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A061070.4575-0.00500.4625400,298,6442017-10-16
台灣公債5年期A061100.7056-0.01730.72294,800,000,0002017-10-16
台灣公債10年期A061091.0143-0.00581.0201798,920,0412017-10-16
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
A02108 102央債甲81.47001.47001.4700107.409113.512033/07/26
A02103 102央債甲31.45001.45001.4500100.678713.442033/01/28
A01107 101央債甲71.39901.39901.3990101.341113.182032/08/10
A01102 101央債甲21.35501.35501.3550103.477112.552032/01/20
A96107 96央債甲7 1.05001.04901.0495118.56258.672027/11/16
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)
A06104 106央債甲4承作10.20000.20000.200000399.5000
A06105 106央債甲5承作10.20000.20000.200000249.5000
A06105 106央債甲5到期00.20000.20000.200000249.5000
A06104 106央債甲4到期00.18000.18000.180000399.5000
A06109 106央債甲9到期00.0000-0.0800-0.040000114.0000
  • 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
A93103 93央債甲三0.83600.83600.8360113.26595.742024/02/10
A93109 93央債甲九0.86100.86100.8610114.65066.332024/11/18
A02108 102央債甲81.47101.47101.4710107.396913.522033/07/26
A02110 102央甲10 0.84000.84000.8400105.23645.632023/09/18
B903UF 00台電2C0.83000.83000.8300102.93703.572021/06/28
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0.45000.15000.312012492318039
附買回2-101.40001.40001.40001970918
附買回11-201.20001.20001.2000150781
附買回21-301.50000.25000.358211490869348
附買回31-601.74001.74001.74001798200

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1000.80001383.94001.98251.024310.468.94
1~3年846.86001198.07002.08440.48431.901.86
3~5年954.44001331.12002.25980.65063.953.78
5~7年910.14001301.87001.84210.79256.135.77
7~10年1039.14001407.76001.47230.95688.327.79
10+年1115.15001512.94002.02141.472318.2915.03
台灣債券公平價格
  • 以殖利率排名
  • 以價格排名
2017/10/17
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 0.7015100.21384.400.7026100.20890.0026-0.0115
A06110 0.705699.60544.900.736799.45370.0311-0.1517
A06109 1.014399.86539.391.078899.26160.0645-0.6037
A04101 0.2925100.10370.230.3482100.09090.3482100.0909
A02102 0.2900100.14220.240.3494100.12760.3494100.1276
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 2.405085.533420.181.744097.61461.744097.6146
A02105 1.771099.570420.121.7427100.14461.7427100.1446
A03108 2.060598.765420.561.7357105.59111.7357105.5911
A01104 1.779099.428119.451.7347100.29841.7347100.2984
A03105 2.1000100.497020.121.7324108.24831.7324108.2483
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 1.014399.86539.391.078899.26160.0645-0.6037
A06110 0.705699.60544.900.736799.45370.0311-0.1517
A06105 0.7015100.21384.400.7026100.20890.0026-0.0115
A05110 1.997586.465723.251.730791.98561.730791.9856
A05109 1.610592.194616.601.608992.21871.608992.2187
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 1.2450139.228612.871.4438135.66321.4438135.6632
A90105 1.3600128.217311.211.2996129.09411.2996129.0941
A96107 1.0495118.56258.671.0688118.35971.0688118.3597
A02109 1.9430111.210719.431.7210116.11141.7210116.1114
A97105 1.0860115.63159.521.1263115.18741.1263115.1874
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 恒耀二150.00151.00139.05148.1261691,247,100
26373 慧洋三KY95.5096.4095.4095.7460858,214,600
41145 健喬五114.20115.00113.50113.9755062,685,000
17153 萬洲三102.00102.00101.95101.9937237,943,500
24064 國碩四113.00113.60109.00111.6134538,507,950
26372 慧洋二KY105.70106.00105.70105.8230131,852,550
288602兆豐金E2102.90102.90102.70102.7824224,873,300
83493 恒耀三205.00206.00196.00202.3523547,554,000
66032 富強鑫二128.05131.50128.05130.3614118,381,750
65094 聚和四103.40104.00102.00102.7012612,941,400

三大法人轉換公司債買賣超

2017-10-16
單位名稱買進(元)賣出(元)買賣超(元)
外資及陸資6,364,75034,778,800-28,414,050
投信000
自營商317,812,700318,624,950-812,250
合計324,177,450353,403,750-29,226,300

台灣公司債參考利率

評等 到期(月)參考殖利率%日期
twA 601.15902017/10/16
twAA601.01982017/10/16
twAAA 600.93372017/10/16
twBBB 601.53162017/10/16
債券簡稱 殖利率%價格 日期
P15DBSG85.690095.89382016/10/11
P16ABN35.600099.99842016/04/08
P17VOD15.350399.96222017/03/09
P15VOD15.350099.98412015/12/03
P15ISBI15.250099.99712015/03/27
P14ICBCS1A5.108297.43142017/01/12
P16SG75.100099.99232016/06/27
P15DBSG105.099398.43362016/08/15
P15NIF15.000099.96952015/04/15
P16EDF1B4.990099.99922016/10/21
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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