| 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 | 1.3616 | 99.68 | 235 | 2.1247 | 101.8047 | 年付 | 0.0353 | 1.2806 | 1.4838 |
| 国债917 | 101917 | 4.26 | 20 | 13.2219 | 100.8 | 289 | 3.373 | 104.173 | 年付 | 0.0418 | 9.9224 | 61.4728 |
| 国债912 | 101912 | 3.05 | 10 | 3.463 | 96.3 | 198 | 1.6545 | 97.9545 | 年付 | 0.0421 | 3.1478 | 6.7574 |
| 国债904 | 101904 | 2.87 | 10 | 2.0247 | 102 | 358 | 2.815 | 104.815 | 年付 | 0.0185 | 1.8687 | 2.8299 |
| 国债0720 | 100720 | 3.66 | 1 | 0.5808 | 100.4 | 148 | 3.66 | 104.06 | 固定单利 | -0.0066 | 0.5696 | 0.3294 |
| 国债0716 | 100716 | 2.95 | 1 | 0.3342 | 100.07 | 238 | 2.95 | 103.02 | 固定单利 | -0.002 | 0.3277 | 0.1095 |
| 国债0505 | 100505 | 3.37 | 7 | 4.0301 | 97.9 | 356 | 3.2869 | 101.1869 | 年付 | 0.0394 | 3.5663 | 8.7617 |
| 国债0503 | 100503 | 3.3 | 5 | 1.9479 | 98.8 | 19 | 0.1718 | 98.9718 | 年付 | 0.0395 | 1.843 | 2.6037 |
| 国债0501 | 100501 | 4.44 | 10 | 6.7945 | 101.9 | 77 | 0.9392 | 102.8392 | 半年付 | 0.0412 | 5.773 | 19.8535 |
| 国债0410 | 100410 | 4.86 | 7 | 3.5342 | 103.38 | 172 | 2.2902 | 105.6702 | 年付 | 0.0381 | 3.1461 | 6.8689 |
| 国债0408 | 100408 | 4.3 | 5 | 1.4356 | 101.94 | 208 | 2.4504 | 104.3904 | 年付 | 0.0288 | 1.352 | 1.6275 |
| 国债0407 | 100407 | 4.71 | 7 | 3.2795 | 100 | 264 | 3.4067 | 103.4067 | 年付 | 0.047 | 2.8813 | 5.9737 |
| 国债0404 | 100404 | 4.89 | 7 | 3.0301 | 103.53 | 356 | 4.7694 | 108.2994 | 年付 | 0.0363 | 2.666 | 5.3311 |
| 国债0403 | 100403 | 4.4164 | 5 | 0.9342 | 101.8 | 25 | 0.3025 | 102.1025 | 年付 | 0.0243 | 0.9108 | 0.8321 |
| 国债0311 | 100311 | 3.5 | 7 | 2.5178 | 100.02 | 178 | 1.7068 | 101.7268 | 年付 | 0.0348 | 2.3321 | 3.9865 |
| 国债0308 | 100308 | 3.02 | 10 | 5.3479 | 94 | 241 | 1.994 | 95.994 | 年付 | 0.043 | 4.6991 | 14.2552 |
| 国债0307 | 100307 | 2.66 | 7 | 2.2685 | 97.1 | 269 | 1.9604 | 99.0604 | 年付 | 0.0402 | 2.1018 | 3.3432 |
| 国债0303 | 100303 | 3.4 | 20 | 14.9342 | 89.74 | 28 | 0.2601 | 90.0001 | 半年付 | 0.0434 | 11.3399 | 78.4736 |
| 国债0301 | 100301 | 2.66 | 7 | 1.7699 | 97.51 | 86 | 0.6267 | 98.1367 | 年付 | 0.0414 | 1.6695 | 2.2211 |
| 国债0215 | 100215 | 2.93 | 7 | 1.5644 | 98.55 | 161 | 1.2924 | 99.8424 | 年付 | 0.0389 | 1.4739 | 1.8322 |
| 国债0213 | 100213 | 2.6 | 15 | 9.3589 | 86.87 | 56 | 0.3957 | 87.2657 | 半年付 | 0.0432 | 8.0573 | 37.4074 |
| 国债0210 | 100210 | 2.39 | 7 | 1.274 | 98.8 | 273 | 1.7876 | 100.5876 | 年付 | 0.0337 | 1.1903 | 1.3183 |
| 国债0203 | 100203 | 2.54 | 10 | 3.9315 | 93.88 | 27 | 0.1879 | 94.0679 | 年付 | 0.0426 | 3.62 | 8.4588 |
| 国债0115 | 100115 | 3 | 7 | 0.5973 | 99.55 | 149 | 1.2247 | 100.7747 | 年付 | 0.037 | 0.5801 | 0.3406 |
| 07国债09 | 10709 | 2.61 | 1 | 0.0849 | 99.95 | 336 | 2.4026 | 102.3526 | 年付 | 0.0296 | 0.0818 | 0.0068 |
| 06国债(5) | 10605 | 2.4 | 5 | 3.0055 | 96.15 | 365 | 2.4 | 98.55 | 年付 | 0.0378 | 2.756 | 5.403 |
| 06国债(4) | 10604 | 2.12 | 3 | 0.926 | 100 | 28 | 0.1626 | 100.1626 | 年付 | 0.0211 | 0.9056 | 0.8214 |
| 06国债(3) | 10603 | 2.8 | 10 | 7.874 | 90.15 | 49 | 0.1879 | 90.3379 | 半年付 | 0.0428 | 6.8892 | 27.3086 |
| 06国债(1) | 10601 | 2.51 | 7 | 4.7945 | 93.98 | 78 | 0.5364 | 94.5164 | 年付 | 0.0391 | 4.3679 | 12.0296 |
| 05国债(13) | 10513 | 3.01 | 7 | 4.537 | 95.89 | 172 | 1.4184 | 97.3084 | 年付 | 0.0401 | 4.0749 | 10.7881 |
| 05国债(12) | 10512 | 3.65 | 15 | 12.5151 | 93.44 | 182 | 1.825 | 95.265 | 半年付 | 0.0434 | 9.8358 | 57.8917 |
| 05国债(11) | 10511 | 2.14 | 5 | 2.4356 | 95.48 | 208 | 1.2195 | 96.6995 | 年付 | 0.0412 | 2.2735 | 3.7713 |
| 05国债(9) | 10509 | 2.83 | 7 | 4.2849 | 95.7 | 264 | 2.0469 | 97.7469 | 年付 | 0.0394 | 3.8512 | 9.8264 |
| 05国债(8) | 10508 | 1.93 | 3 | 0.2548 | 100.9 | 274 | 1.4488 | 102.3488 | 年付 | -0.0161 | 0.2524 | 0.0646 |
| 05国债(5) | 10505 | 3.37 | 7 | 4.0301 | 97.23 | 356 | 3.2869 | 100.5169 | 年付 | 0.0413 | 3.5584 | 8.7281 |
| 05国债(4) | 10504 | 4.11 | 20 | 17.011 | 99.39 | 182 | 2.055 | 101.445 | 半年付 | 0.0416 | 12.1279 | 92.3767 |
| 05国债(3) | 10503 | 3.3 | 5 | 1.9479 | 99.08 | 19 | 0.1718 | 99.2518 | 年付 | 0.038 | 1.8458 | 2.6115 |
| 05国债(1) | 10501 | 4.44 | 10 | 6.7945 | 102.26 | 77 | 0.9392 | 103.1992 | 半年付 | 0.0405 | 5.7767 | 19.873 |
| 04国债(10) | 10410 | 4.86 | 7 | 3.5342 | 103.83 | 172 | 2.2902 | 106.1202 | 年付 | 0.0367 | 3.1509 | 6.888 |
| 04国债(8) | 10408 | 4.3 | 5 | 1.4356 | 101.31 | 208 | 2.4504 | 103.7604 | 年付 | 0.0333 | 1.3459 | 1.6134 |
| 04国债(7) | 10407 | 4.71 | 7 | 3.2822 | 103.4 | 264 | 3.4067 | 106.8067 | 年付 | 0.0358 | 2.918 | 6.1103 |
| 04国债(4) | 10404 | 4.89 | 7 | 3.0301 | 103.63 | 356 | 4.7694 | 108.3994 | 年付 | 0.036 | 2.667 | 5.3349 |
| 04国债(3) | 10403 | 4.4164 | 5 | 0.9342 | 101.22 | 25 | 0.3025 | 101.5225 | 年付 | 0.0305 | 0.9057 | 0.8227 |
| 03国债(11) | 10311 | 3.5 | 7 | 2.5178 | 99.35 | 178 | 1.7068 | 101.0568 | 年付 | 0.0376 | 2.3253 | 3.9643 |
| 03国债(8) | 10308 | 3.02 | 10 | 5.3479 | 94.95 | 241 | 1.994 | 96.944 | 年付 | 0.0409 | 4.7114 | 14.3199 |
| 03国债(7) | 10307 | 2.66 | 7 | 2.2685 | 97.36 | 269 | 1.9604 | 99.3204 | 年付 | 0.0389 | 2.1045 | 3.3513 |
| 03国债(3) | 10303 | 3.4 | 20 | 14.9342 | 89.8 | 28 | 0.2601 | 90.0601 | 半年付 | 0.0434 | 11.3416 | 78.4899 |
| 03国债(1) | 10301 | 2.66 | 7 | 1.7699 | 98.29 | 86 | 0.6267 | 98.9167 | 年付 | 0.0367 | 1.6773 | 2.2415 |
| 02国债(15) | 10215 | 2.93 | 7 | 1.5644 | 99.12 | 161 | 1.2924 | 100.4124 | 年付 | 0.0351 | 1.4795 | 1.8459 |
| 02国债(13) | 10213 | 2.6 | 15 | 9.3589 | 86.78 | 56 | 0.3957 | 87.1757 | 半年付 | 0.0433 | 8.0561 | 37.3986 |
| 02国债(10) | 10210 | 2.39 | 7 | 1.2575 | 98.8 | 273 | 1.7876 | 100.5876 | 年付 | 0.0337 | 1.1903 | 1.3183 |
| 02国债(3) | 10203 | 2.54 | 10 | 3.9315 | 94.63 | 27 | 0.1879 | 94.8179 | 年付 | 0.0405 | 3.6283 | 8.4963 |
| 21国债(15) | 10115 | 3 | 7 | 0.5973 | 99.99 | 149 | 1.2247 | 101.2147 | 年付 | 0.0295 | 0.5826 | 0.3436 |
| 21国债(12) | 10112 | 3.05 | 10 | 3.463 | 97.2 | 198 | 1.6545 | 98.8545 | 年付 | 0.0392 | 3.1577 | 6.7968 |
| 21国债(10) | 10110 | 2.95 | 10 | 3.3671 | 96.92 | 233 | 1.8832 | 98.8032 | 年付 | 0.0394 | 3.0701 | 6.487 |
| 21国债(7) | 10107 | 4.26 | 20 | 13.2219 | 100.22 | 105 | 1.2288 | 101.4488 | 半年付 | 0.0424 | 9.9092 | 61.3584 |
| 20国债(4) | 10004 | 3.41 | 10 | 2.0247 | 102.49 | 358 | 3.3446 | 105.8346 | 年付 | 0.0318 | 1.8736 | 2.8438 |
| 99国债(8) | 9908 | 3.3 | 10 | 1.3616 | 99.76 | 235 | 2.1247 | 101.8847 | 年付 | 0.0347 | 1.2814 | 1.4856 |
