| 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 | 1.4055 | 99.53 | 219 | 1.98 | 101.51 | 年付 | 0.0363 | 1.3215 | 1.5554 |
| 国债917 | 101917 | 4.26 | 20 | 13.2658 | 102.2 | 273 | 3.1862 | 105.3862 | 年付 | 0.0404 | 9.9969 | 62.0774 |
| 国债912 | 101912 | 3.05 | 10 | 3.5068 | 96.1 | 182 | 1.5208 | 97.6208 | 年付 | 0.0426 | 3.1881 | 6.8968 |
| 国债904 | 101904 | 2.87 | 10 | 2.0685 | 96.09 | 342 | 2.6892 | 98.7792 | 年付 | 0.049 | 1.8509 | 2.7596 |
| 国债0804 | 100804 | 3.56 | 3 | 2.9616 | 0 | 15 | 0.1463 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0803 | 100803 | 4.07 | 10 | 9.8959 | 0 | 40 | 0.446 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0802 | 100802 | 4.16 | 15 | 14.8329 | 0 | 61 | 0.3476 | 0 | 半年付 | -0.5 | 0 | 0 |
| 国债0801 | 100801 | 3.95 | 7 | 6.8 | 0 | 76 | 0.8225 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0720 | 100720 | 3.66 | 1 | 0.6247 | 100.4 | 132 | 483.12 | 583.52 | 固定单利 | -1.3164 | 0.6117 | 0.3793 |
| 国债0718 | 100718 | 4.35 | 7 | 6.5836 | 0 | 155 | 1.8473 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0717 | 100717 | 4 | 5 | 4.4877 | 0 | 190 | 2.0822 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0716 | 100716 | 2.95 | 1 | 0.3781 | 100.04 | 222 | 654.9 | 754.94 | 固定单利 | -2.2841 | 0.3704 | 0.1398 |
| 07国债14 | 100714 | 3.9 | 7 | 6.3233 | 0 | 250 | 2.6712 | 0 | 年付 | -0.5 | 0 | 0 |
| 07国债13 | 100713 | 4.52 | 20 | 19.3123 | 0 | 257 | 1.5913 | 0 | 半年付 | -0.5 | 0 | 0 |
| 国债0711 | 100711 | 3.53 | 3 | 2.2164 | 0 | 288 | 2.7853 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0710 | 100710 | 4.4 | 10 | 9.1644 | 0 | 309 | 1.8625 | 0 | 半年付 | -0.5 | 0 | 0 |
| 国债0709 | 100709 | 2.61 | 1 | 0.1288 | 0 | 320 | 2.2882 | 0 | 年付 | 0 | 0 | 0 |
| 国债0707 | 100707 | 3.74 | 7 | 6.0712 | 0 | 341 | 3.4941 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0706 | 100706 | 4.27 | 30 | 29.0712 | 0 | 348 | 4.0711 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0705 | 100705 | 3.18 | 5 | 3.989 | 0 | 6 | 0.0523 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0704 | 100704 | 2.77 | 3 | 1.9644 | 0 | 13 | 0.0987 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0703 | 100703 | 3.4 | 10 | 8.9041 | 0 | 38 | 0.354 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0701 | 100701 | 2.93 | 7 | 5.7808 | 0 | 83 | 0.6663 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0620 | 100620 | 2.91 | 7 | 5.5863 | 0 | 154 | 1.2278 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0619 | 100619 | 3.27 | 15 | 13.5589 | 0 | 166 | 1.4872 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0618 | 100618 | 2.48 | 5 | 3.4932 | 0 | 187 | 1.2706 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0617 | 100617 | 2.29 | 3 | 1.4685 | 0 | 196 | 1.2297 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0616 | 100616 | 2.92 | 10 | 8.4192 | 0 | 216 | 1.728 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0613 | 100613 | 2.89 | 7 | 5.3452 | 0 | 242 | 1.9161 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0612 | 100612 | 2.72 | 5 | 3.2986 | 0 | 258 | 1.9226 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0610 | 100610 | 2.34 | 3 | 1.2192 | 0 | 287 | 1.8399 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0609 | 100609 | 3.7 | 20 | 18.1726 | 0 | 125 | 1.2637 | 0 | 半年付 | -0.5 | 0 | 0 |
| 国债0606 | 100606 | 2.62 | 7 | 5.0767 | 0 | 340 | 2.4405 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0605 | 100605 | 2.4 | 5 | 3.0493 | 0 | 349 | 2.2948 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0604 | 100604 | 2.12 | 3 | 0.9699 | 0 | 12 | 0.0697 | 0 | 年付 | 0 | 0 | 0 |
| 国债0603 | 100603 | 2.8 | 10 | 7.9178 | 0 | 33 | 0.1266 | 0 | 半年付 | -0.5 | 0 | 0 |
| 国债0601 | 100601 | 2.51 | 7 | 4.8384 | 0 | 62 | 0.4264 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0513 | 100513 | 3.01 | 7 | 4.5808 | 0 | 156 | 1.2865 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0512 | 100512 | 3.65 | 15 | 12.5589 | 0 | 166 | 1.6646 | 0 | 半年付 | -0.5 | 0 | 0 |
| 国债0511 | 100511 | 2.14 | 5 | 2.4795 | 0 | 192 | 1.1257 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0509 | 100509 | 2.83 | 7 | 4.3288 | 0 | 248 | 1.9228 | 0 | 年付 | -0.5 | 0 | 0 |
| 国债0508 | 100508 | 1.93 | 3 | 0.2986 | 75 | 258 | 1.3642 | 76.3642 | 年付 | 1.1212 | 0.2211 | 0.0498 |
| 国债0505 | 100505 | 3.37 | 7 | 4.074 | 97.76 | 340 | 3.1392 | 100.8992 | 年付 | 0.0397 | 3.607 | 8.9197 |
| 国债0504 | 100504 | 4.11 | 20 | 17.0548 | 0 | 166 | 1.8743 | 0 | 半年付 | -0.5 | 0 | 0 |
| 国债0503 | 100503 | 3.3 | 5 | 1.9918 | 99.46 | 3 | 0.0271 | 99.4871 | 年付 | 0.0359 | 1.8919 | 2.7181 |
| 国债0501 | 100501 | 4.44 | 10 | 6.8384 | 101.5 | 61 | 0.7441 | 102.2441 | 半年付 | 0.0418 | 5.812 | 20.0552 |
| 国债0410 | 100410 | 4.86 | 7 | 3.5781 | 101.01 | 156 | 2.0772 | 103.0872 | 年付 | 0.0454 | 3.1623 | 6.9077 |
| 国债0408 | 100408 | 4.3 | 5 | 1.4795 | 101.6 | 192 | 2.2619 | 103.8619 | 年付 | 0.0315 | 1.3907 | 1.6962 |
| 国债0407 | 100407 | 4.71 | 7 | 3.3233 | 101.5 | 248 | 3.2002 | 104.7002 | 年付 | 0.0421 | 2.9394 | 6.1687 |
| 国债0404 | 100404 | 4.89 | 7 | 3.074 | 103.76 | 340 | 4.5551 | 108.3151 | 年付 | 0.0357 | 2.7101 | 5.4671 |
| 国债0403 | 100403 | 4.4164 | 5 | 0.9781 | 100.8 | 9 | 0.1089 | 100.9089 | 年付 | 0.0355 | 0.9425 | 0.8894 |
| 国债0311 | 100311 | 3.5 | 7 | 2.5616 | 99.5 | 162 | 1.5534 | 101.0534 | 年付 | 0.037 | 2.3691 | 4.0847 |
| 国债0308 | 100308 | 3.02 | 10 | 5.3918 | 94.01 | 225 | 1.8616 | 95.8716 | 年付 | 0.0428 | 4.7418 | 14.4617 |
| 国债0307 | 100307 | 2.66 | 7 | 2.3123 | 97.1 | 253 | 1.8438 | 98.9438 | 年付 | 0.0399 | 2.1444 | 3.4525 |
| 国债0303 | 100303 | 3.4 | 20 | 14.9781 | 90.1 | 12 | 0.1115 | 90.2115 | 半年付 | 0.043 | 11.393 | 78.9447 |
| 国债0301 | 100301 | 2.66 | 7 | 1.8137 | 97.75 | 70 | 0.5101 | 98.2601 | 年付 | 0.0396 | 1.7145 | 2.318 |
| 国债0215 | 100215 | 2.93 | 7 | 1.6082 | 97.89 | 145 | 1.164 | 99.054 | 年付 | 0.043 | 1.5099 | 1.8988 |
| 国债0213 | 100213 | 2.6 | 15 | 9.4027 | 87.01 | 40 | 0.2826 | 87.2926 | 半年付 | 0.043 | 8.1024 | 37.7329 |
| 国债0210 | 100210 | 2.39 | 7 | 1.3178 | 98.15 | 257 | 1.6828 | 99.8328 | 年付 | 0.0387 | 1.2267 | 1.3767 |
| 国债0203 | 100203 | 2.54 | 10 | 3.9753 | 94.45 | 11 | 0.0765 | 94.5265 | 年付 | 0.0408 | 3.669 | 8.6541 |
| 国债0115 | 100115 | 3 | 7 | 0.6411 | 99.72 | 133 | 1.0932 | 100.8132 | 年付 | 0.0338 | 0.6231 | 0.3925 |
| 08国债05 | 19805 | 3.69 | 5 | 4.9808 | 0 | 8 | 0.0809 | 0 | 年付 | -0.5 | 0 | 0 |
| 08国债04 | 19804 | 3.56 | 3 | 2.9616 | 0 | 15 | 0.1463 | 0 | 年付 | -0.5 | 0 | 0 |
| 08国债03 | 19803 | 4.07 | 10 | 9.8986 | 0 | 40 | 0.446 | 0 | 年付 | -0.5 | 0 | 0 |
| 08国债02 | 19802 | 4.16 | 15 | 14.8466 | 0 | 61 | 0.3476 | 0 | 半年付 | -0.5 | 0 | 0 |
| 08国债01 | 19801 | 3.95 | 7 | 6.8 | 0 | 76 | 0.8225 | 0 | 年付 | -0.5 | 0 | 0 |
| 07国债20 | 19720 | 3.66 | 1 | 0.6247 | 0 | 132 | 483.12 | 0 | 固定单利 | 0 | 0 | 0 |
| 07国债18 | 19718 | 4.35 | 7 | 6.5836 | 0 | 155 | 1.8473 | 0 | 年付 | -0.5 | 0 | 0 |
| 07国债17 | 19717 | 4 | 5 | 4.4877 | 0 | 190 | 2.0822 | 0 | 年付 | -0.5 | 0 | 0 |
| 07国债16 | 19716 | 2.95 | 1 | 0.3781 | 0 | 222 | 654.9 | 0 | 固定单利 | 0 | 0 | 0 |
| 07国债14 | 19714 | 3.9 | 7 | 6.3233 | 0 | 250 | 2.6712 | 0 | 年付 | -0.5 | 0 | 0 |
| 07国债11 | 19711 | 3.53 | 3 | 2.2164 | 0 | 288 | 2.7853 | 0 | 年付 | -0.5 | 0 | 0 |
| 07国债13 | 10713 | 4.52 | 20 | 19.3123 | 0 | 257 | 3.1826 | 0 | 年付 | -0.5 | 0 | 0 |
| 07国债10 | 10710 | 4.4 | 10 | 9.1644 | 0 | 309 | 3.7249 | 0 | 年付 | -0.5 | 0 | 0 |
| 07国债09 | 10709 | 2.61 | 1 | 0.1288 | 99.96 | 320 | 2.2882 | 102.2482 | 年付 | 0.0275 | 0.1252 | 0.016 |
| 07国债07 | 10707 | 3.74 | 7 | 6.074 | 0 | 341 | 3.4941 | 0 | 年付 | -0.5 | 0 | 0 |
| 07国债06 | 10706 | 4.27 | 30 | 29.0712 | 0 | 348 | 4.0711 | 0 | 年付 | -0.5 | 0 | 0 |
| 07国债05 | 10705 | 3.18 | 5 | 3.989 | 0 | 6 | 0.0523 | 0 | 年付 | -0.5 | 0 | 0 |
| 07国债04 | 10704 | 2.77 | 3 | 1.9671 | 0 | 13 | 0.0987 | 0 | 年付 | -0.5 | 0 | 0 |
| 07国债03 | 10703 | 3.4 | 10 | 8.9041 | 0 | 38 | 0.354 | 0 | 年付 | -0.5 | 0 | 0 |
| 07国债01 | 10701 | 2.93 | 7 | 5.7808 | 0 | 83 | 0.6663 | 0 | 年付 | -0.5 | 0 | 0 |
| 06国债(20) | 10620 | 2.91 | 7 | 5.5863 | 0 | 154 | 1.2278 | 0 | 年付 | -0.5 | 0 | 0 |
| 06国债(19) | 10619 | 3.27 | 15 | 13.5589 | 0 | 166 | 1.4872 | 0 | 年付 | -0.5 | 0 | 0 |
| 06国债(18) | 10618 | 2.48 | 5 | 3.4932 | 0 | 187 | 1.2706 | 0 | 年付 | -0.5 | 0 | 0 |
| 06国债(17) | 10617 | 2.29 | 3 | 1.4685 | 0 | 196 | 1.2297 | 0 | 年付 | -0.5 | 0 | 0 |
| 06国债(16) | 10616 | 2.92 | 10 | 8.4192 | 0 | 216 | 1.728 | 0 | 年付 | -0.5 | 0 | 0 |
| 06国债(13) | 10613 | 2.89 | 7 | 5.3452 | 0 | 242 | 1.9161 | 0 | 年付 | -0.5 | 0 | 0 |
| 06国债(12) | 10612 | 2.72 | 5 | 3.2986 | 0 | 258 | 1.9226 | 0 | 年付 | -0.5 | 0 | 0 |
| 06国债(10) | 10610 | 2.34 | 3 | 1.2192 | 0 | 287 | 1.8399 | 0 | 年付 | -0.5 | 0 | 0 |
| 06国债(9) | 10609 | 3.7 | 20 | 18.1726 | 0 | 125 | 1.2637 | 0 | 半年付 | -0.5 | 0 | 0 |
| 06国债(6) | 10606 | 2.62 | 7 | 5.0767 | 0 | 340 | 2.4405 | 0 | 年付 | -0.5 | 0 | 0 |
| 06国债(5) | 10605 | 2.4 | 5 | 3.0493 | 97.99 | 349 | 2.2948 | 100.2848 | 年付 | 0.031 | 2.8185 | 5.613 |
| 06国债(4) | 10604 | 2.12 | 3 | 0.9699 | 0 | 12 | 0.0697 | 0 | 年付 | 0 | 0 | 0 |
| 06国债(3) | 10603 | 2.8 | 10 | 7.9178 | 90.37 | 33 | 0.1266 | 90.4966 | 半年付 | 0.0424 | 6.9347 | 27.5962 |
| 06国债(1) | 10601 | 2.51 | 7 | 4.8384 | 93.5 | 62 | 0.4264 | 93.9264 | 年付 | 0.0401 | 4.4049 | 12.195 |
| 05国债(13) | 10513 | 3.01 | 7 | 4.5808 | 95.03 | 156 | 1.2865 | 96.3165 | 年付 | 0.0422 | 4.1072 | 10.9211 |
| 05国债(12) | 10512 | 3.65 | 15 | 12.5589 | 93.15 | 166 | 1.6646 | 94.8146 | 半年付 | 0.0436 | 9.6843 | 58.1791 |
| 05国债(11) | 10511 | 2.14 | 5 | 2.4795 | 95.97 | 192 | 1.1257 | 97.0957 | 年付 | 0.0387 | 2.3213 | 3.9047 |
| 05国债(9) | 10509 | 2.83 | 7 | 4.3288 | 94.8 | 248 | 1.9228 | 96.7228 | 年付 | 0.0416 | 3.8832 | 9.954 |
| 05国债(8) | 10508 | 1.93 | 3 | 0.2986 | 100 | 258 | 1.3642 | 101.3642 | 年付 | 0.0187 | 0.2934 | 0.0873 |
| 05国债(5) | 10505 | 3.37 | 7 | 4.074 | 98.05 | 340 | 3.1392 | 101.1892 | 年付 | 0.0389 | 3.6104 | 8.9343 |
| 05国债(4) | 10504 | 4.11 | 20 | 17.0548 | 99.7 | 166 | 1.8743 | 101.5743 | 半年付 | 0.0413 | 11.9355 | 92.8528 |
| 05国债(3) | 10503 | 3.3 | 5 | 1.9918 | 99.45 | 3 | 0.0271 | 99.4771 | 年付 | 0.0359 | 1.8918 | 2.7178 |
| 05国债(1) | 10501 | 4.44 | 10 | 6.8384 | 102.35 | 61 | 0.7441 | 103.0941 | 半年付 | 0.0404 | 5.8205 | 20.1019 |
| 04国债(10) | 10410 | 4.86 | 7 | 3.5781 | 103.7 | 156 | 2.0772 | 105.7772 | 年付 | 0.0372 | 3.1912 | 7.0238 |
| 04国债(8) | 10408 | 4.3 | 5 | 1.4795 | 101.2 | 192 | 2.2619 | 103.4619 | 年付 | 0.0343 | 1.3868 | 1.6871 |
| 04国债(7) | 10407 | 4.71 | 7 | 3.326 | 103.65 | 248 | 3.2002 | 106.8502 | 年付 | 0.0352 | 2.9624 | 6.2558 |
| 04国债(4) | 10404 | 4.89 | 7 | 3.074 | 103.67 | 340 | 4.5551 | 108.2251 | 年付 | 0.036 | 2.7092 | 5.4637 |
| 04国债(3) | 10403 | 4.4164 | 5 | 0.9781 | 101.22 | 9 | 0.1089 | 101.3289 | 年付 | 0.0312 | 0.9465 | 0.8968 |
| 03国债(11) | 10311 | 3.5 | 7 | 2.5616 | 99.44 | 162 | 1.5534 | 100.9934 | 年付 | 0.0372 | 2.3685 | 4.0827 |
| 03国债(8) | 10308 | 3.02 | 10 | 5.3918 | 95.1 | 225 | 1.8616 | 96.9616 | 年付 | 0.0405 | 4.7558 | 14.5365 |
| 03国债(7) | 10307 | 2.66 | 7 | 2.3123 | 97.42 | 253 | 1.8438 | 99.2638 | 年付 | 0.0384 | 2.1477 | 3.4626 |
| 03国债(3) | 10303 | 3.4 | 20 | 14.9781 | 90.12 | 12 | 0.1115 | 90.2315 | 半年付 | 0.043 | 11.3936 | 78.9502 |
| 03国债(1) | 10301 | 2.66 | 7 | 1.8137 | 98.1 | 70 | 0.5101 | 98.6101 | 年付 | 0.0376 | 1.7179 | 2.3273 |
| 02国债(15) | 10215 | 2.93 | 7 | 1.6082 | 98.97 | 145 | 1.164 | 100.134 | 年付 | 0.0359 | 1.5205 | 1.9252 |
| 02国债(13) | 10213 | 2.6 | 15 | 9.4027 | 87.2 | 40 | 0.2826 | 87.4826 | 半年付 | 0.0427 | 8.105 | 37.7514 |
| 02国债(10) | 10210 | 2.39 | 7 | 1.3014 | 98.7 | 257 | 1.6828 | 100.3828 | 年付 | 0.0342 | 1.2321 | 1.3886 |
| 02国债(3) | 10203 | 2.54 | 10 | 3.9753 | 94.89 | 11 | 0.0765 | 94.9665 | 年付 | 0.0396 | 3.6739 | 8.6763 |
| 21国债(15) | 10115 | 3 | 7 | 0.6411 | 100 | 133 | 1.0932 | 101.0932 | 年付 | 0.0294 | 0.6248 | 0.3946 |
| 21国债(12) | 10112 | 3.05 | 10 | 3.5068 | 97.15 | 182 | 1.5208 | 98.6708 | 年付 | 0.0393 | 3.1996 | 6.9433 |
| 21国债(10) | 10110 | 2.95 | 10 | 3.411 | 97 | 217 | 1.7538 | 98.7538 | 年付 | 0.039 | 3.1135 | 6.6367 |
| 21国债(7) | 10107 | 4.26 | 20 | 13.2658 | 100.48 | 89 | 1.0416 | 101.5216 | 半年付 | 0.0421 | 9.9582 | 61.7394 |
| 20国债(4) | 10004 | 3.41 | 10 | 2.0685 | 102.45 | 342 | 3.1951 | 105.6451 | 年付 | 0.032 | 1.9154 | 2.942 |
| 99国债(8) | 9908 | 3.3 | 10 | 1.4055 | 99.83 | 219 | 1.98 | 101.81 | 年付 | 0.0341 | 1.3244 | 1.5621 |
