| 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 | 1.3836 | 99.6 | 227 | 2.0523 | 101.6523 | 年付 | 0.0358 | 1.301 | 1.5193 |
| 国债917 | 101917 | 4.26 | 20 | 13.2438 | 100.1 | 281 | 3.2796 | 103.3796 | 年付 | 0.0425 | 9.928 | 61.4992 |
| 国债912 | 101912 | 3.05 | 10 | 3.4849 | 96.09 | 190 | 1.5877 | 97.6777 | 年付 | 0.0427 | 3.1668 | 6.8221 |
| 国债904 | 101904 | 2.87 | 10 | 2.0466 | 101.1 | 350 | 2.7521 | 103.8521 | 年付 | 0.0231 | 1.8808 | 2.8537 |
| 国债0720 | 100720 | 3.66 | 1 | 0.6027 | 100.4 | 140 | 3.66 | 104.06 | 固定单利 | -0.0064 | 0.5907 | 0.3539 |
| 国债0716 | 100716 | 2.95 | 1 | 0.3562 | 100.04 | 230 | 2.95 | 102.99 | 固定单利 | -0.0011 | 0.349 | 0.1242 |
| 国债0505 | 100505 | 3.37 | 7 | 4.0521 | 97.76 | 348 | 3.213 | 100.973 | 年付 | 0.0398 | 3.5859 | 8.837 |
| 国债0503 | 100503 | 3.3 | 5 | 1.9699 | 98.8 | 11 | 0.0995 | 98.8995 | 年付 | 0.0394 | 1.8642 | 2.6514 |
| 国债0501 | 100501 | 4.44 | 10 | 6.8164 | 101.9 | 69 | 0.8416 | 102.7416 | 半年付 | 0.0412 | 5.7945 | 19.9652 |
| 国债0410 | 100410 | 4.86 | 7 | 3.5562 | 103.38 | 164 | 2.1837 | 105.5637 | 年付 | 0.0381 | 3.167 | 6.9393 |
| 国债0408 | 100408 | 4.3 | 5 | 1.4575 | 101.31 | 200 | 2.3562 | 103.6662 | 年付 | 0.0334 | 1.3669 | 1.6513 |
| 国债0407 | 100407 | 4.71 | 7 | 3.3014 | 102.88 | 256 | 3.3035 | 106.1835 | 年付 | 0.0376 | 2.9333 | 6.157 |
| 国债0404 | 100404 | 4.89 | 7 | 3.0521 | 103.52 | 348 | 4.6622 | 108.1822 | 年付 | 0.0364 | 2.6867 | 5.3942 |
| 国债0403 | 100403 | 4.4164 | 5 | 0.9562 | 101.5 | 17 | 0.2057 | 101.7057 | 年付 | 0.0279 | 0.9286 | 0.8641 |
| 国债0311 | 100311 | 3.5 | 7 | 2.5397 | 100 | 170 | 1.6301 | 101.6301 | 年付 | 0.0349 | 2.353 | 4.0435 |
| 国债0308 | 100308 | 3.02 | 10 | 5.3699 | 94 | 233 | 1.9278 | 95.9278 | 年付 | 0.0429 | 4.7204 | 14.358 |
| 国债0307 | 100307 | 2.66 | 7 | 2.2904 | 97.1 | 261 | 1.9021 | 99.0021 | 年付 | 0.04 | 2.1231 | 3.3977 |
| 国债0303 | 100303 | 3.4 | 20 | 14.9562 | 90.1 | 20 | 0.1858 | 90.2858 | 半年付 | 0.043 | 11.3714 | 78.7578 |
| 国债0301 | 100301 | 2.66 | 7 | 1.7918 | 97.75 | 78 | 0.5684 | 98.3184 | 年付 | 0.0398 | 1.6932 | 2.2725 |
| 国债0215 | 100215 | 2.93 | 7 | 1.5863 | 98.02 | 153 | 1.2282 | 99.2482 | 年付 | 0.0423 | 1.49 | 1.8605 |
| 国债0213 | 100213 | 2.6 | 15 | 9.3808 | 86.97 | 48 | 0.3391 | 87.3091 | 半年付 | 0.043 | 8.0802 | 37.5729 |
| 国债0210 | 100210 | 2.39 | 7 | 1.2959 | 98.69 | 265 | 1.7352 | 100.4252 | 年付 | 0.0344 | 1.2106 | 1.352 |
| 国债0203 | 100203 | 2.54 | 10 | 3.9534 | 94.01 | 19 | 0.1322 | 94.1422 | 年付 | 0.0422 | 3.6428 | 8.5484 |
| 国债0115 | 100115 | 3 | 7 | 0.6192 | 99.91 | 141 | 1.1589 | 101.0689 | 年付 | 0.0309 | 0.6032 | 0.3681 |
| 07国债09 | 010709 | 2.61 | 1 | 0.1068 | 99.95 | 328 | 2.3454 | 102.2954 | 年付 | 0.0288 | 0.1035 | 0.011 |
| 06国债(5) | 010605 | 2.4 | 5 | 3.0274 | 105 | 357 | 2.3474 | 107.3474 | 年付 | 0.0072 | 2.8704 | 5.8162 |
| 06国债(3) | 010603 | 2.8 | 10 | 7.8959 | 90 | 41 | 0.1573 | 90.1573 | 半年付 | 0.043 | 6.9091 | 27.4339 |
| 06国债(1) | 010601 | 2.51 | 7 | 4.8164 | 92.73 | 70 | 0.4814 | 93.2114 | 年付 | 0.0421 | 4.3745 | 12.0502 |
| 05国债(13) | 010513 | 3.01 | 7 | 4.5589 | 95.1 | 164 | 1.3524 | 96.4524 | 年付 | 0.0421 | 4.0868 | 10.834 |
| 05国债(12) | 010512 | 3.65 | 15 | 12.537 | 93.57 | 174 | 1.7448 | 95.3148 | 半年付 | 0.0432 | 9.672 | 58.0854 |
| 05国债(11) | 010511 | 2.14 | 5 | 2.4575 | 95.96 | 200 | 1.1726 | 97.1326 | 年付 | 0.0389 | 2.2998 | 3.8456 |
| 05国债(9) | 010509 | 2.83 | 7 | 4.3068 | 95 | 256 | 1.9849 | 96.9849 | 年付 | 0.0412 | 3.8643 | 9.8766 |
| 05国债(8) | 010508 | 1.93 | 3 | 0.2767 | 99.86 | 266 | 1.4065 | 101.2665 | 年付 | 0.0237 | 0.2714 | 0.0747 |
| 05国债(5) | 010505 | 3.37 | 7 | 4.0521 | 98.18 | 348 | 3.213 | 101.393 | 年付 | 0.0386 | 3.5908 | 8.8581 |
| 05国债(4) | 010504 | 4.11 | 20 | 17.0329 | 100.2 | 174 | 1.9647 | 102.1647 | 半年付 | 0.0409 | 11.9303 | 92.8384 |
| 05国债(3) | 010503 | 3.3 | 5 | 1.9699 | 99.55 | 11 | 0.0995 | 99.6495 | 年付 | 0.0354 | 1.8716 | 2.6724 |
| 05国债(1) | 010501 | 4.44 | 10 | 6.8164 | 102.36 | 69 | 0.8416 | 103.2016 | 半年付 | 0.0404 | 5.7992 | 19.9904 |
| 04国债(10) | 010410 | 4.86 | 7 | 3.5562 | 103.8 | 164 | 2.1837 | 105.9837 | 年付 | 0.0369 | 3.1715 | 6.9573 |
| 04国债(8) | 010408 | 4.3 | 5 | 1.4575 | 101.32 | 200 | 2.3562 | 103.6762 | 年付 | 0.0333 | 1.367 | 1.6515 |
| 04国债(7) | 010407 | 4.71 | 7 | 3.3041 | 103.5 | 256 | 3.3035 | 106.8035 | 年付 | 0.0356 | 2.9399 | 6.1819 |
| 04国债(4) | 010404 | 4.89 | 7 | 3.0521 | 103.56 | 348 | 4.6622 | 108.2222 | 年付 | 0.0363 | 2.6871 | 5.3957 |
| 04国债(3) | 010403 | 4.4164 | 5 | 0.9562 | 101.27 | 17 | 0.2057 | 101.4757 | 年付 | 0.0303 | 0.9265 | 0.8602 |
| 03国债(11) | 010311 | 3.5 | 7 | 2.5397 | 99.5 | 170 | 1.6301 | 101.1301 | 年付 | 0.037 | 2.3479 | 4.0268 |
| 03国债(8) | 010308 | 3.02 | 10 | 5.3699 | 95.08 | 233 | 1.9278 | 97.0078 | 年付 | 0.0405 | 4.7343 | 14.4318 |
| 03国债(7) | 010307 | 2.66 | 7 | 2.2904 | 97.42 | 261 | 1.9021 | 99.3221 | 年付 | 0.0385 | 2.1264 | 3.4077 |
| 03国债(3) | 010303 | 3.4 | 20 | 14.9562 | 90.23 | 20 | 0.1858 | 90.4158 | 半年付 | 0.0429 | 11.3749 | 78.793 |
| 03国债(1) | 010301 | 2.66 | 7 | 1.7918 | 98.24 | 78 | 0.5684 | 98.8084 | 年付 | 0.0369 | 1.698 | 2.2854 |
| 02国债(15) | 010215 | 2.93 | 7 | 1.5863 | 99.1 | 153 | 1.2282 | 100.3282 | 年付 | 0.0351 | 1.5006 | 1.8867 |
| 02国债(13) | 010213 | 2.6 | 15 | 9.3808 | 87.21 | 48 | 0.3391 | 87.5491 | 半年付 | 0.0427 | 8.0835 | 37.5962 |
| 02国债(10) | 010210 | 2.39 | 7 | 1.2795 | 98.53 | 265 | 1.7352 | 100.2652 | 年付 | 0.0358 | 1.209 | 1.3485 |
| 02国债(3) | 010203 | 2.54 | 10 | 3.9534 | 94.7 | 19 | 0.1322 | 94.8322 | 年付 | 0.0402 | 3.6504 | 8.5831 |
| 21国债(15) | 010115 | 3 | 7 | 0.6192 | 99.96 | 141 | 1.1589 | 101.1189 | 年付 | 0.03 | 0.6035 | 0.3684 |
| 21国债(12) | 010112 | 3.05 | 10 | 3.4849 | 97.16 | 190 | 1.5877 | 98.7477 | 年付 | 0.0393 | 3.1784 | 6.8692 |
| 21国债(10) | 010110 | 2.95 | 10 | 3.389 | 96.95 | 225 | 1.8185 | 98.7685 | 年付 | 0.0392 | 3.0917 | 6.5612 |
| 21国债(7) | 010107 | 4.26 | 20 | 13.2438 | 100.47 | 97 | 1.1352 | 101.6052 | 半年付 | 0.0421 | 9.9364 | 61.5726 |
| 20国债(4) | 010004 | 3.41 | 10 | 2.0466 | 102.5 | 350 | 3.2699 | 105.7699 | 年付 | 0.0318 | 1.8948 | 2.8935 |
| 99国债(8) | 009908 | 3.3 | 10 | 1.3836 | 99.77 | 227 | 2.0523 | 101.8223 | 年付 | 0.0346 | 1.3027 | 1.5231 |
