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A061010.5535--0.5535--2017-04-18
台灣公債5年期A061050.82570.03230.793410,760,214,8792017-04-26
台灣公債10年期A06104R1.10950.03281.07671,450,000,0002017-04-26
台灣公債20年期A061031.7522--1.7522--2017-04-13
台灣公債30年期A051141.9351--1.9351--2017-03-24
  • 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
A02109 102央債甲91.94501.94501.9450111.324919.272043/08/02
A05111 105央甲11 1.13251.13101.132095.51978.982026/09/07
A06104R106央債甲41.11301.10201.1095100.14229.212027/03/01
A06104 106央債甲41.10001.10001.1000100.23129.252027/03/01
A01109 101央債甲90.89500.89500.8950101.20785.202022/09/24
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)
A06105 106央債甲5到期00.30000.30000.300000124.5000
A06105 106央債甲5承作10.00010.00010.000100124.5000
A06104 106央債甲4到期0-0.1000-0.2000-0.150000140.5000
A06104 106央債甲4承作1-0.1800-0.8750-0.527500140.5000
  • 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
B99401 P05南山13.49993.49503.49880.00000.002910/12/31
A02109 102央債甲91.94551.94551.9455111.315719.282043/08/02
A97102 97央債甲2 1.26251.26151.2620112.42979.522028/02/14
A96106 96央債甲6 0.22000.22000.2200100.87180.402017/09/21
A01106 101央債甲60.20000.13000.1356100.43360.232017/07/20
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0.94000.15000.314215404974729
附買回2-101.10001.10001.10003288888
附買回11-201.30001.30001.3000511111
附買回21-301.85001.85001.850027680505
附買回31-601.59000.21000.37388678013840

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987.26001353.56002.01731.191910.619.03
1~3年850.36001191.36002.30360.61642.112.06
3~5年953.39001317.22002.18130.81234.053.86
5~7年901.92001279.67001.91201.00516.095.72
7~10年1027.60001382.95001.53331.10568.487.91
10+年1084.59001458.95002.03081.651318.5415.12
台灣債券公平價格
  • 以殖利率排名
  • 以價格排名
2017/4/27
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
A05111 1.132095.51978.971.167895.21220.0358-0.3075
A06104R1.1095100.14229.201.193299.37200.0837-0.7702
A06105 0.825799.63204.860.917999.18610.0922-0.4459
A06104 1.1000100.23129.241.195999.34500.0959-0.8862
A04110 0.2051100.09180.220.4158100.04550.4158100.0455
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 2.405085.330320.141.960393.35331.960393.3533
A02105 1.3905107.755620.411.958895.79541.958895.7954
A03108 2.060598.752320.431.9499101.04411.9499101.0441
A01104 1.910096.860419.761.949396.10761.949396.1076
A03105 2.1000100.505820.391.9462103.70641.9462103.7064
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
A06104 1.1000100.23129.241.195999.34500.0959-0.8862
A06104R1.1095100.14229.201.193299.37200.0837-0.7702
A06105 0.825799.63204.860.917999.18610.0922-0.4459
A05111 1.132095.51978.971.167895.21220.0358-0.3075
A05110 1.980586.644223.151.940887.45271.940887.4527
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 1.2450140.238312.901.6145133.50491.6145133.5049
A90105 1.4599127.615211.321.4575127.65031.4575127.6503
A96107 1.2400117.30529.111.2268117.44791.2268117.4479
A89113 0.7890115.97793.250.7680116.05890.7680116.0589
A90102 0.8105115.60093.520.7823115.71650.7823115.7165
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)
62572 矽格二103.30103.40102.30102.8363064,785,250
233201友訊E1104.75105.40104.50104.9149051,407,000
24391 美律一149.60149.60146.20149.0947070,076,850
23602 致茂二135.80135.80131.50134.2531041,617,850
61274 九豪四106.90107.60105.50106.9820221,610,300
30453 台灣大三101.80101.80101.50101.6719519,826,750
62694 台郡四142.45143.00138.50141.4716423,201,450
61963 帆宣三149.00151.00142.60147.4315322,557,850
23936 億光六99.6599.6599.6099.6214414,346,350
64142 樺漢二109.50109.50108.50108.6413314,449,700

三大法人轉換公司債買賣超

2017-04-27
單位名稱買進(元)賣出(元)買賣超(元)
外資及陸資033,240,500-33,240,500
投信000
自營商289,337,950238,946,95050,391,000
合計289,337,950272,187,45017,150,500

台灣公司債參考利率

評等 到期(月)參考殖利率%日期
twA 601.19602017/04/26
twAA601.07152017/04/26
twAAA 600.98262017/04/26
twBBB 601.58832017/04/26
債券簡稱 殖利率%價格 日期
P15DBSG85.690095.24142016/10/11
P16ABN35.600099.99652016/04/08
P17VOD15.350399.97992017/03/09
P15VOD15.350099.96672015/12/03
P15ISBI15.250099.99532015/03/27
P14ICBCS1A5.108296.83962017/01/12
P16SG75.100099.99282016/06/27
P15DBSG105.099398.18632016/08/15
P15NIF15.000099.99612015/04/15
P15DBSG74.991498.07212017/01/11
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)18,3012016Q4
消費者物價指數/未調整/年增0.52015/11
國內生產總值/年成長-0.62015Q3
失業率/季節調整3.92015/10
貿易餘額/NSA(百萬美元)2,7522015/11
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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