債券

台灣債券市場

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台灣債券

台灣指標公債殖利率走勢

  • 目前殖利率
  • 前日殖利率
  • 差額

指標公債債券代號殖利率漲跌前日成交量(元)交易日
台灣公債2年期A061070.4575--0.4575--2017-10-16
台灣公債5年期A061100.7018-0.00510.70695,529,134,7232017-10-18
台灣公債10年期A061091.01610.00051.0156399,391,4802017-10-18
台灣公債20年期A061081.5950--1.5950--2017-10-06
台灣公債30年期A061061.7610--1.7610--2017-09-19
  • 買賣斷
  • 附條件
債券代號債券簡稱最高殖利率%最低殖利率%平均殖利率%平均百元價存續期間到期日
A04102 104央債甲21.53891.53801.5384106.947814.442035/01/23
A90105 90央債甲五1.31001.31001.3100128.932111.202031/07/17
A96107 96央債甲7 1.05001.05001.0500118.54778.672027/11/16
A96102 96央債甲2 1.04001.04001.0400108.48358.442027/02/14
A06109 106央債甲91.02001.01251.016199.84859.392027/09/20
債券代號債券簡稱交易類別天數最高利率%最低利率%平均利率%餘額(億元)
A05108 105央債甲8承作100.40000.40000.400000298.0000
A06110 106央甲10 承作10.30000.20000.250000122.5000
A06104 106央債甲4到期00.20000.20000.200000399.5000
A06105 106央債甲5到期00.20000.20000.200000250.0000
A06109 106央債甲9到期00.1000-0.00200.049000113.0000
  • 買賣斷
  • 附條件
債券代號債券簡稱最高殖利率%最低殖利率%平均殖利率%平均百元價存續期間到期日
A90105 90央債甲五1.31101.31101.3110128.928111.212031/07/17
A96107 96央債甲7 1.05101.05101.0510118.54678.672027/11/16
A97103 97央債甲3 0.29500.29500.2950100.83510.402018/03/14
A96102 96央債甲2 1.04101.04101.0410108.47908.442027/02/14
A04102 104央債甲21.53901.53801.5388106.943414.452035/01/23
類別約定天數最高約定利率%最低約定利率%加權平均利率%金額(元)
附買回隔夜0.46000.15000.312811636072015
附買回2-101.45001.45001.45001688888
附買回11-200.45000.23000.343115411816172
附買回21-301.35001.35001.35002025297
附買回31-601.75001.75001.75001009656

台灣公債市場-債券指數

  • 總收益
  • 價格
  • 票息

指數名稱價格指數總收益指數票息%殖利率%到期年限存續期間
債券指數1000.65001383.88001.98031.026610.498.96
1~3年846.87001198.21002.07950.48551.971.92
3~5年954.41001331.23002.29970.65303.993.80
5~7年909.91001301.65001.78630.79186.075.73
7~10年1039.28001408.06001.47230.95518.327.78
10+年1114.79001512.61002.02151.475018.2915.03
台灣債券公平價格
  • 以殖利率排名
  • 以價格排名
2017/10/19
差額最小
代號殖利率%百元價(元)存續期間(年)理論殖利率%理論百元價差額%差價
A06105 0.6995100.22244.400.7022100.21060.0042-0.0184
A06110 0.701899.62434.900.738599.44530.0366-0.1786
A06109 1.016199.84859.381.079599.25600.0633-0.5915
A04101 0.2497100.11070.220.3526100.08780.3526100.0878
A02102 0.2300100.15330.240.3537100.12370.3537100.1237
差額最大
代號殖利率%百元價(元)存續期間(年)理論殖利率%理論百元價差額%差價
A01108 2.405085.535620.171.742897.63831.742897.6383
A02105 1.771099.570520.121.7412100.17611.7412100.1761
A01104 1.779099.428219.451.7339100.31431.7339100.3143
A03108 2.060598.765620.561.7334105.63911.7334105.6391
A03105 2.1000100.497020.111.7303108.29201.7303108.2920
差額最小
代號殖利率%百元價(元)存續期間(年)理論殖利率%理論百元價差額%差價
A06109 1.016199.84859.381.079599.25600.0633-0.5915
A06110 0.701899.62434.900.738599.44530.0366-0.1786
A06105 0.6995100.22244.400.7022100.21060.0042-0.0184
A05110 1.997586.467623.251.726892.07001.726892.0700
A05109 1.610592.196516.601.611692.17991.611692.1799
差額最大
代號殖利率%百元價(元)存續期間(年)理論殖利率%理論百元價差額%差價
A93106 1.2450139.216912.861.4471135.59381.4471135.5938
A90105 1.3100128.932111.201.3032129.03171.3032129.0317
A96107 1.0500118.54778.661.0696118.34181.0696118.3418
A02109 1.9430111.208819.421.7194116.14301.7194116.1430
A97105 1.0860115.62409.511.1281115.16031.1281115.1603
證券代號證券名稱成交最高最低當日均價成交量成交金額(元)
83492 恒耀二152.00158.00151.00154.6351379,326,000
17153 萬洲三102.40102.45102.30102.3938839,729,500
28884 新光金三104.75105.15104.50105.0826828,079,200
41145 健喬五114.00114.20114.00114.0524027,372,000
26373 慧洋三KY96.7096.8095.4095.8520519,650,100
41642 承業醫二102.00102.05102.00102.0420220,613,000
81101 華東一107.50107.80106.00107.1918419,723,650
30453 台灣大三101.90101.90101.90101.9016116,405,900
61801 橘子一196.00203.00192.00198.0015530,691,000
64142 樺漢二112.50114.00112.00112.8014716,582,950

三大法人轉換公司債買賣超

2017-10-19
單位名稱買進(元)賣出(元)買賣超(元)
外資及陸資16,657,750139,424,500-122,766,750
投信000
自營商387,531,400290,910,35096,621,050
合計404,189,150430,334,850-26,145,700

台灣公司債參考利率

評等 到期(月)參考殖利率%日期
twA 601.15842017/10/18
twAA601.01982017/10/18
twAAA 600.93472017/10/18
twBBB 601.53112017/10/18
債券簡稱 殖利率%價格 日期
P15DBSG85.690095.90132016/10/11
P16ABN35.600099.99802016/04/08
P17VOD15.350399.96232017/03/09
P15VOD15.350099.98472015/12/03
P15ISBI15.250099.99682015/03/27
P16SG75.100099.99242016/06/27
P15DBSG105.099398.43602016/08/15
P15NIF15.000099.96952015/04/15
P16EDF1B4.990099.99952016/10/21
P15DBSG74.989698.33902017/07/13
儲金種類固定機動
存簿儲金--0.300
存簿儲金1月0.4400.690
存簿儲金3月0.5200.720
存簿儲金6月0.6700.820
存簿儲金9月0.6900.860
存簿儲金1年0.8901.100
存簿儲金2年0.9501.175
存簿儲金3年0.9501.175
項目數據時間
經常帳盈餘(百萬美元)17,6492017Q2
經常帳盈餘(百萬美元)17,6492017Q2
經常帳盈餘(百萬美元)17,6492017Q2
經常帳盈餘(百萬美元)17,6492017Q2
經常帳盈餘(百萬美元)17,6492017Q2
利率名稱目前升降基點(BP)公佈日
重貼現率1.375%-12.52016/06/30
擔保放款融通利率1.75%-12.52016/06/30
短期融通利率3.625%-12.52016/06/30
資訊來源:證券櫃檯買賣中心
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