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
| ID | SECURITY_ID | TICKER_SYMBOL | TRADE_DATE | NEXT_EXER_DATE | YEAR_TO_EXER | EXER_YTM | EXER_DURATION | EXER_MODIFY_DURATION | EXER_CONVEXITY | EXER_BASE_RATE | UPDATE_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 |
| 24838482 | 17186 | 1105001 | 2023-10-12 | 2026-06-30 | 2.7178 | 5.5535 | 2.5626 | 2.4278 | 8.4062 | 0.0247 | 2023-10-13 09:26:31.000 |
| 24838460 | 17353 | 110256 | 2023-10-12 | 2036-10-12 | 13.0110 | 3.4982 | 9.8043 | 9.4729 | 115.0732 | 0.1196 | 2023-10-13 09:26:31.000 |
| 24838500 | 21300 | 120251 | 2023-10-12 | 2037-12-25 | 14.2137 | 3.6588 | 10.2325 | 9.8713 | 129.4929 | 0.1228 | 2023-10-13 09:26:31.000 |
| 24838465 | 21301 | 120252 | 2023-10-12 | 2057-12-25 | 34.2274 | 5.5989 | 15.2607 | 14.4516 | 344.1910 | 0.1508 | 2023-10-13 09:26:31.000 |
| 24844268 | 24607 | 1380340 | 2023-10-12 | 2023-10-28 | 0.0438 | -235.6037 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 2023-10-13 09:26:31.000 |
| 24844286 | 24773 | 124416 | 2023-10-12 | 2023-10-28 | 0.0438 | -416.5034 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 2023-10-13 09:26:31.000 |
| 24850397 | 24833 | 101373005 | 2023-10-12 | 2023-11-19 | 0.1041 | -146.8642 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 2023-10-13 09:26:31.000 |
| 24844294 | 28855 | 1480206 | 2023-10-12 | 2024-04-16 | 0.5123 | 2.3625 | 0.5123 | 0.5005 | 0.7394 | 0.0051 | 2023-10-13 09:26:31.000 |
| 24844309 | 29000 | 1480229 | 2023-10-12 | 2024-04-21 | 0.5260 | 1.5221 | 0.5260 | 0.5181 | 0.7788 | 0.0054 | 2023-10-13 09:26:31.000 |
| 24850398 | 29992 | 124662 | 2023-10-12 | 2024-04-16 | 0.5123 | 1.6616 | 0.5123 | 0.5039 | 0.7496 | 0.0052 | 2023-10-13 09:26:31.000 |
| 24850400 | 31873 | 121401001 | 2023-10-12 | 2024-07-15 | 0.7589 | 7.3455 | 0.7589 | 0.7070 | 1.1584 | 0.0072 | 2023-10-13 09:26:31.000 |
| 24850402 | 31888 | 121401002 | 2023-10-12 | 2024-07-15 | 0.7589 | 8.0177 | 0.7589 | 0.7026 | 1.1440 | 0.0072 | 2023-10-13 09:26:31.000 |
| 24838467 | 32651 | 1428011 | 2023-10-12 | 2024-08-18 | 0.8521 | 2.6573 | 0.8521 | 0.8300 | 1.4975 | 0.0086 | 2023-10-13 09:26:31.000 |
| 24844319 | 33340 | 124966 | 2023-10-12 | 2024-09-16 | 0.9315 | 2.0316 | 0.9315 | 0.9130 | 1.7283 | 0.0093 | 2023-10-13 09:26:31.000 |
| 24850403 | 33341 | 1480506 | 2023-10-12 | 2024-09-16 | 0.9315 | 2.1728 | 0.9315 | 0.9117 | 1.7235 | 0.0093 | 2023-10-13 09:26:31.000 |
| 24850404 | 34048 | 1480527 | 2023-10-12 | 2024-10-15 | 1.0110 | 2.5872 | 0.9703 | 0.9459 | 1.8513 | 0.0100 | 2023-10-13 09:26:31.000 |
| 24844336 | 34085 | 101471004 | 2023-10-12 | 2024-10-16 | 1.0137 | -5.9119 | 0.9601 | 1.0204 | 2.1803 | 0.0121 | 2023-10-13 09:26:31.000 |
| 24844343 | 47003 | 121506001 | 2023-10-12 | 2030-11-10 | 7.0849 | 3.9123 | 5.5328 | 5.3245 | 37.9530 | 0.0604 | 2023-10-13 09:26:31.000 |
| 24850406 | 47862 | 1524002 | 2023-10-12 | 2023-11-16 | 0.0959 | 5.4749 | 0.0959 | 0.0909 | 0.0945 | 0.0010 | 2023-10-13 09:26:31.000 |
| 24844353 | 52058 | 1680053 | 2023-10-12 | 2025-01-27 | 1.2959 | 2.7678 | 1.2628 | 1.2288 | 2.7335 | 0.0126 | 2023-10-13 09:26:31.000 |
| 24844360 | 52381 | 127258 | 2023-10-12 | 2024-08-27 | 0.8767 | 4.1067 | 0.8767 | 0.8421 | 1.5181 | 0.0084 | 2023-10-13 09:26:31.000 |
| 24850407 | 53398 | 1680477 | 2023-10-12 | 2026-12-01 | 3.1397 | 3.1187 | 2.9257 | 2.8372 | 11.2260 | 0.0299 | 2023-10-13 09:26:31.000 |
| 24850409 | 53448 | 1680080 | 2023-10-12 | 2026-03-03 | 2.3918 | 3.0687 | 2.2701 | 2.2025 | 7.1657 | 0.0233 | 2023-10-13 09:26:31.000 |
| 24850411 | 53811 | 127400 | 2023-10-12 | 2026-03-11 | 2.4137 | 2.8827 | 2.2918 | 2.2276 | 7.3061 | 0.0236 | 2023-10-13 09:26:31.000 |
| 24844368 | 53812 | 1680090 | 2023-10-12 | 2026-03-11 | 2.4137 | 4.2579 | 2.2893 | 2.1958 | 7.1053 | 0.0226 | 2023-10-13 09:26:31.000 |
| 24850413 | 56051 | 1680102 | 2023-10-12 | 2026-03-17 | 2.4301 | 3.3594 | 2.3001 | 2.2253 | 7.2929 | 0.0235 | 2023-10-13 09:26:31.000 |
| 24838474 | 56099 | 101674004 | 2023-10-12 | 2026-03-24 | 2.4493 | 2.9102 | 2.3156 | 2.2501 | 7.4438 | 0.0241 | 2023-10-13 09:26:31.000 |
| 24844406 | 56134 | 1680133 | 2023-10-12 | 2026-03-28 | 2.4603 | 3.1561 | 2.3903 | 2.3171 | 7.7208 | 0.0230 | 2023-10-13 09:26:31.000 |
| 24850415 | 56718 | 136346 | 2023-10-12 | 2024-03-28 | 0.4603 | 162.4122 | 0.4603 | 0.1754 | 0.0976 | 0.0012 | 2023-10-13 09:26:31.000 |
| 24844408 | 61711 | 1580211 | 2023-10-12 | 2024-08-27 | 0.8767 | 2.5325 | 0.8767 | 0.8550 | 1.5650 | 0.0086 | 2023-10-13 09:26:31.000 |
| 24844412 | 103275 | 118697 | 2023-10-12 | 2024-06-03 | 0.6438 | 14.3492 | 0.6438 | 0.5630 | 0.8093 | 0.0055 | 2023-10-13 09:26:31.000 |
| 24844424 | 104472 | 136836 | 2023-10-12 | 2023-11-25 | 0.1205 | -1.8677 | 0.1205 | 0.1228 | 0.1402 | 0.0013 | 2023-10-13 09:26:31.000 |
| 24850417 | 106698 | 127442 | 2023-10-12 | 2026-07-21 | 2.7753 | 2.9227 | 2.6607 | 2.5852 | 9.3635 | 0.0269 | 2023-10-13 09:26:31.000 |
| 24844431 | 106699 | 1680296 | 2023-10-12 | 2026-07-21 | 2.7753 | 3.6804 | 2.6594 | 2.5650 | 9.2213 | 0.0262 | 2023-10-13 09:26:31.000 |
| 24844439 | 111199 | 139217 | 2023-10-12 | 2026-09-07 | 2.9068 | 4.9884 | 2.2128 | 2.1077 | 7.0747 | 0.0212 | 2023-10-13 09:26:31.000 |
| 24850419 | 111200 | 1680363 | 2023-10-12 | 2026-09-07 | 2.9068 | 5.0222 | 2.2126 | 2.1068 | 7.0692 | 0.0212 | 2023-10-13 09:26:31.000 |
| 24850421 | 112830 | 139244 | 2023-10-12 | 2026-09-22 | 2.9479 | 3.5418 | 2.8462 | 2.7489 | 10.3603 | 0.0275 | 2023-10-13 09:26:31.000 |
| 24844441 | 112831 | 1680392 | 2023-10-12 | 2026-09-22 | 2.9479 | 3.3412 | 2.8465 | 2.7545 | 10.4020 | 0.0277 | 2023-10-13 09:26:31.000 |
| 24850425 | 115689 | 145057 | 2023-10-12 | 2023-10-20 | 0.0219 | 3.0589 | 0.0219 | 0.0212 | 0.0211 | 0.0002 | 2023-10-13 09:26:31.000 |
| 24850426 | 115940 | 1680418 | 2023-10-12 | 2024-10-21 | 1.0274 | 5.4856 | 0.9721 | 0.9216 | 1.7677 | 0.0097 | 2023-10-13 09:26:31.000 |
| 24844446 | 116111 | 118865 | 2023-10-12 | 2024-10-20 | 1.0247 | 8.4570 | 0.9683 | 0.8928 | 1.6634 | 0.0092 | 2023-10-13 09:26:31.000 |
| 24850428 | 116724 | 131656048 | 2023-10-12 | 2026-10-26 | 3.0411 | 2.7363 | 2.8311 | 2.7557 | 10.6967 | 0.0293 | 2023-10-13 09:26:31.000 |
| 24844450 | 117470 | 127459 | 2023-10-12 | 2026-11-10 | 3.0822 | 3.2407 | 2.8676 | 2.7776 | 10.8307 | 0.0292 | 2023-10-13 09:26:31.000 |
| 24850430 | 117471 | 1680450 | 2023-10-12 | 2026-11-10 | 3.0822 | 3.4457 | 2.8667 | 2.7712 | 10.7840 | 0.0290 | 2023-10-13 09:26:31.000 |
| 24850432 | 118360 | 139256 | 2023-10-12 | 2024-10-21 | 1.0274 | 5.5305 | 0.9721 | 0.9212 | 1.7662 | 0.0097 | 2023-10-13 09:26:31.000 |
| 24844454 | 122333 | 1680495 | 2023-10-12 | 2026-12-30 | 3.2192 | 3.0159 | 3.0055 | 2.9175 | 11.7691 | 0.0307 | 2023-10-13 09:26:31.000 |
| 24850434 | 129332 | 139342 | 2023-10-12 | 2024-04-05 | 0.4822 | 6.0296 | 0.4822 | 0.4548 | 0.6357 | 0.0047 | 2023-10-13 09:26:31.000 |
| 24844468 | 129333 | 1780034 | 2023-10-12 | 2024-04-05 | 0.4822 | 1.4123 | 0.4822 | 0.4755 | 0.6949 | 0.0050 | 2023-10-13 09:26:31.000 |
| 24844475 | 130742 | 031771008 | 2023-10-12 | 2026-03-23 | 2.4466 | 5.3317 | 2.2969 | 2.1806 | 7.0315 | 0.0224 | 2023-10-13 09:26:31.000 |
| 24850436 | 130887 | 031771009 | 2023-10-12 | 2026-03-24 | 2.4493 | 4.9216 | 2.3089 | 2.2006 | 7.1359 | 0.0226 | 2023-10-13 09:26:31.000 |
数据更新频率
年度更新，特殊需求另行联系