CHINA CENTRAL DEPOSITORY CLEARING CO.,LTD
Daily Report of China Onshore RMB Bond Market
2017-06-30
Bond Information Department,
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- Yield Curves Analysis and Comments on the Market
(1)Bond Market Performance:
Rate Securities
Generally speaking, the yields ofTreasury Bonds and Policy Bank Bondsexperienced a small uptrend as a whole. By the end of day, the yields ofTreasury, CDB, ADBC and EXIMBC Bonds increased within 3BPs.
To be more specific, the yield of Treasury Bonds (3Y) climbed 3BPs to 3.5% according to the transaction of 170008; 5Y Bonds increased 3BPs to 3.49% resulted from the transaction of 170007; referring to the quotation and transaction of 170013, the yield for 7Y Bonds went up 3BPs to 3.62%, and notably, the yield for Treasury Bonds (10Y) increased by 2BPs to 3.57% caused by the quotation and transaction of 170010; the yield for Treasury Bonds (30Y) rose 2BPs to 3.98% caused by the quotation and transaction of 170005.
Similarly, the yields of CDB bonds went up slightly. The yield of 5Y Bond increased by 2BP to 4.12% because of the transaction of 170206; 7Y Bond kept at 4.21% resulted from the quotation and transaction of 170201; referring to the transaction of 170210, the yield for 10Y Bond increased by 2BPs to 4.2%.
Moreover, yields of ADBC Bonds waved slightly. The yield for 5Y Bond stood at 4.17% caused by the transaction of 170409; 10Y Bond raised 1BP to 4.31% according to the transaction of 170405.
Furthermore, the yields of EXIMBC Bonds also fluctuated. The yield for 5Y Bond stood at 4.17% according to the transaction of 170304; 10Y Bond kept step up 1BP to 4.32% caused by the transaction of 170303.
What’s more, AAA Local Government Bonds on 2/5Y reached the level of 3.93% and 3.97% caused by market transaction.
Credit Bonds
The yields for credit bonds showed mixed pattern today. To be more specific, the yields of AAACP&Noteson 3M descended by 3BPs to4.22%. The yield of AAA 6M went up by 3BPs to 4.34%, and the yield for 1Y moved up by 1BP to4.41%.The yield for 3Y of AAA decreased by 1BP to 4.45%, while that of AAA 5Y Bonds went up by 3BPs to 4.59%.
The yields for Financial Bonds of Commercial Bank Yield, including CD,waved especially for short-term ones. The spot of Financial Bonds of Commercial Bank on (AAA 7d/1M/3M/6M) changed -11BPs, +11BPs, 0BP, and -1BP to3.73%, 4.16%, 4.21% and 4.31%.
The yields for Urban Construction Bonds experienced a downtrend overall. Specifically, the yield of Urban Construction Bonds AAA on 1Y/3Yrose by 2BPs, both, to 4.55% and 4.55%.The yields of AA(2) Bonds on 2Y/3Y both changed by -2BPs and -2BPs to 4.96% and 5.17%.
Exchange Market
In addition, there was 3.3 billion of transaction on exchange bidding system, which kept previous level. The yields of highly rated corporate bonds went up by 1BP;those of corporate bonds and enterprise bonds with middle and low ratings went down 3BPs. There was active transaction for 136136 today.
Trend of Treasury Bond Yield (10Y)
(2)Data and Statistics
According to the data published by Bureau of Statistics on June 30th, the official PMI of manufacturing industry was 51.7, above 50 for the 11th month in a row, 0.5 higher than last month. The nonofficial PMI of manufacturing industry was 54.9 for June, 0.4 higher than last month, the second rise in a row.
Foreign Exchange Data
The intermediate value of quotation of USDCNY was 6.7744 today, with CNY appreciating by 196BPs, the highest since November 7th, 2016, the third appreciation in a row.
Money Market Data
On Friday, the Central Bank made no reverse repurchase, ending up with a net return of 160 billion Yuan, the 8th net return in a row.
Shibor went down as a whole today. Shibor(overnight) went up to 2.6180% by 7.09BPs and Shibor(1M) went down to 4.4608% by 3.47BPs.
Domestic Market Data
Stock Market:The stock market went up as a whole today. By end of day, Shanghai composite index went up to 3192.43 by 4.36points (or 0.14%) and Shenzhen component index went up to 10529.61 by 17.75points (or 0.17%). GEM index went up to 1818.07 by 4.51points(or 0.25%).
(Edited by Jia Yun)
(86-010-88170630,)
3.
ChinaBond Market Daily Report
ChinaBond Composite Index tracking general performance of bond market dropped today. The net price index excluding interest revenue declined by 0.0519%; and the total return index including interest reinvested revenue declined by 0.0387%. In addition, the average yield to maturity was 4.2846%. The average market capitalization yield was 4.2651%. And the market value weighted duration was 3.868.
Table 1: Overall Changes of Total Return Indices
Index / Indicator / Term / 2017/6/30 / 2017/6/29 / ChangeChinaBond Corporate Bond(AA-)Index / Total Return Index / Total Value / 176.666964 / 176.542879 / 0.070286
ChinaBond High Yield Corporate Bond Index / Total Return Index / Total Value / 180.118262 / 179.996449 / 0.067675
ChinaBond Corporate Bond(AA)Index / Total Return Index / Total Value / 180.675946 / 180.586216 / 0.049688
ChinaBond High Yield Medium Term Notes Index / Total Return Index / Total Value / 138.258499 / 138.213654 / 0.032446
ChinaBond Corporate Bond Index / Total Return Index / Total Value / 163.452865 / 163.421386 / 0.019262
Inter-Bank Fix-rate Corporate Bond Index / Total Return Index / Total Value / 162.451944 / 162.420957 / 0.019078
ChinaBond Commercial Paper 50 index / Total Return Index / Total Value / 154.601756 / 154.573882 / 0.018032
ChinaBond Commercial Paper (AA) Index / Total Return Index / Total Value / 162.63752 / 162.60875 / 0.017693
ChinaBond Corporate Bond(AA+)Index / Total Return Index / Total Value / 166.791421 / 166.761937 / 0.017681
ChinaBond Medium Term Notes Index / Total Return Index / Total Value / 157.111916 / 157.086024 / 0.016483
ChinaBond New Medium Notes Index / Total Return Index / Total Value / 158.30147 / 158.275461 / 0.016433
ChinaBond High Grade Medium Term Notes Index / Total Return Index / Total Value / 158.289811 / 158.264253 / 0.016149
ChinaBond Commercial Paper Index / Total Return Index / Total Value / 158.899347 / 158.874181 / 0.01584
ChinaBond Company Credit Bond Index / Total Return Index / Total Value / 161.01794 / 160.992621 / 0.015727
ChinaBond New High Grade Corporate Bond Index / Total Return Index / Total Value / 167.309791 / 167.283981 / 0.015429
ChinaBond New High Grade Bond Index / Total Return Index / Total Value / 159.413069 / 159.389275 / 0.014928
Chinabond High Grade Bond Index / Total Return Index / Total Value / 163.24271 / 163.219095 / 0.014468
ChinaBond Money Market Fund Investable Bond Index / Total Return Index / Total Value / 146.285885 / 146.265757 / 0.013761
ChinaBond Enterprise Bond Aggregate Index / Total Return Index / Total Value / 126.820833 / 126.807697 / 0.010359
ChinaBond Credit Bond Index / Total Return Index / Total Value / 160.518418 / 160.504667 / 0.008567
ChinaBond CBIC Bond Index / Total Return Index / Total Value / 145.802402 / 145.79063 / 0.008074
ChinaBond EIBC Bond Aggregate Index / Total Return Index / Total Value / 143.571472 / 143.562039 / 0.00657
ChinaBond 5-Year Finance Bond Index / Total Return Index / Total Value / 154.338814 / 154.331218 / 0.004922
ChinaBond Floating Rate Finance Bond Index / Total Return Index / Total Value / 162.068953 / 162.075995 / -0.004344
ChinaBond Floating Rate Index / Total Return Index / Total Value / 162.953826 / 162.960906 / -0.004344
ChinaBond 3-5 Year CDB Bond Index / Total Return Index / Total Value / 121.6383 / 121.644907 / -0.005432
ChinaBond Interbank Asset-Backed Security Index / Total Return Index / Total Value / 111.351604 / 111.35781 / -0.005572
ChinaBond 5-Year Treasury Futures Maturity Matching Policy Bank Bond Index / Total Return Index / Total Value / 109.730687 / 109.738153 / -0.006803
ChinaBond Yinhua AAA Credit Bond Index / Total Return Index / Total Value / 131.537471 / 131.550343 / -0.009785
ChinaBond CDB bond index / Total Return Index / Total Value / 174.028842 / 174.048162 / -0.011101
ChinaBond Finance Bond Aggregate Index / Total Return Index / Total Value / 170.571846 / 170.59738 / -0.014967
ChinaBond Fixed Rate Finance Bond Index / Total Return Index / Total Value / 167.655079 / 167.68113 / -0.015536
ChinaBond ADBC Bond Aggregate Index / Total Return Index / Total Value / 143.345494 / 143.373759 / -0.019715
ChinaBond China High Grade Bond Index / Total Return Index / Total Value / 160.697659 / 160.750723 / -0.03301
ChinaBond 2012-Issuing Bond Index / Total Return Index / Total Value / 127.753126 / 127.799913 / -0.03661
ChinaBond 2013-Issuing Bond Index / Total Return Index / Total Value / 121.683039 / 121.728425 / -0.037285
ChinaBond CIB Green Bond Index / Total Return Index / Total Value / 128.083231 / 128.131218 / -0.037451
ChinaBond New Composite Index / Total Return Index / Total Value / 172.823738 / 172.889726 / -0.038167
ChinaBond Corporate Bond(AAA)Index / Total Return Index / Total Value / 157.974047 / 158.034407 / -0.038194
ChinaBond Short-Middle Term Index / Total Return Index / Total Value / 166.346321 / 166.41015 / -0.038356
ChinaBond Composite Index / Total Return Index / Total Value / 177.11072 / 177.179285 / -0.038699
ChinaBond 7-10 Year CDB Bond Index / Total Return Index / Total Value / 120.796377 / 120.845468 / -0.040623
ChinaBond Interbank Aggregate Index / Total Return Index / Total Value / 174.125272 / 174.196467 / -0.040871
ChinaBond Commercial Bank Bond Index / Total Return Index / Total Value / 160.873264 / 160.943545 / -0.043668
ChinaBond China 1-30 Year Sovereign and Quasi-Sovereign Bond Index / Total Return Index / Total Value / 141.198434 / 141.265667 / -0.047593
ChinaBond Treasury and Policy Bank Bond Index / Total Return Index / Total Value / 144.245568 / 144.314616 / -0.047845
Ping An ChinaBond Investment Grade Bond Index / Total Return Index / Total Value / 137.811886 / 137.879381 / -0.048952
ChinaBond 10-Year Treasury Futures Maturity Matching Policy Bank Bond Index / Total Return Index / Total Value / 108.850144 / 108.903853 / -0.049318
ChinaBond Key Terms Treasury Bond Index / Total Return Index / Total Value / 125.893896 / 125.960132 / -0.052585
ChinaBond 3-5year Treasury Bond Index / Total Return Index / Total Value / 139.872117 / 139.946804 / -0.053368
ChinaBond Aggregate Index / Total Return Index / Total Value / 168.818441 / 168.914207 / -0.056695
ChinaBond 10-20 Year CDB Bond Index / Total Return Index / Total Value / 124.823347 / 124.894792 / -0.057204
ChinaBond Fixed Rate Index / Total Return Index / Total Value / 170.532287 / 170.631503 / -0.058146
ChinaBond 7-year Treasury Bond Index / Total Return Index / Total Value / 157.024314 / 157.12132 / -0.061739
ChinaBond China Green Bond Index / Total Return Index / Total Value / 144.254179 / 144.347864 / -0.064902
ChinaBond China Green Bond Select Index / Total Return Index / Total Value / 143.362317 / 143.462925 / -0.070128
ChinaBond China Climate-Aligned Bond Index / Total Return Index / Total Value / 142.828239 / 142.945911 / -0.082319
ChinaBond Local Government Bond Index / Total Return Index / Total Value / 126.345406 / 126.451533 / -0.083928
ChinaBond China Railway Bond Index / Total Return Index / Total Value / 132.326968 / 132.460379 / -0.100717
ChinaBond 5-Year Treasury Bond Index / Total Return Index / Total Value / 146.901205 / 147.049582 / -0.100903
ChinaBond Interbank Treasury Bond Index / Total Return Index / Total Value / 169.928679 / 170.104079 / -0.103113
ChinaBond Treasury Bond Aggregate Index / Total Return Index / Total Value / 168.421262 / 168.602316 / -0.107385
ChinaBond Fixed Rate Treasury Bond Index / Total Return Index / Total Value / 168.822434 / 169.003918 / -0.107385
ChinaBond 7-10 Year Treasury Bond Index / Total Return Index / Total Value / 142.567407 / 142.77524 / -0.145566
ChinaBond 10-Year Treasury Bond Index / Total Return Index / Total Value / 150.957354 / 151.178556 / -0.146319
ChinaBond Exchange Treasury Bond Index / Total Return Index / Total Value / 168.600236 / 168.883406 / -0.167672
ChinaBond Long Term Index / Total Return Index / Total Value / 177.043082 / 177.359911 / -0.178636
Table 2: Overall Changes of Net Price Indices
Index / Indicator / Term / 2017/6/30 / 2017/6/29 / ChangeChinaBond High Yield Medium Term Notes Index / Net Price Index / Total Value / 84.54266 / 84.529452 / 0.015626
ChinaBond Commercial Paper 50 index / Net Price Index / Total Value / 98.970035 / 98.961908 / 0.008213
ChinaBond Commercial Paper (AA) Index / Net Price Index / Total Value / 97.628857 / 97.62388 / 0.005098
ChinaBond Commercial Paper Index / Net Price Index / Total Value / 98.960125 / 98.955567 / 0.004607
ChinaBond Corporate Bond(AA)Index / Net Price Index / Total Value / 79.740288 / 79.73664 / 0.004575
ChinaBond New Medium Notes Index / Net Price Index / Total Value / 103.891863 / 103.888637 / 0.003106
ChinaBond Medium Term Notes Index / Net Price Index / Total Value / 103.306164 / 103.302956 / 0.003106
ChinaBond High Grade Medium Term Notes Index / Net Price Index / Total Value / 104.052791 / 104.049842 / 0.002835
ChinaBond Money Market Fund Investable Bond Index / Net Price Index / Total Value / 96.723681 / 96.721178 / 0.002589
ChinaBond Corporate Bond(AA+)Index / Net Price Index / Total Value / 80.472346 / 80.470744 / 0.001992
ChinaBond Enterprise Bond Aggregate Index / Net Price Index / Total Value / 100.95397 / 100.955927 / -0.001939
Chinabond High Grade Bond Index / Net Price Index / Total Value / 92.609077 / 92.611975 / -0.003129
ChinaBond Company Credit Bond Index / Net Price Index / Total Value / 94.202106 / 94.205117 / -0.003196
ChinaBond New High Grade Bond Index / Net Price Index / Total Value / 90.439261 / 90.442344 / -0.003409
ChinaBond EIBC Bond Aggregate Index / Net Price Index / Total Value / 98.200475 / 98.20429 / -0.003885
ChinaBond 5-Year Finance Bond Index / Net Price Index / Total Value / 106.422092 / 106.427437 / -0.005022
ChinaBond CBIC Bond Index / Net Price Index / Total Value / 93.905816 / 93.91099 / -0.005509
ChinaBond Credit Bond Index / Net Price Index / Total Value / 94.428352 / 94.437436 / -0.009619
ChinaBond Floating Rate Finance Bond Index / Net Price Index / Total Value / 111.642297 / 111.656134 / -0.012392
ChinaBond Floating Rate Index / Net Price Index / Total Value / 112.346384 / 112.360308 / -0.012392
ChinaBond New High Grade Corporate Bond Index / Net Price Index / Total Value / 83.212004 / 83.224401 / -0.014896
ChinaBond 3-5 Year CDB Bond Index / Net Price Index / Total Value / 98.039879 / 98.057422 / -0.01789
ChinaBond 5-Year Treasury Futures Maturity Matching Policy Bank Bond Index / Net Price Index / Total Value / 100.405944 / 100.423921 / -0.017901
ChinaBond Corporate Bond Index / Net Price Index / Total Value / 80.765986 / 80.780835 / -0.018382
Inter-Bank Fix-rate Corporate Bond Index / Net Price Index / Total Value / 80.581876 / 80.596913 / -0.018657
ChinaBond CDB bond index / Net Price Index / Total Value / 99.447881 / 99.469919 / -0.022155
ChinaBond Yinhua AAA Credit Bond Index / Net Price Index / Total Value / 100.799219 / 100.821728 / -0.022325
ChinaBond Finance Bond Aggregate Index / Net Price Index / Total Value / 113.482786 / 113.512332 / -0.026029
ChinaBond Fixed Rate Finance Bond Index / Net Price Index / Total Value / 110.848624 / 110.878304 / -0.026768
ChinaBond ADBC Bond Aggregate Index / Net Price Index / Total Value / 98.328164 / 98.358139 / -0.030476
ChinaBond China High Grade Bond Index / Net Price Index / Total Value / 95.327959 / 95.371057 / -0.04519
ChinaBond CIB Green Bond Index / Net Price Index / Total Value / 100.14062 / 100.18943 / -0.048717
ChinaBond Short-Middle Term Index / Net Price Index / Total Value / 113.302424 / 113.358037 / -0.04906
ChinaBond 2012-Issuing Bond Index / Net Price Index / Total Value / 96.270365 / 96.318262 / -0.049728
ChinaBond 2013-Issuing Bond Index / Net Price Index / Total Value / 97.569547 / 97.618937 / -0.050595
ChinaBond New Composite Index / Net Price Index / Total Value / 97.841297 / 97.891687 / -0.051476
ChinaBond Composite Index / Net Price Index / Total Value / 99.769684 / 99.821464 / -0.051872
ChinaBond 7-10 Year CDB Bond Index / Net Price Index / Total Value / 95.72033 / 95.77042 / -0.052302
ChinaBond Corporate Bond(AAA)Index / Net Price Index / Total Value / 92.297121 / 92.346063 / -0.052999
ChinaBond Interbank Aggregate Index / Net Price Index / Total Value / 114.794436 / 114.856115 / -0.053702
ChinaBond Commercial Bank Bond Index / Net Price Index / Total Value / 100.892999 / 100.950344 / -0.056805
ChinaBond Treasury and Policy Bank Bond Index / Net Price Index / Total Value / 98.27649 / 98.333363 / -0.057837
ChinaBond China 1-30 Year Sovereign and Quasi-Sovereign Bond Index / Net Price Index / Total Value / 96.716977 / 96.773707 / -0.058622
Ping An ChinaBond Investment Grade Bond Index / Net Price Index / Total Value / 102.520614 / 102.582776 / -0.060597
ChinaBond 10-Year Treasury Futures Maturity Matching Policy Bank Bond Index / Net Price Index / Total Value / 99.624094 / 99.684762 / -0.06086
ChinaBond Key Terms Treasury Bond Index / Net Price Index / Total Value / 97.008826 / 97.067909 / -0.060867
ChinaBond Aggregate Index / Net Price Index / Total Value / 113.981656 / 114.058968 / -0.067783
ChinaBond 10-20 Year CDB Bond Index / Net Price Index / Total Value / 98.324895 / 98.392753 / -0.068966
ChinaBond Fixed Rate Index / Net Price Index / Total Value / 115.041482 / 115.1213 / -0.069334
ChinaBond 7-year Treasury Bond Index / Net Price Index / Total Value / 111.05459 / 111.134882 / -0.072248
ChinaBond China Green Bond Index / Net Price Index / Total Value / 98.811414 / 98.88979 / -0.079256
ChinaBond China Green Bond Select Index / Net Price Index / Total Value / 99.589681 / 99.673914 / -0.084509
ChinaBond High Yield Corporate Bond Index / Net Price Index / Total Value / 76.765715 / 76.834358 / -0.089339
ChinaBond Local Government Bond Index / Net Price Index / Total Value / 99.408702 / 99.502831 / -0.094599
ChinaBond Corporate Bond(AA-)Index / Net Price Index / Total Value / 76.11984 / 76.193134 / -0.096195
ChinaBond China Climate-Aligned Bond Index / Net Price Index / Total Value / 99.046776 / 99.143469 / -0.097528
ChinaBond 5-Year Treasury Bond Index / Net Price Index / Total Value / 106.965738 / 107.085391 / -0.111735
ChinaBond Interbank Treasury Bond Index / Net Price Index / Total Value / 115.724819 / 115.856819 / -0.113934
ChinaBond China Railway Bond Index / Net Price Index / Total Value / 103.176314 / 103.296046 / -0.115911
ChinaBond Fixed Rate Treasury Bond Index / Net Price Index / Total Value / 115.165075 / 115.301429 / -0.118259
ChinaBond Treasury Bond Aggregate Index / Net Price Index / Total Value / 114.808295 / 114.944227 / -0.118259
ChinaBond 7-10 Year Treasury Bond Index / Net Price Index / Total Value / 97.633897 / 97.787102 / -0.156672
ChinaBond 10-Year Treasury Bond Index / Net Price Index / Total Value / 107.641599 / 107.811001 / -0.157128
ChinaBond Exchange Treasury Bond Index / Net Price Index / Total Value / 118.171946 / 118.38413 / -0.179234
ChinaBond Long Term Index / Net Price Index / Total Value / 114.206776 / 114.425936 / -0.19153
Table 3: Top 10 Rising Indices (By Term Segments)
Index / Indicator / Term / 2017/6/30 / 2017/6/29 / ChangeChinaBond Corporate Bond(AA)Index / Total Return Index / >=10y / 144.79944 / 144.639871 / 0.110322
ChinaBond Corporate Bond(AA-)Index / Total Return Index / 5-7y / 173.390386 / 173.216132 / 0.100599
ChinaBond High Yield Corporate Bond Index / Total Return Index / 5-7y / 184.88825 / 184.710389 / 0.096292
ChinaBond High Yield Corporate Bond Index / Total Return Index / 7-10y / 170.766484 / 170.602519 / 0.096109
ChinaBond Corporate Bond(AA-)Index / Total Return Index / 7-10y / 178.350888 / 178.179641 / 0.096109
ChinaBond Interbank Asset-Backed Security Index / Total Return Index / <1y / 110.961994 / 110.861402 / 0.090736
ChinaBond Corporate Bond(AA)Index / Total Return Index / 7-10y / 181.346698 / 181.193045 / 0.084801
ChinaBond Corporate Bond(AA)Index / Total Return Index / 5-7y / 199.182523 / 199.032742 / 0.075255
ChinaBond Corporate Bond(AA-)Index / Total Return Index / Total Value / 176.666964 / 176.542879 / 0.070286
ChinaBond High Yield Corporate Bond Index / Total Return Index / Total Value / 180.118262 / 179.996449 / 0.067675
Index / Indicator / Term / 2017/6/30 / 2017/6/29 / Change
ChinaBond Corporate Bond(AA)Index / Net Price Index / >=10y / 93.143194 / 93.050312 / 0.099819
ChinaBond Corporate Bond(AA-)Index / Net Price Index / 5-7y / 91.534287 / 91.454668 / 0.087059
ChinaBond Corporate Bond(AA-)Index / Net Price Index / 7-10y / 93.946887 / 93.867601 / 0.084465
ChinaBond High Yield Corporate Bond Index / Net Price Index / 7-10y / 86.664901 / 86.591761 / 0.084465
ChinaBond High Yield Corporate Bond Index / Net Price Index / 5-7y / 94.207551 / 94.129818 / 0.082581
ChinaBond Corporate Bond(AA)Index / Net Price Index / 7-10y / 90.138562 / 90.073663 / 0.07205
ChinaBond Corporate Bond(AA)Index / Net Price Index / 5-7y / 106.594638 / 106.527057 / 0.063441
ChinaBond High Yield Medium Term Notes Index / Net Price Index / 3-5y / 83.034013 / 83.001208 / 0.039524
ChinaBond Corporate Bond Index / Net Price Index / 5-7y / 96.419442 / 96.388656 / 0.031939
Inter-Bank Fix-rate Corporate Bond Index / Net Price Index / 5-7y / 97.849647 / 97.818502 / 0.031839
Table 4: Top 10 Declining Indices (By Term Segments)
Index / Indicator / Term / 2017/6/30 / 2017/6/29 / ChangeChinaBond Exchange Treasury Bond Index / Total Return Index / >=10y / 185.611549 / 186.102465 / -0.263788
ChinaBond Fixed Rate Treasury Bond Index / Total Return Index / >=10y / 165.859739 / 166.241013 / -0.22935
ChinaBond Treasury Bond Aggregate Index / Total Return Index / >=10y / 165.668882 / 166.049718 / -0.22935
ChinaBond Interbank Treasury Bond Index / Total Return Index / >=10y / 179.401837 / 179.808186 / -0.22599
ChinaBond 2013-Issuing Bond Index / Total Return Index / >=10y / 127.321298 / 127.588657 / -0.209547
ChinaBond 2012-Issuing Bond Index / Total Return Index / >=10y / 131.608944 / 131.875791 / -0.202347
ChinaBond China Green Bond Select Index / Total Return Index / >=10y / 148.298395 / 148.587458 / -0.19454
ChinaBond China Green Bond Index / Total Return Index / >=10y / 148.857026 / 149.146679 / -0.194207
ChinaBond China Climate-Aligned Bond Index / Total Return Index / >=10y / 148.070867 / 148.352238 / -0.189664
ChinaBond Long Term Index / Total Return Index / Total Value / 177.043082 / 177.359911 / -0.178636
Index / Indicator / Term / 2017/6/30 / 2017/6/29 / Change
ChinaBond Corporate Bond(AA-)Index / Net Price Index / 3-5y / 76.194376 / 76.487054 / -0.382651
ChinaBond High Yield Corporate Bond Index / Net Price Index / 3-5y / 76.981597 / 77.273684 / -0.377991
ChinaBond Exchange Treasury Bond Index / Net Price Index / >=10y / 123.185009 / 123.526639 / -0.276564
ChinaBond Treasury Bond Aggregate Index / Net Price Index / >=10y / 107.897876 / 108.159838 / -0.242199
ChinaBond Fixed Rate Treasury Bond Index / Net Price Index / >=10y / 108.023827 / 108.286095 / -0.242199
ChinaBond Interbank Treasury Bond Index / Net Price Index / >=10y / 116.743844 / 117.023344 / -0.238841
ChinaBond 2013-Issuing Bond Index / Net Price Index / >=10y / 104.675328 / 104.911783 / -0.225384
ChinaBond 2012-Issuing Bond Index / Net Price Index / >=10y / 103.537365 / 103.763203 / -0.217648
ChinaBond China Green Bond Select Index / Net Price Index / >=10y / 104.367491 / 104.590446 / -0.21317
ChinaBond China Green Bond Index / Net Price Index / >=10y / 104.487888 / 104.710769 / -0.212854
Table 5: Top 10 Rising Total Return & Net Price Indices (By Term Segments)