OK, I see what you did. You looked at the osculating elements for Mercury's orbit around the solar system barycenter, by using Horizons with these parameters:

As you point out in the attached pastebin, the values jump around a lot:
$$SOE
2451544.500000000 = A.D. 2000-Jan-01 00:00:00.0000 TDB
EC= 1.970095254610514E-01 QR= 3.160869485749435E-01 IN= 7.013139646115477E+00
OM= 4.812103959293303E+01 W = 2.595697040970977E+01 Tp= 2451500.244608603884
N = 3.993474279540898E+00 MA= 1.767327672710030E+02 TA= 1.777641486117292E+02
A = 3.936372330648511E-01 AD= 4.711875175547588E-01 PR= 9.014706864254217E+01
2451575.500000000 = A.D. 2000-Feb-01 00:00:00.0000 TDB
EC= 2.099217560035118E-01 QR= 2.935320561427645E-01 IN= 7.027294624675849E+00
OM= 4.850357410323192E+01 W = 3.527448059792021E+01 Tp= 2451590.708947353531
N = 4.355289183393867E+00 MA= 2.937606361003802E+02 TA= 2.698751266828741E+02
A = 3.715227679957090E-01 AD= 4.495134798486537E-01 PR= 8.265811633648384E+01
2451604.500000000 = A.D. 2000-Mar-01 00:00:00.0000 TDB
EC= 2.241380367466583E-01 QR= 3.093951924304613E-01 IN= 6.978935239526586E+00
OM= 4.831291617128525E+01 W = 3.114644418385429E+01 Tp= 2451590.362934530713
N = 3.916530358018232E+00 MA= 5.536824608413040E+01 TA= 7.970140671677829E+01
A = 3.987760801330001E-01 AD= 4.881569678355390E-01 PR= 9.191809256960804E+01
$$EOE
so interpolation doesn't work well.
The problem: Mercury does NOT orbit the solar system barycenter; it orbits the Sun (What point does Earth actually orbit?)
The barycenter is the center of mass of our solar system. If you're far enough away from our solar system, you can treat the solar system as a point mass at that point.
Inside our solar system, that doesn't work as well for most planets (massive Jupiter is an exception). Example: when Sun-Mercury-Jupiter form a straight line (and Jupiter's on the same side of the Sun as Mercury), Jupiter's gravitational on influence on Mercury is stronger than it is on the Sun.
If you run Horizons using the Sun as the center body:

you'll get:
$$SOE
2451544.500000000 = A.D. 2000-Jan-01 00:00:00.0000 TDB
EC= 2.056302512089075E-01 QR= 3.074991199665784E-01 IN= 7.005014199657344E+00
OM= 4.833053756455964E+01 W = 2.912428058698772E+01 Tp= 2451502.287118767854
N = 4.092345945977128E+00 MA= 1.727497133778637E+02 TA= 1.751155303115542E+02
A = 3.870982252717257E-01 AD= 4.666973305768729E-01 PR= 8.796910250314700E+01
2451575.500000000 = A.D. 2000-Feb-01 00:00:00.0000 TDB
EC= 2.056312618551657E-01 QR= 3.074988256430905E-01 IN= 7.005012539288613E+00
OM= 4.833050698201237E+01 W = 2.912403060593708E+01 Tp= 2451590.256131388247
N = 4.092344011669980E+00 MA= 2.996128340775531E+02 TA= 2.767940962437320E+02
A = 3.870983472501978E-01 AD= 4.666978688573051E-01 PR= 8.796914408304917E+01
2451604.500000000 = A.D. 2000-Mar-01 00:00:00.0000 TDB
EC= 2.056306629761345E-01 QR= 3.074990706849075E-01 IN= 7.005011440208267E+00
OM= 4.833046370516735E+01 W = 2.912368651066544E+01 Tp= 2451590.256076942664
N = 4.092343747828102E+00 MA= 5.829102946757737E+01 TA= 8.083993808120411E+01
A = 3.870983638882191E-01 AD= 4.666976570915307E-01 PR= 8.796914975460210E+01
$$EOE
Notice that most of the parameters change only infinitesimally, since Mercury's orbit around the Sun is fairly stable (for a counterexample, see the Moon's orbit around the Earth, which varies quite a bit).
As a note, I also thought it would be nice if the planets orbited the barycenter and did some work on it, but the numbers just don't work out: https://github.com/barrycarter/bcapps/blob/master/ASTRO/playground4.m