| 企业债名称 | 代码 | 年利率 | 期限 | 剩余年限 | 收盘价 | 付息方式 | 税前到期收益率(%) | 税后到期收益率(%) | 修正久期 | 凸性 |
| 99三峡债 | 129903 | 4.54 | 10 | 2.3452 | 103.23 | 年付 | 0.0555 | 0.0416 | 2.0917 | 3.3915 |
| 98中铁(3) | 129902 | 4.5 | 10 | 1.5616 | 101 | 年付 | 0.0515 | 0.0398 | 1.4425 | 1.7799 |
| 08上港债 | 126012 | 0.6 | 3 | 2.9205 | 87.43 | 年付 | 0.0539 | 0.0525 | 2.7478 | 5.0962 |
| 08石化债 | 126011 | 0.8 | 6 | 5.9233 | 76.6 | 年付 | 0.0556 | 0.0537 | 5.4718 | 17.8031 |
| 08中远债 | 126010 | 0.8 | 6 | 5.8603 | 75.1 | 年付 | 0.0599 | 0.0579 | 5.3885 | 17.3137 |
| 08赣粤债 | 126009 | 0.8 | 6 | 5.8575 | 76.6 | 年付 | 0.0562 | 0.0543 | 5.4088 | 17.4402 |
| 08上汽债 | 126008 | 0.8 | 6 | 5.7507 | 76.82 | 年付 | 0.0568 | 0.0549 | 5.3021 | 16.8354 |
| 07日照债 | 126007 | 1.4 | 6 | 5.6904 | 79.8 | 年付 | 0.0576 | 0.0542 | 5.1507 | 16.1603 |
| 07深高债 | 126006 | 1 | 6 | 5.5699 | 78.5 | 年付 | 0.0573 | 0.0547 | 5.0854 | 15.7021 |
| 07武钢债 | 126005 | 1.2 | 5 | 4.0137 | 85.7 | 年付 | 0.0562 | 0.0528 | 3.6719 | 8.7749 |
| 07云化债 | 126003 | 1.2 | 6 | 4.8603 | 79.85 | 年付 | 0.0617 | 0.0588 | 4.4461 | 12.1792 |
| 06中化债 | 126002 | 1.8 | 6 | 4.7014 | 83 | 年付 | 0.0622 | 0.0578 | 4.2343 | 11.2817 |
| 06马钢债 | 126001 | 1.4 | 5 | 3.6493 | 87.1 | 年付 | 0.0556 | 0.0522 | 3.3677 | 7.3998 |
| 08金地债 | 122006 | 5.5 | 8 | 7.9753 | 100.98 | 年付 | 0.0537 | 0.0427 | 0 | 0 |
| 08钒钛债 | 122005 | 6.8 | 5 | 4.9425 | 103.88 | 年付 | 0.0597 | 0.0462 | 0 | 0 |
| 07海工债 | 122001 | 5.77 | 10 | 9.6438 | 102 | 年付 | 0.0578 | 0.0457 | 0 | 0 |
| 07长电债 | 122000 | 5.35 | 10 | 9.5178 | 100.43 | 年付 | 0.0565 | 0.045 | 0 | 0 |
| 07世博(2) | 120702 | 4.15 | 15 | 13.9123 | 87.88 | 年付 | 0.0546 | 0.0455 | 9.9985 | 64.3035 |
| 07世博(1) | 120701 | 4.05 | 10 | 8.9096 | 88.05 | 年付 | 0.0587 | 0.0498 | 7.0995 | 31.4755 |
| 06赣投债 | 120609 | 4.38 | 15 | 13.4822 | 88.93 | 年付 | 0.0584 | 0.0483 | 9.3926 | 59.5608 |
| 06鲁高速 | 120608 | 4.1 | 20 | 18.0548 | 91.1 | 年付 | 0.0521 | 0.0425 | 11.5483 | 95.8218 |
| 06沪水务 | 120607 | 4.25 | 15 | 13.2795 | 90 | 年付 | 0.0568 | 0.0468 | 9.2979 | 59.0324 |
| 06张江债 | 120606 | 4 | 7 | 5.1616 | 94.64 | 年付 | 0.0601 | 0.0501 | 4.3163 | 12.6222 |
| 06三峡债 | 120605 | 4.15 | 20 | 18.1479 | 89.06 | 年付 | 0.0543 | 0.0444 | 11.4995 | 95.0041 |
| 06国网(1) | 120604 | 4.05 | 10 | 8.1918 | 91 | 年付 | 0.0599 | 0.0501 | 6.4091 | 27.337 |
| 06航天债 | 120603 | 4 | 15 | 13.0822 | 95.05 | 年付 | 0.0491 | 0.0399 | 9.4254 | 60.3401 |
| 06冀建投 | 120602 | 4.18 | 20 | 18.0274 | 93.3 | 年付 | 0.0511 | 0.0414 | 11.5253 | 95.6423 |
| 06大唐债 | 120601 | 4.2 | 20 | 17.9178 | 87.1 | 年付 | 0.0537 | 0.0445 | 11.8271 | 93.2617 |
| 05宁煤债 | 120529 | 4.9 | 15 | 12.4986 | 95 | 年付 | 0.0576 | 0.0467 | 8.7522 | 51.8385 |
| 05世博债 | 120528 | 4 | 7 | 4.7726 | 93.38 | 年付 | 0.0585 | 0.0497 | 4.1375 | 11.086 |
| 05武城投 | 120527 | 4.7 | 15 | 12.7726 | 105.25 | 年付 | 0.0427 | 0.0333 | 9.4436 | 57.4551 |
| 05中核(1) | 120525 | 4.98 | 10 | 7.337 | 99.04 | 年付 | 0.057 | 0.0457 | 5.762 | 22.2511 |
| 05闽高速 | 120523 | 5.05 | 10 | 7.2219 | 99 | 年付 | 0.0591 | 0.0473 | 5.6228 | 21.5191 |
| 05铁通债 | 120522 | 4.6 | 10 | 7.411 | 96 | 年付 | 0.0573 | 0.0468 | 5.8908 | 22.8862 |
| 05国航债 | 120521 | 4.5 | 10 | 7.4658 | 94.5 | 年付 | 0.0583 | 0.0481 | 5.9495 | 23.1838 |
| 05杭城建 | 120520 | 5.02 | 10 | 7.2493 | 99.21 | 年付 | 0.0581 | 0.0465 | 5.6631 | 21.7306 |
| 05华能债 | 120519 | 5.02 | 10 | 7.2904 | 99.03 | 年付 | 0.058 | 0.0464 | 5.7027 | 21.9381 |
| 05京能(2) | 120518 | 4.95 | 7 | 4.2932 | 100 | 年付 | 0.0589 | 0.0469 | 3.616 | 9.098 |
| 05京能(1) | 120517 | 4.8 | 5 | 2.2904 | 101.6 | 年付 | 0.0565 | 0.0436 | 2.0375 | 3.2433 |
| 05中电投 | 120516 | 4.98 | 10 | 7.3096 | 100.11 | 年付 | 0.0554 | 0.0441 | 5.7519 | 22.2083 |
| 05沪建(2) | 120512 | 5.18 | 15 | 12.3562 | 100 | 年付 | 0.0556 | 0.0443 | 8.5787 | 50.672 |
| 05沪建(1) | 120511 | 4.98 | 10 | 7.3507 | 99.88 | 年付 | 0.0555 | 0.0442 | 5.7906 | 22.4129 |
| 05国网(1) | 120509 | 4.98 | 10 | 7.2986 | 99.2 | 年付 | 0.0571 | 0.0457 | 5.725 | 22.0553 |
| 05铁道债 | 120508 | 4.85 | 15 | 12.3616 | 95.8 | 年付 | 0.0569 | 0.046 | 8.6581 | 51.2576 |
| 05大唐债 | 120506 | 5.28 | 15 | 12.1123 | 100.51 | 年付 | 0.0577 | 0.0458 | 8.267 | 48.5173 |
| 05华电债 | 120505 | 4.98 | 10 | 7.2795 | 97.6 | 年付 | 0.0602 | 0.0486 | 5.6744 | 21.7709 |
| 05渝水务 | 120503 | 5.05 | 10 | 7.0986 | 101.65 | 年付 | 0.0556 | 0.0437 | 5.5404 | 21.1097 |
| 05苏园建 | 120502 | 5.05 | 10 | 7.1616 | 99.2 | 年付 | 0.0593 | 0.0474 | 5.5636 | 21.2108 |
| 05申能债 | 120501 | 5.05 | 10 | 6.8712 | 104 | 年付 | 0.0447 | 0.0346 | 5.3424 | 18.6729 |
| 04南网(2) | 120490 | 5.6 | 15 | 11.4959 | 0 | 年付 | -0.5 | -0.5 | 0 | 0 |
| 04南网(1) | 120489 | 5.3 | 10 | 6.4932 | 99.53 | 年付 | 0.0589 | 0.0472 | 5.1911 | 17.9457 |
| 04京地铁 | 120488 | 5.05 | 10 | 6.7397 | 104.8 | 年付 | 0.0444 | 0.0341 | 5.2633 | 18.3373 |
| 04国电(2) | 120486 | 5.6 | 15 | 11.5096 | 102 | 年付 | 0.0569 | 0.045 | 8.0808 | 44.4299 |
| 04国电(1) | 120485 | 5.3 | 10 | 6.5068 | 99.95 | 年付 | 0.058 | 0.0463 | 5.2117 | 18.0507 |
| 04中石化 | 120483 | 4.61 | 10 | 5.9315 | 94.98 | 年付 | 0.057 | 0.0473 | 4.9975 | 15.8037 |
| 04通用债 | 120482 | 4.54 | 10 | 6.0274 | 103.41 | 年付 | 0.0609 | 0.0473 | 4.9362 | 16.6465 |
| 03网通(2) | 120311 | 1.8 | 10 | 5.7068 | 100.44 | 年付 | 0.0182 | 0.0144 | 4.6703 | 14.361 |
| 03网通(1) | 120310 | 4.6 | 10 | 5.7068 | 95 | 年付 | 0.0594 | 0.0493 | 4.7712 | 14.7425 |
| 03苏交通 | 120309 | 4.61 | 10 | 5.6712 | 95.39 | 年付 | 0.0591 | 0.0489 | 4.7386 | 14.5966 |
| 03沪杭甬 | 120308 | 4.29 | 10 | 4.8466 | 93.4 | 年付 | 0.0606 | 0.0513 | 4.1754 | 11.2526 |
| 03浦发债 | 120307 | 4.29 | 10 | 4.8164 | 93.9 | 年付 | 0.0598 | 0.0504 | 4.1513 | 11.1563 |
| 03中电投 | 120306 | 5.02 | 15 | 10.7205 | 96.5 | 年付 | 0.0564 | 0.0457 | 7.9124 | 40.8919 |
| 03电网(2) | 120305 | 4.54 | 10 | 5.7808 | 100.21 | 年付 | 0.0584 | 0.0467 | 4.708 | 14.5231 |
| 03电网(1) | 120304 | 4.61 | 10 | 5.7808 | 95 | 年付 | 0.0586 | 0.0486 | 4.8447 | 15.0843 |
| 03三峡债 | 120303 | 4.86 | 30 | 25.3781 | 94.61 | 年付 | 0.0549 | 0.0441 | 13.4169 | 138.8307 |
| 03苏园建 | 120302 | 4.3 | 10 | 5.326 | 95.3 | 年付 | 0.0601 | 0.0497 | 4.4396 | 13.2136 |
| 03沪轨道 | 120301 | 4.51 | 15 | 9.9233 | 90.95 | 年付 | 0.0579 | 0.0482 | 7.6326 | 36.8046 |
| 02金茂债 | 120288 | 4.22 | 10 | 4.1068 | 98.58 | 年付 | 0.0568 | 0.0459 | 3.499 | 8.5862 |
| 02武钢(7) | 120207 | 4.02 | 7 | 1.6247 | 99.91 | 年付 | 0.0505 | 0.0405 | 1.5076 | 1.8998 |
| 02渝城投 | 120205 | 4.32 | 10 | 4.7233 | 94.7 | 年付 | 0.0594 | 0.0498 | 4.0607 | 10.7884 |
| 02苏交通 | 120204 | 4.51 | 15 | 9.7342 | 91.25 | 年付 | 0.0588 | 0.0489 | 7.4398 | 35.5898 |
| 02中移(15) | 120203 | 4.5 | 15 | 9.611 | 92.9 | 年付 | 0.0572 | 0.0472 | 7.3496 | 35.0636 |
| 02三峡债 | 120201 | 4.76 | 20 | 14.5096 | 93.36 | 年付 | 0.0569 | 0.0463 | 9.773 | 65.4411 |
| 01三峡债 | 120102 | 5.21 | 15 | 8.6411 | 98.51 | 年付 | 0.0572 | 0.046 | 6.628 | 28.7505 |
| 01中移动 | 120101 | 4.27 | 10 | 3.2411 | 103.1 | 年付 | 0.0456 | 0.0344 | 2.8311 | 5.8163 |
| 中兴债1 | 115003 | 0.8 | 5 | 4.8658 | 79.85 | 年付 | 0.0569 | 0.055 | 4.5107 | 12.445 |
| 国安债1 | 115002 | 1.2 | 6 | 5.4849 | 78 | 年付 | 0.0619 | 0.0588 | 4.9659 | 15.1159 |
| 钢钒债1 | 115001 | 1.6 | 6 | 4.6904 | 83.88 | 年付 | 0.0575 | 0.0536 | 4.2641 | 11.4002 |
| 06节能债 | 111035 | 4.05 | 10 | 1.8986 | 0 | 年付 | -0.5 | -0.5 | 0 | 0 |
| 06铁道07 | 111034 | 3.65 | 5 | 3.7425 | 94.49 | 年付 | 0.056 | 0.0478 | 3.3385 | 7.4348 |
| 06铁道01 | 111033 | 4 | 7 | 5.5781 | 93.45 | 年付 | 0.0577 | 0.0485 | 4.7175 | 14.4445 |
| 05泰达债 | 111030 | 4.65 | 10 | 7.7507 | 104.4 | 年付 | 0.0415 | 0.0321 | 6.3608 | 25.6389 |
| 05神华债 | 111028 | 2.25 | 7 | 3.8384 | 103.1 | 年付 | 0.0151 | 0.0105 | 3.2772 | 7.3122 |
| 03石油债 | 111027 | 4.11 | 10 | 5.6055 | 94 | 年付 | 0.0574 | 0.048 | 4.739 | 14.5585 |
| 05粤交通 | 111026 | 5.3 | 15 | 12.2795 | 101.2 | 年付 | 0.056 | 0.0444 | 8.4598 | 49.8327 |
| 04华电2 | 111025 | 4.28 | 10 | 6.526 | 102.1 | 年付 | 0.0427 | 0.0334 | 5.086 | 17.4822 |
| 04华电1 | 111024 | 5.4 | 10 | 6.526 | 105.2 | 年付 | 0.0491 | 0.0376 | 5.289 | 18.4922 |
| 03中铁债 | 111023 | 4.63 | 18 | 13.4356 | 93.46 | 年付 | 0.0562 | 0.0458 | 9.3123 | 58.9847 |
| 04首旅债 | 111022 | 4 | 10 | 5.9178 | 100.1 | 年付 | 0.0405 | 0.0323 | 4.8463 | 15.1379 |
| 03华能2 | 111021 | 4.05 | 10 | 5.7205 | 101 | 年付 | 0.0408 | 0.0322 | 4.692 | 14.4636 |
| 03华能1 | 111020 | 4.6 | 10 | 5.7205 | 93.68 | 年付 | 0.0622 | 0.052 | 4.7667 | 14.7078 |
| 02广核债 | 111019 | 4.5 | 15 | 9.6466 | 92.46 | 年付 | 0.0576 | 0.0476 | 7.3806 | 35.2486 |
| 02电网15 | 111018 | 4.86 | 15 | 9.2493 | 96.96 | 年付 | 0.0582 | 0.047 | 6.913 | 32.4129 |
| 01广核债 | 111016 | 4.12 | 7 | 0.7233 | 100.61 | 年付 | 0.0482 | 0.0369 | 0.697 | 0.4914 |
| 01三峡10 | 111015 | 4.54 | 10 | 3.6356 | 101.07 | 年付 | 0.0581 | 0.0459 | 3.1355 | 6.8195 |
| 08柳钢CP01 | 881055 | 6.1 | 1 | 0.9726 | 0 | 固定单利 | 0 | 0 | 0 | 0 |
