(1) 到期期限(年) | (2) 均值(%) | (3) 中位数(%) | (4) 最小值(%) | (5) 最大值(%) | (6) 标准差(%) | (7) 偏度 | (8) 峰度 |
0.08 | 2.3942 | 2.1747 | 0.8848 | 4.7710 | 0.7935 | 0.8121 | 0.3716 |
0.17 | 2.4601 | 2.2457 | 0.9436 | 4.6202 | 0.7179 | 0.6712 | 0.0242 |
0.25 | 2.5031 | 2.2976 | 0.8923 | 4.6113 | 0.6784 | 0.6429 | 0.1339 |
0.5 | 2.5956 | 2.4791 | 0.9978 | 4.1741 | 0.6307 | 0.4387 | −0.3349 |
0.75 | 2.6333 | 2.542 | 1.1409 | 4.1648 | 0.6110 | 0.4004 | −0.4549 |
1 | 2.6789 | 2.6036 | 1.1465 | 4.2189 | 0.6060 | 0.3444 | −0.4734 |
3 | 2.9657 | 2.8945 | 1.4395 | 4.4162 | 0.5439 | 0.3689 | −0.1124 |
5 | 3.1132 | 3.0375 | 1.7886 | 4.4583 | 0.5105 | 0.4557 | −0.2369 |
7 | 3.2859 | 3.2126 | 2.3639 | 4.5824 | 0.4728 | 0.6295 | −0.2472 |
10 | 3.3010 | 3.2254 | 2.5380 | 4.5518 | 0.4824 | 0.7135 | −0.1632 |
15 | 3.6003 | 3.5497 | 2.8145 | 4.7883 | 0.4588 | 0.5898 | −0.1950 |
20 | 3.7084 | 3.6712 | 2.9018 | 5.0115 | 0.4889 | 0.6693 | 0.0526 |
30 | 3.8517 | 3.8074 | 3.0653 | 5.1135 | 0.4773 | 0.6661 | 0.0614 |