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债市值言:中债收益率曲线和指数日评2026年5月7日
2026-05-07 19:10:06
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债市观察

中债指数走势

今日债券市场指数小幅波动,其中不包含利息再投资的中债综合指数(净价)107.798,上涨0.0051%,而包含利息再投资的中债综合指数(财富)258.6013,上涨0.0118%,平均市值法到期收益率为1.9225%,平均市值法久期为5.8964。

利率品种

今日利率债市场收益率小幅波动。具体来看,中债国债收益率曲线3M(MMM)期限上行1BP至1.10%;2年期收益率下行1BP至1.27%;10年期收益率稳定在1.76%。

信用品种

今日信用债市场收益率小幅波动。具体来看,中债中短期票据收益率曲线(AAA)3M(MMM)期限稳定在1.44%,3年期收益率稳定在1.73%,5年期收益率下行1BP至1.88%。中债中短期票据收益率曲线(A)1年期稳定在6.64%。

具体波动情况请见《各主要关键期限到期收益率两日变动》。

海外市场

5月6日美国国债收益率整体下行。具体来看,美国国债收益率曲线3M(MMM)期限稳定在3.69%,3年期收益率下行8BP至3.89%,10年期收益率下行7BP至4.36%。

【注】

1、中债信用债收益率曲线基于中债市场隐含评级编制。

2、中债市场隐含评级变动见中债综合业务平台及下载通(HK0062)道“中债市场隐含评级”。

其他市场观察

公开市场

央行公告,2026年5月7日中国人民银行以固定利率、数量招标方式开展了270亿元7天期逆回购操作,全额满足了一级交易商需求。

货币市场

今日Shibor小幅波动,隔夜Shibor报1.2750%,上行0.40个基点;一个月Shibor稳定在1.4000%。

国债期货

5月7日,2年期国债期货主力合约TS2606上行0.01%至102.536,对应期货收益率下行0.53个基点至1.2950%;5年期国债期货主力合约TF2606上行0.03%至106.175,对应期货收益率下行0.48个基点至1.4674%;10年期国债期货主力合约T2606上行0.01%至108.565,对应期货收益率下行0.08个基点至1.6469%;30年期国债期货主力合约TL2606上行0.11%至112.430,对应期货收益率下行0.25个基点至2.3299%。

股票市场

今日沪深两市整体上涨,上证综指上涨19.92点(或0.48% )至4180.09点,深证成指(399001)上涨182.27点(或1.18% )至15641.89点,创业板指(399006)上涨54.90点(或1.45% )至3833.06点。

中债公募REITs日报

2026年5月7日,已上市81只公募REITs收盘价较前一交易日平均上涨0.05%;平均换手率为0.35%,较前一交易日上升0.03%;平均成交量为103.74万份,较前一交易日增加2.65%;总成交金额为3.64亿元,较前一交易日增加3.75%。

中债估值方面,今日81只公募REITs中债估值价格平均上涨0.002元,其中经营权类REITs工银蒙能清洁能源(850101)价格涨幅最大,达0.06元。估值收益率方面,81只公募REITs中债估值收益率平均下行0.60BP,其中鹏华深圳能源(000027)REIT下行幅度最大,达18.28BP。

如需全量中债公募REITs估值数据,请与市场营销部联系。欢迎广大客户使用并提出宝贵意见。

联系方式:市场营销部400-898-8989

估值部 010-88174127

Bond Market Performance ChinaBond Index Trend Analysis ChinaBond Composite Index tracking general performance of bond market fluctuated today. The net price index excluding interest revenue rose by 0.0051%; and the total return(SWZ) index including interest reinvested revenue rose by 0.0118%. In addition, the Cap-weighted YTM was 1.9225%. And the Cap-weighted duration was 5.8964.

Sovereign Bonds The Sovereign Bonds market fluctuated slightly today. To be more specific, the ChinaBond Government Bond Yield Curve of 3M(MMM)/2Y/10Y changed by 1BP, -1BP and 0BP to 1.10%, 1.27% and 1.76%.

Corporate Bonds The Corporate Bonds market fluctuated slightly today. To be more specific, the ChinaBond CP&Note Yield Curve (AAA) of 3M(MMM)/3Y/5Y changed by 0BP, 0BP and -1BP to 1.44%, 1.73% and 1.88%, respectively; while the ChinaBond CP&Note Yield Curve (A) of 1Y was stable at 6.64%.

Further information about fluctuations of bond market yields please refer to the chart of Changes of The Key-Term YTM of Main Yield Curves.

Overseas market The US Sovereign Bonds market went down on May 6, 2026. To be more specific, the yield of US Treasury Yield Curve of 3M(MMM)/3Y/10Y changed by 0BP, -8BP and -7BP to 3.69%, 3.89% and 4.36%, respectively.

Notes

1. The ChinaBond yield curves of corporate bonds are based on ChinaBond Market Implied Rating.

2. The daily update of ChinaBond Market Implied Rating please refer to Client terminal of ChinaBond Integrated Operation Platform and ChinaBond data download channel under ChinaBond Yield Curve and ChinaBond Market Implied Rating.

Data and Statistics OMO The People’s Bank of China conducted 7-day reverse repo operations in the amount of RMB27 billion through quantity bidding at a fixed interest rate on May 7, 2026, fully meeting the demand of primary dealers.

Money Market The Shibor fluctuated slightly today. The overnight Shibor went up by 0.40BP to 1.2750% and 1M Shibor was stable at 1.4000%.

Treasury Futures On May 7th, TS2606 went up by 0.01% to 102.536, the yield went down by 0.53BP to 1.2950%; TF2606 went up by 0.03% to 106.175, the yield went down by 0.48BP to 1.4674%; T2606 went up by 0.01% to 108.565, the yield went down by 0.08BP to 1.6469%; TL2606 went up by 0.11% to 112.430, the yield went down by 0.25BP to 2.3299%.

Stock Market The stock markets went up today. SSE composite index went up by 19.92 points (or 0.48%) to 4180.09 points, Shenzhen component index went up by 182.27 points (or 1.18%) to 15641.89 points, and ChiNext price index went up by 54.90 points (or 1.45%) to 3833.06 points.

声 明

中债收益率曲线、估值和指数恪守客观、中立的立场,每日反映债券市场的行情变化情况。如果您对中债收益率曲线和指数有任何疑问或相关建议,欢迎致函或致电中债金融估值中心有限公司反映问题和交流看法。

本日评所载信息皆来源于已公开的资料或中债金融估值中心有限公司人员的个人分析。我公司不保证上述信息的完整与准确性,不因使用本报告产生的一切后果承担责任,只供市场成员参考。

中债金融估值中心有限公司版权所有并保留一切权利。

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