH

15奥园债

0.8932

2000

-0.26

5.1638

AA+

136565.SH

16海亮02

1.8712

2000

-5.72

5.3178

AA+

136564.SH

16东旭02

3.8795

1894.4

11.87

6.5063

AA+

136137.SH

16茂业02

3.3288

1875.6

-95.04

9.8723

AA

124038.SH

12远洲控

2.2411

1855.8

7.15

7.5445

AA-

122201.SH

12开滦01

2.1452

1670

5.2575

AAA

136230.SH

16宏桥05

3.4658

1587.1

-3.22

5.2229

AA+

136509.SH

16三胞02

3.8082

1500

0.61

6.7682

AA

136759.SH

16三胞05

4.1945

1500

7.05

6.5526

AA

  8、(吴昊)今日A股震荡走低,收盘小幅下跌,A股尾盘跳水,周期板块全面下行,煤炭、有色、钢铁跌幅靠前,旅游板块大幅回调,地产板块早盘冲高,多只个股接近涨停,板块涨幅接近3%,尾盘涨幅略有收窄。医药、建材板块飘红,其余板块全部收阴。截至收盘,上证跌0.59%收3365.50点;深成指跌0.50%报10969.13点;创业板指跌0.66%报1890.38点。

  转债整体涨跌各半,三一涨幅接近1%,格力和九州涨幅在0.5%,国君跌幅接近1%,久其跌幅0.5%左右,其余个券变化不大。