| 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 | 1.4986 | 99.93 | 185 | 1.6726 | 101.6026 | 年付 | 0.0333 | 1.4153 | 1.7292 |
| 国债917 | 101917 | 4.26 | 20 | 13.3589 | 101.9 | 239 | 2.7894 | 104.6894 | 年付 | 0.0407 | 10.0815 | 62.7241 |
| 国债912 | 101912 | 3.05 | 10 | 3.6 | 96.58 | 148 | 1.2367 | 97.8167 | 年付 | 0.0408 | 3.2835 | 7.2379 |
| 国债904 | 101904 | 2.87 | 10 | 2.1616 | 101.7 | 308 | 2.4218 | 104.1218 | 年付 | 0.0205 | 1.9976 | 3.1359 |
| 国债903 | 101903 | 3.27 | 7 | 0.0822 | 100.3 | 337 | 3.0192 | 103.3192 | 年付 | -0.0058 | 0.0793 | 0.0065 |
| 国债0802 | 100802 | 4.16 | 15 | 14.926 | 0 | 27 | 0.1539 | 0 | 半年付 | -0.5 | 0 | 0 |
| 国债0801 | 100801 | 3.95 | 7 | 6.8932 | 0 | 42 | 0.4545 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0720 | 100720 | 3.66 | 1 | 0.7178 | 100.18 | 98 | 358.68 | 458.86 | 固定单利 | -1.0784 | 0.699 | 0.4937 |
| 国债0718 | 100718 | 4.35 | 7 | 6.6767 | 0 | 121 | 1.4421 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0717 | 100717 | 4 | 5 | 4.5808 | 0 | 156 | 1.7096 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0716 | 100716 | 2.95 | 1 | 0.4712 | 100.04 | 188 | 554.6 | 654.64 | 固定单利 | -1.7885 | 0.4611 | 0.216 |
| 07国债14 | 100714 | 3.9 | 7 | 6.4164 | 0 | 216 | 2.3079 | 0 | 年付 | -0.5 | 0 | 0 |
| 07国债13 | 100713 | 4.52 | 20 | 19.4055 | 0 | 223 | 1.3808 | 0 | 半年付 | -0.5 | 0 | 0 |
| 国债0711 | 100711 | 3.53 | 3 | 2.3096 | 0 | 254 | 2.4565 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0710 | 100710 | 4.4 | 10 | 9.2575 | 0 | 275 | 1.6575 | 0 | 半年付 | -0.5 | 0 | 0 |
| 国债0709 | 100709 | 2.61 | 1 | 0.2219 | 0 | 286 | 2.0451 | 0 | 年付 | 0 | 0 | 0 |
| 国债0707 | 100707 | 3.74 | 7 | 6.1644 | 0 | 307 | 3.1457 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0706 | 100706 | 4.27 | 30 | 29.1644 | 0 | 314 | 3.6734 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0705 | 100705 | 3.18 | 5 | 4.0822 | 0 | 338 | 2.9448 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0704 | 100704 | 2.77 | 3 | 2.0575 | 0 | 345 | 2.6182 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0703 | 100703 | 3.4 | 10 | 8.9973 | 0 | 4 | 0.0373 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0701 | 100701 | 2.93 | 7 | 5.874 | 0 | 49 | 0.3933 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0620 | 100620 | 2.91 | 7 | 5.6795 | 0 | 120 | 0.9567 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0619 | 100619 | 3.27 | 15 | 13.6521 | 0 | 132 | 1.1826 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0618 | 100618 | 2.48 | 5 | 3.5863 | 0 | 153 | 1.0396 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0617 | 100617 | 2.29 | 3 | 1.5616 | 0 | 162 | 1.0164 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0616 | 100616 | 2.92 | 10 | 8.5123 | 0 | 182 | 1.456 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0613 | 100613 | 2.89 | 7 | 5.4384 | 0 | 208 | 1.6469 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0612 | 100612 | 2.72 | 5 | 3.3918 | 0 | 224 | 1.6693 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0610 | 100610 | 2.34 | 3 | 1.3123 | 0 | 253 | 1.622 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0609 | 100609 | 3.7 | 20 | 18.2658 | 0 | 91 | 0.9199 | 0 | 半年付 | -0.5 | 0 | 0 |
| 国债0606 | 100606 | 2.62 | 7 | 5.1699 | 0 | 306 | 2.1965 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0605 | 100605 | 2.4 | 5 | 3.1425 | 0 | 315 | 2.0712 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0604 | 100604 | 2.12 | 3 | 1.063 | 0 | 344 | 1.998 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0603 | 100603 | 2.8 | 10 | 8.011 | 0 | 365 | 1.4 | 0 | 半年付 | -0.5 | 0 | 0 |
| 国债0601 | 100601 | 2.51 | 7 | 4.9315 | 0 | 28 | 0.1925 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0513 | 100513 | 3.01 | 7 | 4.674 | 0 | 122 | 1.0061 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0512 | 100512 | 3.65 | 15 | 12.6521 | 0 | 132 | 1.3236 | 0 | 半年付 | -0.5 | 0 | 0 |
| 国债0511 | 100511 | 2.14 | 5 | 2.5726 | 0 | 158 | 0.9264 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0509 | 100509 | 2.83 | 7 | 4.4219 | 0 | 214 | 1.6592 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0508 | 100508 | 1.93 | 3 | 0.3918 | 82 | 224 | 1.1844 | 83.1844 | 年付 | 0.5752 | 0.3166 | 0.1017 |
| 国债0505 | 100505 | 3.37 | 7 | 4.1671 | 97.98 | 306 | 2.8253 | 100.8053 | 年付 | 0.039 | 3.6996 | 9.286 |
| 国债0504 | 100504 | 4.11 | 20 | 17.1479 | 0 | 132 | 1.4904 | 0 | 半年付 | -0.5 | 0 | 0 |
| 国债0503 | 100503 | 3.3 | 5 | 2.0849 | 98.71 | 335 | 3.0288 | 101.7388 | 年付 | 0.0395 | 1.9133 | 2.9069 |
| 国债0501 | 100501 | 4.44 | 10 | 6.9315 | 101.65 | 27 | 0.3293 | 101.9793 | 半年付 | 0.0416 | 5.9048 | 20.5413 |
| 国债0410 | 100410 | 4.86 | 7 | 3.6712 | 102.71 | 122 | 1.6244 | 104.3344 | 年付 | 0.0404 | 3.2692 | 7.2842 |
| 国债0408 | 100408 | 4.3 | 5 | 1.5726 | 101.07 | 158 | 1.8614 | 102.9314 | 年付 | 0.0357 | 1.4747 | 1.8509 |
| 国债0407 | 100407 | 4.71 | 7 | 3.4164 | 102.5 | 214 | 2.7615 | 105.2615 | 年付 | 0.039 | 3.0389 | 6.5 |
| 国债0404 | 100404 | 4.89 | 7 | 3.1671 | 103.8 | 306 | 4.0996 | 107.8996 | 年付 | 0.0359 | 2.7992 | 5.7434 |
| 国债0403 | 100403 | 4.4164 | 5 | 1.0712 | 102.27 | 341 | 4.126 | 106.396 | 年付 | 0.0223 | 1.0043 | 1.0553 |
| 国债0311 | 100311 | 3.5 | 7 | 2.6548 | 106.94 | 128 | 1.2274 | 108.1674 | 年付 | 0.0084 | 2.5327 | 4.5895 |
| 国债0308 | 100308 | 3.02 | 10 | 5.4849 | 94.8 | 191 | 1.5803 | 96.3803 | 年付 | 0.0409 | 4.8422 | 14.9584 |
| 国债0307 | 100307 | 2.66 | 7 | 2.4055 | 96.8 | 219 | 1.596 | 98.396 | 年付 | 0.0408 | 2.2318 | 3.6802 |
| 国债0303 | 100303 | 3.4 | 20 | 15.0712 | 93.04 | 161 | 1.4956 | 94.5356 | 半年付 | 0.0402 | 11.3565 | 80.5366 |
| 国债0301 | 100301 | 2.66 | 7 | 1.9068 | 98.2 | 36 | 0.2624 | 98.4624 | 年付 | 0.0365 | 1.8094 | 2.5282 |
| 国债0215 | 100215 | 2.93 | 7 | 1.7014 | 98.55 | 111 | 0.891 | 99.441 | 年付 | 0.0382 | 1.6066 | 2.096 |
| 国债0213 | 100213 | 2.6 | 15 | 9.4959 | 89.48 | 6 | 0.0424 | 89.5224 | 半年付 | 0.0394 | 8.2269 | 38.6407 |
| 国债0210 | 100210 | 2.39 | 7 | 1.411 | 98.4 | 223 | 1.4602 | 99.8602 | 年付 | 0.0358 | 1.3198 | 1.5413 |
| 国债0203 | 100203 | 2.54 | 10 | 4.0685 | 94.5 | 343 | 2.3869 | 96.8869 | 年付 | 0.0403 | 3.6635 | 9.0168 |
| 国债0115 | 100115 | 3 | 7 | 0.7342 | 99.96 | 99 | 0.8137 | 100.7737 | 年付 | 0.0301 | 0.7137 | 0.5135 |
| 08国债02 | 019802 | 4.16 | 15 | 14.9397 | 0 | 27 | 0.1539 | 0 | 半年付 | -0.5 | 0 | 0 |
| 08国债01 | 019801 | 3.95 | 7 | 6.8932 | 0 | 42 | 0.4545 | 0 | 年付 | -0.5 | 0 | 0 |
| 07国债20 | 019720 | 3.66 | 1 | 0.7178 | 0 | 98 | 358.68 | 0 | 固定单利 | 0 | 0 | 0 |
| 07国债18 | 019718 | 4.35 | 7 | 6.6767 | 0 | 121 | 1.4421 | 0 | 年付 | -0.5 | 0 | 0 |
| 07国债17 | 019717 | 4 | 5 | 4.5808 | 0 | 156 | 1.7096 | 0 | 年付 | -0.5 | 0 | 0 |
| 07国债16 | 019716 | 2.95 | 1 | 0.4712 | 0 | 188 | 554.6 | 0 | 固定单利 | 0 | 0 | 0 |
| 07国债14 | 019714 | 3.9 | 7 | 6.4164 | 0 | 216 | 2.3079 | 0 | 年付 | -0.5 | 0 | 0 |
| 07国债11 | 019711 | 3.53 | 3 | 2.3096 | 0 | 254 | 2.4565 | 0 | 年付 | -0.5 | 0 | 0 |
| 07国债13 | 010713 | 4.52 | 20 | 19.4055 | 0 | 223 | 2.7615 | 0 | 年付 | -0.5 | 0 | 0 |
| 07国债10 | 010710 | 4.4 | 10 | 9.2575 | 0 | 275 | 3.3151 | 0 | 年付 | -0.5 | 0 | 0 |
| 07国债09 | 010709 | 2.61 | 1 | 0.2219 | 100 | 286 | 2.0451 | 102.0451 | 年付 | 0.0249 | 0.2174 | 0.0482 |
| 07国债07 | 010707 | 3.74 | 7 | 6.1671 | 0 | 307 | 3.1457 | 0 | 年付 | -0.5 | 0 | 0 |
| 07国债06 | 010706 | 4.27 | 30 | 29.1644 | 0 | 314 | 3.6734 | 0 | 年付 | -0.5 | 0 | 0 |
| 07国债05 | 010705 | 3.18 | 5 | 4.0822 | 0 | 338 | 2.9448 | 0 | 年付 | -0.5 | 0 | 0 |
| 07国债04 | 010704 | 2.77 | 3 | 2.0603 | 0 | 345 | 2.6182 | 0 | 年付 | -0.5 | 0 | 0 |
| 07国债03 | 010703 | 3.4 | 10 | 8.9973 | 0 | 4 | 0.0373 | 0 | 年付 | -0.5 | 0 | 0 |
| 07国债01 | 010701 | 2.93 | 7 | 5.874 | 0 | 49 | 0.3933 | 0 | 年付 | -0.5 | 0 | 0 |
| 06国债(20) | 010620 | 2.91 | 7 | 5.6795 | 0 | 120 | 0.9567 | 0 | 年付 | -0.5 | 0 | 0 |
| 06国债(19) | 010619 | 3.27 | 15 | 13.6521 | 0 | 132 | 1.1826 | 0 | 年付 | -0.5 | 0 | 0 |
| 06国债(18) | 010618 | 2.48 | 5 | 3.5863 | 0 | 153 | 1.0396 | 0 | 年付 | -0.5 | 0 | 0 |
| 06国债(17) | 010617 | 2.29 | 3 | 1.5616 | 0 | 162 | 1.0164 | 0 | 年付 | -0.5 | 0 | 0 |
| 06国债(16) | 010616 | 2.92 | 10 | 8.5123 | 0 | 182 | 1.456 | 0 | 年付 | -0.5 | 0 | 0 |
| 06国债(13) | 010613 | 2.89 | 7 | 5.4384 | 0 | 208 | 1.6469 | 0 | 年付 | -0.5 | 0 | 0 |
| 06国债(12) | 010612 | 2.72 | 5 | 3.3918 | 0 | 224 | 1.6693 | 0 | 年付 | -0.5 | 0 | 0 |
| 06国债(10) | 010610 | 2.34 | 3 | 1.3123 | 0 | 253 | 1.622 | 0 | 年付 | -0.5 | 0 | 0 |
| 06国债(9) | 010609 | 3.7 | 20 | 18.2658 | 0 | 91 | 0.9199 | 0 | 半年付 | -0.5 | 0 | 0 |
| 06国债(6) | 010606 | 2.62 | 7 | 5.1699 | 0 | 306 | 2.1965 | 0 | 年付 | -0.5 | 0 | 0 |
| 06国债(5) | 010605 | 2.4 | 5 | 3.1425 | 95.5 | 315 | 2.0712 | 97.5712 | 年付 | 0.0395 | 2.8824 | 5.8099 |
| 06国债(4) | 010604 | 2.12 | 3 | 1.063 | 0 | 344 | 1.998 | 0 | 年付 | -0.5 | 0 | 0 |
| 06国债(3) | 010603 | 2.8 | 10 | 8.011 | 92 | 365 | 1.4 | 93.4 | 半年付 | 0.0398 | 6.9384 | 28.2945 |
| 06国债(1) | 010601 | 2.51 | 7 | 4.9315 | 92.9 | 28 | 0.1925 | 93.0925 | 年付 | 0.0413 | 4.4884 | 12.5751 |
| 05国债(13) | 010513 | 3.01 | 7 | 4.674 | 95.5 | 122 | 1.0061 | 96.5061 | 年付 | 0.0408 | 4.203 | 11.3396 |
| 05国债(12) | 010512 | 3.65 | 15 | 12.6521 | 94.89 | 132 | 1.3236 | 96.2136 | 半年付 | 0.0417 | 9.8149 | 59.2217 |
| 05国债(11) | 010511 | 2.14 | 5 | 2.5726 | 95.45 | 158 | 0.9264 | 96.3764 | 年付 | 0.0403 | 2.4069 | 4.1408 |
| 05国债(9) | 010509 | 2.83 | 7 | 4.4219 | 95.01 | 214 | 1.6592 | 96.6692 | 年付 | 0.0408 | 3.976 | 10.3445 |
| 05国债(8) | 010508 | 1.93 | 3 | 0.3918 | 99.8 | 224 | 1.1844 | 100.9844 | 年付 | 0.0239 | 0.3844 | 0.1495 |
| 05国债(5) | 010505 | 3.37 | 7 | 4.1671 | 99.27 | 306 | 2.8253 | 102.0953 | 年付 | 0.0356 | 3.7146 | 9.3524 |
| 05国债(4) | 010504 | 4.11 | 20 | 17.1479 | 101.25 | 132 | 1.4904 | 102.7404 | 半年付 | 0.0401 | 12.0774 | 94.1718 |
| 05国债(3) | 010503 | 3.3 | 5 | 2.0849 | 99.6 | 335 | 3.0288 | 102.6288 | 年付 | 0.035 | 1.9223 | 2.9327 |
| 05国债(1) | 010501 | 4.44 | 10 | 6.9315 | 102.6 | 27 | 0.3293 | 102.9293 | 半年付 | 0.0401 | 5.9143 | 20.5947 |
| 04国债(10) | 010410 | 4.86 | 7 | 3.6712 | 103.99 | 122 | 1.6244 | 105.6144 | 年付 | 0.0367 | 3.2829 | 7.3406 |
| 04国债(8) | 010408 | 4.3 | 5 | 1.5726 | 101.24 | 158 | 1.8614 | 103.1014 | 年付 | 0.0346 | 1.4763 | 1.8549 |
| 04国债(7) | 010407 | 4.71 | 7 | 3.4192 | 103.4 | 214 | 2.7615 | 106.1615 | 年付 | 0.0362 | 3.0485 | 6.5373 |
| 04国债(4) | 010404 | 4.89 | 7 | 3.1671 | 103.9 | 306 | 4.0996 | 107.9996 | 年付 | 0.0356 | 2.8002 | 5.7472 |
| 04国债(3) | 010403 | 4.4164 | 5 | 1.0712 | 101.3 | 341 | 4.126 | 105.426 | 年付 | 0.0314 | 0.995 | 1.0367 |
| 03国债(11) | 010311 | 3.5 | 7 | 2.6548 | 99.67 | 128 | 1.2274 | 100.8974 | 年付 | 0.0362 | 2.4605 | 4.3406 |
| 03国债(8) | 010308 | 3.02 | 10 | 5.4849 | 95.3 | 191 | 1.5803 | 96.8803 | 年付 | 0.0399 | 4.8486 | 14.9932 |
| 03国债(7) | 010307 | 2.66 | 7 | 2.4055 | 97.66 | 219 | 1.596 | 99.256 | 年付 | 0.0369 | 2.2406 | 3.7083 |
| 03国债(3) | 010303 | 3.4 | 20 | 15.0712 | 93.08 | 161 | 1.4956 | 94.5756 | 半年付 | 0.0402 | 11.3576 | 80.5472 |
| 03国债(1) | 010301 | 2.66 | 7 | 1.9068 | 98.25 | 36 | 0.2624 | 98.5124 | 年付 | 0.0362 | 1.8099 | 2.5296 |
| 02国债(15) | 010215 | 2.93 | 7 | 1.7014 | 99.13 | 111 | 0.891 | 100.021 | 年付 | 0.0345 | 1.6123 | 2.1107 |
| 02国债(13) | 010213 | 2.6 | 15 | 9.4959 | 89.4 | 6 | 0.0424 | 89.4424 | 半年付 | 0.0395 | 8.2259 | 38.633 |
| 02国债(10) | 010210 | 2.39 | 7 | 1.3945 | 98.76 | 223 | 1.4602 | 100.2202 | 年付 | 0.033 | 1.3234 | 1.5494 |
| 02国债(3) | 010203 | 2.54 | 10 | 4.0685 | 94.95 | 343 | 2.3869 | 97.3369 | 年付 | 0.0391 | 3.6688 | 9.04 |
| 21国债(15) | 010115 | 3 | 7 | 0.7342 | 100.22 | 99 | 0.8137 | 101.0337 | 年付 | 0.0265 | 0.7156 | 0.5162 |
| 21国债(12) | 010112 | 3.05 | 10 | 3.6 | 97.55 | 148 | 1.2367 | 98.7867 | 年付 | 0.0378 | 3.294 | 7.2819 |
| 21国债(10) | 010110 | 2.95 | 10 | 3.5041 | 97.16 | 183 | 1.479 | 98.639 | 年付 | 0.0383 | 3.2055 | 6.9591 |
| 21国债(7) | 010107 | 4.26 | 20 | 13.3589 | 103.1 | 55 | 0.6437 | 103.7437 | 半年付 | 0.0396 | 10.108 | 62.9601 |
| 21国债(3) | 010103 | 3.27 | 7 | 0.0822 | 100.09 | 337 | 3.0192 | 103.1092 | 年付 | 0.019 | 0.0791 | 0.0064 |
| 20国债(4) | 010004 | 3.41 | 10 | 2.1616 | 103.03 | 308 | 2.8775 | 105.9075 | 年付 | 0.0293 | 2.0108 | 3.1752 |
| 99国债(8) | 009908 | 3.3 | 10 | 1.4986 | 100.05 | 185 | 1.6726 | 101.7226 | 年付 | 0.0325 | 1.4165 | 1.732 |
