| 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 | 1.3753 | 99.28 | 230 | 2.0795 | 101.3595 | 年付 | 0.0383 | 1.29 | 1.4982 |
| 国债917 | 101917 | 4.26 | 20 | 13.2356 | 99.8 | 284 | 3.3146 | 103.1146 | 年付 | 0.0428 | 9.913 | 61.3777 |
| 国债912 | 101912 | 3.05 | 10 | 3.4767 | 96.09 | 193 | 1.6127 | 97.7027 | 年付 | 0.0428 | 3.1588 | 6.7943 |
| 国债904 | 101904 | 2.87 | 10 | 2.0384 | 101.1 | 353 | 2.7756 | 103.8756 | 年付 | 0.0231 | 1.8729 | 2.8352 |
| 国债0720 | 100720 | 3.66 | 1 | 0.5945 | 100.4 | 143 | 3.66 | 104.06 | 固定单利 | -0.0065 | 0.5828 | 0.3447 |
| 国债0716 | 100716 | 2.95 | 1 | 0.3479 | 100.07 | 233 | 2.95 | 103.02 | 固定单利 | -0.002 | 0.3411 | 0.1186 |
| 国债0505 | 100505 | 3.37 | 7 | 4.0438 | 97.9 | 351 | 3.2407 | 101.1407 | 年付 | 0.0394 | 3.5796 | 8.8131 |
| 国债0503 | 100503 | 3.3 | 5 | 1.9616 | 98.8 | 14 | 0.1266 | 98.9266 | 年付 | 0.0395 | 1.8562 | 2.6335 |
| 国债0501 | 100501 | 4.44 | 10 | 6.8082 | 101.9 | 72 | 0.8782 | 102.7782 | 半年付 | 0.0412 | 5.7865 | 19.9233 |
| 国债0410 | 100410 | 4.86 | 7 | 3.5479 | 103.38 | 167 | 2.2236 | 105.6036 | 年付 | 0.0381 | 3.1592 | 6.9129 |
| 国债0408 | 100408 | 4.3 | 5 | 1.4493 | 101.95 | 203 | 2.3915 | 104.3415 | 年付 | 0.0289 | 1.3652 | 1.6514 |
| 国债0407 | 100407 | 4.71 | 7 | 3.2932 | 102.8 | 259 | 3.3422 | 106.1422 | 年付 | 0.0378 | 2.9246 | 6.1284 |
| 国债0404 | 100404 | 4.89 | 7 | 3.0438 | 103.2 | 351 | 4.7024 | 107.9024 | 年付 | 0.0375 | 2.6755 | 5.3584 |
| 国债0403 | 100403 | 4.4164 | 5 | 0.9479 | 101.5 | 20 | 0.242 | 101.742 | 年付 | 0.0277 | 0.921 | 0.8502 |
| 国债0311 | 100311 | 3.5 | 7 | 2.5315 | 99 | 173 | 1.6589 | 100.6589 | 年付 | 0.0391 | 2.3349 | 3.9886 |
| 国债0308 | 100308 | 3.02 | 10 | 5.3616 | 93.51 | 236 | 1.9527 | 95.4627 | 年付 | 0.044 | 4.7061 | 14.2858 |
| 国债0307 | 100307 | 2.66 | 7 | 2.2822 | 97.1 | 264 | 1.9239 | 99.0239 | 年付 | 0.0401 | 2.1151 | 3.3772 |
| 国债0303 | 100303 | 3.4 | 20 | 14.9479 | 89.66 | 23 | 0.2137 | 89.8737 | 半年付 | 0.0435 | 11.3513 | 78.5685 |
| 国债0301 | 100301 | 2.66 | 7 | 1.7836 | 97.52 | 81 | 0.5903 | 98.1103 | 年付 | 0.0412 | 1.6829 | 2.2495 |
| 国债0215 | 100215 | 2.93 | 7 | 1.5781 | 98.02 | 156 | 1.2523 | 99.2723 | 年付 | 0.0424 | 1.482 | 1.8451 |
| 国债0213 | 100213 | 2.6 | 15 | 9.3726 | 86.9 | 51 | 0.3603 | 87.2603 | 半年付 | 0.0432 | 8.0712 | 37.5076 |
| 国债0210 | 100210 | 2.39 | 7 | 1.2877 | 98.99 | 268 | 1.7548 | 100.7448 | 年付 | 0.032 | 1.2055 | 1.3448 |
| 国债0203 | 100203 | 2.54 | 10 | 3.9452 | 94 | 22 | 0.1531 | 94.1531 | 年付 | 0.0422 | 3.6347 | 8.5167 |
| 国债0115 | 100115 | 3 | 7 | 0.611 | 99.67 | 144 | 1.1836 | 100.8536 | 年付 | 0.0348 | 0.5939 | 0.3569 |
| 07国债09 | 10709 | 2.61 | 1 | 0.0986 | 99.97 | 331 | 2.3669 | 102.3369 | 年付 | 0.0271 | 0.0954 | 0.0093 |
| 06国债(5) | 10605 | 2.4 | 5 | 3.0192 | 97.1 | 360 | 2.3671 | 99.4671 | 年付 | 0.0343 | 2.7796 | 5.4831 |
| 06国债(3) | 10603 | 2.8 | 10 | 7.8877 | 90 | 44 | 0.1688 | 90.1688 | 半年付 | 0.043 | 6.901 | 27.3829 |
| 06国债(1) | 10601 | 2.51 | 7 | 4.8082 | 92.7 | 73 | 0.502 | 93.202 | 年付 | 0.0422 | 4.3661 | 12.012 |
| 05国债(13) | 10513 | 3.01 | 7 | 4.5507 | 95.1 | 167 | 1.3772 | 96.4772 | 年付 | 0.0421 | 4.0789 | 10.7999 |
| 05国债(12) | 10512 | 3.65 | 15 | 12.5288 | 93.48 | 177 | 1.7749 | 95.2549 | 半年付 | 0.0433 | 9.6618 | 58.0053 |
| 05国债(11) | 10511 | 2.14 | 5 | 2.4493 | 95.79 | 203 | 1.1902 | 96.9802 | 年付 | 0.0397 | 2.2901 | 3.818 |
| 05国债(9) | 10509 | 2.83 | 7 | 4.2986 | 94.51 | 259 | 2.0081 | 96.5181 | 年付 | 0.0425 | 3.8505 | 9.817 |
| 05国债(8) | 10508 | 1.93 | 3 | 0.2685 | 100.08 | 269 | 1.4224 | 101.5024 | 年付 | 0.0157 | 0.2639 | 0.0706 |
| 05国债(5) | 10505 | 3.37 | 7 | 4.0438 | 97.93 | 351 | 3.2407 | 101.1707 | 年付 | 0.0393 | 3.5799 | 8.8146 |
| 05国债(4) | 10504 | 4.11 | 20 | 17.0247 | 99.8 | 177 | 1.9985 | 101.7985 | 半年付 | 0.0413 | 11.9092 | 92.6325 |
| 05国债(3) | 10503 | 3.3 | 5 | 1.9616 | 99.35 | 14 | 0.1266 | 99.4766 | 年付 | 0.0365 | 1.8617 | 2.6488 |
| 05国债(1) | 10501 | 4.44 | 10 | 6.8082 | 102.48 | 72 | 0.8782 | 103.3582 | 半年付 | 0.0402 | 5.7923 | 19.9549 |
| 04国债(10) | 10410 | 4.86 | 7 | 3.5479 | 103.81 | 167 | 2.2236 | 106.0336 | 年付 | 0.0368 | 3.1637 | 6.9312 |
| 04国债(8) | 10408 | 4.3 | 5 | 1.4493 | 101.5 | 203 | 2.3915 | 103.8915 | 年付 | 0.032 | 1.3609 | 1.6413 |
| 04国债(7) | 10407 | 4.71 | 7 | 3.2959 | 103.46 | 259 | 3.3422 | 106.8022 | 年付 | 0.0357 | 2.9317 | 6.1549 |
| 04国债(4) | 10404 | 4.89 | 7 | 3.0438 | 103.7 | 351 | 4.7024 | 108.4024 | 年付 | 0.0358 | 2.6808 | 5.3771 |
| 04国债(3) | 10403 | 4.4164 | 5 | 0.9479 | 101.23 | 20 | 0.242 | 101.472 | 年付 | 0.0306 | 0.9185 | 0.8457 |
| 03国债(11) | 10311 | 3.5 | 7 | 2.5315 | 99.36 | 173 | 1.6589 | 101.0189 | 年付 | 0.0376 | 2.3386 | 4.0006 |
| 03国债(8) | 10308 | 3.02 | 10 | 5.3616 | 95.01 | 236 | 1.9527 | 96.9627 | 年付 | 0.0407 | 4.7254 | 14.3883 |
| 03国债(7) | 10307 | 2.66 | 7 | 2.2822 | 97.16 | 264 | 1.9239 | 99.0839 | 年付 | 0.0398 | 2.1158 | 3.3791 |
| 03国债(3) | 10303 | 3.4 | 20 | 14.9479 | 89.87 | 23 | 0.2137 | 90.0837 | 半年付 | 0.0433 | 11.357 | 78.6255 |
| 03国债(1) | 10301 | 2.66 | 7 | 1.7836 | 98.29 | 81 | 0.5903 | 98.8803 | 年付 | 0.0366 | 1.6906 | 2.2698 |
| 02国债(15) | 10215 | 2.93 | 7 | 1.5781 | 99.03 | 156 | 1.2523 | 100.2823 | 年付 | 0.0356 | 1.4919 | 1.8694 |
| 02国债(13) | 10213 | 2.6 | 15 | 9.3726 | 87.08 | 51 | 0.3603 | 87.4403 | 半年付 | 0.0429 | 8.0736 | 37.5251 |
| 02国债(10) | 10210 | 2.39 | 7 | 1.2712 | 98.6 | 268 | 1.7548 | 100.3548 | 年付 | 0.0353 | 1.2017 | 1.3365 |
| 02国债(3) | 10203 | 2.54 | 10 | 3.9452 | 94.55 | 22 | 0.1531 | 94.7031 | 年付 | 0.0406 | 3.6407 | 8.5443 |
| 21国债(15) | 10115 | 3 | 7 | 0.611 | 99.98 | 144 | 1.1836 | 101.1636 | 年付 | 0.0297 | 0.5957 | 0.3591 |
| 21国债(12) | 10112 | 3.05 | 10 | 3.4767 | 97.15 | 193 | 1.6127 | 98.7627 | 年付 | 0.0394 | 3.1704 | 6.8409 |
| 21国债(10) | 10110 | 2.95 | 10 | 3.3808 | 96.92 | 228 | 1.8427 | 98.7627 | 年付 | 0.0393 | 3.0834 | 6.5326 |
| 21国债(7) | 10107 | 4.26 | 20 | 13.2356 | 100.25 | 100 | 1.1703 | 101.4203 | 半年付 | 0.0423 | 9.9233 | 61.4672 |
| 20国债(4) | 10004 | 3.41 | 10 | 2.0384 | 102.4 | 353 | 3.2979 | 105.6979 | 年付 | 0.0323 | 1.8859 | 2.8721 |
| 99国债(8) | 9908 | 3.3 | 10 | 1.3753 | 99.71 | 230 | 2.0795 | 101.7895 | 年付 | 0.035 | 1.2941 | 1.5077 |
