01 Duration tracking of mutual funds
Fund duration remains high. From June 24 to June 28, the median duration of mutual funds was basically flat at 3.00 years, which was at the 93% quantile of the past three years.
02 SDIC Securities Fixed Income-Institutional Divergence Index
Duration divergence rebounded slightly. From June 24 to June 28, the duration divergence index rose by 0.01 to 0.49, which is in the 39th 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