| 国债名称 | 代码 | 年利率(%) | 期限 | 剩余年限 | 净价 | 应计天数 | 应计利息 | 全价 | 付息方式 | 到期收益率(%) | 修正久期 | 凸性 |
| 国债998 | 101998 | 3.3 | 10 | 1.4 | 99.88 | 221 | 1.9981 | 101.8781 | 年付 | 0.0337 | 1.3196 | 1.5538 |
| 国债917 | 101917 | 4.26 | 20 | 13.2603 | 100.5 | 275 | 3.2096 | 103.7096 | 年付 | 0.0421 | 9.9532 | 61.7021 |
| 国债912 | 101912 | 3.05 | 10 | 3.5014 | 96.69 | 184 | 1.5375 | 98.2275 | 年付 | 0.0408 | 3.1892 | 6.9043 |
| 国债904 | 101904 | 2.87 | 10 | 2.063 | 101.1 | 344 | 2.7049 | 103.8049 | 年付 | 0.0231 | 1.8966 | 2.8908 |
| 国债0720 | 100720 | 3.66 | 1 | 0.6192 | 100.4 | 134 | 3.66 | 104.06 | 固定单利 | -0.0062 | 0.6064 | 0.3729 |
| 国债0716 | 100716 | 2.95 | 1 | 0.3726 | 100.04 | 224 | 2.95 | 102.99 | 固定单利 | -0.001 | 0.3651 | 0.1358 |
| 国债0508 | 100508 | 1.93 | 3 | 0.2932 | 75 | 260 | 1.3748 | 76.3748 | 年付 | 1.1412 | 0.217 | 0.0479 |
| 国债0505 | 100505 | 3.37 | 7 | 4.0685 | 97.76 | 342 | 3.1576 | 100.9176 | 年付 | 0.0397 | 3.6017 | 8.899 |
| 国债0503 | 100503 | 3.3 | 5 | 1.9863 | 99.1 | 5 | 0.0452 | 99.1452 | 年付 | 0.0378 | 1.8831 | 2.6959 |
| 国债0501 | 100501 | 4.44 | 10 | 6.8329 | 101.9 | 63 | 0.7685 | 102.6685 | 半年付 | 0.0412 | 5.8106 | 20.0492 |
| 国债0410 | 100410 | 4.86 | 7 | 3.5726 | 103.38 | 158 | 2.1038 | 105.4838 | 年付 | 0.0382 | 3.1826 | 6.9923 |
| 国债0408 | 100408 | 4.3 | 5 | 1.474 | 101.5 | 194 | 2.2855 | 103.7855 | 年付 | 0.0322 | 1.3845 | 1.6843 |
| 国债0407 | 100407 | 4.71 | 7 | 3.3178 | 102.88 | 250 | 3.226 | 106.106 | 年付 | 0.0376 | 2.949 | 6.2077 |
| 国债0404 | 100404 | 4.89 | 7 | 3.0685 | 103.76 | 342 | 4.5819 | 108.3419 | 年付 | 0.0357 | 2.7049 | 5.4511 |
| 国债0403 | 100403 | 4.4164 | 5 | 0.9726 | 101.49 | 11 | 0.1331 | 101.6231 | 年付 | 0.0283 | 0.9439 | 0.8921 |
| 国债0311 | 100311 | 3.5 | 7 | 2.5562 | 100 | 164 | 1.5726 | 101.5726 | 年付 | 0.0349 | 2.3689 | 4.087 |
| 国债0308 | 100308 | 3.02 | 10 | 5.3863 | 94.12 | 227 | 1.8782 | 95.9982 | 年付 | 0.0426 | 4.7379 | 14.4435 |
| 国债0307 | 100307 | 2.66 | 7 | 2.3068 | 97.1 | 255 | 1.8584 | 98.9584 | 年付 | 0.0399 | 2.1391 | 3.4388 |
| 国债0303 | 100303 | 3.4 | 20 | 14.9726 | 90.01 | 14 | 0.1301 | 90.1401 | 半年付 | 0.0431 | 11.3852 | 78.8736 |
| 国债0301 | 100301 | 2.66 | 7 | 1.8082 | 97.75 | 72 | 0.5247 | 98.2747 | 年付 | 0.0397 | 1.7091 | 2.3066 |
| 国债0215 | 100215 | 2.93 | 7 | 1.6027 | 97.89 | 147 | 1.18 | 99.07 | 年付 | 0.0431 | 1.5046 | 1.8884 |
| 国债0213 | 100213 | 2.6 | 15 | 9.3973 | 87.15 | 42 | 0.2967 | 87.4467 | 半年付 | 0.0428 | 8.0989 | 37.7075 |
| 国债0210 | 100210 | 2.39 | 7 | 1.3123 | 98.94 | 259 | 1.6959 | 100.6359 | 年付 | 0.0323 | 1.2291 | 1.3846 |
| 国债0203 | 100203 | 2.54 | 10 | 3.9699 | 93.02 | 13 | 0.0905 | 93.1105 | 年付 | 0.045 | 3.6478 | 8.5607 |
| 国债0115 | 100115 | 3 | 7 | 0.6356 | 100.05 | 135 | 1.1096 | 101.1596 | 年付 | 0.0286 | 0.6199 | 0.3885 |
| 07国债09 | 10709 | 2.61 | 1 | 0.1233 | 100.08 | 322 | 2.3025 | 102.3825 | 年付 | 0.018 | 0.1199 | 0.0147 |
| 06国债(5) | 10605 | 2.4 | 5 | 3.0438 | 97.45 | 351 | 2.3079 | 99.7579 | 年付 | 0.0329 | 2.8074 | 5.5744 |
| 06国债(3) | 10603 | 2.8 | 10 | 7.9123 | 89.9 | 35 | 0.1342 | 90.0342 | 半年付 | 0.0431 | 6.9241 | 27.5288 |
| 06国债(1) | 10601 | 2.51 | 7 | 4.8329 | 92.72 | 64 | 0.4401 | 93.1601 | 年付 | 0.042 | 4.3903 | 12.1225 |
| 05国债(13) | 10513 | 3.01 | 7 | 4.5753 | 95.1 | 158 | 1.303 | 96.403 | 年付 | 0.0421 | 4.1027 | 10.9023 |
| 05国债(12) | 10512 | 3.65 | 15 | 12.5534 | 93.2 | 168 | 1.6846 | 94.8846 | 半年付 | 0.0436 | 9.68 | 58.1457 |
| 05国债(11) | 10511 | 2.14 | 5 | 2.474 | 95.35 | 194 | 1.1374 | 96.4874 | 年付 | 0.0415 | 2.3096 | 3.8691 |
| 05国债(9) | 10509 | 2.83 | 7 | 4.3233 | 95 | 250 | 1.9384 | 96.9384 | 年付 | 0.0411 | 3.8802 | 9.9428 |
| 05国债(8) | 10508 | 1.93 | 3 | 0.2932 | 99.9 | 260 | 1.3748 | 101.2748 | 年付 | 0.0221 | 0.2877 | 0.0839 |
| 05国债(5) | 10505 | 3.37 | 7 | 4.0685 | 96.82 | 342 | 3.1576 | 99.9776 | 年付 | 0.0423 | 3.5906 | 8.8513 |
| 05国债(4) | 10504 | 4.11 | 20 | 17.0493 | 99.97 | 168 | 1.8969 | 101.8669 | 半年付 | 0.0411 | 11.939 | 92.899 |
| 05国债(3) | 10503 | 3.3 | 5 | 1.9863 | 99.4 | 5 | 0.0452 | 99.4452 | 年付 | 0.0362 | 1.886 | 2.7043 |
| 05国债(1) | 10501 | 4.44 | 10 | 6.8329 | 102.85 | 63 | 0.7685 | 103.6185 | 半年付 | 0.0396 | 5.8202 | 20.1011 |
| 04国债(10) | 10410 | 4.86 | 7 | 3.5726 | 103.8 | 158 | 2.1038 | 105.9038 | 年付 | 0.0369 | 3.1871 | 7.0103 |
| 04国债(8) | 10408 | 4.3 | 5 | 1.474 | 101.3 | 194 | 2.2855 | 103.5855 | 年付 | 0.0336 | 1.3825 | 1.6798 |
| 04国债(7) | 10407 | 4.71 | 7 | 3.3205 | 103.65 | 250 | 3.226 | 106.876 | 年付 | 0.0352 | 2.9572 | 6.2388 |
| 04国债(4) | 10404 | 4.89 | 7 | 3.0685 | 103.65 | 342 | 4.5819 | 108.2319 | 年付 | 0.036 | 2.7037 | 5.4469 |
| 04国债(3) | 10403 | 4.4164 | 5 | 0.9726 | 101.27 | 11 | 0.1331 | 101.4031 | 年付 | 0.0306 | 0.9418 | 0.8882 |
| 03国债(11) | 10311 | 3.5 | 7 | 2.5562 | 99.5 | 164 | 1.5726 | 101.0726 | 年付 | 0.037 | 2.3638 | 4.0702 |
| 03国债(8) | 10308 | 3.02 | 10 | 5.3863 | 95.22 | 227 | 1.8782 | 97.0982 | 年付 | 0.0402 | 4.752 | 14.5189 |
| 03国债(7) | 10307 | 2.66 | 7 | 2.3068 | 97.42 | 255 | 1.8584 | 99.2784 | 年付 | 0.0384 | 2.1424 | 3.4489 |
| 03国债(3) | 10303 | 3.4 | 20 | 14.9726 | 90.11 | 14 | 0.1301 | 90.2401 | 半年付 | 0.043 | 11.3879 | 78.9007 |
| 03国债(1) | 10301 | 2.66 | 7 | 1.8082 | 98.2 | 72 | 0.5247 | 98.7247 | 年付 | 0.037 | 1.7136 | 2.3185 |
| 02国债(15) | 10215 | 2.93 | 7 | 1.6027 | 99.18 | 147 | 1.18 | 100.36 | 年付 | 0.0345 | 1.5173 | 1.9198 |
| 02国债(13) | 10213 | 2.6 | 15 | 9.3973 | 87.35 | 42 | 0.2967 | 87.6467 | 半年付 | 0.0425 | 8.1016 | 37.727 |
| 02国债(10) | 10210 | 2.39 | 7 | 1.2959 | 98.7 | 259 | 1.6959 | 100.3959 | 年付 | 0.0342 | 1.2267 | 1.3794 |
| 02国债(3) | 10203 | 2.54 | 10 | 3.9699 | 94.7 | 13 | 0.0905 | 94.7905 | 年付 | 0.0401 | 3.6664 | 8.6458 |
| 21国债(15) | 10115 | 3 | 7 | 0.6356 | 100 | 135 | 1.1096 | 101.1096 | 年付 | 0.0294 | 0.6195 | 0.3881 |
| 21国债(12) | 10112 | 3.05 | 10 | 3.5014 | 97.2 | 184 | 1.5375 | 98.7375 | 年付 | 0.0391 | 3.1948 | 6.9268 |
| 21国债(10) | 10110 | 2.95 | 10 | 3.4055 | 97.05 | 219 | 1.77 | 98.82 | 年付 | 0.0389 | 3.1087 | 6.6205 |
| 21国债(7) | 10107 | 4.26 | 20 | 13.2603 | 100.49 | 91 | 1.065 | 101.555 | 半年付 | 0.0421 | 9.953 | 61.7002 |
| 20国债(4) | 10004 | 3.41 | 10 | 2.063 | 102.67 | 344 | 3.2138 | 105.8838 | 年付 | 0.0309 | 1.9123 | 2.9358 |
| 99国债(8) | 9908 | 3.3 | 10 | 1.4 | 99.8 | 221 | 1.9981 | 101.7981 | 年付 | 0.0343 | 1.3188 | 1.552 |
