专栏名称: 中债估值中心
此平台由中债金融估值中心有限公司主办,推送公告通知、市场分析等信息。
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Daily Report of China Bond Market 2019-12-24

中债估值中心  · 公众号  ·  · 2019-12-24 19:13

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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 0.0511%; and the total return index including interest reinvested revenue rose by 0.0606%. In addition, the Cap-weighted YTM was 3.4181%. And the Cap-weighted duration was 3.775.   ▌ Sovereign Bonds The Sovereign Bonds market went mixed today. To be more specific, the yield of SKY_3M went up by 1BP to 2.32%; the yield of ChinaBond Government Bond_2Y went down by 2BP to 2.54%; and the yield of SKY_10Y went down by 1BP to 3.15%.   ▌ Corporate Bonds The Corporate Bonds market fluctuated slightly today. To be more specific, the ChinaBond CP Yield Curve (AAA) of 3M/3Y/5Y changed by -3BP, -2BP and -1BPto 3.07%, 3.48% and 3.73%, respectively; while the ChinaBond CP Yield Curve (A) of ………………………………

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