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专栏名称: 中债估值中心
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Daily Report of China Bond Market 2020-3-20

中债估值中心  · 公众号  ·  · 2020-03-20 19:54
Bond Market Performance▌ChinaBond Index Trend AnalysisChinaBond Composite Index tracking general performance of bond market went up today. The net price index excluding interest revenue rose by 0.0341%; and the total return index including interest reinvested revenue rose by 0.0436%. In addition, the Cap-weighted YTM was 2.9272%. And the Cap-weighted duration was 3.9016. ▌Sovereign BondsThe Sovereign Bonds market went down today. To be more specific, the yield of SKY_3M went down by 5BP to 1.52%; the yield of ChinaBond Government Bond_2Y went down by 2BP to 2.17%; and the yield of SKY_10Y went down by 5BP to 2.68%. ▌Corporate BondsThe Corporate Bonds market went mixed today. To be more specific, the ChinaBond CP&Note Yield Curve (AAA) of 3M/3Y/5Y changed by -2BP, -4BP and 2BPto 2.22%, 3.05% and 3.43%, respectively; while the ChinaBond CP&Note Yield Curve ( ………………………………

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