| 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 | 1.1534 | 99.4 | 311 | 2.8118 | 102.2118 | 年付 | 0.0383 | 1.0769 | 2.2255 |
| 国债917 | 101917 | 4.26 | 20 | 13.0137 | 99 | 365 | 4.26 | 103.26 | 年付 | 0.0436 | 9.6762 | 116.6282 |
| 国债912 | 101912 | 3.05 | 10 | 3.2548 | 96.28 | 274 | 2.2896 | 98.5696 | 年付 | 0.0429 | 2.9461 | 11.8619 |
| 国债904 | 101904 | 2.87 | 10 | 1.8164 | 101.81 | 68 | 0.5347 | 102.3447 | 年付 | 0.0184 | 1.7056 | 4.5935 |
| 国债0809 | 100809 | 3.42 | 1 | 0.8658 | 100 | 50 | 0.4685 | 100.4685 | 年付 | 0.0339 | 0.8384 | 1.4058 |
| 国债0720 | 100720 | 3.66 | 1 | 0.3726 | 100.22 | 224 | 3.66 | 103.88 | 固定单利 | -0.0057 | 0.3675 | 0.2701 |
| 国债0716 | 100716 | 2.95 | 1 | 0.126 | 99.95 | 314 | 2.95 | 102.9 | 固定单利 | 0.0039 | 0.1225 | 0.03 |
| 国债0505 | 100505 | 3.37 | 7 | 3.8219 | 96.31 | 66 | 0.6094 | 96.9194 | 年付 | 0.0444 | 3.4695 | 15.7472 |
| 国债0503 | 100503 | 3.3 | 5 | 1.7397 | 98.4 | 95 | 0.8589 | 99.2589 | 年付 | 0.0427 | 1.6376 | 4.2812 |
| 国债0501 | 100501 | 4.44 | 10 | 6.5863 | 102 | 153 | 1.8663 | 103.8663 | 半年付 | 0.0409 | 5.57 | 36.9399 |
| 国债0410 | 100410 | 4.86 | 7 | 3.326 | 102.2 | 248 | 3.3021 | 105.5021 | 年付 | 0.0413 | 2.9355 | 11.948 |
| 国债0408 | 100408 | 4.3 | 5 | 1.2274 | 101.14 | 284 | 3.3458 | 104.4858 | 年付 | 0.0331 | 1.1451 | 2.4563 |
| 国债0407 | 100407 | 4.71 | 7 | 3.0712 | 102 | 340 | 4.3874 | 106.3874 | 年付 | 0.04 | 2.7046 | 10.4158 |
| 国债0404 | 100404 | 4.89 | 7 | 2.8219 | 102 | 66 | 0.8842 | 102.8842 | 年付 | 0.0412 | 2.5769 | 9.3088 |
| 国债0403 | 100403 | 4.4164 | 5 | 0.726 | 100.94 | 101 | 1.2221 | 102.1621 | 年付 | 0.0304 | 0.7077 | 1.0015 |
| 国债0311 | 100311 | 3.5 | 7 | 2.3096 | 99.65 | 254 | 2.4356 | 102.0856 | 年付 | 0.0365 | 2.1277 | 6.7271 |
| 国债0308 | 100308 | 3.02 | 10 | 5.1397 | 93.01 | 317 | 2.6228 | 95.6328 | 年付 | 0.0457 | 4.4843 | 25.7343 |
| 国债0307 | 100307 | 2.66 | 7 | 2.0603 | 97 | 345 | 2.5142 | 99.5142 | 年付 | 0.0421 | 1.8985 | 5.5421 |
| 国债0303 | 100303 | 3.4 | 20 | 14.726 | 86.51 | 104 | 0.9661 | 87.4761 | 半年付 | 0.0468 | 11.0426 | 149.9929 |
| 国债0301 | 100301 | 2.66 | 7 | 1.5616 | 97.6 | 162 | 1.1806 | 98.7806 | 年付 | 0.0427 | 1.4683 | 3.5875 |
| 国债0215 | 100215 | 2.93 | 7 | 1.3562 | 98.54 | 237 | 1.9025 | 100.4425 | 年付 | 0.0404 | 1.2722 | 2.8668 |
| 国债0213 | 100213 | 2.6 | 15 | 9.1507 | 84.88 | 132 | 0.9326 | 85.8126 | 半年付 | 0.0465 | 7.8241 | 70.7243 |
| 国债0210 | 100210 | 2.39 | 7 | 1.0658 | 99.1 | 349 | 2.2852 | 101.3852 | 年付 | 0.0327 | 0.9904 | 1.9616 |
| 国债0203 | 100203 | 2.54 | 10 | 3.7233 | 92.82 | 103 | 0.7168 | 93.5368 | 年付 | 0.0469 | 3.4052 | 15.1564 |
| 国债0115 | 100115 | 3 | 7 | 0.389 | 100.7 | 225 | 1.8493 | 102.5493 | 年付 | 0.0113 | 0.3835 | 0.2942 |
| 06国债(5) | 010605 | 2.4 | 5 | 2.7973 | 96.37 | 75 | 0.4932 | 96.8632 | 年付 | 0.0379 | 2.6238 | 9.5183 |
| 06国债(4) | 010604 | 2.12 | 3 | 0.7178 | 99.8 | 104 | 0.6041 | 100.4041 | 年付 | 0.0238 | 0.7031 | 0.9886 |
| 06国债(3) | 010603 | 2.8 | 10 | 7.6658 | 88.01 | 125 | 0.4795 | 88.4895 | 半年付 | 0.0464 | 6.6602 | 51.2167 |
| 06国债(1) | 010601 | 2.51 | 7 | 4.5863 | 92.75 | 154 | 1.059 | 93.809 | 年付 | 0.0428 | 4.1508 | 21.8524 |
| 05国债(13) | 010513 | 3.01 | 7 | 4.3288 | 94.55 | 248 | 2.0452 | 96.5952 | 年付 | 0.0442 | 3.8574 | 19.3159 |
| 05国债(12) | 010512 | 3.65 | 15 | 12.3068 | 91.15 | 76 | 0.7538 | 91.9038 | 半年付 | 0.046 | 9.5834 | 110.8943 |
| 05国债(11) | 010511 | 2.14 | 5 | 2.2274 | 95.65 | 284 | 1.6651 | 97.3151 | 年付 | 0.0422 | 2.072 | 6.3767 |
| 05国债(9) | 010509 | 2.83 | 7 | 4.0767 | 94.5 | 340 | 2.6362 | 97.1362 | 年付 | 0.0433 | 3.6349 | 17.404 |
| 05国债(8) | 010508 | 1.93 | 3 | 0.0466 | 100.02 | 350 | 1.8507 | 101.8707 | 年付 | 0.0125 | 0.0437 | 0.0038 |
| 05国债(5) | 010505 | 3.37 | 7 | 3.8219 | 96.51 | 66 | 0.6094 | 97.1194 | 年付 | 0.0438 | 3.4717 | 15.7665 |
| 05国债(4) | 010504 | 4.11 | 20 | 16.8027 | 97.98 | 76 | 0.8488 | 98.8288 | 半年付 | 0.0428 | 11.8808 | 178.8251 |
| 05国债(3) | 010503 | 3.3 | 5 | 1.7397 | 99.1 | 95 | 0.8589 | 99.9589 | 年付 | 0.0384 | 1.6445 | 4.317 |
| 05国债(1) | 010501 | 4.44 | 10 | 6.5863 | 101.12 | 153 | 1.8663 | 102.9863 | 半年付 | 0.0424 | 5.5609 | 36.8445 |
| 04国债(10) | 010410 | 4.86 | 7 | 3.326 | 102.61 | 248 | 3.3021 | 105.9121 | 年付 | 0.0399 | 2.9399 | 11.9817 |
| 04国债(8) | 010408 | 4.3 | 5 | 1.2274 | 100.9 | 284 | 3.3458 | 104.2458 | 年付 | 0.0352 | 1.1428 | 2.4466 |
| 04国债(7) | 010407 | 4.71 | 7 | 3.074 | 102.6 | 340 | 4.3874 | 106.9874 | 年付 | 0.0379 | 2.711 | 10.462 |
| 04国债(4) | 010404 | 4.89 | 7 | 2.8219 | 102.6 | 66 | 0.8842 | 103.4842 | 年付 | 0.0389 | 2.5829 | 9.3513 |
| 04国债(3) | 010403 | 4.4164 | 5 | 0.726 | 100.83 | 101 | 1.2221 | 102.0521 | 年付 | 0.0319 | 0.7069 | 0.9994 |
| 03国债(11) | 010311 | 3.5 | 7 | 2.3096 | 99.2 | 254 | 2.4356 | 101.6356 | 年付 | 0.0386 | 2.1231 | 6.6991 |
| 03国债(8) | 010308 | 3.02 | 10 | 5.1397 | 93.21 | 317 | 2.6228 | 95.8328 | 年付 | 0.0453 | 4.487 | 25.7615 |
| 03国债(7) | 010307 | 2.66 | 7 | 2.0603 | 97.54 | 345 | 2.5142 | 100.0542 | 年付 | 0.0392 | 1.904 | 5.5736 |
| 03国债(3) | 010303 | 3.4 | 20 | 14.726 | 86.42 | 104 | 0.9661 | 87.3861 | 半年付 | 0.0469 | 11.04 | 149.942 |
| 03国债(1) | 010301 | 2.66 | 7 | 1.5616 | 98.2 | 162 | 1.1806 | 99.3806 | 年付 | 0.0386 | 1.4742 | 3.6163 |
| 02国债(15) | 010215 | 2.93 | 7 | 1.3562 | 98.91 | 237 | 1.9025 | 100.8125 | 年付 | 0.0376 | 1.2758 | 2.883 |
| 02国债(13) | 010213 | 2.6 | 15 | 9.1507 | 84.73 | 132 | 0.9326 | 85.6626 | 半年付 | 0.0467 | 7.822 | 70.6945 |
| 02国债(10) | 010210 | 2.39 | 7 | 1.0493 | 98.69 | 349 | 2.2852 | 100.9752 | 年付 | 0.0368 | 0.9864 | 1.9459 |
| 02国债(3) | 010203 | 2.54 | 10 | 3.7233 | 93.79 | 103 | 0.7168 | 94.5068 | 年付 | 0.0438 | 3.416 | 15.2496 |
| 21国债(15) | 010115 | 3 | 7 | 0.389 | 99.97 | 225 | 1.8493 | 101.8193 | 年付 | 0.0298 | 0.3808 | 0.29 |
| 21国债(12) | 010112 | 3.05 | 10 | 3.2548 | 96.3 | 274 | 2.2896 | 98.5896 | 年付 | 0.0429 | 2.9463 | 11.8636 |
| 21国债(10) | 010110 | 2.95 | 10 | 3.1589 | 96.1 | 309 | 2.4974 | 98.5974 | 年付 | 0.0429 | 2.8594 | 11.2661 |
| 21国债(7) | 010107 | 4.26 | 20 | 13.0137 | 97.09 | 181 | 2.1183 | 99.2083 | 半年付 | 0.0456 | 9.6307 | 115.8441 |
| 20国债(4) | 010004 | 3.41 | 10 | 1.8164 | 101.79 | 68 | 0.6353 | 102.4253 | 年付 | 0.0297 | 1.7054 | 4.5925 |
| 99国债(8) | 009908 | 3.3 | 10 | 1.1534 | 99.64 | 311 | 2.8118 | 102.4518 | 年付 | 0.0361 | 1.0792 | 2.235 |
