ChinaBond Market Daily Report 2012-06-01

Government bonds generally declined on June 01, 2012. The transactions around 3-4y, 6-8y, 20y, 50y were active. The yield curves with corresponding terms decreased slightly. Several Treasury bonds yield curve fell by 0.5-6BP.By the influence of the quoting of 120003 and 100022,, Treasury bonds yield curve (5y) slightly rose to 2.8199%. Central bank bill (1y) declined to 2.5352%, refer to the transactions around 1y. Refer to the transactions of 120409, 120301, 100312 and 120401, the yield curves(3y & 7y) declined significantly, in the meanwhile, the curves (2y, 3y & 7y) respectively fell to 3.1574%, 3.2881% and 3.7701%.Non-government bonds declined sharply in 5y and longer terms.In terms of Inter-bank CP&Notes, refer to the transactions of 1181358,1082138,0982161,1182162, Inter-bank CP&Notes (AAA) generally declined today.Inter-bank CP&Notes (AAA,0-5y) dropped by 1-10BP.In terms of corporate bonds, the transactions of 1280152,1080120, 1080160, 1180079,1180090 and 1080065 brought CP&Notes (AA2) to drop by 3-10BP.

Indices of bond market today  slightly  went up , Except interest reinvested ChinaBond composite index(net price)  went up 0.0326%,including interest reinvested ChinaBond composite index(total return index)  went up 0.0431%. Overall(all existing bonds) average yield to maturity is 3.9986%,average market capitalization yield is3.6290%,market value weighted duration 4.3571.

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    Publish on :06/01/2012 07:06
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