| 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 | 1.3562 | 99.68 | 237 | 2.1427 | 101.8227 | 年付 | 0.0353 | 1.2753 | 1.4745 |
| 国债917 | 101917 | 4.26 | 20 | 13.2164 | 100.7 | 291 | 3.3963 | 104.0963 | 年付 | 0.0419 | 9.9148 | 61.4119 |
| 国债912 | 101912 | 3.05 | 10 | 3.4575 | 96.25 | 200 | 1.6712 | 97.9212 | 年付 | 0.0423 | 3.142 | 6.7368 |
| 国债904 | 101904 | 2.87 | 10 | 2.0192 | 102 | 360 | 2.8307 | 104.8307 | 年付 | 0.0185 | 1.8635 | 2.8176 |
| 国债0720 | 100720 | 3.66 | 1 | 0.5753 | 100.4 | 150 | 3.66 | 104.06 | 固定单利 | -0.0067 | 0.5644 | 0.3235 |
| 国债0716 | 100716 | 2.95 | 1 | 0.3288 | 100.07 | 240 | 2.95 | 103.02 | 固定单利 | -0.0021 | 0.3223 | 0.106 |
| 国债0505 | 100505 | 3.37 | 7 | 4.0247 | 97.9 | 358 | 3.3054 | 101.2054 | 年付 | 0.0394 | 3.561 | 8.7411 |
| 国债0503 | 100503 | 3.3 | 5 | 1.9425 | 98.8 | 21 | 0.1899 | 98.9899 | 年付 | 0.0395 | 1.8377 | 2.5918 |
| 国债0501 | 100501 | 4.44 | 10 | 6.789 | 101.98 | 79 | 0.9636 | 102.9436 | 半年付 | 0.041 | 5.7685 | 19.8299 |
| 国债0410 | 100410 | 4.86 | 7 | 3.5288 | 103.38 | 174 | 2.3168 | 105.6968 | 年付 | 0.0381 | 3.1409 | 6.8513 |
| 国债0408 | 100408 | 4.3 | 5 | 1.4301 | 101.9 | 210 | 2.474 | 104.374 | 年付 | 0.029 | 1.3464 | 1.6171 |
| 国债0407 | 100407 | 4.71 | 7 | 3.274 | 100 | 266 | 3.4325 | 103.4325 | 年付 | 0.047 | 2.8761 | 5.9571 |
| 国债0404 | 100404 | 4.89 | 7 | 3.0247 | 103.2 | 358 | 4.7962 | 107.9962 | 年付 | 0.0374 | 2.6572 | 5.303 |
| 国债0403 | 100403 | 4.4164 | 5 | 0.9288 | 101.8 | 27 | 0.3267 | 102.1267 | 年付 | 0.0241 | 0.9057 | 0.8229 |
| 国债0311 | 100311 | 3.5 | 7 | 2.5123 | 100.02 | 180 | 1.726 | 101.746 | 年付 | 0.0348 | 2.3268 | 3.9722 |
| 国债0308 | 100308 | 3.02 | 10 | 5.3425 | 94 | 243 | 2.0106 | 96.0106 | 年付 | 0.043 | 4.6938 | 14.2296 |
| 国债0307 | 100307 | 2.66 | 7 | 2.263 | 97.1 | 271 | 1.975 | 99.075 | 年付 | 0.0402 | 2.0965 | 3.3296 |
| 国债0303 | 100303 | 3.4 | 20 | 14.9288 | 89.79 | 30 | 0.2787 | 90.0687 | 半年付 | 0.0434 | 11.3359 | 78.4405 |
| 国债0301 | 100301 | 2.66 | 7 | 1.7644 | 97.7 | 88 | 0.6413 | 98.3413 | 年付 | 0.0403 | 1.6661 | 2.2149 |
| 国债0215 | 100215 | 2.93 | 7 | 1.5589 | 98.55 | 163 | 1.3085 | 99.8585 | 年付 | 0.0389 | 1.4686 | 1.8219 |
| 国债0213 | 100213 | 2.6 | 15 | 9.3534 | 86.65 | 58 | 0.4098 | 87.0598 | 半年付 | 0.0435 | 8.0489 | 37.3471 |
| 国债0210 | 100210 | 2.39 | 7 | 1.2685 | 98.8 | 275 | 1.8007 | 100.6007 | 年付 | 0.0338 | 1.185 | 1.3094 |
| 国债0203 | 100203 | 2.54 | 10 | 3.926 | 93.71 | 29 | 0.2018 | 93.9118 | 年付 | 0.0432 | 3.6128 | 8.4295 |
| 国债0115 | 100115 | 3 | 7 | 0.5918 | 100 | 151 | 1.2411 | 101.2411 | 年付 | 0.0294 | 0.5774 | 0.3375 |
| 07国债09 | 010709 | 2.61 | 1 | 0.0795 | 99.95 | 338 | 2.4169 | 102.3669 | 年付 | 0.0299 | 0.0763 | 0.006 |
| 06国债(5) | 010605 | 2.4 | 5 | 3 | 96.49 | 1 | 0.0066 | 96.4966 | 年付 | 0.0366 | 2.8229 | 5.3994 |
| 06国债(4) | 010604 | 2.12 | 3 | 0.9205 | 99.01 | 30 | 0.1742 | 99.1842 | 年付 | 0.0322 | 0.8914 | 0.796 |
| 06国债(3) | 010603 | 2.8 | 10 | 7.8685 | 90.15 | 51 | 0.1956 | 90.3456 | 半年付 | 0.0428 | 6.8838 | 27.2747 |
| 06国债(1) | 010601 | 2.51 | 7 | 4.789 | 93.98 | 80 | 0.5501 | 94.5301 | 年付 | 0.0391 | 4.3626 | 12.0053 |
| 05国债(13) | 010513 | 3.01 | 7 | 4.5315 | 95.9 | 174 | 1.4349 | 97.3349 | 年付 | 0.0401 | 4.0697 | 10.7659 |
| 05国债(12) | 010512 | 3.65 | 15 | 12.5096 | 93.18 | 2 | 0.0198 | 93.1998 | 半年付 | 0.0434 | 9.825 | 57.803 |
| 05国债(11) | 010511 | 2.14 | 5 | 2.4301 | 95.77 | 210 | 1.2312 | 97.0012 | 年付 | 0.04 | 2.2711 | 3.7665 |
| 05国债(9) | 010509 | 2.83 | 7 | 4.2795 | 95.7 | 266 | 2.0624 | 97.7624 | 年付 | 0.0394 | 3.8459 | 9.8044 |
| 05国债(8) | 010508 | 1.93 | 3 | 0.2493 | 99.9 | 276 | 1.4594 | 101.3594 | 年付 | 0.0226 | 0.2445 | 0.0607 |
| 05国债(5) | 010505 | 3.37 | 7 | 4.0247 | 97.5 | 358 | 3.3054 | 100.8054 | 年付 | 0.0405 | 3.5563 | 8.7211 |
| 05国债(4) | 010504 | 4.11 | 20 | 17.0055 | 99.18 | 2 | 0.0223 | 99.2023 | 半年付 | 0.0418 | 12.116 | 92.2595 |
| 05国债(3) | 010503 | 3.3 | 5 | 1.9425 | 99.04 | 21 | 0.1899 | 99.2299 | 年付 | 0.0382 | 1.8401 | 2.5985 |
| 05国债(1) | 010501 | 4.44 | 10 | 6.789 | 102.29 | 79 | 0.9636 | 103.2536 | 半年付 | 0.0405 | 5.7716 | 19.8467 |
| 04国债(10) | 010410 | 4.86 | 7 | 3.5288 | 103.83 | 174 | 2.3168 | 106.1468 | 年付 | 0.0367 | 3.1457 | 6.8704 |
| 04国债(8) | 010408 | 4.3 | 5 | 1.4301 | 101.23 | 210 | 2.474 | 103.704 | 年付 | 0.0338 | 1.3399 | 1.6022 |
| 04国债(7) | 010407 | 4.71 | 7 | 3.2767 | 103.4 | 266 | 3.4325 | 106.8325 | 年付 | 0.0358 | 2.9128 | 6.0935 |
| 04国债(4) | 010404 | 4.89 | 7 | 3.0247 | 103.42 | 358 | 4.7962 | 108.2162 | 年付 | 0.0367 | 2.6596 | 5.3112 |
| 04国债(3) | 010403 | 4.4164 | 5 | 0.9288 | 101.13 | 27 | 0.3267 | 101.4567 | 年付 | 0.0314 | 0.8998 | 0.8122 |
| 03国债(11) | 010311 | 3.5 | 7 | 2.5123 | 99.55 | 180 | 1.726 | 101.276 | 年付 | 0.0368 | 2.3221 | 3.9566 |
| 03国债(8) | 010308 | 3.02 | 10 | 5.3425 | 95.01 | 243 | 2.0106 | 97.0206 | 年付 | 0.0407 | 4.7068 | 14.2982 |
| 03国债(7) | 010307 | 2.66 | 7 | 2.263 | 97.26 | 271 | 1.975 | 99.235 | 年付 | 0.0394 | 2.0981 | 3.3346 |
| 03国债(3) | 010303 | 3.4 | 20 | 14.9288 | 89.9 | 30 | 0.2787 | 90.1787 | 半年付 | 0.0433 | 11.3389 | 78.4703 |
| 03国债(1) | 010301 | 2.66 | 7 | 1.7644 | 98.23 | 88 | 0.6413 | 98.8713 | 年付 | 0.0371 | 1.6713 | 2.2287 |
| 02国债(15) | 010215 | 2.93 | 7 | 1.5589 | 99.04 | 163 | 1.3085 | 100.3485 | 年付 | 0.0356 | 1.4734 | 1.8337 |
| 02国债(13) | 010213 | 2.6 | 15 | 9.3534 | 86.57 | 58 | 0.4098 | 86.9798 | 半年付 | 0.0437 | 8.0478 | 37.3393 |
| 02国债(10) | 010210 | 2.39 | 7 | 1.2521 | 98.62 | 275 | 1.8007 | 100.4207 | 年付 | 0.0353 | 1.1832 | 1.3056 |
| 02国债(3) | 010203 | 2.54 | 10 | 3.926 | 94.65 | 29 | 0.2018 | 94.8518 | 年付 | 0.0404 | 3.6232 | 8.4766 |
| 21国债(15) | 010115 | 3 | 7 | 0.5918 | 99.98 | 151 | 1.2411 | 101.2211 | 年付 | 0.0297 | 0.5773 | 0.3374 |
| 21国债(12) | 010112 | 3.05 | 10 | 3.4575 | 97.05 | 200 | 1.6712 | 98.7212 | 年付 | 0.0397 | 3.1507 | 6.7718 |
| 21国债(10) | 010110 | 2.95 | 10 | 3.3616 | 96.88 | 235 | 1.8993 | 98.7793 | 年付 | 0.0395 | 3.0644 | 6.4672 |
| 21国债(7) | 010107 | 4.26 | 20 | 13.2164 | 100.81 | 107 | 1.2523 | 102.0623 | 半年付 | 0.0418 | 9.9173 | 61.4335 |
| 20国债(4) | 010004 | 3.41 | 10 | 2.0192 | 102.4 | 360 | 3.3633 | 105.7633 | 年付 | 0.0323 | 1.8675 | 2.8289 |
| 99国债(8) | 009908 | 3.3 | 10 | 1.3562 | 99.74 | 237 | 2.1427 | 101.8827 | 年付 | 0.0348 | 1.2759 | 1.4759 |
