| 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 | 1.3671 | 99.28 | 233 | 2.1066 | 101.3866 | 年付 | 0.0383 | 0 | 0 |
| 国债917 | 101917 | 4.26 | 20 | 13.2274 | 99.8 | 287 | 3.3496 | 103.1496 | 年付 | 0.0428 | 0 | 0 |
| 国债912 | 101912 | 3.05 | 10 | 3.4685 | 96.3 | 196 | 1.6378 | 97.9378 | 年付 | 0.0421 | 0 | 0 |
| 国债904 | 101904 | 2.87 | 10 | 2.0301 | 102 | 356 | 2.7992 | 104.7992 | 年付 | 0.0185 | 0 | 0 |
| 国债0720 | 100720 | 3.66 | 1 | 0.5863 | 100.4 | 146 | 3.66 | 104.06 | 固定单利 | -0.0066 | 0 | 0 |
| 国债0716 | 100716 | 2.95 | 1 | 0.3397 | 100.07 | 236 | 2.95 | 103.02 | 固定单利 | -0.002 | 0 | 0 |
| 国债0505 | 100505 | 3.37 | 7 | 4.0356 | 97.9 | 354 | 3.2684 | 101.1684 | 年付 | 0.0394 | 0 | 0 |
| 国债0503 | 100503 | 3.3 | 5 | 1.9534 | 98.8 | 17 | 0.1537 | 98.9537 | 年付 | 0.0395 | 0 | 0 |
| 国债0501 | 100501 | 4.44 | 10 | 6.8 | 101.9 | 75 | 0.9148 | 102.8148 | 半年付 | 0.0412 | 0 | 0 |
| 国债0410 | 100410 | 4.86 | 7 | 3.5397 | 103.38 | 170 | 2.2636 | 105.6436 | 年付 | 0.0381 | 0 | 0 |
| 国债0408 | 100408 | 4.3 | 5 | 1.4411 | 101.94 | 206 | 2.4268 | 104.3668 | 年付 | 0.0288 | 0 | 0 |
| 国债0407 | 100407 | 4.71 | 7 | 3.2849 | 102.8 | 262 | 3.3809 | 106.1809 | 年付 | 0.0378 | 0 | 0 |
| 国债0404 | 100404 | 4.89 | 7 | 3.0356 | 103.53 | 354 | 4.7426 | 108.2726 | 年付 | 0.0363 | 0 | 0 |
| 国债0403 | 100403 | 4.4164 | 5 | 0.9397 | 101.98 | 23 | 0.2783 | 102.2583 | 年付 | 0.0225 | 0 | 0 |
| 国债0311 | 100311 | 3.5 | 7 | 2.5233 | 100.1 | 176 | 1.6877 | 101.7877 | 年付 | 0.0345 | 0 | 0 |
| 国债0308 | 100308 | 3.02 | 10 | 5.3534 | 93.51 | 239 | 1.9775 | 95.4875 | 年付 | 0.044 | 0 | 0 |
| 国债0307 | 100307 | 2.66 | 7 | 2.274 | 97.1 | 267 | 1.9458 | 99.0458 | 年付 | 0.0401 | 0 | 0 |
| 国债0303 | 100303 | 3.4 | 20 | 14.9397 | 89.68 | 26 | 0.2415 | 89.9215 | 半年付 | 0.0435 | 0 | 0 |
| 国债0301 | 100301 | 2.66 | 7 | 1.7753 | 97.57 | 84 | 0.6122 | 98.1822 | 年付 | 0.041 | 0 | 0 |
| 国债0215 | 100215 | 2.93 | 7 | 1.5699 | 98.55 | 159 | 1.2764 | 99.8264 | 年付 | 0.0389 | 0 | 0 |
| 国债0213 | 100213 | 2.6 | 15 | 9.3644 | 87.06 | 54 | 0.3815 | 87.4415 | 半年付 | 0.0429 | 0 | 0 |
| 国债0210 | 100210 | 2.39 | 7 | 1.2795 | 99.18 | 271 | 1.7745 | 100.9545 | 年付 | 0.0305 | 0 | 0 |
| 国债0203 | 100203 | 2.54 | 10 | 3.937 | 94 | 25 | 0.174 | 94.174 | 年付 | 0.0423 | 0 | 0 |
| 国债0115 | 100115 | 3 | 7 | 0.6027 | 100.03 | 147 | 1.2082 | 101.2382 | 年付 | 0.0289 | 0 | 0 |
| 07国债09 | 10709 | 2.61 | 1 | 0.0904 | 99.95 | 334 | 2.3883 | 102.3383 | 年付 | 0.0294 | 0 | 0 |
| 06国债(5) | 10605 | 2.4 | 5 | 3.011 | 96.88 | 363 | 2.3868 | 99.2668 | 年付 | 0.0351 | 0 | 0 |
| 06国债(4) | 10604 | 2.12 | 3 | 0.9315 | 99.05 | 26 | 0.151 | 99.201 | 年付 | 0.0316 | 0 | 0 |
| 06国债(3) | 10603 | 2.8 | 10 | 7.8795 | 90 | 47 | 0.1803 | 90.1803 | 半年付 | 0.043 | 0 | 0 |
| 06国债(1) | 10601 | 2.51 | 7 | 4.8 | 92.95 | 76 | 0.5226 | 93.4726 | 年付 | 0.0416 | 0 | 0 |
| 05国债(13) | 10513 | 3.01 | 7 | 4.5425 | 95 | 170 | 1.4019 | 96.4019 | 年付 | 0.0424 | 0 | 0 |
| 05国债(12) | 10512 | 3.65 | 15 | 12.5205 | 93.44 | 180 | 1.8049 | 95.2449 | 半年付 | 0.0434 | 0 | 0 |
| 05国债(11) | 10511 | 2.14 | 5 | 2.4411 | 95.79 | 206 | 1.2078 | 96.9978 | 年付 | 0.0398 | 0 | 0 |
| 05国债(9) | 10509 | 2.83 | 7 | 4.2904 | 95.51 | 262 | 2.0314 | 97.5414 | 年付 | 0.0399 | 0 | 0 |
| 05国债(8) | 10508 | 1.93 | 3 | 0.2603 | 100 | 272 | 1.4382 | 101.4382 | 年付 | 0.0186 | 0 | 0 |
| 05国债(5) | 10505 | 3.37 | 7 | 4.0356 | 97.5 | 354 | 3.2684 | 100.7684 | 年付 | 0.0405 | 0 | 0 |
| 05国债(4) | 10504 | 4.11 | 20 | 17.0164 | 99.9 | 180 | 2.0324 | 101.9324 | 半年付 | 0.0412 | 0 | 0 |
| 05国债(3) | 10503 | 3.3 | 5 | 1.9534 | 99.23 | 17 | 0.1537 | 99.3837 | 年付 | 0.0371 | 0 | 0 |
| 05国债(1) | 10501 | 4.44 | 10 | 6.8 | 102.37 | 75 | 0.9148 | 103.2848 | 半年付 | 0.0404 | 0 | 0 |
| 04国债(10) | 10410 | 4.86 | 7 | 3.5397 | 103.83 | 170 | 2.2636 | 106.0936 | 年付 | 0.0367 | 0 | 0 |
| 04国债(8) | 10408 | 4.3 | 5 | 1.4411 | 101.3 | 206 | 2.4268 | 103.7268 | 年付 | 0.0334 | 0 | 0 |
| 04国债(7) | 10407 | 4.71 | 7 | 3.2877 | 103.44 | 262 | 3.3809 | 106.8209 | 年付 | 0.0357 | 0 | 0 |
| 04国债(4) | 10404 | 4.89 | 7 | 3.0356 | 103.65 | 354 | 4.7426 | 108.3926 | 年付 | 0.0359 | 0 | 0 |
| 04国债(3) | 10403 | 4.4164 | 5 | 0.9397 | 101.23 | 23 | 0.2783 | 101.5083 | 年付 | 0.0305 | 0 | 0 |
| 03国债(11) | 10311 | 3.5 | 7 | 2.5233 | 99.19 | 176 | 1.6877 | 100.8777 | 年付 | 0.0383 | 0 | 0 |
| 03国债(8) | 10308 | 3.02 | 10 | 5.3534 | 94.84 | 239 | 1.9775 | 96.8175 | 年付 | 0.0411 | 0 | 0 |
| 03国债(7) | 10307 | 2.66 | 7 | 2.274 | 97.36 | 267 | 1.9458 | 99.3058 | 年付 | 0.0389 | 0 | 0 |
| 03国债(3) | 10303 | 3.4 | 20 | 14.9397 | 89.8 | 26 | 0.2415 | 90.0415 | 半年付 | 0.0433 | 0 | 0 |
| 03国债(1) | 10301 | 2.66 | 7 | 1.7753 | 98.22 | 84 | 0.6122 | 98.8322 | 年付 | 0.0371 | 0 | 0 |
| 02国债(15) | 10215 | 2.93 | 7 | 1.5699 | 99.12 | 159 | 1.2764 | 100.3964 | 年付 | 0.035 | 0 | 0 |
| 02国债(13) | 10213 | 2.6 | 15 | 9.3644 | 87 | 54 | 0.3815 | 87.3815 | 半年付 | 0.043 | 0 | 0 |
| 02国债(10) | 10210 | 2.39 | 7 | 1.263 | 98.79 | 271 | 1.7745 | 100.5645 | 年付 | 0.0338 | 0 | 0 |
| 02国债(3) | 10203 | 2.54 | 10 | 3.937 | 94.7 | 25 | 0.174 | 94.874 | 年付 | 0.0402 | 0 | 0 |
| 21国债(15) | 10115 | 3 | 7 | 0.6027 | 100 | 147 | 1.2082 | 101.2082 | 年付 | 0.0294 | 0 | 0 |
| 21国债(12) | 10112 | 3.05 | 10 | 3.4685 | 97.13 | 196 | 1.6378 | 98.7678 | 年付 | 0.0394 | 0 | 0 |
| 21国债(10) | 10110 | 2.95 | 10 | 3.3726 | 96.92 | 231 | 1.867 | 98.787 | 年付 | 0.0394 | 0 | 0 |
| 21国债(7) | 10107 | 4.26 | 20 | 13.2274 | 100.17 | 103 | 1.2054 | 101.3754 | 半年付 | 0.0424 | 0 | 0 |
| 20国债(4) | 10004 | 3.41 | 10 | 2.0301 | 102.48 | 356 | 3.3259 | 105.8059 | 年付 | 0.0319 | 0 | 0 |
| 99国债(8) | 9908 | 3.3 | 10 | 1.3671 | 99.73 | 233 | 2.1066 | 101.8366 | 年付 | 0.0349 | 0 | 0 |
