| 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 | 1.5178 | 99.6 | 178 | 1.6093 | 101.2093 | 年付 | 0.0356 | 1.4306 | 1.7563 |
| 国债917 | 101917 | 4.26 | 20 | 13.3781 | 100.3 | 232 | 2.7077 | 103.0077 | 年付 | 0.0423 | 10.0643 | 62.5482 |
| 国债912 | 101912 | 3.05 | 10 | 3.6192 | 96.2 | 141 | 1.1782 | 97.3782 | 年付 | 0.042 | 3.2979 | 7.2872 |
| 国债904 | 101904 | 2.87 | 10 | 2.1808 | 101.2 | 301 | 2.3668 | 103.5668 | 年付 | 0.0229 | 2.011 | 3.1663 |
| 国债903 | 101903 | 3.27 | 7 | 0.1014 | 100.78 | 330 | 2.9564 | 103.7364 | 年付 | -0.0443 | 0.0988 | 0.01 |
| 国债0802 | 100802 | 4.16 | 15 | 14.9452 | 0 | 20 | 0.114 | 0 | 半年付 | -0.5 | 0 | 0 |
| 国债0801 | 100801 | 3.95 | 7 | 6.9123 | 0 | 35 | 0.3788 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0720 | 100720 | 3.66 | 1 | 0.737 | 100.18 | 91 | 333.06 | 433.24 | 固定单利 | -1.0322 | 0.7172 | 0.5193 |
| 国债0718 | 100718 | 4.35 | 7 | 6.6959 | 0 | 114 | 1.3586 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0717 | 100717 | 4 | 5 | 4.6 | 0 | 149 | 1.6329 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0716 | 100716 | 2.95 | 1 | 0.4904 | 99.8 | 181 | 533.95 | 633.75 | 固定单利 | -1.7079 | 0.4786 | 0.2326 |
| 07国债14 | 100714 | 3.9 | 7 | 6.4356 | 0 | 209 | 2.2332 | 0 | 年付 | -0.5 | 0 | 0 |
| 07国债13 | 100713 | 4.52 | 20 | 19.4247 | 0 | 216 | 1.3374 | 0 | 半年付 | -0.5 | 0 | 0 |
| 国债0711 | 100711 | 3.53 | 3 | 2.3288 | 0 | 247 | 2.3888 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0710 | 100710 | 4.4 | 10 | 9.2767 | 0 | 268 | 1.6153 | 0 | 半年付 | -0.5 | 0 | 0 |
| 国债0709 | 100709 | 2.61 | 1 | 0.2411 | 0 | 279 | 1.995 | 0 | 年付 | 0 | 0 | 0 |
| 国债0707 | 100707 | 3.74 | 7 | 6.1836 | 0 | 300 | 3.074 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0706 | 100706 | 4.27 | 30 | 29.1836 | 0 | 307 | 3.5915 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0705 | 100705 | 3.18 | 5 | 4.1014 | 0 | 331 | 2.8838 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0704 | 100704 | 2.77 | 3 | 2.0767 | 0 | 338 | 2.5651 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0703 | 100703 | 3.4 | 10 | 9.0164 | 0 | 363 | 3.3814 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0701 | 100701 | 2.93 | 7 | 5.8932 | 0 | 42 | 0.3372 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0620 | 100620 | 2.91 | 7 | 5.6986 | 0 | 113 | 0.9009 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0619 | 100619 | 3.27 | 15 | 13.6712 | 0 | 125 | 1.1199 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0618 | 100618 | 2.48 | 5 | 3.6055 | 0 | 146 | 0.992 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0617 | 100617 | 2.29 | 3 | 1.5808 | 0 | 155 | 0.9725 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0616 | 100616 | 2.92 | 10 | 8.5315 | 0 | 175 | 1.4 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0613 | 100613 | 2.89 | 7 | 5.4575 | 0 | 201 | 1.5915 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0612 | 100612 | 2.72 | 5 | 3.411 | 0 | 217 | 1.6171 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0610 | 100610 | 2.34 | 3 | 1.3315 | 0 | 246 | 1.5771 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0609 | 100609 | 3.7 | 20 | 18.2849 | 0 | 84 | 0.8492 | 0 | 半年付 | -0.5 | 0 | 0 |
| 国债0606 | 100606 | 2.62 | 7 | 5.189 | 0 | 299 | 2.1462 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0605 | 100605 | 2.4 | 5 | 3.1616 | 0 | 308 | 2.0252 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0604 | 100604 | 2.12 | 3 | 1.0822 | 0 | 337 | 1.9574 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0603 | 100603 | 2.8 | 10 | 8.0301 | 0 | 358 | 1.3732 | 0 | 半年付 | -0.5 | 0 | 0 |
| 国债0601 | 100601 | 2.51 | 7 | 4.9507 | 0 | 21 | 0.1444 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0513 | 100513 | 3.01 | 7 | 4.6932 | 0 | 115 | 0.9484 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0512 | 100512 | 3.65 | 15 | 12.6712 | 0 | 125 | 1.2534 | 0 | 半年付 | -0.5 | 0 | 0 |
| 国债0511 | 100511 | 2.14 | 5 | 2.5918 | 0 | 151 | 0.8853 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0509 | 100509 | 2.83 | 7 | 4.4411 | 0 | 207 | 1.605 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0508 | 100508 | 1.93 | 3 | 0.411 | 82 | 217 | 1.1474 | 83.1474 | 年付 | 0.5496 | 0.3321 | 0.1118 |
| 国债0505 | 100505 | 3.37 | 7 | 4.1863 | 97.31 | 299 | 2.7606 | 100.0706 | 年付 | 0.0408 | 3.7102 | 9.3251 |
| 国债0504 | 100504 | 4.11 | 20 | 17.1671 | 0 | 125 | 1.4114 | 0 | 半年付 | -0.5 | 0 | 0 |
| 国债0503 | 100503 | 3.3 | 5 | 2.1041 | 98.5 | 328 | 2.9655 | 101.4655 | 年付 | 0.0405 | 1.9297 | 2.9448 |
| 国债0501 | 100501 | 4.44 | 10 | 6.9507 | 101.5 | 20 | 0.244 | 101.744 | 半年付 | 0.0419 | 5.922 | 20.6316 |
| 国债0410 | 100410 | 4.86 | 7 | 3.6904 | 102.51 | 115 | 1.5312 | 104.0412 | 年付 | 0.041 | 3.2853 | 7.3384 |
| 国债0408 | 100408 | 4.3 | 5 | 1.5918 | 100.89 | 151 | 1.7789 | 102.6689 | 年付 | 0.0369 | 1.4913 | 1.8817 |
| 国债0407 | 100407 | 4.71 | 7 | 3.4356 | 102.5 | 207 | 2.6712 | 105.1712 | 年付 | 0.0391 | 3.0571 | 6.5605 |
| 国债0404 | 100404 | 4.89 | 7 | 3.1863 | 103 | 299 | 4.0058 | 107.0058 | 年付 | 0.0386 | 2.8089 | 5.7695 |
| 国债0403 | 100403 | 4.4164 | 5 | 1.0904 | 101.45 | 334 | 4.0413 | 105.4913 | 年付 | 0.0302 | 1.0148 | 1.067 |
| 国债0311 | 100311 | 3.5 | 7 | 2.674 | 98.85 | 121 | 1.1603 | 100.0103 | 年付 | 0.0395 | 2.4706 | 4.3644 |
| 国债0308 | 100308 | 3.02 | 10 | 5.5041 | 93.6 | 184 | 1.5224 | 95.1224 | 年付 | 0.0435 | 4.8453 | 14.9657 |
| 国债0307 | 100307 | 2.66 | 7 | 2.4247 | 96.8 | 212 | 1.545 | 98.345 | 年付 | 0.0407 | 2.2504 | 3.73 |
| 国债0303 | 100303 | 3.4 | 20 | 15.0904 | 90.7 | 154 | 1.4306 | 92.1306 | 半年付 | 0.0424 | 11.3099 | 80.0749 |
| 国债0301 | 100301 | 2.66 | 7 | 1.926 | 97.2 | 29 | 0.2113 | 97.4113 | 年付 | 0.042 | 1.818 | 2.5422 |
| 国债0215 | 100215 | 2.93 | 7 | 1.7205 | 98.55 | 104 | 0.8348 | 99.3848 | 年付 | 0.0381 | 1.6252 | 2.1342 |
| 国债0213 | 100213 | 2.6 | 15 | 9.5151 | 87.49 | 181 | 1.2929 | 88.7829 | 半年付 | 0.0421 | 8.0993 | 38.5844 |
| 国债0210 | 100210 | 2.39 | 7 | 1.4301 | 98.35 | 216 | 1.4144 | 99.7644 | 年付 | 0.036 | 1.338 | 1.5739 |
| 国债0203 | 100203 | 2.54 | 10 | 4.0877 | 92.93 | 336 | 2.3382 | 95.2682 | 年付 | 0.0447 | 3.6636 | 9.01 |
| 国债0115 | 100115 | 3 | 7 | 0.7534 | 99.65 | 92 | 0.7562 | 100.4062 | 年付 | 0.0343 | 0.7298 | 0.5366 |
| 08国债02 | 019802 | 4.16 | 15 | 14.9589 | 0 | 20 | 0.114 | 0 | 半年付 | -0.5 | 0 | 0 |
| 08国债01 | 019801 | 3.95 | 7 | 6.9123 | 0 | 35 | 0.3788 | 0 | 年付 | -0.5 | 0 | 0 |
| 07国债20 | 019720 | 3.66 | 1 | 0.737 | 0 | 91 | 333.06 | 0 | 固定单利 | 0 | 0 | 0 |
| 07国债18 | 019718 | 4.35 | 7 | 6.6959 | 0 | 114 | 1.3586 | 0 | 年付 | -0.5 | 0 | 0 |
| 07国债17 | 019717 | 4 | 5 | 4.6 | 0 | 149 | 1.6329 | 0 | 年付 | -0.5 | 0 | 0 |
| 07国债16 | 019716 | 2.95 | 1 | 0.4904 | 0 | 181 | 533.95 | 0 | 固定单利 | 0 | 0 | 0 |
| 07国债14 | 019714 | 3.9 | 7 | 6.4356 | 0 | 209 | 2.2332 | 0 | 年付 | -0.5 | 0 | 0 |
| 07国债11 | 019711 | 3.53 | 3 | 2.3288 | 0 | 247 | 2.3888 | 0 | 年付 | -0.5 | 0 | 0 |
| 07国债13 | 010713 | 4.52 | 20 | 19.4247 | 0 | 216 | 2.6748 | 0 | 年付 | -0.5 | 0 | 0 |
| 07国债10 | 010710 | 4.4 | 10 | 9.2767 | 0 | 268 | 3.2307 | 0 | 年付 | -0.5 | 0 | 0 |
| 07国债09 | 010709 | 2.61 | 1 | 0.2411 | 99.95 | 279 | 1.995 | 101.945 | 年付 | 0.0271 | 0.2362 | 0.0569 |
| 07国债07 | 010707 | 3.74 | 7 | 6.1863 | 0 | 300 | 3.074 | 0 | 年付 | -0.5 | 0 | 0 |
| 07国债06 | 010706 | 4.27 | 30 | 29.1836 | 0 | 307 | 3.5915 | 0 | 年付 | -0.5 | 0 | 0 |
| 07国债05 | 010705 | 3.18 | 5 | 4.1014 | 0 | 331 | 2.8838 | 0 | 年付 | -0.5 | 0 | 0 |
| 07国债04 | 010704 | 2.77 | 3 | 2.0795 | 0 | 338 | 2.5651 | 0 | 年付 | -0.5 | 0 | 0 |
| 07国债03 | 010703 | 3.4 | 10 | 9.0164 | 0 | 363 | 3.3814 | 0 | 年付 | -0.5 | 0 | 0 |
| 07国债01 | 010701 | 2.93 | 7 | 5.8932 | 0 | 42 | 0.3372 | 0 | 年付 | -0.5 | 0 | 0 |
| 06国债(20) | 010620 | 2.91 | 7 | 5.6986 | 0 | 113 | 0.9009 | 0 | 年付 | -0.5 | 0 | 0 |
| 06国债(19) | 010619 | 3.27 | 15 | 13.6712 | 0 | 125 | 1.1199 | 0 | 年付 | -0.5 | 0 | 0 |
| 06国债(18) | 010618 | 2.48 | 5 | 3.6055 | 0 | 146 | 0.992 | 0 | 年付 | -0.5 | 0 | 0 |
| 06国债(17) | 010617 | 2.29 | 3 | 1.5808 | 0 | 155 | 0.9725 | 0 | 年付 | -0.5 | 0 | 0 |
| 06国债(16) | 010616 | 2.92 | 10 | 8.5315 | 0 | 175 | 1.4 | 0 | 年付 | -0.5 | 0 | 0 |
| 06国债(13) | 010613 | 2.89 | 7 | 5.4575 | 0 | 201 | 1.5915 | 0 | 年付 | -0.5 | 0 | 0 |
| 06国债(12) | 010612 | 2.72 | 5 | 3.411 | 0 | 217 | 1.6171 | 0 | 年付 | -0.5 | 0 | 0 |
| 06国债(10) | 010610 | 2.34 | 3 | 1.3315 | 0 | 246 | 1.5771 | 0 | 年付 | -0.5 | 0 | 0 |
| 06国债(9) | 010609 | 3.7 | 20 | 18.2849 | 0 | 84 | 0.8492 | 0 | 半年付 | -0.5 | 0 | 0 |
| 06国债(6) | 010606 | 2.62 | 7 | 5.189 | 0 | 299 | 2.1462 | 0 | 年付 | -0.5 | 0 | 0 |
| 06国债(5) | 010605 | 2.4 | 5 | 3.1616 | 94.76 | 308 | 2.0252 | 96.7852 | 年付 | 0.042 | 2.893 | 5.8412 |
| 06国债(4) | 010604 | 2.12 | 3 | 1.0822 | 0 | 337 | 1.9574 | 0 | 年付 | -0.5 | 0 | 0 |
| 06国债(3) | 010603 | 2.8 | 10 | 8.0301 | 89.55 | 358 | 1.3732 | 90.9232 | 半年付 | 0.0436 | 6.9283 | 28.2402 |
| 06国债(1) | 010601 | 2.51 | 7 | 4.9507 | 92.8 | 21 | 0.1444 | 92.9444 | 年付 | 0.0415 | 4.5059 | 12.6554 |
| 05国债(13) | 010513 | 3.01 | 7 | 4.6932 | 94.67 | 115 | 0.9484 | 95.6184 | 年付 | 0.0428 | 4.2117 | 11.3719 |
| 05国债(12) | 010512 | 3.65 | 15 | 12.6712 | 92.77 | 125 | 1.2534 | 94.0234 | 半年付 | 0.044 | 9.7872 | 58.9808 |
| 05国债(11) | 010511 | 2.14 | 5 | 2.5918 | 94.66 | 151 | 0.8853 | 95.5453 | 年付 | 0.0436 | 2.4174 | 4.1663 |
| 05国债(9) | 010509 | 2.83 | 7 | 4.4411 | 94.4 | 207 | 1.605 | 96.005 | 年付 | 0.0424 | 3.9874 | 10.3892 |
| 05国债(8) | 010508 | 1.93 | 3 | 0.411 | 99.82 | 217 | 1.1474 | 100.9674 | 年付 | 0.0232 | 0.4032 | 0.1645 |
| 05国债(5) | 010505 | 3.37 | 7 | 4.1863 | 97 | 299 | 2.7606 | 99.7606 | 年付 | 0.0416 | 3.7066 | 9.309 |
| 05国债(4) | 010504 | 4.11 | 20 | 17.1671 | 99.41 | 125 | 1.4114 | 100.8214 | 半年付 | 0.0416 | 12.0365 | 93.6993 |
| 05国债(3) | 010503 | 3.3 | 5 | 2.1041 | 99.99 | 328 | 2.9655 | 102.9555 | 年付 | 0.033 | 1.9448 | 2.9884 |
| 05国债(1) | 010501 | 4.44 | 10 | 6.9507 | 101.62 | 20 | 0.244 | 101.864 | 半年付 | 0.0417 | 5.9232 | 20.6384 |
| 04国债(10) | 010410 | 4.86 | 7 | 3.6904 | 103.42 | 115 | 1.5312 | 104.9512 | 年付 | 0.0384 | 3.2951 | 7.3787 |
| 04国债(8) | 010408 | 4.3 | 5 | 1.5918 | 101.08 | 151 | 1.7789 | 102.8589 | 年付 | 0.0357 | 1.4931 | 1.8863 |
| 04国债(7) | 010407 | 4.71 | 7 | 3.4384 | 103.1 | 207 | 2.6712 | 105.7712 | 年付 | 0.0372 | 3.0636 | 6.5855 |
| 04国债(4) | 010404 | 4.89 | 7 | 3.1863 | 103.46 | 299 | 4.0058 | 107.4658 | 年付 | 0.0371 | 2.8138 | 5.7874 |
| 04国债(3) | 010403 | 4.4164 | 5 | 1.0904 | 101.4 | 334 | 4.0413 | 105.4413 | 年付 | 0.0307 | 1.0143 | 1.066 |
| 03国债(11) | 010311 | 3.5 | 7 | 2.674 | 99.41 | 121 | 1.1603 | 100.5703 | 年付 | 0.0373 | 2.4764 | 4.3839 |
| 03国债(8) | 010308 | 3.02 | 10 | 5.5041 | 94.26 | 184 | 1.5224 | 95.7824 | 年付 | 0.0421 | 4.8538 | 15.0122 |
| 03国债(7) | 010307 | 2.66 | 7 | 2.4247 | 97.41 | 212 | 1.545 | 98.955 | 年付 | 0.0379 | 2.2567 | 3.75 |
| 03国债(3) | 010303 | 3.4 | 20 | 15.0904 | 90.98 | 154 | 1.4306 | 92.4106 | 半年付 | 0.0421 | 11.3179 | 80.1513 |
| 03国债(1) | 010301 | 2.66 | 7 | 1.926 | 98.2 | 29 | 0.2113 | 98.4113 | 年付 | 0.0364 | 1.828 | 2.5699 |
| 02国债(15) | 010215 | 2.93 | 7 | 1.7205 | 99.07 | 104 | 0.8348 | 99.9048 | 年付 | 0.0349 | 1.6303 | 2.1475 |
| 02国债(13) | 010213 | 2.6 | 15 | 9.5151 | 87.3 | 181 | 1.2929 | 88.5929 | 半年付 | 0.0424 | 8.0965 | 38.5655 |
| 02国债(10) | 010210 | 2.39 | 7 | 1.4137 | 98.75 | 216 | 1.4144 | 100.1644 | 年付 | 0.033 | 1.3419 | 1.583 |
| 02国债(3) | 010203 | 2.54 | 10 | 4.0877 | 94.2 | 336 | 2.3382 | 96.5382 | 年付 | 0.0411 | 3.6786 | 9.0762 |
| 21国债(15) | 010115 | 3 | 7 | 0.7534 | 100.11 | 92 | 0.7562 | 100.8662 | 年付 | 0.0281 | 0.7331 | 0.5415 |
| 21国债(12) | 010112 | 3.05 | 10 | 3.6192 | 97 | 141 | 1.1782 | 98.1782 | 年付 | 0.0395 | 3.3066 | 7.3237 |
| 21国债(10) | 010110 | 2.95 | 10 | 3.5233 | 96.7 | 176 | 1.4225 | 98.1225 | 年付 | 0.0397 | 3.219 | 7.0044 |
| 21国债(7) | 010107 | 4.26 | 20 | 13.3781 | 101.06 | 48 | 0.5618 | 101.6218 | 半年付 | 0.0416 | 10.0815 | 62.7016 |
| 21国债(3) | 010103 | 3.27 | 7 | 0.1014 | 100.12 | 330 | 2.9564 | 103.0764 | 年付 | 0.0185 | 0.0982 | 0.0099 |
| 20国债(4) | 010004 | 3.41 | 10 | 2.1808 | 103.15 | 301 | 2.8121 | 105.9621 | 年付 | 0.0288 | 2.0305 | 3.2242 |
| 99国债(8) | 009908 | 3.3 | 10 | 1.5178 | 99.86 | 178 | 1.6093 | 101.4693 | 年付 | 0.0338 | 1.4331 | 1.7624 |
