分别聚焦国企和民企 深交所将发布两条信用债指数

Core Points - Shenzhen Securities Information Co., Ltd. will officially launch the Shenzhen AAA State-Owned Enterprise Credit Bond Index and the Shenzhen AAA Private Enterprise Credit Bond Index on August 15, 2023, to meet market demand for high-grade credit bonds [1][2] Group 1: Shenzhen AAA State-Owned Enterprise Credit Bond Index - The index includes bonds issued by state-owned enterprises with an AAA rating, fixed interest payment methods, and a remaining term of at least one month, reflecting the performance of high-grade state-owned enterprise credit bonds in the Shenzhen market [1] - As of the end of July, the index comprises 1,072 sample bonds with a total market value exceeding 1.3 trillion yuan, covering 94% of the underlying market [1] - The index has an annualized yield of 4.0%, a Sharpe ratio of 3.6, and a weighted duration of approximately 2.52 years, catering to conservative income-oriented investment needs [1] Group 2: Shenzhen AAA Private Enterprise Credit Bond Index - The index includes bonds issued by private enterprises with an AAA rating, fixed interest payment methods, and a remaining term of at least one month, reflecting the performance of high-grade private enterprise credit bonds in the Shenzhen market [2] - As of the end of July, the index consists of 95 sample bonds with a total market value of approximately 178.7 billion yuan, covering 98% of the underlying market [2] - The index has an annualized yield of 4.0%, a Sharpe ratio of 3.8, and a weighted duration of about 1.87 years, indicating a moderately low risk level [2] Group 3: Bond Index Development - Shenzhen Securities Information Co., Ltd. aims to promote the innovative development of bond indices as a key strategy to support high-quality economic development, continuously enhancing the bond index system to provide diversified investment targets and performance benchmarks [2] - As of July 2025, the company has released over 50 bond indices covering various categories, including government bonds, policy bank bonds, local government bonds, corporate bonds, and financial bonds [2] - The combined scale of the Shenzhen Market Credit Bond Index and the Shenzhen AAA Sci-Tech Innovation Bond Index tracking ETF products exceeds 52 billion yuan, providing efficient on-site allocation tools for investors [2]