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ChinaBond Indices

Published in Fixed Income Indices

China Central Depository & Clearing Co., Ltd. (CCDC) is the first central securities depository (CSD) approved by the State Council in China. It is a state owned financial institution, which bears the national wills and represents market demands. CCDC is  a financial market infrastructure characterized by neutrality, independence, and public interest. CCDC has established a set of ChinaBond pricing products that reflect market price and the risks of bonds issued in RMB. ChinaBond Index has multiple angles of application in presenting price trends of bond markets, predicting macroeconomic situations and performing evaluation of bond investment portfolios.

Key Features and Coverage on RIMES

For this data source, RIMES hosts approximately 50 indices.

Index coverage includes:

  • Finance and Treasury Bonds, Aggregate Index, CBIC/ CDB Bond Indices, Central Bank Paper, Commercial Bank Bond, Commercial Paper (AA), Company Credit Bond, Corporate Bonds, Credit Bonds, Fixed Rates, Floating Rates, High Grade Bonds, High Yields, Interbanks, Local Government Bonds, Long Term Index, Money Market Fund Investable Bond Index, New High Grade Bond Index, New Medium Term Notes Index, Short-Middle Term Index, etc.

Some of the data items available include:

  • Bond Items: Accrued Interest, Bond Market Description, Clean Price, Convexity, Date of Portfolio, Dirty Price, Dollar Value Change for 1 Basis Point, Investable Weight in Index, Market Bond Code, Market Type (Source), Market Value in Local Currency, Maturity Bands, Modified Duration, Semi Convexity, Spread, Spread Duration, Yield to Maturity, etc.
  • Index Items: Average Cash Flow Convexity, Average Cash Flow Yield to Maturity, Average Coupon, Average Dollar Value Change for 1 Basis Point, Average Market Capitalization Convexity, Average Market Capitalization Duration, Average Market Capitalization Duration, Average Market Capitalization Yield to Maturity, Average Maturity, Cash Settlement Amount, Coupon Income Index, Daily Dirty Price Index Change, Daily Price Return, Market Capitalization, Price Index, Total Return, etc.

China Central Depository & Clearing Co., Ltd.

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