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A061010.5550--0.5550--2017-03-17
台灣公債5年期A061020.8628-0.01720.88001,044,420,2102017-03-27
台灣公債10年期A061041.0949-0.03121.12613,509,812,8982017-03-27
台灣公債20年期A061031.8305--1.8305--2017-03-13
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
A05109 105央債甲91.80081.80001.800489.065116.872036/07/19
A01102 101央債甲21.52051.52051.5205101.374913.062032/01/20
A99104 99央債甲4 1.41091.41041.4106105.442811.442030/02/22
A06104 106央債甲41.10501.08761.0949100.28119.342027/03/01
A01105 101央債甲50.91100.91000.9107101.63134.782022/03/07
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)
A04106 104央債甲6承作50.41000.41000.410000174.5000
A06104 106央債甲4到期0-0.0500-0.2000-0.125000123.0000
A06104 106央債甲4承作10.0000-0.3500-0.175000123.0000
  • 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
A96107 96央債甲7 1.27101.26951.2702117.11159.192027/11/16
A92103 92央債甲三1.01001.00951.0097108.49145.512023/02/18
A98102 98央債甲2 1.35101.35101.3510108.450010.532029/02/16
A01106 101央債甲60.26000.26000.2600100.54670.312017/07/20
A99104 99央債甲4 1.41101.41001.4105105.446211.452030/02/22
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0.89000.15000.324516517772971
附買回2-101.15001.15001.1500600000
附買回11-201.43001.43001.43001950519
附買回21-301.50001.50001.50003021183
附買回31-601.35001.35001.35003500000

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987.85001352.29002.02411.205810.739.13
1~3年850.75001189.96002.18870.63272.122.06
3~5年953.17001314.64002.32310.84174.023.83
5~7年902.10001278.04001.91221.01296.175.80
7~10年1025.61001378.64001.53341.13448.567.99
10+年1086.77001459.59002.03051.642118.6315.20
台灣債券公平價格
  • 以殖利率排名
  • 以價格排名
2017/3/28
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
A01105 0.9107101.63134.770.9326101.52510.0226-0.1096
A05108 0.808398.72024.150.862398.49830.0540-0.2219
A06102 0.862899.46904.700.923399.18580.0606-0.2837
A06104 1.0949100.28119.321.214199.17090.1190-1.1084
A04110 0.2025100.12700.300.4487100.05270.4487100.0527
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 2.405085.295220.231.945493.62081.945493.6208
A02105 1.3905107.776820.511.943296.09361.943296.0936
A01104 1.974095.628019.851.935396.36661.935396.3666
A03108 2.060598.748220.531.9317101.43021.9317101.4302
A03105 2.1000100.508320.481.9288104.08701.9288104.0870
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 1.0949100.28119.321.214199.17090.1190-1.1084
A06102 0.862899.46904.700.923399.18580.0606-0.2837
A05108 0.808398.72024.150.862398.49830.0540-0.2219
A01105 0.9107101.63134.770.9326101.52510.0226-0.1096
A05110 1.731791.843123.261.913187.99621.913187.9962
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 1.2450140.410712.981.6020133.86651.6020133.8665
A90105 1.4599127.757811.401.4480127.93411.4480127.9341
A96107 1.2800116.99699.191.2385117.44841.2385117.4484
A89113 0.9085115.87313.330.7998116.30080.7998116.3008
A90102 0.8581115.73523.600.8176115.90460.8176115.9046
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)
28883 新光金二100.15100.50100.10100.2165365,440,750
62711 同欣電一100.90101.50100.80101.0254454,959,700
233201友訊E1105.65107.55105.50106.3028129,871,650
24022 毅嘉二100.30100.50100.10100.2727527,575,750
24371 旺詮一119.00120.10119.00119.6227132,417,350
81101 華東一108.30108.95108.30108.5723425,407,250
36931 營邦一104.00104.50104.00104.2122523,447,500
64221 君耀一KY107.10108.10106.70107.6621322,932,800
22391 英利一KY105.00106.00104.85105.6517017,961,500
25354 達欣工四105.15106.50104.70105.5313914,669,350

三大法人轉換公司債買賣超

2017-03-28
單位名稱買進(元)賣出(元)買賣超(元)
外資及陸資05,627,200-5,627,200
投信3,279,95003,279,950
自營商449,979,700522,262,150-72,282,450
合計453,259,650527,889,350-74,629,700

台灣公司債參考利率

評等 到期(月)參考殖利率%日期
twA 601.19882017/03/27
twAA601.08262017/03/27
twAAA 600.99022017/03/27
twBBB 601.57532017/03/27
債券簡稱 殖利率%價格 日期
P15DBSG85.690095.12232016/10/11
P16ABN35.600099.99782016/04/08
P17VOD15.350399.98902017/03/09
P15VOD15.350099.96992015/12/03
P15ISBI15.2500100.00002015/03/27
P14ICBCS1A5.108296.74172017/01/12
P16SG75.100099.99202016/06/27
P15DBSG105.099398.14312016/08/15
P15NIF15.000099.99452015/04/15
P15DBSG74.991498.01762017/01/11
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)16,1702106Q3
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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