| 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 | 2.3315 | 103.8 | 年付 | 0.0533 | 0.0392 | 2.0837 | 3.3745 |
| 98中铁(3) | 129902 | 4.5 | 10 | 1.5479 | 101.39 | 年付 | 0.0492 | 0.0375 | 1.4326 | 1.7631 |
| 08上港债 | 126012 | 0.6 | 3 | 2.9068 | 87.79 | 年付 | 0.0526 | 0.0513 | 2.7381 | 5.0669 |
| 08石化债 | 126011 | 0.8 | 6 | 5.9096 | 77.31 | 年付 | 0.0541 | 0.0522 | 5.4676 | 17.7837 |
| 08中远债 | 126010 | 0.8 | 6 | 5.8466 | 76.4 | 年付 | 0.0569 | 0.0549 | 5.3924 | 17.345 |
| 08赣粤债 | 126009 | 0.8 | 6 | 5.8438 | 77.35 | 年付 | 0.0546 | 0.0527 | 5.4051 | 17.4242 |
| 08上汽债 | 126008 | 0.8 | 6 | 5.737 | 77.48 | 年付 | 0.0554 | 0.0534 | 5.2972 | 16.812 |
| 07日照债 | 126007 | 1.4 | 6 | 5.6767 | 80.79 | 年付 | 0.0553 | 0.0519 | 5.1504 | 16.1652 |
| 07深高债 | 126006 | 1 | 6 | 5.5562 | 79.45 | 年付 | 0.055 | 0.0525 | 5.0844 | 15.702 |
| 07武钢债 | 126005 | 1.2 | 5 | 4 | 85.07 | 年付 | 0.0546 | 0.0519 | 3.7168 | 8.7496 |
| 07云化债 | 126003 | 1.2 | 6 | 4.8466 | 81.02 | 年付 | 0.0586 | 0.0557 | 4.4473 | 12.1926 |
| 06中化债 | 126002 | 1.8 | 6 | 4.6877 | 84.09 | 年付 | 0.0593 | 0.055 | 4.2344 | 11.2893 |
| 06马钢债 | 126001 | 1.4 | 5 | 3.6356 | 87.59 | 年付 | 0.0541 | 0.0507 | 3.3596 | 7.3722 |
| 08金地债 | 122006 | 5.5 | 8 | 7.9616 | 101.89 | 年付 | 0.0524 | 0.0415 | 0 | 0 |
| 08钒钛债 | 122005 | 6.8 | 5 | 4.9288 | 104.22 | 年付 | 0.0591 | 0.0456 | 0 | 0 |
| 07海工债 | 122001 | 5.77 | 10 | 9.6301 | 103.55 | 年付 | 0.0558 | 0.0438 | 0 | 0 |
| 07长电债 | 122000 | 5.35 | 10 | 9.5041 | 101.28 | 年付 | 0.0554 | 0.0439 | 0 | 0 |
| 07世博(2) | 120702 | 4.15 | 15 | 13.8986 | 88.34 | 年付 | 0.0541 | 0.045 | 9.9982 | 64.3329 |
| 07世博(1) | 120701 | 4.05 | 10 | 8.8959 | 88.18 | 年付 | 0.0586 | 0.0497 | 7.0878 | 31.406 |
| 06赣投债 | 120609 | 4.38 | 15 | 13.4685 | 88.93 | 年付 | 0.0585 | 0.0483 | 9.3773 | 59.4492 |
| 06鲁高速 | 120608 | 4.1 | 20 | 18.0411 | 91.88 | 年付 | 0.0515 | 0.0419 | 11.5693 | 96.0909 |
| 06沪水务 | 120607 | 4.25 | 15 | 13.2658 | 92.72 | 年付 | 0.0537 | 0.0439 | 9.3706 | 59.6994 |
| 06张江债 | 120606 | 4 | 7 | 5.1479 | 96.18 | 年付 | 0.0566 | 0.0466 | 4.3237 | 12.6633 |
| 06三峡债 | 120605 | 4.15 | 20 | 18.1342 | 92.8 | 年付 | 0.0508 | 0.0412 | 11.6615 | 96.8491 |
| 06国网(1) | 120604 | 4.05 | 10 | 8.1781 | 93 | 年付 | 0.0566 | 0.0469 | 6.4341 | 27.5035 |
| 06航天债 | 120603 | 4 | 15 | 13.0685 | 96.25 | 年付 | 0.0479 | 0.0387 | 9.4466 | 60.5403 |
| 06冀建投 | 120602 | 4.18 | 20 | 18.0137 | 94.99 | 年付 | 0.0496 | 0.04 | 11.5871 | 96.3604 |
| 06大唐债 | 120601 | 4.2 | 20 | 17.9041 | 89.98 | 年付 | 0.0511 | 0.042 | 11.9367 | 94.6061 |
| 05宁煤债 | 120529 | 4.9 | 15 | 12.4849 | 96.3 | 年付 | 0.0561 | 0.0453 | 8.7749 | 52.0581 |
| 05世博债 | 120528 | 4 | 7 | 4.7589 | 94 | 年付 | 0.0571 | 0.0483 | 4.1314 | 11.0657 |
| 05武城投 | 120527 | 4.7 | 15 | 12.7589 | 105.25 | 年付 | 0.0428 | 0.0334 | 9.429 | 57.345 |
| 05中核(1) | 120525 | 4.98 | 10 | 7.3233 | 98.8 | 年付 | 0.0576 | 0.0462 | 5.7437 | 22.1507 |
| 05闽高速 | 120523 | 5.05 | 10 | 7.2082 | 99.99 | 年付 | 0.0574 | 0.0457 | 5.6257 | 21.5438 |
| 05铁通债 | 120522 | 4.6 | 10 | 7.3973 | 96 | 年付 | 0.0575 | 0.0469 | 5.8766 | 22.8088 |
| 05国航债 | 120521 | 4.5 | 10 | 7.4521 | 95.52 | 年付 | 0.0567 | 0.0464 | 5.953 | 23.2149 |
| 05杭城建 | 120520 | 5.02 | 10 | 7.2356 | 99.8 | 年付 | 0.0572 | 0.0456 | 5.659 | 21.715 |
| 05华能债 | 120519 | 5.02 | 10 | 7.2767 | 99 | 年付 | 0.0582 | 0.0466 | 5.6879 | 21.8597 |
| 05京能(2) | 120518 | 4.95 | 7 | 4.2795 | 101 | 年付 | 0.0564 | 0.0444 | 3.6145 | 9.0982 |
| 05京能(1) | 120517 | 4.8 | 5 | 2.2767 | 101.66 | 年付 | 0.0566 | 0.0436 | 2.0244 | 3.2114 |
| 05中电投 | 120516 | 4.98 | 10 | 7.2959 | 103.41 | 年付 | 0.0499 | 0.0389 | 5.7929 | 22.4613 |
| 05沪建(2) | 120512 | 5.18 | 15 | 12.3425 | 100 | 年付 | 0.0557 | 0.0444 | 8.5637 | 50.569 |
| 05沪建(1) | 120511 | 4.98 | 10 | 7.337 | 99.88 | 年付 | 0.0556 | 0.0443 | 5.7764 | 22.3369 |
| 05国网(1) | 120509 | 4.98 | 10 | 7.2849 | 99.99 | 年付 | 0.0559 | 0.0445 | 5.7243 | 22.0598 |
| 05铁道债 | 120508 | 4.85 | 15 | 12.3479 | 96.5 | 年付 | 0.0561 | 0.0453 | 8.6634 | 51.3241 |
| 05大唐债 | 120506 | 5.28 | 15 | 12.0986 | 101.7 | 年付 | 0.0564 | 0.0446 | 8.2862 | 48.6904 |
| 05华电债 | 120505 | 4.98 | 10 | 7.2658 | 99.32 | 年付 | 0.0573 | 0.0458 | 5.6901 | 21.8711 |
| 05渝水务 | 120503 | 5.05 | 10 | 7.0849 | 100.4 | 年付 | 0.0579 | 0.046 | 5.5046 | 20.9133 |
| 05苏园建 | 120502 | 5.05 | 10 | 7.1479 | 101.5 | 年付 | 0.0554 | 0.0436 | 5.589 | 21.3638 |
| 05申能债 | 120501 | 5.05 | 10 | 6.8575 | 104 | 年付 | 0.0448 | 0.0347 | 5.3282 | 18.6066 |
| 04南网(2) | 120490 | 5.6 | 15 | 11.4822 | 0 | 年付 | -0.5 | -0.5 | 0 | 0 |
| 04南网(1) | 120489 | 5.3 | 10 | 6.4795 | 100.78 | 年付 | 0.0567 | 0.045 | 5.1962 | 17.9839 |
| 04京地铁 | 120488 | 5.05 | 10 | 6.726 | 105.41 | 年付 | 0.0435 | 0.0332 | 5.2584 | 18.3237 |
| 04国电(2) | 120486 | 5.6 | 15 | 11.4959 | 103.38 | 年付 | 0.0553 | 0.0435 | 8.1011 | 44.6163 |
| 04国电(1) | 120485 | 5.3 | 10 | 6.4932 | 101 | 年付 | 0.0561 | 0.0445 | 5.2136 | 18.0717 |
| 04中石化 | 120483 | 4.61 | 10 | 5.9178 | 96.4 | 年付 | 0.0541 | 0.0445 | 5.003 | 15.8473 |
| 04通用债 | 120482 | 4.54 | 10 | 6.0137 | 104.5 | 年付 | 0.0588 | 0.0453 | 4.9381 | 16.661 |
| 03网通(2) | 120311 | 1.8 | 10 | 5.6932 | 101.5 | 年付 | 0.0162 | 0.0125 | 4.6708 | 14.375 |
| 03网通(1) | 120310 | 4.6 | 10 | 5.6932 | 98 | 年付 | 0.0531 | 0.0431 | 4.7983 | 14.8989 |
| 03苏交通 | 120309 | 4.61 | 10 | 5.6575 | 97.1 | 年付 | 0.0555 | 0.0454 | 4.7482 | 14.6577 |
| 03沪杭甬 | 120308 | 4.29 | 10 | 4.8329 | 94.55 | 年付 | 0.0579 | 0.0486 | 4.176 | 11.2657 |
| 03浦发债 | 120307 | 4.29 | 10 | 4.8027 | 95.29 | 年付 | 0.0564 | 0.0471 | 4.1548 | 11.1835 |
| 03中电投 | 120306 | 5.02 | 15 | 10.7068 | 98.9 | 年付 | 0.0534 | 0.0429 | 7.9535 | 41.2403 |
| 03电网(2) | 120305 | 4.54 | 10 | 5.7671 | 101.89 | 年付 | 0.0551 | 0.0434 | 4.717 | 14.5835 |
| 03电网(1) | 120304 | 4.61 | 10 | 5.7671 | 96.8 | 年付 | 0.0549 | 0.045 | 4.8555 | 15.1543 |
| 03三峡债 | 120303 | 4.86 | 30 | 25.3644 | 97.69 | 年付 | 0.0525 | 0.042 | 13.6097 | 141.7296 |
| 03苏园建 | 120302 | 4.3 | 10 | 5.3123 | 96.48 | 年付 | 0.0575 | 0.0472 | 4.442 | 13.2323 |
| 03沪轨道 | 120301 | 4.51 | 15 | 9.9096 | 92.97 | 年付 | 0.0551 | 0.0455 | 7.6614 | 37.0507 |
| 02金茂债 | 120288 | 4.22 | 10 | 4.0932 | 98.65 | 年付 | 0.0568 | 0.0459 | 3.486 | 8.5376 |
| 02武钢(7) | 120207 | 4.02 | 7 | 1.611 | 100.1 | 年付 | 0.0497 | 0.0396 | 1.4958 | 1.8777 |
| 02渝城投 | 120205 | 4.32 | 10 | 4.7096 | 95.78 | 年付 | 0.0568 | 0.0472 | 4.0604 | 10.7958 |
| 02苏交通 | 120204 | 4.51 | 15 | 9.7205 | 93.76 | 年付 | 0.0553 | 0.0455 | 7.4794 | 35.9063 |
| 02中移(15) | 120203 | 4.5 | 15 | 9.5973 | 94.88 | 年付 | 0.0545 | 0.0446 | 7.3775 | 35.2845 |
| 02三峡债 | 120201 | 4.76 | 20 | 14.4959 | 95 | 年付 | 0.0552 | 0.0447 | 9.8145 | 65.8721 |
| 01三峡债 | 120102 | 5.21 | 15 | 8.6274 | 99.5 | 年付 | 0.0558 | 0.0446 | 6.6325 | 28.796 |
| 01中移动 | 120101 | 4.27 | 10 | 3.2274 | 103.46 | 年付 | 0.0446 | 0.0334 | 2.8213 | 5.787 |
| 中兴债1 | 115003 | 0.8 | 5 | 4.8521 | 80.82 | 年付 | 0.0544 | 0.0525 | 4.5091 | 12.4432 |
| 国安债1 | 115002 | 1.2 | 6 | 5.4712 | 79.33 | 年付 | 0.0587 | 0.0556 | 4.9704 | 15.1467 |
| 钢钒债1 | 115001 | 1.6 | 6 | 4.6767 | 84.41 | 年付 | 0.0562 | 0.0523 | 4.257 | 11.3712 |
| 06节能债 | 111035 | 4.05 | 10 | 1.8849 | 0 | 年付 | -0.5 | -0.5 | 0 | 0 |
| 06铁道07 | 111034 | 3.65 | 5 | 3.7288 | 94.5 | 年付 | 0.0562 | 0.048 | 3.3248 | 7.3861 |
| 06铁道01 | 111033 | 4 | 7 | 5.5644 | 95 | 年付 | 0.0544 | 0.0453 | 4.7248 | 14.492 |
| 05泰达债 | 111030 | 4.65 | 10 | 7.737 | 104.4 | 年付 | 0.0416 | 0.0321 | 6.3468 | 25.5578 |
| 05神华债 | 111028 | 2.25 | 7 | 3.8247 | 104.5 | 年付 | 0.0115 | 0.0069 | 3.2788 | 7.3293 |
| 03石油债 | 111027 | 4.11 | 10 | 5.5918 | 96.09 | 年付 | 0.0529 | 0.0437 | 4.7537 | 14.6453 |
| 05粤交通 | 111026 | 5.3 | 15 | 12.2658 | 101 | 年付 | 0.0563 | 0.0447 | 8.439 | 49.6837 |
| 04华电2 | 111025 | 4.28 | 10 | 6.5123 | 102.1 | 年付 | 0.0428 | 0.0335 | 5.0718 | 17.4158 |
| 04华电1 | 111024 | 5.4 | 10 | 6.5123 | 106.2 | 年付 | 0.0475 | 0.036 | 5.2894 | 18.5052 |
| 03中铁债 | 111023 | 4.63 | 18 | 13.4219 | 94.8 | 年付 | 0.0548 | 0.0444 | 9.3398 | 59.2586 |
| 04首旅债 | 111022 | 4 | 10 | 5.9041 | 100.5 | 年付 | 0.0398 | 0.0316 | 4.8378 | 15.1052 |
| 03华能2 | 111021 | 4.05 | 10 | 5.7068 | 101.02 | 年付 | 0.0408 | 0.0323 | 4.6783 | 14.4028 |
| 03华能1 | 111020 | 4.6 | 10 | 5.7068 | 93.68 | 年付 | 0.0624 | 0.0521 | 4.7527 | 14.6435 |
| 02广核债 | 111019 | 4.5 | 15 | 9.6329 | 93.49 | 年付 | 0.0562 | 0.0463 | 7.3883 | 35.322 |
| 02电网15 | 111018 | 4.86 | 15 | 9.2356 | 96.4 | 年付 | 0.0591 | 0.0479 | 6.8862 | 32.2415 |
| 01广核债 | 111016 | 4.12 | 7 | 0.7096 | 100.74 | 年付 | 0.0473 | 0.0358 | 0.6847 | 0.4745 |
| 01三峡10 | 111015 | 4.54 | 10 | 3.6219 | 101.15 | 年付 | 0.0581 | 0.0458 | 3.1226 | 6.7772 |
| 08柳钢CP01 | 881055 | 6.1 | 1 | 0.9589 | 0 | 固定单利 | 0 | 0 | 0 | 0 |
