| 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 | 1.3589 | 99.68 | 236 | 2.1337 | 101.8137 | 年付 | 0.0353 | 1.278 | 1.4792 |
| 国债917 | 101917 | 4.26 | 20 | 13.2192 | 100.7 | 290 | 3.3847 | 104.0847 | 年付 | 0.0419 | 9.9175 | 61.4325 |
| 国债912 | 101912 | 3.05 | 10 | 3.4603 | 96.25 | 199 | 1.6629 | 97.9129 | 年付 | 0.0423 | 3.1446 | 6.746 |
| 国债904 | 101904 | 2.87 | 10 | 2.0219 | 102 | 359 | 2.8228 | 104.8228 | 年付 | 0.0185 | 1.8661 | 2.8238 |
| 国债0720 | 100720 | 3.66 | 1 | 0.5781 | 100.4 | 149 | 3.66 | 104.06 | 固定单利 | -0.0066 | 0.567 | 0.3264 |
| 国债0716 | 100716 | 2.95 | 1 | 0.3315 | 100.07 | 239 | 2.95 | 103.02 | 固定单利 | -0.002 | 0.325 | 0.1077 |
| 国债0505 | 100505 | 3.37 | 7 | 4.0274 | 97.9 | 357 | 3.2961 | 101.1961 | 年付 | 0.0394 | 3.5637 | 8.7514 |
| 国债0503 | 100503 | 3.3 | 5 | 1.9452 | 98.8 | 20 | 0.1808 | 98.9808 | 年付 | 0.0395 | 1.8403 | 2.5978 |
| 国债0501 | 100501 | 4.44 | 10 | 6.7918 | 101.9 | 78 | 0.9514 | 102.8514 | 半年付 | 0.0412 | 5.7704 | 19.8395 |
| 国债0410 | 100410 | 4.86 | 7 | 3.5315 | 103.38 | 173 | 2.3035 | 105.6835 | 年付 | 0.0381 | 3.1435 | 6.8601 |
| 国债0408 | 100408 | 4.3 | 5 | 1.4329 | 101.9 | 209 | 2.4622 | 104.3622 | 年付 | 0.029 | 1.349 | 1.6219 |
| 国债0407 | 100407 | 4.71 | 7 | 3.2767 | 100 | 265 | 3.4196 | 103.4196 | 年付 | 0.047 | 2.8787 | 5.9654 |
| 国债0404 | 100404 | 4.89 | 7 | 3.0274 | 103.53 | 357 | 4.7828 | 108.3128 | 年付 | 0.0363 | 2.6634 | 5.3232 |
| 国债0403 | 100403 | 4.4164 | 5 | 0.9315 | 101.8 | 26 | 0.3146 | 102.1146 | 年付 | 0.0242 | 0.9083 | 0.8275 |
| 国债0311 | 100311 | 3.5 | 7 | 2.5151 | 100.02 | 179 | 1.7164 | 101.7364 | 年付 | 0.0348 | 2.3295 | 3.9793 |
| 国债0308 | 100308 | 3.02 | 10 | 5.3452 | 94 | 242 | 2.0023 | 96.0023 | 年付 | 0.043 | 4.6965 | 14.2424 |
| 国债0307 | 100307 | 2.66 | 7 | 2.2658 | 97.1 | 270 | 1.9677 | 99.0677 | 年付 | 0.0402 | 2.0992 | 3.3364 |
| 国债0303 | 100303 | 3.4 | 20 | 14.9315 | 89.72 | 29 | 0.2694 | 89.9894 | 半年付 | 0.0434 | 11.3367 | 78.4449 |
| 国债0301 | 100301 | 2.66 | 7 | 1.7671 | 97.7 | 87 | 0.634 | 98.334 | 年付 | 0.0403 | 1.6688 | 2.2205 |
| 国债0215 | 100215 | 2.93 | 7 | 1.5616 | 98.55 | 162 | 1.3004 | 99.8504 | 年付 | 0.0389 | 1.4713 | 1.8271 |
| 国债0213 | 100213 | 2.6 | 15 | 9.3562 | 86.82 | 57 | 0.4027 | 87.2227 | 半年付 | 0.0433 | 8.0539 | 37.383 |
| 国债0210 | 100210 | 2.39 | 7 | 1.2712 | 98.8 | 274 | 1.7941 | 100.5941 | 年付 | 0.0337 | 1.1877 | 1.3138 |
| 国债0203 | 100203 | 2.54 | 10 | 3.9288 | 93.7 | 28 | 0.1948 | 93.8948 | 年付 | 0.0432 | 3.6153 | 8.4394 |
| 国债0115 | 100115 | 3 | 7 | 0.5945 | 100 | 150 | 1.2329 | 101.2329 | 年付 | 0.0294 | 0.58 | 0.3406 |
| 07国债09 | 010709 | 2.61 | 1 | 0.0822 | 99.97 | 337 | 2.4098 | 102.3798 | 年付 | 0.0274 | 0.0791 | 0.0064 |
| 06国债(5) | 010605 | 2.4 | 5 | 3.0027 | 97.49 | 366 | 2.4066 | 99.8966 | 年付 | 0.0329 | 2.8359 | 5.447 |
| 06国债(4) | 010604 | 2.12 | 3 | 0.9233 | 99.01 | 29 | 0.1684 | 99.1784 | 年付 | 0.0321 | 0.894 | 0.8007 |
| 06国债(3) | 010603 | 2.8 | 10 | 7.8712 | 90.15 | 50 | 0.1918 | 90.3418 | 半年付 | 0.0428 | 6.8865 | 27.2917 |
| 06国债(1) | 010601 | 2.51 | 7 | 4.7918 | 93.98 | 79 | 0.5433 | 94.5233 | 年付 | 0.0391 | 4.3652 | 12.0175 |
| 05国债(13) | 010513 | 3.01 | 7 | 4.5342 | 95.49 | 173 | 1.4267 | 96.9167 | 年付 | 0.0412 | 4.0675 | 10.754 |
| 05国债(12) | 010512 | 3.65 | 15 | 12.5123 | 93.2 | 183 | 1.835 | 95.035 | 半年付 | 0.0436 | 9.8281 | 57.8274 |
| 05国债(11) | 010511 | 2.14 | 5 | 2.4329 | 95.77 | 209 | 1.2254 | 96.9954 | 年付 | 0.0399 | 2.2738 | 3.7737 |
| 05国债(9) | 010509 | 2.83 | 7 | 4.2822 | 95.7 | 265 | 2.0547 | 97.7547 | 年付 | 0.0394 | 3.8485 | 9.8154 |
| 05国债(8) | 010508 | 1.93 | 3 | 0.2521 | 100.9 | 275 | 1.4541 | 102.3541 | 年付 | -0.0164 | 0.2497 | 0.0632 |
| 05国债(5) | 010505 | 3.37 | 7 | 4.0274 | 97.03 | 357 | 3.2961 | 100.3261 | 年付 | 0.0418 | 3.5534 | 8.7077 |
| 05国债(4) | 010504 | 4.11 | 20 | 17.0082 | 99.51 | 183 | 2.0663 | 101.5763 | 半年付 | 0.0415 | 12.1289 | 92.3952 |
| 05国债(3) | 010503 | 3.3 | 5 | 1.9452 | 99.06 | 20 | 0.1808 | 99.2408 | 年付 | 0.0381 | 1.8429 | 2.605 |
| 05国债(1) | 010501 | 4.44 | 10 | 6.7918 | 102.28 | 78 | 0.9514 | 103.2314 | 半年付 | 0.0405 | 5.7742 | 19.8602 |
| 04国债(10) | 010410 | 4.86 | 7 | 3.5315 | 103.84 | 173 | 2.3035 | 106.1435 | 年付 | 0.0367 | 3.1484 | 6.8796 |
| 04国债(8) | 010408 | 4.3 | 5 | 1.4329 | 101.3 | 209 | 2.4622 | 103.7622 | 年付 | 0.0333 | 1.3432 | 1.6084 |
| 04国债(7) | 010407 | 4.71 | 7 | 3.2795 | 103.4 | 265 | 3.4196 | 106.8196 | 年付 | 0.0358 | 2.9154 | 6.1019 |
| 04国债(4) | 010404 | 4.89 | 7 | 3.0274 | 103.63 | 357 | 4.7828 | 108.4128 | 年付 | 0.036 | 2.6644 | 5.327 |
| 04国债(3) | 010403 | 4.4164 | 5 | 0.9315 | 101.19 | 26 | 0.3146 | 101.5046 | 年付 | 0.0308 | 0.9028 | 0.8177 |
| 03国债(11) | 010311 | 3.5 | 7 | 2.5151 | 99.34 | 179 | 1.7164 | 101.0564 | 年付 | 0.0377 | 2.3226 | 3.9568 |
| 03国债(8) | 010308 | 3.02 | 10 | 5.3452 | 94.96 | 242 | 2.0023 | 96.9623 | 年付 | 0.0408 | 4.7089 | 14.3077 |
| 03国债(7) | 010307 | 2.66 | 7 | 2.2658 | 97.36 | 270 | 1.9677 | 99.3277 | 年付 | 0.0389 | 2.1018 | 3.3445 |
| 03国债(3) | 010303 | 3.4 | 20 | 14.9315 | 89.8 | 29 | 0.2694 | 90.0694 | 半年付 | 0.0434 | 11.3388 | 78.4666 |
| 03国债(1) | 010301 | 2.66 | 7 | 1.7671 | 98.03 | 87 | 0.634 | 98.664 | 年付 | 0.0383 | 1.672 | 2.2291 |
| 02国债(15) | 010215 | 2.93 | 7 | 1.5616 | 99.12 | 162 | 1.3004 | 100.4204 | 年付 | 0.0351 | 1.4769 | 1.8407 |
| 02国债(13) | 010213 | 2.6 | 15 | 9.3562 | 86.86 | 57 | 0.4027 | 87.2627 | 半年付 | 0.0432 | 8.0544 | 37.3869 |
| 02国债(10) | 010210 | 2.39 | 7 | 1.2548 | 98.64 | 274 | 1.7941 | 100.4341 | 年付 | 0.0351 | 1.1861 | 1.3104 |
| 02国债(3) | 010203 | 2.54 | 10 | 3.9288 | 94.65 | 28 | 0.1948 | 94.8448 | 年付 | 0.0404 | 3.6258 | 8.4869 |
| 21国债(15) | 010115 | 3 | 7 | 0.5945 | 99.96 | 150 | 1.2329 | 101.1929 | 年付 | 0.03 | 0.5798 | 0.3403 |
| 21国债(12) | 010112 | 3.05 | 10 | 3.4603 | 97.11 | 199 | 1.6629 | 98.7729 | 年付 | 0.0395 | 3.154 | 6.7836 |
| 21国债(10) | 010110 | 2.95 | 10 | 3.3644 | 96.93 | 234 | 1.8912 | 98.8212 | 年付 | 0.0394 | 3.0676 | 6.4784 |
| 21国债(7) | 010107 | 4.26 | 20 | 13.2192 | 100.25 | 106 | 1.2405 | 101.4905 | 半年付 | 0.0423 | 9.9072 | 61.3438 |
| 20国债(4) | 010004 | 3.41 | 10 | 2.0219 | 102.48 | 359 | 3.3539 | 105.8339 | 年付 | 0.0319 | 1.8709 | 2.8373 |
| 99国债(8) | 009908 | 3.3 | 10 | 1.3589 | 99.72 | 236 | 2.1337 | 101.8537 | 年付 | 0.035 | 1.2784 | 1.48 |
