债市值言：中债收益率曲线和指数日评2026年6月9日

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）108.1887，下跌0.054%，而包含利息再投资的中债综合指数（财富）260.1022，下跌0.0468%，平均市值法到期收益率为1.7439%，平均市值法久期为5.9609。

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）期限稳定在1.09%；2年期收益率上行1BP至1.27%；10年期收益率上行1BP至1.74%。

信用品种

今日信用债市场收益率整体上行。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年期收益率上行1BP至1.65%，5年期收益率上行3BP至1.79%。中债中短期票据收益率曲线（A）1年期上行1BP至6.56%。

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

6月8日美国国债收益率小幅波动。具体来看，美国国债收益率曲线3M（MMM）期限上行2BP至3.80%，3年期收益率下行1BP至4.21%，10年期收益率上行1BP至4.56%。

【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6月9日中国人民银行以固定利率、数量招标方式开展了1530亿元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整体上行，隔夜Shibor报1.3840%，上行3.00个基点；一个月Shibor报1.3910%，上行0.25个基点。

国债期货

6月9日，2年期国债期货主力合约TS2609下行0.01%至102.600，对应期货收益率上行0.40个基点至1.2496%；5年期国债期货主力合约TF2609下行0.05%至106.295，对应期货收益率上行1.19个基点至1.4322%；10年期国债期货主力合约T2609下行0.10%至109.000，对应期货收益率上行1.34个基点至1.5773%；30年期国债期货主力合约TL2609下行0.26%至113.420，对应期货收益率上行1.20个基点至2.2690%。

股票市场

今日沪深两市整体上涨，上证综指上涨50.69点（或1.28% ）至4010.03点，深证成指（399001）上涨447.53点（或3.02% ）至15268.71点，创业板指（399006）上涨149.96点（或3.93% ）至3961.75点。

中债公募REITs日报

2026年6月9日，已上市82只公募REITs收盘价较前一交易日平均下跌0.68%;平均换手率为0.46%,较前一交易日上升0.08%；平均成交量为129.40万份，较前一交易日减少1.06%；总成交金额为4.72亿元，较前一交易日增加15.31%。

中债估值方面，今日82只公募REITs中债估值价格平均下跌0.03元，其中经营权类REITs华夏南京交通高速公路（884154）价格跌幅最大,达0.13元。估值收益率方面，82只公募REITs中债估值收益率平均上行6.96BP，其中华夏南京交通高速公路（884154）REIT上行幅度最大，达40.70BP。

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。

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 declined by 0.054%; and the total return index including interest reinvested revenue declined by 0.0468%. In addition, the Cap-weighted YTM was 1.7439%. And the Cap-weighted duration was 5.9609.

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 0BP, 1BP and 1BP to 1.09%, 1.27% and 1.74%.

Corporate Bonds The Corporate Bonds market went up today. To be more specific, the ChinaBond CP&Note Yield Curve (AAA) of 3M（MMM）/3Y/5Y changed by 0BP, 1BP and 3BP to 1.44%, 1.65% and 1.79%, respectively; while the ChinaBond CP&Note Yield Curve (A) of 1Y went up by 1BP to 6.56%.

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 fluctuated slightly on June 8, 2026. To be more specific, the yield of US Treasury Yield Curve of 3M（MMM）/3Y/10Y changed by 2BP, -1BP and 1BP to 3.8%, 4.21% and 4.56%, 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（PPLI）’s Bank of China conducted 7-day reverse repo operations in the amount of RMB153 billion through quantity bidding at a fixed interest rate on June 9, 2026, fully meeting the demand of primary dealers.

Money Market The Shibor went up today. The overnight Shibor went up by 3.00BP to 1.3840% and 1M Shibor went up by 0.25BP to 1.3910%.

Treasury Futures On June 9th, TS2609 went down by 0.01% to 102.600, the yield went up by 0.40BP to 1.2496%; TF2609 went down by 0.05% to 106.295, the yield went up by 1.19BP to 1.4322%; T2609 went down by 0.10% to 109.000, the yield went up by 1.34BP to 1.5773%; TL2609 went down by 0.26% to 113.420, the yield went up by 1.20BP to 2.2690%.

Stock Market The stock markets went up today. SSE composite index went up by 50.69 points (or 1.28%) to 4010.03 points, Shenzhen component index went up by 447.53 points (or 3.02%) to 15268.71 points, and ChiNext price index went up by 149.96 points (or 3.93%) to 3961.75 points.