Bond Market Performance
ChinaBond Index Trend Analysis
ChinaBond Composite Index tracking general performance of bond market went up today. The net price index excluding interest revenue rose by 0.0289%; and the total return index including interest reinvested revenue rose by 0.0616%. In addition, the Cap-weighted YTM was 4.3915%. And the Cap-weighted duration was 3.598.
Sovereign Bonds
Generally speaking, the Sovereign Bonds market yields fluctuated slightly today. To be more specific, the yield of SKY_3M went up by 6BP to 2.81%; and the yield of SKY_10Y went down by 2BP to 3.69%.
Corporate Bonds
The market yields of Corporate Bonds went mixed today with slight fluctuations. To be more specific, the spot of CP and Note on (AAA 1M/1Y/3Y/5Y) changed by -3BP, 0BP, 0BP, and -2BP to 3.63%, 4.49%, 4.79%, and 4.88%.
Note
Data and Statistics
OMO: There was no OMO or reverse repurchase due today.
Money Market: The fund interest rates were mixed today, with the overnight Shibor went down by 3.60 BPs to 2.5270% 1M Shibor went down by 0.10 BPs to 3.8320%.
Treasury Futures: The treasury futures market went up today. TF1806 went up by 0.10% to 97.465, and T1806 went up by 0.21% to 94.320.
Foreign Exchange Data: The intermediate value of USD/CNY quotation was 6.3852 today, with CNY depreciated by 89 BPs.
Stock Market: The trend of stock markets went up today. Shanghai composite index went up to 3213.84 by 20.54 points (or 0.64%) and Shenzhen component index went up to 10765.35 by 92.83 points (or 0.87%). GEM index went up to 1862.48 by 25.73 points (or 1.40%).
