5-Year Target Duration Policy Bank Bond

Index Profile

The CSI 5-Year Target Duration Policy Bank Bond Index consists of policy bank bonds listed in Inter-bank market, SSE or SZSE, with remaining term to final maturity between 1 and 10 years. The index duration is set to 5 years with the optimization method. The index base date is Dec. 31st, 2007, and the base index is 100. Index code is 930996, shortened name is 5-Year Target Duration Policy Bank Bond.


This Index is within the scope of the IOSCO Assurance Report as at 30 September 2018.

Index Information

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Index Performance

As of:2021-07-02

  • 1 MONTH
  • 3 MONTH
  • YTD
  • 1 YEAR
  • 3 YEAR
  • 5 YEAR
Close Change(%) Turnover (100 Million Yuan) 1 Mo Returns(%)
182.45 0.04 0.00

Sector Breakdown

Top 10 by Weight

As of:2021-07-02

Code Name Sector Weight(%)
200215 FB 20201020 10Y 3.7% 3.46
210205 FB 20210301 10Y 3.66% 3.05
200210 FB 20200618 10Y 3.09% 2.88
200205 FB 20200310 10Y 3.07% 2.75
190205 FB 20190108 10Y 3.48% 2.72
190215 FB 20190920 10Y 3.45% 2.69
180210 FB 20180706 10Y 4.04% 2.62
190210 FB 20190521 10Y 3.65% 2.61
190406 FB 20190712 10Y 3.74% 2.48
200404 FB 20200417 10Y 2.96% 2.37
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