| 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 | 1.3452 | 99.1 | 241 | 2.1789 | 101.2789 | 年付 | 0.0398 | 1.2591 | 1.4435 |
| 国债917 | 101917 | 4.26 | 20 | 13.2055 | 100.05 | 295 | 3.443 | 103.493 | 年付 | 0.0425 | 9.8891 | 61.2014 |
| 国债912 | 101912 | 3.05 | 10 | 3.4466 | 96.25 | 204 | 1.7047 | 97.9547 | 年付 | 0.0424 | 3.1314 | 6.7 |
| 国债904 | 101904 | 2.87 | 10 | 2.0082 | 102 | 364 | 2.8621 | 104.8621 | 年付 | 0.0184 | 1.8529 | 2.7931 |
| 国债0720 | 100720 | 3.66 | 1 | 0.5644 | 100.4 | 154 | 3.66 | 104.06 | 固定单利 | -0.0068 | 0.5538 | 0.3116 |
| 国债0716 | 100716 | 2.95 | 1 | 0.3178 | 100.07 | 244 | 2.95 | 103.02 | 固定单利 | -0.0021 | 0.3116 | 0.0991 |
| 国债0505 | 100505 | 3.37 | 7 | 4.0137 | 97.03 | 362 | 3.3423 | 100.3723 | 年付 | 0.0419 | 3.5402 | 8.6566 |
| 国债0503 | 100503 | 3.3 | 5 | 1.9315 | 98.66 | 25 | 0.226 | 98.886 | 年付 | 0.0403 | 1.8257 | 2.5643 |
| 国债0501 | 100501 | 4.44 | 10 | 6.7781 | 101.82 | 83 | 1.0124 | 102.8324 | 半年付 | 0.0413 | 5.7561 | 19.7655 |
| 国债0410 | 100410 | 4.86 | 7 | 3.5178 | 103.2 | 178 | 2.3701 | 105.5701 | 年付 | 0.0386 | 3.1286 | 6.8086 |
| 国债0408 | 100408 | 4.3 | 5 | 1.4192 | 101.99 | 214 | 2.5211 | 104.5111 | 年付 | 0.0283 | 1.3367 | 1.6003 |
| 国债0407 | 100407 | 4.71 | 7 | 3.263 | 100 | 270 | 3.4841 | 103.4841 | 年付 | 0.047 | 2.8657 | 5.9239 |
| 国债0404 | 100404 | 4.89 | 7 | 3.0137 | 103 | 362 | 4.8498 | 107.8498 | 年付 | 0.0381 | 2.6446 | 5.264 |
| 国债0403 | 100403 | 4.4164 | 5 | 0.9178 | 101.02 | 31 | 0.3751 | 101.3951 | 年付 | 0.0325 | 0.8886 | 0.7925 |
| 国债0311 | 100311 | 3.5 | 7 | 2.5014 | 99.85 | 184 | 1.7644 | 101.6144 | 年付 | 0.0355 | 2.3145 | 3.9379 |
| 国债0308 | 100308 | 3.02 | 10 | 5.3315 | 94.01 | 247 | 2.0437 | 96.0537 | 年付 | 0.043 | 4.6833 | 14.179 |
| 国债0307 | 100307 | 2.66 | 7 | 2.2521 | 97.1 | 275 | 2.0041 | 99.1041 | 年付 | 0.0403 | 2.0859 | 3.3026 |
| 国债0303 | 100303 | 3.4 | 20 | 14.9178 | 89.67 | 34 | 0.3158 | 89.9858 | 半年付 | 0.0435 | 11.3217 | 78.3148 |
| 国债0301 | 100301 | 2.66 | 7 | 1.7534 | 97.7 | 92 | 0.6705 | 98.3705 | 年付 | 0.0404 | 1.6555 | 2.1925 |
| 国债0215 | 100215 | 2.93 | 7 | 1.5479 | 98.55 | 167 | 1.3406 | 99.8906 | 年付 | 0.039 | 1.458 | 1.8016 |
| 国债0213 | 100213 | 2.6 | 15 | 9.3425 | 86.5 | 62 | 0.438 | 86.938 | 半年付 | 0.0438 | 8.036 | 37.2547 |
| 国债0210 | 100210 | 2.39 | 7 | 1.2575 | 98.8 | 279 | 1.8269 | 100.6269 | 年付 | 0.0338 | 1.1743 | 1.2916 |
| 国债0203 | 100203 | 2.54 | 10 | 3.9151 | 93.89 | 33 | 0.2296 | 94.1196 | 年付 | 0.0427 | 3.6041 | 8.3972 |
| 国债0115 | 100115 | 3 | 7 | 0.5808 | 99.91 | 155 | 1.274 | 101.184 | 年付 | 0.0309 | 0.5663 | 0.3248 |
| 07国债09 | 010709 | 2.61 | 1 | 0.0685 | 99.99 | 342 | 2.4455 | 102.4355 | 年付 | 0.0249 | 0.0655 | 0.0044 |
| 06国债(5) | 010605 | 2.4 | 5 | 2.989 | 95.78 | 5 | 0.0329 | 95.8129 | 年付 | 0.0392 | 2.8048 | 5.3377 |
| 06国债(4) | 010604 | 2.12 | 3 | 0.9096 | 100.3 | 34 | 0.1975 | 100.4975 | 年付 | 0.0177 | 0.8924 | 0.798 |
| 06国债(3) | 010603 | 2.8 | 10 | 7.8575 | 90.2 | 55 | 0.211 | 90.411 | 半年付 | 0.0427 | 6.8736 | 27.2104 |
| 06国债(1) | 010601 | 2.51 | 7 | 4.7781 | 92.71 | 84 | 0.5776 | 93.2876 | 年付 | 0.0422 | 4.3369 | 11.8797 |
| 05国债(13) | 010513 | 3.01 | 7 | 4.5205 | 95.9 | 178 | 1.4679 | 97.3679 | 年付 | 0.0402 | 4.0591 | 10.7206 |
| 05国债(12) | 010512 | 3.65 | 15 | 12.4986 | 93.1 | 6 | 0.0595 | 93.1595 | 半年付 | 0.0437 | 9.8127 | 57.7053 |
| 05国债(11) | 010511 | 2.14 | 5 | 2.4192 | 95.99 | 214 | 1.2547 | 97.2447 | 年付 | 0.039 | 2.2627 | 3.7448 |
| 05国债(9) | 010509 | 2.83 | 7 | 4.2685 | 95.7 | 270 | 2.0934 | 97.7934 | 年付 | 0.0394 | 3.8353 | 9.7605 |
| 05国债(8) | 010508 | 1.93 | 3 | 0.2384 | 100 | 280 | 1.4805 | 101.4805 | 年付 | 0.0186 | 0.2339 | 0.0555 |
| 05国债(5) | 010505 | 3.37 | 7 | 4.0137 | 97.7 | 362 | 3.3423 | 101.0423 | 年付 | 0.04 | 3.5481 | 8.6901 |
| 05国债(4) | 010504 | 4.11 | 20 | 16.9945 | 99.78 | 6 | 0.067 | 99.847 | 半年付 | 0.0413 | 12.124 | 92.3744 |
| 05国债(3) | 010503 | 3.3 | 5 | 1.9315 | 99.12 | 25 | 0.226 | 99.346 | 年付 | 0.0378 | 1.8303 | 2.577 |
| 05国债(1) | 010501 | 4.44 | 10 | 6.7781 | 102.52 | 83 | 1.0124 | 103.5324 | 半年付 | 0.0401 | 5.7632 | 19.8033 |
| 04国债(10) | 010410 | 4.86 | 7 | 3.5178 | 103.97 | 178 | 2.3701 | 106.3401 | 年付 | 0.0363 | 3.1368 | 6.8412 |
| 04国债(8) | 010408 | 4.3 | 5 | 1.4192 | 101.08 | 214 | 2.5211 | 103.6011 | 年付 | 0.0348 | 1.328 | 1.5801 |
| 04国债(7) | 010407 | 4.71 | 7 | 3.2658 | 103.12 | 270 | 3.4841 | 106.6041 | 年付 | 0.0367 | 2.8993 | 6.0488 |
| 04国债(4) | 010404 | 4.89 | 7 | 3.0137 | 103.26 | 362 | 4.8498 | 108.1098 | 年付 | 0.0372 | 2.6474 | 5.2737 |
| 04国债(3) | 010403 | 4.4164 | 5 | 0.9178 | 101.04 | 31 | 0.3751 | 101.4151 | 年付 | 0.0322 | 0.8887 | 0.7928 |
| 03国债(11) | 010311 | 3.5 | 7 | 2.5014 | 99.55 | 184 | 1.7644 | 101.3144 | 年付 | 0.0368 | 2.3115 | 3.928 |
| 03国债(8) | 010308 | 3.02 | 10 | 5.3315 | 94.8 | 247 | 2.0437 | 96.8437 | 年付 | 0.0412 | 4.6935 | 14.2326 |
| 03国债(7) | 010307 | 2.66 | 7 | 2.2521 | 97.26 | 275 | 2.0041 | 99.2641 | 年付 | 0.0395 | 2.0875 | 3.3076 |
| 03国债(3) | 010303 | 3.4 | 20 | 14.9178 | 89.75 | 34 | 0.3158 | 90.0658 | 半年付 | 0.0434 | 11.3239 | 78.3365 |
| 03国债(1) | 010301 | 2.66 | 7 | 1.7534 | 98.2 | 92 | 0.6705 | 98.8705 | 年付 | 0.0373 | 1.6604 | 2.2055 |
| 02国债(15) | 010215 | 2.93 | 7 | 1.5479 | 99 | 167 | 1.3406 | 100.3406 | 年付 | 0.0359 | 1.4624 | 1.8123 |
| 02国债(13) | 010213 | 2.6 | 15 | 9.3425 | 86.56 | 62 | 0.438 | 86.998 | 半年付 | 0.0437 | 8.0368 | 37.2606 |
| 02国债(10) | 010210 | 2.39 | 7 | 1.2411 | 98.63 | 279 | 1.8269 | 100.4569 | 年付 | 0.0353 | 1.1727 | 1.288 |
| 02国债(3) | 010203 | 2.54 | 10 | 3.9151 | 94.7 | 33 | 0.2296 | 94.9296 | 年付 | 0.0403 | 3.613 | 8.4376 |
| 21国债(15) | 010115 | 3 | 7 | 0.5808 | 99.96 | 155 | 1.274 | 101.234 | 年付 | 0.03 | 0.5666 | 0.3251 |
| 21国债(12) | 010112 | 3.05 | 10 | 3.4466 | 97.14 | 204 | 1.7047 | 98.8447 | 年付 | 0.0395 | 3.1411 | 6.7388 |
| 21国债(10) | 010110 | 2.95 | 10 | 3.3507 | 96.99 | 239 | 1.9316 | 98.9216 | 年付 | 0.0392 | 3.055 | 6.4356 |
| 21国债(7) | 010107 | 4.26 | 20 | 13.2055 | 100.88 | 111 | 1.2991 | 102.1791 | 半年付 | 0.0417 | 9.9081 | 61.3648 |
| 20国债(4) | 010004 | 3.41 | 10 | 2.0082 | 102.44 | 364 | 3.4007 | 105.8407 | 年付 | 0.0321 | 1.8573 | 2.8055 |
| 99国债(8) | 009908 | 3.3 | 10 | 1.3452 | 99.73 | 241 | 2.1789 | 101.9089 | 年付 | 0.0349 | 1.2652 | 1.4572 |
