Daily Report of China Bond Market 2023-7-11 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 0.03%; and the total return index including interest reinv...
Daily Report of China Bond Market 2023-2-16 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 0.0173%; and the total return index including interest rei...
Further information about fluctuations of bond market yields please refer to the chart of Changes of The Key-Term YTM of Main Yield Curves. ▌Overseas market The US Sovereign Bonds market fluctuated slightly on December 22, 2023. To be more specific, the yield of US Treasury Yield Curve of 3...
ChinaBond Composite Index tracking general performance of bond market went up today. The net price index excluding interest revenue rose by 0.0128%; and the total return index including interest reinvested revenue rose by 0.0216%. In addition, the Cap-weighted YTM was 3.3155%. And the Cap-weight...
In order to keep the liquidity in the banking system adequate at a reasonable level, the People’s Bank of China conducted reverse repo operations in the amount of RMB7 billion through interest rate bidding on March 6, 2023. ▌Money Market ...
In order to keep the liquidity in the banking system adequate at a reasonable level, the People’s Bank of China conducted reverse repo operations in the amount of RMB15 billion through interest rate bidding on March 10, 2023. ▌Money Market ...
infrastructure construction and market innovation, China Central Depository & Clearing Co., Ltd. (CCDC) recognized market participants' outstanding performance in various business fields in 2023. The evaluation result of participants' performance in the area of CIBM international business is hereby ...
By applying factor analysis to the returns of EMU bond funds, we (1) identify the economic drivers of EMU bond market returns and (2) show the performance of bond portfolio managers regarding alpha prior to the GFC and explain the possible lack of alpha after the GFC....
In terms of the supply/demand balance, the volume of issuances should be stable in 2023 at around €450 billion on the investment grade market, compared to €475 billion in 2022[2]. As for geographies, we already invest in Euro-denominated debt, as well as US investment grade debt – de...
In August 2023, Fitch Ratings downgraded the long-term ratings of the United States to "AA+" from "AAA" based on the expected fiscal deterioration over the next three years, a high and growing general government debt burden, and the erosion of governance relative to "AA" and "AAA" peers...