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Daily Report of China Bond Market 2020-2-20

中债估值中心  · 公众号  ·  · 2020-02-20 19:49
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 0.0335%; and the total return index including interest reinvested revenue declined by 0.0227%. In addition, the Cap-weighted YTM was 3.0197%. And the Cap-weighted duration was 3.8503. ▌Sovereign BondsThe Sovereign Bonds market went up slightly today. To be more specific, the yield of SKY_3M went up by 2BP to 1.77%; the yield of ChinaBond Government Bond_2Y went up by 5BP to 2.35%; and the yield of SKY_10Y went up by 1BP to 2.89%. ▌Corporate BondsThe Corporate Bonds market fluctuated slightly today. To be more specific, the ChinaBond CP&Note Yield Curve (AAA) of 3M/3Y/5Y changed by -3BP, -2BP and 1BPto 2.58%, 3.05% and 3.37%, respectively; while the ChinaBond CP&Note Yield Curve ………………………………

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