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成交额超9亿元,国债ETF5至10年(511020)近5个交易日净流入3163.48万元
Sou Hu Cai Jing·2025-09-11 02:09

Core Viewpoint - The bond market is experiencing significant adjustments, with institutions rebalancing their stock and bond allocations due to declining economic indicators and rising uncertainties in exports and consumer spending [1] Group 1: Market Performance - The 30-year yield has reached its highest point of the year, influenced by a 10 basis point reduction in policy rates in May, leading to a new high for 10-year government bonds [1] - As of September 10, 2025, the China Bond ETF for 5-10 year bonds has seen a decline of 0.17%, with a latest quote of 116.54 yuan, while it has accumulated a 2.85% increase over the past year [1] Group 2: Liquidity and Trading Activity - The 5-10 year government bond ETF recorded a turnover of 63.76% during the trading session, with a transaction volume of 959 million yuan, indicating active market trading [2] - The average daily transaction volume for the 5-10 year government bond ETF over the past week was 1.224 billion yuan [2] Group 3: Fund Size and Inflows - The latest size of the 5-10 year government bond ETF stands at 1.501 billion yuan, with inflows and outflows remaining balanced [3] - Over the past five trading days, the ETF has attracted a total of 31.6348 million yuan [3] Group 4: Performance Metrics - As of September 10, 2025, the 5-10 year government bond ETF has achieved a net value increase of 20.79% over the past five years [3] - The ETF's maximum monthly return since inception was 2.58%, with a longest consecutive monthly gain of 10 months and a total gain of 5.81% [3] - The historical probability of profit over three years is 100%, with a monthly profit probability of 70.89% [3] Group 5: Drawdown and Fees - The maximum drawdown for the 5-10 year government bond ETF in the past six months was 1.09%, with a relative benchmark drawdown of 0.52% [4] - The management fee for the ETF is 0.15%, and the custody fee is 0.05% [5] Group 6: Tracking Accuracy - As of September 10, 2025, the tracking error for the 5-10 year government bond ETF over the past month was 0.035% [6] - The ETF closely tracks the China Bond Index for 5-10 year government bonds, which is calculated using non-market capitalization weighting to reflect the overall performance of active bonds in this maturity range [6]