| 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 | 1.4904 | 99.77 | 188 | 1.6997 | 101.4697 | 年付 | 0.0345 | 1.4058 | 1.7107 |
| 国债917 | 101917 | 4.26 | 20 | 13.3507 | 101.2 | 242 | 2.8244 | 104.0244 | 年付 | 0.0414 | 10.0578 | 62.5228 |
| 国债912 | 101912 | 3.05 | 10 | 3.5918 | 96.58 | 151 | 1.2618 | 97.8418 | 年付 | 0.0409 | 3.2755 | 7.2095 |
| 国债904 | 101904 | 2.87 | 10 | 2.1534 | 101.6 | 311 | 2.4454 | 104.0454 | 年付 | 0.021 | 1.9887 | 3.1137 |
| 国债903 | 101903 | 3.27 | 7 | 0.074 | 100.67 | 340 | 3.046 | 103.716 | 年付 | -0.0581 | 0.0713 | 0.0052 |
| 国债0803 | 100803 | 4.07 | 10 | 9.9808 | 0 | 9 | 0.1004 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0802 | 100802 | 4.16 | 15 | 14.9178 | 0 | 30 | 0.171 | 0 | 半年付 | -0.5 | 0 | 0 |
| 国债0801 | 100801 | 3.95 | 7 | 6.8849 | 0 | 45 | 0.487 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0720 | 100720 | 3.66 | 1 | 0.7096 | 100.18 | 101 | 369.66 | 469.84 | 固定单利 | -1.0983 | 0.6912 | 0.4829 |
| 国债0718 | 100718 | 4.35 | 7 | 6.6685 | 0 | 124 | 1.4778 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0717 | 100717 | 4 | 5 | 4.5726 | 0 | 159 | 1.7425 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0716 | 100716 | 2.95 | 1 | 0.463 | 100.04 | 191 | 563.45 | 663.49 | 固定单利 | -1.8247 | 0.4532 | 0.2086 |
| 07国债14 | 100714 | 3.9 | 7 | 6.4082 | 0 | 219 | 2.34 | 0 | 年付 | -0.5 | 0 | 0 |
| 07国债13 | 100713 | 4.52 | 20 | 19.3973 | 0 | 226 | 1.3993 | 0 | 半年付 | -0.5 | 0 | 0 |
| 国债0711 | 100711 | 3.53 | 3 | 2.3014 | 0 | 257 | 2.4855 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0710 | 100710 | 4.4 | 10 | 9.2493 | 0 | 278 | 1.6756 | 0 | 半年付 | -0.5 | 0 | 0 |
| 国债0709 | 100709 | 2.61 | 1 | 0.2137 | 0 | 289 | 2.0665 | 0 | 年付 | 0 | 0 | 0 |
| 国债0707 | 100707 | 3.74 | 7 | 6.1562 | 0 | 310 | 3.1764 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0706 | 100706 | 4.27 | 30 | 29.1562 | 0 | 317 | 3.7085 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0705 | 100705 | 3.18 | 5 | 4.074 | 0 | 341 | 2.9709 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0704 | 100704 | 2.77 | 3 | 2.0493 | 0 | 348 | 2.641 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0703 | 100703 | 3.4 | 10 | 8.989 | 0 | 7 | 0.0652 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0701 | 100701 | 2.93 | 7 | 5.8658 | 0 | 52 | 0.4174 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0620 | 100620 | 2.91 | 7 | 5.6712 | 0 | 123 | 0.9806 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0619 | 100619 | 3.27 | 15 | 13.6438 | 0 | 135 | 1.2095 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0618 | 100618 | 2.48 | 5 | 3.5781 | 0 | 156 | 1.0599 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0617 | 100617 | 2.29 | 3 | 1.5534 | 0 | 165 | 1.0352 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0616 | 100616 | 2.92 | 10 | 8.5041 | 0 | 185 | 1.48 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0613 | 100613 | 2.89 | 7 | 5.4301 | 0 | 211 | 1.6707 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0612 | 100612 | 2.72 | 5 | 3.3836 | 0 | 227 | 1.6916 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0610 | 100610 | 2.34 | 3 | 1.3041 | 0 | 256 | 1.6412 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0609 | 100609 | 3.7 | 20 | 18.2575 | 0 | 94 | 0.9503 | 0 | 半年付 | -0.5 | 0 | 0 |
| 国债0606 | 100606 | 2.62 | 7 | 5.1616 | 0 | 309 | 2.218 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0605 | 100605 | 2.4 | 5 | 3.1342 | 0 | 318 | 2.091 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0604 | 100604 | 2.12 | 3 | 1.0548 | 0 | 347 | 2.0155 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0603 | 100603 | 2.8 | 10 | 8.0027 | 0 | 2 | 0.0077 | 0 | 半年付 | -0.5 | 0 | 0 |
| 国债0601 | 100601 | 2.51 | 7 | 4.9233 | 0 | 31 | 0.2132 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0513 | 100513 | 3.01 | 7 | 4.6658 | 0 | 125 | 1.0308 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0512 | 100512 | 3.65 | 15 | 12.6438 | 0 | 135 | 1.3537 | 0 | 半年付 | -0.5 | 0 | 0 |
| 国债0511 | 100511 | 2.14 | 5 | 2.5644 | 0 | 161 | 0.9439 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0509 | 100509 | 2.83 | 7 | 4.4137 | 0 | 217 | 1.6825 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0508 | 100508 | 1.93 | 3 | 0.3836 | 82 | 227 | 1.2003 | 83.2003 | 年付 | 0.5869 | 0.31 | 0.0975 |
| 国债0505 | 100505 | 3.37 | 7 | 4.1589 | 97 | 309 | 2.853 | 99.853 | 年付 | 0.0417 | 3.6801 | 9.2038 |
| 国债0504 | 100504 | 4.11 | 20 | 17.1397 | 0 | 135 | 1.5243 | 0 | 半年付 | -0.5 | 0 | 0 |
| 国债0503 | 100503 | 3.3 | 5 | 2.0767 | 99.45 | 338 | 3.0559 | 102.5059 | 年付 | 0.0357 | 1.9129 | 2.9095 |
| 国债0501 | 100501 | 4.44 | 10 | 6.9233 | 101.65 | 30 | 0.3659 | 102.0159 | 半年付 | 0.0416 | 5.8967 | 20.499 |
| 国债0410 | 100410 | 4.86 | 7 | 3.663 | 103.4 | 125 | 1.6644 | 105.0644 | 年付 | 0.0384 | 3.2688 | 7.2876 |
| 国债0408 | 100408 | 4.3 | 5 | 1.5644 | 101.18 | 161 | 1.8967 | 103.0767 | 年付 | 0.0349 | 1.4678 | 1.8385 |
| 国债0407 | 100407 | 4.71 | 7 | 3.4082 | 102.5 | 217 | 2.8002 | 105.3002 | 年付 | 0.039 | 3.0311 | 6.4741 |
| 国债0404 | 100404 | 4.89 | 7 | 3.1589 | 102.96 | 309 | 4.1398 | 107.0998 | 年付 | 0.0387 | 2.7824 | 5.6865 |
| 国债0403 | 100403 | 4.4164 | 5 | 1.063 | 102.8 | 344 | 4.1623 | 106.9623 | 年付 | 0.0172 | 1.0015 | 1.0538 |
| 国债0311 | 100311 | 3.5 | 7 | 2.6466 | 106.94 | 131 | 1.2562 | 108.1962 | 年付 | 0.0083 | 2.5248 | 4.5666 |
| 国债0308 | 100308 | 3.02 | 10 | 5.4767 | 94.8 | 194 | 1.6052 | 96.4052 | 年付 | 0.041 | 4.8342 | 14.9191 |
| 国债0307 | 100307 | 2.66 | 7 | 2.3973 | 96.8 | 222 | 1.6179 | 98.4179 | 年付 | 0.0408 | 2.2238 | 3.659 |
| 国债0303 | 100303 | 3.4 | 20 | 15.063 | 92.01 | 164 | 1.5235 | 93.5335 | 半年付 | 0.0412 | 11.3198 | 80.1915 |
| 国债0301 | 100301 | 2.66 | 7 | 1.8986 | 98 | 39 | 0.2842 | 98.2842 | 年付 | 0.0377 | 1.7994 | 2.505 |
| 国债0215 | 100215 | 2.93 | 7 | 1.6932 | 98.55 | 114 | 0.9151 | 99.4651 | 年付 | 0.0382 | 1.5987 | 2.0797 |
| 国债0213 | 100213 | 2.6 | 15 | 9.4877 | 88.77 | 9 | 0.0636 | 88.8336 | 半年付 | 0.0404 | 8.2095 | 38.5128 |
| 国债0210 | 100210 | 2.39 | 7 | 1.4027 | 98.6 | 226 | 1.4798 | 100.0798 | 年付 | 0.0343 | 1.3138 | 1.5314 |
| 国债0203 | 100203 | 2.54 | 10 | 4.0603 | 94.5 | 346 | 2.4078 | 96.9078 | 年付 | 0.0403 | 3.6555 | 8.9847 |
| 国债0115 | 100115 | 3 | 7 | 0.726 | 100.2 | 102 | 0.8384 | 101.0384 | 年付 | 0.0267 | 0.7076 | 0.5048 |
| 08国债03 | 019803 | 4.07 | 10 | 9.9836 | 0 | 9 | 0.1004 | 0 | 年付 | -0.5 | 0 | 0 |
| 08国债02 | 019802 | 4.16 | 15 | 14.9315 | 0 | 30 | 0.171 | 0 | 半年付 | -0.5 | 0 | 0 |
| 08国债01 | 019801 | 3.95 | 7 | 6.8849 | 0 | 45 | 0.487 | 0 | 年付 | -0.5 | 0 | 0 |
| 07国债20 | 019720 | 3.66 | 1 | 0.7096 | 0 | 101 | 369.66 | 0 | 固定单利 | 0 | 0 | 0 |
| 07国债18 | 019718 | 4.35 | 7 | 6.6685 | 0 | 124 | 1.4778 | 0 | 年付 | -0.5 | 0 | 0 |
| 07国债17 | 019717 | 4 | 5 | 4.5726 | 0 | 159 | 1.7425 | 0 | 年付 | -0.5 | 0 | 0 |
| 07国债16 | 019716 | 2.95 | 1 | 0.463 | 0 | 191 | 563.45 | 0 | 固定单利 | 0 | 0 | 0 |
| 07国债14 | 019714 | 3.9 | 7 | 6.4082 | 0 | 219 | 2.34 | 0 | 年付 | -0.5 | 0 | 0 |
| 07国债11 | 019711 | 3.53 | 3 | 2.3014 | 0 | 257 | 2.4855 | 0 | 年付 | -0.5 | 0 | 0 |
| 07国债13 | 010713 | 4.52 | 20 | 19.3973 | 0 | 226 | 2.7987 | 0 | 年付 | -0.5 | 0 | 0 |
| 07国债10 | 010710 | 4.4 | 10 | 9.2493 | 0 | 278 | 3.3512 | 0 | 年付 | -0.5 | 0 | 0 |
| 07国债09 | 010709 | 2.61 | 1 | 0.2137 | 99.99 | 289 | 2.0665 | 102.0565 | 年付 | 0.0254 | 0.2092 | 0.0447 |
| 07国债07 | 010707 | 3.74 | 7 | 6.1589 | 0 | 310 | 3.1764 | 0 | 年付 | -0.5 | 0 | 0 |
| 07国债06 | 010706 | 4.27 | 30 | 29.1562 | 0 | 317 | 3.7085 | 0 | 年付 | -0.5 | 0 | 0 |
| 07国债05 | 010705 | 3.18 | 5 | 4.074 | 0 | 341 | 2.9709 | 0 | 年付 | -0.5 | 0 | 0 |
| 07国债04 | 010704 | 2.77 | 3 | 2.0521 | 0 | 348 | 2.641 | 0 | 年付 | -0.5 | 0 | 0 |
| 07国债03 | 010703 | 3.4 | 10 | 8.989 | 0 | 7 | 0.0652 | 0 | 年付 | -0.5 | 0 | 0 |
| 07国债01 | 010701 | 2.93 | 7 | 5.8658 | 0 | 52 | 0.4174 | 0 | 年付 | -0.5 | 0 | 0 |
| 06国债(20) | 010620 | 2.91 | 7 | 5.6712 | 0 | 123 | 0.9806 | 0 | 年付 | -0.5 | 0 | 0 |
| 06国债(19) | 010619 | 3.27 | 15 | 13.6438 | 0 | 135 | 1.2095 | 0 | 年付 | -0.5 | 0 | 0 |
| 06国债(18) | 010618 | 2.48 | 5 | 3.5781 | 0 | 156 | 1.0599 | 0 | 年付 | -0.5 | 0 | 0 |
| 06国债(17) | 010617 | 2.29 | 3 | 1.5534 | 0 | 165 | 1.0352 | 0 | 年付 | -0.5 | 0 | 0 |
| 06国债(16) | 010616 | 2.92 | 10 | 8.5041 | 0 | 185 | 1.48 | 0 | 年付 | -0.5 | 0 | 0 |
| 06国债(13) | 010613 | 2.89 | 7 | 5.4301 | 0 | 211 | 1.6707 | 0 | 年付 | -0.5 | 0 | 0 |
| 06国债(12) | 010612 | 2.72 | 5 | 3.3836 | 0 | 227 | 1.6916 | 0 | 年付 | -0.5 | 0 | 0 |
| 06国债(10) | 010610 | 2.34 | 3 | 1.3041 | 0 | 256 | 1.6412 | 0 | 年付 | -0.5 | 0 | 0 |
| 06国债(9) | 010609 | 3.7 | 20 | 18.2575 | 0 | 94 | 0.9503 | 0 | 半年付 | -0.5 | 0 | 0 |
| 06国债(6) | 010606 | 2.62 | 7 | 5.1616 | 0 | 309 | 2.218 | 0 | 年付 | -0.5 | 0 | 0 |
| 06国债(5) | 010605 | 2.4 | 5 | 3.1342 | 95.02 | 318 | 2.091 | 97.111 | 年付 | 0.0412 | 2.8691 | 5.7639 |
| 06国债(4) | 010604 | 2.12 | 3 | 1.0548 | 0 | 347 | 2.0155 | 0 | 年付 | -0.5 | 0 | 0 |
| 06国债(3) | 010603 | 2.8 | 10 | 8.0027 | 91.48 | 2 | 0.0077 | 91.4877 | 半年付 | 0.0399 | 7.0303 | 28.2056 |
| 06国债(1) | 010601 | 2.51 | 7 | 4.9233 | 93.9 | 31 | 0.2132 | 94.1132 | 年付 | 0.0389 | 4.4922 | 12.6008 |
| 05国债(13) | 010513 | 3.01 | 7 | 4.6658 | 95.5 | 125 | 1.0308 | 96.5308 | 年付 | 0.0408 | 4.195 | 11.3048 |
| 05国债(12) | 010512 | 3.65 | 15 | 12.6438 | 94.78 | 135 | 1.3537 | 96.1337 | 半年付 | 0.0419 | 9.8044 | 59.1375 |
| 05国债(11) | 010511 | 2.14 | 5 | 2.5644 | 95.46 | 161 | 0.9439 | 96.4039 | 年付 | 0.0403 | 2.399 | 4.1185 |
| 05国债(9) | 010509 | 2.83 | 7 | 4.4137 | 94.88 | 217 | 1.6825 | 96.5625 | 年付 | 0.0412 | 3.9665 | 10.3036 |
| 05国债(8) | 010508 | 1.93 | 3 | 0.3836 | 99.71 | 227 | 1.2003 | 100.9103 | 年付 | 0.0263 | 0.376 | 0.1431 |
| 05国债(5) | 010505 | 3.37 | 7 | 4.1589 | 98 | 309 | 2.853 | 100.853 | 年付 | 0.039 | 3.6919 | 9.2555 |
| 05国债(4) | 010504 | 4.11 | 20 | 17.1397 | 100.39 | 135 | 1.5243 | 101.9143 | 半年付 | 0.0408 | 12.0416 | 93.8078 |
| 05国债(3) | 010503 | 3.3 | 5 | 2.0767 | 99.65 | 338 | 3.0559 | 102.7059 | 年付 | 0.0347 | 1.9149 | 2.9153 |
| 05国债(1) | 010501 | 4.44 | 10 | 6.9233 | 103 | 30 | 0.3659 | 103.3659 | 半年付 | 0.0394 | 5.9102 | 20.5745 |
| 04国债(10) | 010410 | 4.86 | 7 | 3.663 | 103.99 | 125 | 1.6644 | 105.6544 | 年付 | 0.0367 | 3.2751 | 7.3135 |
| 04国债(8) | 010408 | 4.3 | 5 | 1.5644 | 101.44 | 161 | 1.8967 | 103.3367 | 年付 | 0.0332 | 1.4703 | 1.8446 |
| 04国债(7) | 010407 | 4.71 | 7 | 3.411 | 103.5 | 217 | 2.8002 | 106.3002 | 年付 | 0.0359 | 3.0417 | 6.5155 |
| 04国债(4) | 010404 | 4.89 | 7 | 3.1589 | 103.9 | 309 | 4.1398 | 108.0398 | 年付 | 0.0355 | 2.7924 | 5.7228 |
| 04国债(3) | 010403 | 4.4164 | 5 | 1.063 | 101.44 | 344 | 4.1623 | 105.6023 | 年付 | 0.03 | 0.9885 | 1.0277 |
| 03国债(11) | 010311 | 3.5 | 7 | 2.6466 | 99.67 | 131 | 1.2562 | 100.9262 | 年付 | 0.0362 | 2.4526 | 4.3183 |
| 03国债(8) | 010308 | 3.02 | 10 | 5.4767 | 95.6 | 194 | 1.6052 | 97.2052 | 年付 | 0.0392 | 4.8445 | 14.9747 |
| 03国债(7) | 010307 | 2.66 | 7 | 2.3973 | 97.49 | 222 | 1.6179 | 99.1079 | 年付 | 0.0377 | 2.2309 | 3.6815 |
| 03国债(3) | 010303 | 3.4 | 20 | 15.063 | 91.95 | 164 | 1.5235 | 93.4735 | 半年付 | 0.0412 | 11.3181 | 80.1755 |
| 03国债(1) | 010301 | 2.66 | 7 | 1.8986 | 98.18 | 39 | 0.2842 | 98.4642 | 年付 | 0.0366 | 1.8012 | 2.5099 |
| 02国债(15) | 010215 | 2.93 | 7 | 1.6932 | 99.12 | 114 | 0.9151 | 100.0351 | 年付 | 0.0346 | 1.6043 | 2.0942 |
| 02国债(13) | 010213 | 2.6 | 15 | 9.4877 | 88.75 | 9 | 0.0636 | 88.8136 | 半年付 | 0.0404 | 8.2093 | 38.5108 |
| 02国债(10) | 010210 | 2.39 | 7 | 1.3863 | 98.7 | 226 | 1.4798 | 100.1798 | 年付 | 0.0336 | 1.3148 | 1.5337 |
| 02国债(3) | 010203 | 2.54 | 10 | 4.0603 | 94.8 | 346 | 2.4078 | 97.2078 | 年付 | 0.0395 | 3.659 | 9.0001 |
| 21国债(15) | 010115 | 3 | 7 | 0.726 | 100.24 | 102 | 0.8384 | 101.0784 | 年付 | 0.0262 | 0.7078 | 0.5052 |
| 21国债(12) | 010112 | 3.05 | 10 | 3.5918 | 97.45 | 151 | 1.2618 | 98.7118 | 年付 | 0.0382 | 3.285 | 7.2488 |
| 21国债(10) | 010110 | 2.95 | 10 | 3.4959 | 97.1 | 186 | 1.5033 | 98.6033 | 年付 | 0.0385 | 3.1969 | 6.9284 |
| 21国债(7) | 010107 | 4.26 | 20 | 13.3507 | 101.84 | 58 | 0.6788 | 102.5188 | 半年付 | 0.0408 | 10.0721 | 62.65 |
| 21国债(3) | 010103 | 3.27 | 7 | 0.074 | 100.08 | 340 | 3.046 | 103.126 | 年付 | 0.0189 | 0.0709 | 0.0052 |
| 20国债(4) | 010004 | 3.41 | 10 | 2.1534 | 102.87 | 311 | 2.9055 | 105.7755 | 年付 | 0.0301 | 2.0013 | 3.1511 |
| 99国债(8) | 009908 | 3.3 | 10 | 1.4904 | 99.95 | 188 | 1.6997 | 101.6497 | 年付 | 0.0332 | 1.4076 | 1.7149 |
