01 Duration tracking of mutual funds
The duration of the fund rose to 3 years for the first time during the year. From June 17 to June 21, the median duration of mutual funds increased by 0.03 to 3.00, which was in the 93% quantile of the past three years.
02 SDIC Securities Fixed Income-Institutional Divergence Index
Duration divergence has dropped significantly. From June 17 to June 21, the duration divergence index fell by 0.03 to 0.48, which is in the 36th percentile of the past three years.
Analyst of this report, Ruizhe Yin, SAC practice certificate number: S1450523120003
刘 冬 SAC执业证书编号：S1450523120006