中债金融估值中心发布中债-中高等级公司信用类债券系列指数

Core Insights - The ChinaBond Medium-High Grade Corporate Credit Bond Index series was launched on December 22, 2025, to provide diverse performance benchmarks and investment targets for the RMB bond market [1] - The indices include the ChinaBond Medium-High Grade Corporate Credit Bond Composite Index and the ChinaBond Medium-High Grade Corporate Credit Bond Index, focusing on corporate credit bonds with a minimum issuer rating of AA [1] Index Details - The indices are based on a reference point of 100 and include various sub-indices categorized by maturity, such as under 1 year, 0-3 years, 0-5 years, and so on, with adjustments made monthly [2] - As of November 28, 2025, the ChinaBond Medium-High Grade Corporate Credit Bond Composite Index comprises 21,904 bonds with an average maturity of 2.86 years [3] Performance Metrics - The ChinaBond Medium-High Grade Corporate Credit Bond Composite Index has a total market value of 2,146.39 billion yuan, an average duration of 2.58 years, and an average yield of 2.31% [4] - The ChinaBond Medium-High Grade Corporate Credit Bond Index consists of 19,356 bonds with a total market value of 1,832.42 billion yuan, an average duration of 2.65 years, and an average yield of 2.36% [4]