| 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 | 1.3808 | 99.12 | 228 | 2.0614 | 101.1814 | 年付 | 0.0395 | 1.2937 | 1.504 |
| 国债917 | 101917 | 4.26 | 20 | 13.2411 | 100.1 | 282 | 3.2913 | 103.3913 | 年付 | 0.0425 | 9.9253 | 61.4786 |
| 国债912 | 101912 | 3.05 | 10 | 3.4822 | 96.09 | 191 | 1.596 | 97.686 | 年付 | 0.0428 | 3.1641 | 6.8128 |
| 国债904 | 101904 | 2.87 | 10 | 2.0438 | 101.1 | 351 | 2.7599 | 103.8599 | 年付 | 0.0231 | 1.8782 | 2.8475 |
| 国债0720 | 100720 | 3.66 | 1 | 0.6 | 100.4 | 141 | 3.66 | 104.06 | 固定单利 | -0.0064 | 0.588 | 0.3508 |
| 国债0716 | 100716 | 2.95 | 1 | 0.3534 | 100.04 | 231 | 2.95 | 102.99 | 固定单利 | -0.0011 | 0.3464 | 0.1223 |
| 国债0505 | 100505 | 3.37 | 7 | 4.0493 | 97 | 349 | 3.2223 | 100.2223 | 年付 | 0.0419 | 3.5743 | 8.7883 |
| 国债0503 | 100503 | 3.3 | 5 | 1.9671 | 98.82 | 12 | 0.1085 | 98.9285 | 年付 | 0.0393 | 1.8617 | 2.646 |
| 国债0501 | 100501 | 4.44 | 10 | 6.8137 | 101.9 | 70 | 0.8538 | 102.7538 | 半年付 | 0.0412 | 5.7918 | 19.9513 |
| 国债0410 | 100410 | 4.86 | 7 | 3.5534 | 103.38 | 165 | 2.197 | 105.577 | 年付 | 0.0381 | 3.1644 | 6.9305 |
| 国债0408 | 100408 | 4.3 | 5 | 1.4548 | 101.9 | 201 | 2.3679 | 104.2679 | 年付 | 0.0293 | 1.3699 | 1.6599 |
| 国债0407 | 100407 | 4.71 | 7 | 3.2986 | 102.88 | 257 | 3.3164 | 106.1964 | 年付 | 0.0376 | 2.9307 | 6.1485 |
| 国债0404 | 100404 | 4.89 | 7 | 3.0493 | 103.52 | 349 | 4.6756 | 108.1956 | 年付 | 0.0364 | 2.6841 | 5.3863 |
| 国债0403 | 100403 | 4.4164 | 5 | 0.9534 | 101.2 | 18 | 0.2178 | 101.4178 | 年付 | 0.031 | 0.9234 | 0.8544 |
| 国债0311 | 100311 | 3.5 | 7 | 2.537 | 100 | 171 | 1.6397 | 101.6397 | 年付 | 0.0349 | 2.3504 | 4.0363 |
| 国债0308 | 100308 | 3.02 | 10 | 5.3671 | 94 | 234 | 1.9361 | 95.9361 | 年付 | 0.0429 | 4.7177 | 14.3451 |
| 国债0307 | 100307 | 2.66 | 7 | 2.2877 | 97.1 | 262 | 1.9094 | 99.0094 | 年付 | 0.04 | 2.1205 | 3.3908 |
| 国债0303 | 100303 | 3.4 | 20 | 14.9534 | 90.19 | 21 | 0.1951 | 90.3851 | 半年付 | 0.043 | 11.3711 | 78.7588 |
| 国债0301 | 100301 | 2.66 | 7 | 1.789 | 97.75 | 79 | 0.5757 | 98.3257 | 年付 | 0.0398 | 1.6905 | 2.2669 |
| 国债0215 | 100215 | 2.93 | 7 | 1.5836 | 98.02 | 154 | 1.2362 | 99.2562 | 年付 | 0.0424 | 1.4873 | 1.8554 |
| 国债0213 | 100213 | 2.6 | 15 | 9.3781 | 87.07 | 49 | 0.3462 | 87.4162 | 半年付 | 0.0429 | 8.0789 | 37.5631 |
| 国债0210 | 100210 | 2.39 | 7 | 1.2932 | 98.9 | 266 | 1.7418 | 100.6418 | 年付 | 0.0327 | 1.21 | 1.3519 |
| 国债0203 | 100203 | 2.54 | 10 | 3.9507 | 94 | 20 | 0.1392 | 94.1392 | 年付 | 0.0422 | 3.64 | 8.5375 |
| 国债0115 | 100115 | 3 | 7 | 0.6164 | 99.9 | 142 | 1.1671 | 101.0671 | 年付 | 0.031 | 0.6005 | 0.3648 |
| 07国债09 | 010709 | 2.61 | 1 | 0.1041 | 99.98 | 329 | 2.3526 | 102.3326 | 年付 | 0.026 | 0.1008 | 0.0104 |
| 06国债(5) | 010605 | 2.4 | 5 | 3.0247 | 98.99 | 358 | 2.354 | 101.344 | 年付 | 0.0275 | 2.8051 | 5.5745 |
| 06国债(3) | 010603 | 2.8 | 10 | 7.8932 | 90.1 | 42 | 0.1611 | 90.2611 | 半年付 | 0.0428 | 6.9075 | 27.4239 |
| 06国债(1) | 010601 | 2.51 | 7 | 4.8137 | 92.7 | 71 | 0.4882 | 93.1882 | 年付 | 0.0422 | 4.3714 | 12.0363 |
| 05国债(13) | 010513 | 3.01 | 7 | 4.5562 | 95.09 | 165 | 1.3607 | 96.4507 | 年付 | 0.0421 | 4.084 | 10.8221 |
| 05国债(12) | 010512 | 3.65 | 15 | 12.5342 | 93.7 | 175 | 1.7548 | 95.4548 | 半年付 | 0.0431 | 9.6722 | 58.0876 |
| 05国债(11) | 010511 | 2.14 | 5 | 2.4548 | 95.78 | 201 | 1.1785 | 96.9585 | 年付 | 0.0397 | 2.2953 | 3.8323 |
| 05国债(9) | 010509 | 2.83 | 7 | 4.3041 | 94.51 | 257 | 1.9926 | 96.5026 | 年付 | 0.0425 | 3.8558 | 9.839 |
| 05国债(8) | 010508 | 1.93 | 3 | 0.274 | 100 | 267 | 1.4118 | 101.4118 | 年付 | 0.0186 | 0.2691 | 0.0734 |
| 05国债(5) | 010505 | 3.37 | 7 | 4.0493 | 98.8 | 349 | 3.2223 | 102.0223 | 年付 | 0.0369 | 3.5954 | 8.8789 |
| 05国债(4) | 010504 | 4.11 | 20 | 17.0301 | 99.8 | 175 | 1.976 | 101.776 | 半年付 | 0.0413 | 11.9146 | 92.6788 |
| 05国债(3) | 010503 | 3.3 | 5 | 1.9671 | 99.44 | 12 | 0.1085 | 99.5485 | 年付 | 0.036 | 1.8679 | 2.6633 |
| 05国债(1) | 010501 | 4.44 | 10 | 6.8137 | 102.49 | 70 | 0.8538 | 103.3438 | 半年付 | 0.0402 | 5.7978 | 19.9834 |
| 04国债(10) | 010410 | 4.86 | 7 | 3.5534 | 103.8 | 165 | 2.197 | 105.997 | 年付 | 0.0369 | 3.1689 | 6.9484 |
| 04国债(8) | 010408 | 4.3 | 5 | 1.4548 | 101.32 | 201 | 2.3679 | 103.6879 | 年付 | 0.0333 | 1.3644 | 1.6468 |
| 04国债(7) | 010407 | 4.71 | 7 | 3.3014 | 103.26 | 257 | 3.3164 | 106.5764 | 年付 | 0.0363 | 2.9348 | 6.1638 |
| 04国债(4) | 010404 | 4.89 | 7 | 3.0493 | 103.55 | 349 | 4.6756 | 108.2256 | 年付 | 0.0363 | 2.6844 | 5.3874 |
| 04国债(3) | 010403 | 4.4164 | 5 | 0.9534 | 101.27 | 18 | 0.2178 | 101.4878 | 年付 | 0.0303 | 0.924 | 0.8556 |
| 03国债(11) | 010311 | 3.5 | 7 | 2.537 | 99.45 | 171 | 1.6397 | 101.0897 | 年付 | 0.0372 | 2.3448 | 4.018 |
| 03国债(8) | 010308 | 3.02 | 10 | 5.3671 | 95 | 234 | 1.9361 | 96.9361 | 年付 | 0.0407 | 4.7306 | 14.4134 |
| 03国债(7) | 010307 | 2.66 | 7 | 2.2877 | 97.43 | 262 | 1.9094 | 99.3394 | 年付 | 0.0385 | 2.1238 | 3.4012 |
| 03国债(3) | 010303 | 3.4 | 20 | 14.9534 | 90.21 | 21 | 0.1951 | 90.4051 | 半年付 | 0.0429 | 11.3717 | 78.7642 |
| 03国债(1) | 010301 | 2.66 | 7 | 1.789 | 98.3 | 79 | 0.5757 | 98.8757 | 年付 | 0.0365 | 1.696 | 2.2813 |
| 02国债(15) | 010215 | 2.93 | 7 | 1.5836 | 99.08 | 154 | 1.2362 | 100.3162 | 年付 | 0.0353 | 1.4977 | 1.881 |
| 02国债(13) | 010213 | 2.6 | 15 | 9.3781 | 87.23 | 49 | 0.3462 | 87.5762 | 半年付 | 0.0427 | 8.0811 | 37.5787 |
| 02国债(10) | 010210 | 2.39 | 7 | 1.2767 | 98.53 | 266 | 1.7418 | 100.2718 | 年付 | 0.0358 | 1.2064 | 1.344 |
| 02国债(3) | 010203 | 2.54 | 10 | 3.9507 | 94.69 | 20 | 0.1392 | 94.8292 | 年付 | 0.0402 | 3.6476 | 8.5722 |
| 21国债(15) | 010115 | 3 | 7 | 0.6164 | 99.98 | 142 | 1.1671 | 101.1471 | 年付 | 0.0297 | 0.601 | 0.3654 |
| 21国债(12) | 010112 | 3.05 | 10 | 3.4822 | 97.18 | 191 | 1.596 | 98.776 | 年付 | 0.0393 | 3.176 | 6.8608 |
| 21国债(10) | 010110 | 2.95 | 10 | 3.3863 | 96.91 | 226 | 1.8266 | 98.7366 | 年付 | 0.0394 | 3.0886 | 6.5504 |
| 21国债(7) | 010107 | 4.26 | 20 | 13.2411 | 100.53 | 98 | 1.1469 | 101.6769 | 半年付 | 0.0421 | 9.9351 | 61.5639 |
| 20国债(4) | 010004 | 3.41 | 10 | 2.0438 | 102.44 | 351 | 3.2792 | 105.7192 | 年付 | 0.0321 | 1.8916 | 2.8856 |
| 99国债(8) | 009908 | 3.3 | 10 | 1.3808 | 99.7 | 228 | 2.0614 | 101.7614 | 年付 | 0.0351 | 1.2993 | 1.5168 |
