| 时间：2008年09月02日 16:50:13 |
| 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 | 1.0575 | 100 | 346 | 3.1282 | 103.1282 | 年付 | 0.0329 | 0.9901 | 1.9676 |
| 国债917 | 101917 | 4.26 | 20 | 12.9178 | 99.36 | 34 | 0.3968 | 99.7568 | 年付 | 0.0432 | 9.7991 | 117.3977 |
| 国债912 | 101912 | 3.05 | 10 | 3.1589 | 96.6 | 309 | 2.5821 | 99.1821 | 年付 | 0.0422 | 2.8567 | 11.2597 |
| 国债904 | 101904 | 2.87 | 10 | 1.7205 | 101.51 | 103 | 0.8099 | 102.3199 | 年付 | 0.0196 | 1.6111 | 4.1875 |
| 国债0809 | 100809 | 3.42 | 1 | 0.7699 | 99.96 | 85 | 0.7964 | 100.7564 | 年付 | 0.0343 | 0.7474 | 1.1171 |
| 国债0720 | 100720 | 3.66 | 1 | 0.2767 | 100.22 | 259 | 3.66 | 103.88 | 固定单利 | -0.0077 | 0.2739 | 0.15 |
| 国债0716 | 100716 | 2.95 | 1 | 0.0301 | 99.95 | 349 | 2.95 | 102.9 | 固定单利 | 0.0161 | 0.0273 | 0.0015 |
| 国债0711 | 100711 | 3.53 | 3 | 1.8685 | 99.91 | 49 | 0.4739 | 100.3839 | 年付 | 0.0358 | 1.7684 | 4.8653 |
| 国债0505 | 100505 | 3.37 | 7 | 3.726 | 96.13 | 101 | 0.9325 | 97.0625 | 年付 | 0.0452 | 3.3748 | 15.006 |
| 国债0503 | 100503 | 3.3 | 5 | 1.6438 | 98.51 | 130 | 1.1753 | 99.6853 | 年付 | 0.0425 | 1.5459 | 3.9016 |
| 国债0501 | 100501 | 4.44 | 10 | 6.4904 | 101.65 | 6 | 0.0724 | 101.7224 | 半年付 | 0.0415 | 5.5924 | 36.6025 |
| 国债0410 | 100410 | 4.86 | 7 | 3.2301 | 102.3 | 283 | 3.7682 | 106.0682 | 年付 | 0.0407 | 2.8453 | 11.3416 |
| 国债0408 | 100408 | 4.3 | 5 | 1.1315 | 101.6 | 319 | 3.7581 | 105.3581 | 年付 | 0.0282 | 1.0578 | 2.1844 |
| 国债0407 | 100407 | 4.71 | 7 | 2.9753 | 102.4 | 9 | 0.1161 | 102.5161 | 年付 | 0.0384 | 2.7389 | 10.3273 |
| 国债0404 | 100404 | 4.89 | 7 | 2.726 | 102.65 | 101 | 1.3531 | 104.0031 | 年付 | 0.0384 | 2.492 | 8.8037 |
| 国债0403 | 100403 | 4.4164 | 5 | 0.6301 | 101 | 136 | 1.6456 | 102.6456 | 年付 | 0.0274 | 0.6167 | 0.7607 |
| 国债0311 | 100311 | 3.5 | 7 | 2.2137 | 99.1 | 289 | 2.7712 | 101.8712 | 年付 | 0.0392 | 2.0297 | 6.2198 |
| 国债0308 | 100308 | 3.02 | 10 | 5.0438 | 94.45 | 352 | 2.9124 | 97.3624 | 年付 | 0.0426 | 4.4101 | 25.0103 |
| 国债0307 | 100307 | 2.66 | 7 | 1.9644 | 98.53 | 14 | 0.102 | 98.632 | 年付 | 0.0345 | 1.871 | 5.3333 |
| 国债0303 | 100303 | 3.4 | 20 | 14.6301 | 89.21 | 139 | 1.2913 | 90.5013 | 半年付 | 0.0441 | 11.0243 | 149.3407 |
| 国债0301 | 100301 | 2.66 | 7 | 1.4658 | 98.18 | 197 | 1.4357 | 99.6157 | 年付 | 0.0395 | 1.3809 | 3.2588 |
| 国债0215 | 100215 | 2.93 | 7 | 1.2603 | 99.1 | 272 | 2.1835 | 101.2835 | 年付 | 0.0366 | 1.1847 | 2.5723 |
| 国债0213 | 100213 | 2.6 | 15 | 9.0548 | 87.13 | 167 | 1.1799 | 88.3099 | 半年付 | 0.0433 | 7.7608 | 69.6435 |
| 国债0210 | 100210 | 2.39 | 7 | 0.9699 | 98.71 | 18 | 0.1179 | 98.8279 | 年付 | 0.0372 | 0.9176 | 1.684 |
| 国债0203 | 100203 | 2.54 | 10 | 3.6274 | 94.55 | 138 | 0.9603 | 95.5103 | 年付 | 0.0419 | 3.331 | 14.5998 |
| 国债0115 | 100115 | 3 | 7 | 0.2932 | 100.6 | 260 | 2.137 | 102.737 | 年付 | 0.0087 | 0.2889 | 0.1669 |
| 07国债10 | 010710 | 4.4 | 10 | 8.8164 | 98.33 | 70 | 0.8438 | 99.1738 | 年付 | 0.0463 | 7.1557 | 61.1423 |
| 07国债07 | 010707 | 3.74 | 7 | 5.726 | 98.51 | 102 | 1.0452 | 99.5552 | 年付 | 0.0403 | 4.9987 | 31.3336 |
| 06国债(18) | 010618 | 2.48 | 5 | 3.1452 | 96.19 | 314 | 2.1335 | 98.3235 | 年付 | 0.0378 | 2.8859 | 11.4098 |
| 06国债(13) | 010613 | 2.89 | 7 | 4.9973 | 90.51 | 3 | 0.0238 | 90.5338 | 年付 | 0.0509 | 4.4745 | 25.0022 |
| 06国债(10) | 010610 | 2.34 | 3 | 0.8712 | 98.94 | 48 | 0.3077 | 99.2477 | 年付 | 0.0358 | 0.8423 | 1.4188 |
| 06国债(5) | 010605 | 2.4 | 5 | 2.7014 | 96.49 | 110 | 0.7233 | 97.2133 | 年付 | 0.0379 | 2.5314 | 8.9533 |
| 06国债(4) | 010604 | 2.12 | 3 | 0.6219 | 99.4 | 139 | 0.8073 | 100.2073 | 年付 | 0.0307 | 0.6076 | 0.7383 |
| 06国债(3) | 010603 | 2.8 | 10 | 7.5699 | 89.52 | 160 | 0.6137 | 90.1337 | 半年付 | 0.044 | 6.5832 | 50.1353 |
| 06国债(1) | 010601 | 2.51 | 7 | 4.4904 | 92.87 | 189 | 1.2997 | 94.1697 | 年付 | 0.0429 | 4.0589 | 21.0096 |
| 05国债(13) | 010513 | 3.01 | 7 | 4.2329 | 94.6 | 283 | 2.3338 | 96.9338 | 年付 | 0.0443 | 3.765 | 18.5232 |
| 05国债(12) | 010512 | 3.65 | 15 | 12.211 | 92.53 | 111 | 1.101 | 93.631 | 半年付 | 0.0445 | 9.5189 | 109.5546 |
| 05国债(11) | 010511 | 2.14 | 5 | 2.1315 | 96.37 | 319 | 1.8703 | 98.2403 | 年付 | 0.0395 | 1.9858 | 5.9494 |
| 05国债(9) | 010509 | 2.83 | 7 | 3.9808 | 94.75 | 9 | 0.0698 | 94.8198 | 年付 | 0.0429 | 3.6513 | 17.1698 |
| 05国债(5) | 010505 | 3.37 | 7 | 3.726 | 98.38 | 101 | 0.9325 | 99.3125 | 年付 | 0.0384 | 3.3994 | 15.217 |
| 05国债(4) | 010504 | 4.11 | 20 | 16.7068 | 98.71 | 111 | 1.2397 | 99.9497 | 半年付 | 0.0422 | 11.8108 | 177.0678 |
| 05国债(3) | 010503 | 3.3 | 5 | 1.6438 | 99.32 | 130 | 1.1753 | 100.4953 | 年付 | 0.0373 | 1.5539 | 3.9415 |
| 05国债(1) | 010501 | 4.44 | 10 | 6.4904 | 101.75 | 6 | 0.0724 | 101.8224 | 半年付 | 0.0413 | 5.5934 | 36.6127 |
| 04国债(10) | 010410 | 4.86 | 7 | 3.2301 | 103.1 | 283 | 3.7682 | 106.8682 | 年付 | 0.0381 | 2.8539 | 11.4056 |
| 04国债(8) | 010408 | 4.3 | 5 | 1.1315 | 101.18 | 319 | 3.7581 | 104.9381 | 年付 | 0.032 | 1.0538 | 2.1681 |
| 04国债(7) | 010407 | 4.71 | 7 | 2.9781 | 102.58 | 9 | 0.1161 | 102.6961 | 年付 | 0.0378 | 2.7408 | 10.3406 |
| 04国债(4) | 010404 | 4.89 | 7 | 2.726 | 102.84 | 101 | 1.3531 | 104.1931 | 年付 | 0.0377 | 2.4939 | 8.8168 |
| 04国债(3) | 010403 | 4.4164 | 5 | 0.6301 | 100.93 | 136 | 1.6456 | 102.5756 | 年付 | 0.0285 | 0.6163 | 0.7597 |
| 03国债(11) | 010311 | 3.5 | 7 | 2.2137 | 99.5 | 289 | 2.7712 | 102.2712 | 年付 | 0.0373 | 2.0338 | 6.244 |
| 03国债(8) | 010308 | 3.02 | 10 | 5.0438 | 95.23 | 352 | 2.9124 | 98.1424 | 年付 | 0.0408 | 4.4202 | 25.1132 |
| 03国债(7) | 010307 | 2.66 | 7 | 1.9644 | 98.03 | 14 | 0.102 | 98.132 | 年付 | 0.0372 | 1.8661 | 5.3051 |
| 03国债(3) | 010303 | 3.4 | 20 | 14.6301 | 89.21 | 139 | 1.2913 | 90.5013 | 半年付 | 0.0441 | 11.0243 | 149.3407 |
| 03国债(1) | 010301 | 2.66 | 7 | 1.4658 | 98.56 | 197 | 1.4357 | 99.9957 | 年付 | 0.0368 | 1.3846 | 3.2763 |
| 02国债(15) | 010215 | 2.93 | 7 | 1.2603 | 99.22 | 272 | 2.1835 | 101.4035 | 年付 | 0.0356 | 1.1859 | 2.5773 |
| 02国债(13) | 010213 | 2.6 | 15 | 9.0548 | 87.2 | 167 | 1.1799 | 88.3799 | 半年付 | 0.0432 | 7.7618 | 69.6568 |
| 02国债(10) | 010210 | 2.39 | 7 | 0.9534 | 99.16 | 18 | 0.1179 | 99.2779 | 年付 | 0.0329 | 0.9218 | 1.6994 |
| 02国债(3) | 010203 | 2.54 | 10 | 3.6274 | 95.1 | 138 | 0.9603 | 96.0603 | 年付 | 0.0402 | 3.337 | 14.6511 |
| 21国债(15) | 010115 | 3 | 7 | 0.2932 | 100.04 | 260 | 2.137 | 102.177 | 年付 | 0.0275 | 0.2873 | 0.1651 |
| 21国债(12) | 010112 | 3.05 | 10 | 3.1589 | 97.3 | 309 | 2.5821 | 99.8821 | 年付 | 0.0397 | 2.8644 | 11.317 |
| 21国债(10) | 010110 | 2.95 | 10 | 3.063 | 97.1 | 344 | 2.7803 | 99.8803 | 年付 | 0.0397 | 2.7774 | 10.733 |
| 21国债(7) | 010107 | 4.26 | 20 | 12.9178 | 99.6 | 34 | 0.3936 | 99.9936 | 半年付 | 0.043 | 9.8044 | 117.4897 |
| 20国债(4) | 010004 | 3.41 | 10 | 1.7205 | 101.8 | 103 | 0.9623 | 102.7623 | 年付 | 0.0294 | 1.6139 | 4.2019 |
| 99国债(8) | 009908 | 3.3 | 10 | 1.0575 | 99.98 | 346 | 3.1282 | 103.1082 | 年付 | 0.0331 | 0.9899 | 1.9669 |
