Chinabond Index Overview
Chinabond Index went down slightly during April. To be more specific, ChinaBond New Composite Net Price Index decreased from 98.78 of last month to 97.94 by 0.85%, and ChinaBond New Composite Total Return Index decreased from 172.43 of last month to 171.65 by 0.46%.
ChinaBond Green Series Index Overview
ChinaBond Index Monthly News and Bulletion
New Indices Launched in April
ChinaBond Enterprise Bond Aggregate Index
ChinaBond Enterprise Bond Aggregate Index is launched by CCDC on April 14. The constituents cover Corporate Bonds traded in Shanghai Stock Exchange (SSE) or Shenzhen Stock Exchange (SZSE). The base date is Dec. 31, 2012 and the basis point value is 100. This index is rebalanced daily.
ChinaBond Indices are available on http://eindices.ChinaBond.com.cn/cbweb/index.htm?lx=zs or through ChinaBond Integrated Business Platform and Data Unloading Channel for inquiry and unloading. For concrete usage, refer to http://www.chinabond.com.cn/cb/cn/xwgg/ggtz/zyjsgs/ywgg/zzzhywpt/list.shtml (ChinaBond Integrated Operation Platform) or http://datagate.chinabond.com.cn/datagate/ (data download channel). In addition, clients may also look up and download ChinaBond Indices data through 15 information vendors authorized by CCDC.
Application of ChinaBond Indices
As of the end of Apr. 2017, 33 bond funds (including offshore markets) take bond indices as their benchmarks for performance comparison. And 11 bond funds take ChinaBond Indices as their benchmarks for performance comparison. Besides, one ETN product tracked ChinaBond Index. The details are shown below:
To use ChinaBond Indices as benchmarks for indexing investment or to develop derivatives or derivative indices, need to be authorized by CCDC.
By the end of the 1st quarter of 2017, 2592 funds used bond indices as their benchmarks and 1317 funds take ChinaBond Indices as benchmarks, which account for 50.81% of all funds.The quantity of bond funds which used ChinaBond Indices as benchmarks were 670, which account for 74.53% of all 889 bond funds.
The total AUM of funds using bond indices as their benchmarks was about 3.42 trillion RMB and and 59.94% of these funds used ChinaBond Indices as benchmarks, which account for 2.05 trillion RMB in AUM. The total AUM of bond funds using bond indices as their benchmarks was 1.65 trillion RMB and 81.56% used ChinaBond Indices as benchmarks, which account for 1.35 trillion RMB in AUM.
Please click “阅读原文” to download "ChinaBond Index Monthly Review April 2017"
