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    原标题:DailyReportofChinaOnshoreRMBBondMarket2017-10-12
    (1)ChinaBondIndexAnalysis
    ChinaBondCompositeIndextrackinggeneralperformanceofbondmarketdroppedtoday.Thenetpriceindexexcludinginterestrevenuedeclinedby0.0436%;andthetotalreturnindexincludinginterestreinvestedrevenuedeclinedby0.0319%.Inaddition,theaverageyieldtomaturitywas4.3842%.Theaveragemarketcapitalizationyieldwas4.3507%.Andthemarketvalueweighteddurationwas3.8058.
    (2)BondMarketPerformance:
    RateSecurities
    Generallyspeaking,theyieldsofTreasuryBondsandPolicyBankBondswentupalittleentirely.TheauctionoutcomeofEXIMBCBondson3Y/5Y/10YandthatofADBCBondson2Y/5Yfluctuatedslightly.Bytheendofday,theyieldsofTreasuryBonds,CDB,ADBCandEXIMBCBondsonshort-termoneswentdownalittlewhilelong-termonesroseby1-2BP.
    Tobemorespecific,theyieldofTreasuryBonds(3Y)wentupby2BPto3.60%accordingtothetransactionof170016;5YBondsincreasedby3BPto3.68%resultedfromthetransactionof170014;referringtothequotationandtransactionof170020,theyieldfor7Yroseby1BPto3.71%,andalso,theyieldforTreasuryBonds(10Y)ascendedby2BPto3.68%causedbythequotationandtransactionof170018;theyieldforTreasuryBonds(30Y)wentupby2BPto4.27%causedbythequotationandtransactionof170015.
    TheyieldsofCDBbondswentupalittleentirely.Theyieldof3YBondincreasedby2BPto4.29%becauseofthetransactionof170209;while5YBondroseby2BPto4.32%accordingtothetransactionof170206;referringtothetransactionof170215,theyieldfor10YBondascendedby3BPto4.26%.
    Moreover,theyieldsofADBCBondsalsoincreased.Theyieldfor3YBondkeptstableat4.30%;while10YBondroseby2BPto4.39%causedbythetransactionof170415.
    Furthermore,theyieldsofEXIMBCBondsalsoexperiencedasmalluptrend.Theyieldfor3YBondincreasedby1BPto4.30%accordingtothetransactionof170310;duetothetransactionof170309,5YBondroseby1BPto4.38%.
    CreditBonds
    Theyieldsforcreditbondsdecreasedalittleforshorttermbondsandmidorlongtermonesincreased.Tobemorespecific,theyieldofAAAon1Mwentdownby8BPto3.99%,while3Mdroppedby4BPto4.27%.TheyieldofAAA6Mwentupby1BPto4.43%,andtheyieldfor1Yascendedby3BPto4.58%.Theyieldfor3YofAAAroseby2BPto4.65%,whilethatofAAA5YBondsincreasedby1BPto4.75%.
    Theshort-termyieldsforFinancialBondsofCommercialBankYield,includingCD,droppedasawhole.ThespotofFinancialBondsofCommercialBankon(AAA7d/1M/3M/6M/1Y)changed-16BP,-9BP,-2BP,-1BPand+1BPto3.29%,3.93%,4.34%,4.40%and4.51%.
    TheyieldsforUrbanConstructionBondsdecreasedslightly.Specifically,theyieldofUrbanConstructionBondsAAAon1M/3Y/5Ychangedby-8BP,-1BPand0BPto4.18%,4.72%and4.81%.TheyieldsofAABondson2Y/5Ychangedby-1BPand0BPto4.94%and5.28%.
    What’smore,AAALocalGovernmentBondson3Y/4Y/5Yreachedthelevelof3.89%,3.92%and3.96%causedbythemarkettransaction.
    ExchangeMarket
    Inaddition,therewas5.8billionoftransactiononexchangebiddingsystem,whichwasscaledecreasedthanprevious.Theyieldsofhighlyratedcorporatebondswentdownby3BP.Thoseofcorporatebondsandenterprisebondswithmiddleandlowratingsdroppedby1BP.Therewasactivetransactionfor1180170today.
    (3)DataandStatistics
    CurrencyMarket:thefundinterestratesdroppedexceptforsomecertainperiods,withtheovernightshibordecreasingby8.4BPto2.6570%,and3Mshiborincreasingby0.26BPto4.3581%.
    ForeignExchangeData:theintermediatevalueofUSD/CNYquotationis6.6808today,withCNYappreciatingby33BPtoday.Itwasthethirdconsecutivedayofappreciation,whichwasthenewhighestsinceSept20th,2017.
    PBOC:TheCentralBankmade20billionreverserepurchaseandtherewasanetwithdrawalof40billiontoday.Therewas60billionduetoday.
    StockMarket:Thetrendsofthestockmarketswentdownslightlytoday.Shanghaicompositeindexdecreasedto3386.10by2.18points(-0.06%)andShenzhencomponentindexdecreasedto11307.32by5.18points(-0.05%).GEMindexdroppedby5.18points(-0.08%)to1899.99.
    TreasuryFuture
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