专栏名称: 中债估值中心
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Daily Report of China Bond Market 2019-8-16

中债估值中心  · 公众号  ·  · 2019-08-16 19:14
Bond Market Performance▌ChinaBond Index Trend AnalysisChinaBond Composite Index tracking general performance of bond market dropped today. The net price index excluding interest revenue declined by 0.02%; and the total return index including interest reinvested revenue declined by 0.0091%. In addition, the Cap-weighted YTM was 3.4394%. And the Cap-weighted duration was 3.7822. ▌Sovereign BondsThe Sovereign Bonds market went mixed today. To be more specific, the yield of SKY_3M went up by 2BP to 2.40%; the yield of ChinaBond Government Bond_2Y was stable at 2.71%; and the yield of SKY_10Y went up by 1BP to 3.02%. ▌Corporate BondsThe market yield of corporate bonds went up slightly today. To be more specific, the ChinaBond CP&Note Yield Curve (AAA) of 3M/3Y/5Y changed by -1BP, 0BP, and 1BP to 2.81%, 3.38% and 3.67%, respectively; while the ChinaBond CP&Note Yield Curve (A) o ………………………………

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