探秘债券发行与交易.pdf

ykzq 1 / 26 | 2020 07 24 S0300517030002 010-66235770 liqilinykzq S0300519110001 010-66235779 zhonglinnanykzq 2020-07-10 6 2020-07-14 2020-07-15 2020-07-16 2020-07-19 ykzq 2 / 26 . 3 . 3 1 . 3 2 . 6 3 . 6 . 7 1 . 7 2 . 10 . 12 . 12 1 . 12 2 . 15 . 17 1 . 17 2 . 18 3 . 20 1 . 3 2 . 5 3 . 8 4 . 8 5 . 10 6 .11 7 190015 . 13 8 . 15 9 . 16 10 . 16 11 . 18 12 R001 DR001 . 19 13 . 19 14 T+0 . 20 15 . 21 16 . 21 17 T+1 . 22 18 . 22 19 . 23 ykzq 3 / 26 / 1 1 90% 1 ykzq 4 / 26 50% 50% 1 10 100 A B C D A 105 2.0% 20 B 103 2.1% 30 C 102 2.2% 60 D 100 2.3% 10 102 100 102 2.2% 102 ABC 102 / A B 50 50 C 2 ykzq 5 / 26 / ABC ABC 105 103 102 ABC 105*20+103*30+102*50 /100=102.9 2.0%*20+2.1%*30+2.2%*50 /100=2.1% 3 / 102.9 A B 105 103 20 30 C 102 102 2 ykzq 6 / 26 2 3 ykzq 7 / 26 2020 6 10% ABS ABN 1 1 ABCD