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CSI Index Monthly Report
August 2018 Issue
CSI Express
In August, the mainland stock market (CSI All Share Index) touched a 39-months-low. CSI 300 Index was down by
5.21% to 3334.5 points. CSI 500 Index was down by 7.21% to 4815 points. Shanghai Composite Index dropped 5.25%
to 2725 points. Large caps outperformed small caps. Telecom, Energy and Financials led the sector group. Average
daily turnover of A-share market shrank 20% to CNY 285 billion. CSI Universal Bond Index gained 0.01% to 176.52
points.
5 index products which track CSI-licensed indices were incepted in China mainland market.
UBS SDIC launched 1 enhanced index fund tracking CSI 500 Index, which raised CNY 613 million.
China Life AMP transformed 1 fund into a feeder fund to its CSI 300 ETF, with an AUM of CNY 515 million.
Great Wall transformed 1 fund into an enhanced index fund tracking CSI 500 Index, with an AUM of CNY 18
million.
Zheshang transformed 1 fund into an enhanced index fund tracking CSI 300 Index, with an AUM of CNY 32
million.
Lion transformed 1 fund into an enhanced index fund tracking CSI 300 Index, with an AUM of CNY 44 million.
CSI&SSE Major Indices Performance
Index Close 1M 3M 12M YTD12M
VolatilityP/E P/B
Dividend
Yield
CSI 300 3,334.50 -5.21% -12.30% -12.76% -17.28% 16.92% 11.87 1.39 2.62%
CSI 100 3,487.98 -4.11% -9.66% -7.28% -14.54% 17.77% 10.74 1.28 2.95%
CSI 200 3,381.79 -7.47% -17.51% -22.86% -22.64% 18.23% 17.02 1.81 1.69%
CSI 500 4,814.82 -7.21% -16.33% -25.59% -22.97% 20.05% 18.96 1.77 1.29%
CSI 800 3,580.07 -5.70% -13.33% -16.33% -18.76% 16.85% 12.82 1.45 2.36%
CSI 1000 5,057.98 -8.74% -19.91% -34.14% -27.92% 20.72% 20.89 1.98 1.15%
CSI Dividend 3,970.52 -5.64% -12.92% -14.67% -16.42% 15.06% 8.23 1.05 3.99%
SSE Composite 2,725.25 -5.25% -11.96% -18.91% -17.60% 15.17% 12.48 1.36 2.49%
SSE 50 2,474.48 -2.78% -6.91% -8.85% -13.49% 17.78% 9.84 1.14 3.27%
SSE 180 7,371.18 -4.19% -9.54% -11.82% -14.75% 16.06% 10.73 1.22 3.00%
SSE 380 4,386.90 -8.01% -17.27% -22.04% -21.29% 20.04% 17.31 1.92 1.79%
SSE MidCap 2,995.80 -6.70% -14.03% -16.90% -17.07% 15.51% 13.90 1.47 2.30%
SSE SmallCap 3,664.62 -7.97% -16.17% -23.88% -21.79% 20.03% 18.00 1.73 1.62%
SSE Dividend 2,576.60 -4.15% -10.13% -11.29% -13.94% 14.33% 7.68 0.96 4.40%
CSI&SSE Size Indices Representativeness
CSI Indices
Large Cap Mid Cap Small Cap Mini Cap
CSI 100 (41.1%, 18.3%)* CSI 200 (14.3%, 13.9%) CSI 500 (13.9%, 18.0%)
CSI 1000 (14.0%, 22.7%) CSI 300 (55.4%, 32.2%)
CSI 800 (69.3%, 50.1%)
Shanghai + Shenzhen A-Share Mkt Cap 47.4 trillion CNY, Average Daily Turnover 284.7 billion CNY
[*] Index (% Mkt Cap of Shanghai+Shenzhen A-Share, % Turnover of Shanghai+Shenzhen A-Share)
SSE Indices
Large Cap Mid Cap Small Cap
SSE 50 (47.4%, 23.3%)** SSE MidCap (19.0%, 18.5%) SSE SmallCap (15.7%, 24.7%)
SSE 180 (66.4%, 41.8%) SSE 380 (16.2%, 25.8%)
Shanghai A-Share Mkt Cap 29.0 trillion CNY, Average Daily Turnover 124.8 billion CNY
[**] Index (% Mkt Cap of Shanghai A-Share, % Turnover of Shanghai A-Share)
CSI 300 Index Analysis
1M 3M 6M 12M YTD
Performance -5.21% -12.30% -17.13% -12.76% -17.28%
Volatility 23.12% 21.58% 18.88% 16.89% 19.08%
P/E P/B EPS ROE ROA
CSI 300 13.02 1.70 0.69 12.17% 13.11%
Energy 29.64 1.27 0.27 3.69% 4.70%
Materials 28.45 1.93 0.29 3.40% 3.62%
Industrials 16.75 1.76 0.48 9.52% 11.21%
Consumer Dis 16.46 2.81 0.93 16.65% 18.91%
Consumer Sta 40.11 7.15 1.07 17.82% 18.89%
Health Care 37.49 6.22 0.86 16.59% 17.45%
Financials 7.89 1.23 0.89 15.44% 15.90%
IT 24.74 3.74 0.56 14.47% 15.34%
Telecom Serv 32.99 2.08 0.28 6.31% 11.44%
Utilities 15.44 2.11 0.46 6.27% 10.17%
Close 3334.50 Change -5.21% # of Stocks 300 Name TickerMkt Cap
(Bil CNY)
Adjusted
Mkt CapWgt Chg
PING AN OF CHINA601318 682.2 682.2 6.72% 2.24%
KWEICHOW MOUTAI600519 828.1 331.2 3.26% -9.26%
CMB 600036 583.6 291.8 2.88% -0.35%
MIDEA GROUP 000333 274.1 191.9 1.89% -12.62%
Low 3209.01 Turnover Rate 5.99% Unchanged 7 INDUSTRIAL BANK601166 313.3 188.0 1.85% -2.39%
Sector NamesMkt Cap
(Bil CNY)Wgt 1M Cont Name Ticker Close 1M Cont
Turnover
Rate
Energy 13 2594 2.66% 0.87% 0.76
Materials 37 1740 7.63% -8.21% -22.74 ZTE 000063 19.09 30.75% 3.51 132.66%
Industrials 60 3272 12.48% -6.16% -27.31 COOEC 600583 6.00 12.57% 0.49 12.71%
Consumer Dis 37 2311 11.23% -10.83% -45.47 ZHIFEI-BIOL 300122 41.70 10.23% 0.61 23.19%
Consumer Sta 13 1941 8.54% -10.09% -31.95 SHIJI INFORMATION002153 35.80 9.58% 0.33 28.20%
Health Care 22 1345 6.62% -7.92% -19.00 COSL 601808 10.30 8.42% 0.16 7.43%
Financials 72 10200 38.41% -1.61% -21.02
IT 28 1617 7.55% -5.90% -15.79 SEARAINBOW 000503 19.77 -29.42% -1.95 37.42%
Telecom Serv 7 393 2.07% 7.66% 4.91 SJEP 300072 13.56 -29.19% -2.16 18.24%
Utilities 11 851 2.81% -5.58% -5.54 HUAYOU COBALT 603799 49.90 -27.63% -3.12 64.02%
MEIJIN ENERGY 000723 3.55 -27.40% -0.54 111.96%
AXXT 600816 5.49 -27.09% -1.47 9.58%
PING AN OF CHINA601318 62.98 2.24% 4.91 10.98%
ZTE 000063 19.09 30.75% 3.51 132.66%
PAB 000001 10.13 7.54% 2.00 12.75%
CHINA UNICOM 600050 5.61 7.68% 1.22 17.38%
VANKE-A 000002 24.05 7.16% 1.17 11.82%
KWEICHOW MOUTAI600519 659.19 -9.26% -11.11 6.95%
MIDEA GROUP 000333 41.60 -12.62% -9.11 12.94%
GREE 000651 38.95 -11.82% -8.26 18.65%
WULIANGYE 000858 61.90 -14.21% -6.54 16.09%
FOCUS MEDIA 002027 8.59 -18.96% -4.85 33.99%
Overview Risk-Return Analysis
Summary Top 5 Weighted Stocks
248
Open 3530.03Average Daily
Volume
74.98
Mil LotsAdvanced 45
High 3543.61Average Daily
Turnover
91.65
Bil CNYDeclined
Bottom 5 Contributors
Sector Analysis Constituent Performance
Top 5 Performers
Bottom 5 Performers
Sector PerformanceTop 5 Contributors
3100
3200
3300
3400
3500
0
50
100
150
8/1 8/6 8/9 8/14 8/17 8/22 8/27 8/30
Daily Turnover Close (right)Bil CNY
-30%
-20%
-10%
0%
10%
20%
1M 12M
CSI 500 Index Analysis
1M 3M 6M 12M YTD
Performance -7.21% -16.33% -20.07% -25.59% -22.97%
Volatility 22.66% 24.29% 21.92% 20.01% 22.27%
P/E P/B EPS ROE ROA
CSI 500 21.62 2.03 0.35 7.55% 8.10%
Energy 34.66 1.40 0.17 -0.11% 0.04%
Materials 27.75 1.84 0.26 2.13% 1.96%
Industrials 18.55 1.81 0.33 8.34% 8.75%
Consumer Dis 18.91 1.77 0.40 8.64% 8.83%
Consumer Sta 31.12 2.50 0.36 6.64% 6.75%
Health Care 24.43 2.91 0.50 11.21% 12.07%
Financials 13.02 1.61 0.41 11.67% 13.23%
IT 39.22 3.38 0.28 7.91% 8.01%
Telecom Serv 43.34 3.62 0.24 5.84% 6.28%
Utilities 11.29 1.36 0.41 12.00% 15.52%
Close 4814.82 Change -7.21% # of Stocks 500 Name TickerMkt Cap
(Bil CNY)
Adjusted
Mkt CapWgt Chg
CCHN 000661 39.2 31.4 0.95% 11.83%
SUGON 603019 33.7 23.6 0.72% 4.93%
LCXX 000977 33.7 20.2 0.61% 3.94%
GLODON 002410 33.4 20.0 0.61% 8.36%
Low 4736.56 Turnover Rate 10.63% Unchanged 18 HUALU-HENGSHENG600426 27.8 19.4 0.59% -10.50%
Sector NamesMkt Cap
(Bil CNY)Wgt 1M Cont Name Ticker Close 1M Cont
Turnover
Rate
Energy 12 158 2.32% -4.95% -6.03
Materials 72 1035 16.14% -7.35% -61.65 HDGF 002463 6.32 40.44% 3.12 60.99%
Industrials 120 1434 21.18% -7.29% -86.52 CHINASOFT 600536 29.20 23.99% 2.46 214.58%
Consumer Dis 78 922 11.89% -9.70% -65.46 ACCELINK 002281 25.78 20.41% 2.49 56.11%
Consumer Sta 25 409 6.67% -8.76% -34.60 BJHY 600240 8.06 14.49% 1.70 9.22%
Health Care 50 690 11.56% -5.94% -38.49 SCC 002916 72.98 12.28% 0.98 159.94%
Financials 44 531 8.28% -5.36% -25.25
IT 76 1083 17.28% -4.59% -43.62 GTKG 600687 4.03 -55.26% -3.31 16.98%
Telecom Serv 6 91 1.59% -2.79% -3.19 TONGHUA GOLDEN HORSE000766 7.75 -32.43% -2.11 59.58%
Utilities 17 229 3.09% -5.68% -9.09 XINGYUAN ENVIRONMENT300266 3.32 -30.69% -2.02 90.12%
GLORIA PHARM 002437 4.31 -30.37% -2.42 18.22%
LY ITECH 002600 2.80 -29.47% -2.33 51.51%
CCHN 000661 230.38 11.83% 4.86 35.00%
HDGF 002463 6.32 40.44% 3.12 60.99%
ACCELINK 002281 25.78 20.41% 2.49 56.11%
CHINASOFT 600536 29.20 23.99% 2.46 214.58%
GLODON 002410 29.80 8.36% 2.26 22.64%
JIANGTE MOTOR 002176 7.64 -22.20% -3.75 30.55%
CYG 600525 45.45 -19.56% -3.57 15.18%
SHANGHAI JAHWA600315 3.90 -21.37% -3.50 25.49%
TSINGTAO BREWERY600600 20.10 -21.76% -3.48 52.33%
ANGEL 600298 6.65 -17.04% -3.47 29.53%
Overview Risk-Return Analysis
Summary Top 5 Weighted Stocks
59
423
Sector Analysis Constituent Performance
Top 5 Performers
Open 5198.46Average Daily
Volume
53.92
Mil LotsAdvanced
Bottom 5 Performers
High 5233.5Average Daily
Turnover
51.13
Bil CNYDeclined
Sector PerformanceTop 5 Contributors
Bottom 5 Contributors
4600
4800
5000
5200
0
50
100
8/1 8/6 8/9 8/14 8/17 8/22 8/27 8/30
Daily Turnover Close (right)Bil CNY
-40%
-30%
-20%
-10%
0%
1M 12M
CSI 1000 Index Analysis
1M 3M 6M 12M YTD
Performance -8.74% -19.91% -22.94% -34.14% -27.92%
Volatility 22.47% 25.02% 22.76% 20.68% 23.03%
P/E P/B EPS ROE ROA
CSI 1000 27.01 2.15 0.27 4.55% 4.81%
Energy 43.23 1.58 0.15 -4.93% -5.86%
Materials 31.52 2.19 0.22 -0.66% -0.79%
Industrials 24.90 2.00 0.27 6.25% 6.74%
Consumer Dis 20.12 1.83 0.35 6.39% 6.64%
Consumer Sta 35.33 2.53 0.24 5.33% 5.58%
Health Care 32.44 3.10 0.33 8.44% 8.87%
Financials 17.12 1.52 0.27 3.61% 4.73%
IT 36.42 2.76 0.26 6.31% 6.49%
Telecom Serv 28.55 2.20 0.24 4.58% 4.84%
Utilities 19.52 1.94 0.24 8.03% 8.19%
Close 5057.98 Change -8.74% # of Stocks 1000 Name TickerMkt Cap
(Bil CNY)
Adjusted
Mkt CapWgt Chg
WALVAX 300142 33.3 26.6 0.82% 0.93%
TIGERMED 300347 27.0 16.2 0.50% -10.18%
SCSF 600779 21.3 14.9 0.46% -20.48%
WONDERS INFORMATION300168 21.0 14.7 0.45% -10.35%
Low 4994.32 Turnover Rate 13.92% Unchanged 29 SHANYING PAPER600567 17.0 11.9 0.36% -5.82%
Sector NamesMkt Cap
(Bil CNY)Wgt 1M Cont Name Ticker Close 1M Cont
Turnover
Rate
Energy 27 211 3.00% -5.42% -10.30
Materials 148 1052 16.81% -8.14% -81.47 EOPTOLINK 300502 18.75 33.45% 0.87 162.05%
Industrials 256 1554 23.27% -9.11% ####### TONGYU 002792 28.36 25.04% 0.80 138.26%
Consumer Dis 161 975 12.83% -9.80% -82.69 BOOMSENSE 300312 8.81 22.53% 0.40 203.83%
Consumer Sta 50 351 5.16% -11.98% -38.11 SKIAD 601952 8.39 16.20% 0.75 107.59%
Health Care 80 728 10.68% -7.43% -50.18 XCMC 000923 16.67 15.76% 0.46 72.40%
Financials 42 296 4.17% -7.72% -18.21
IT 179 1117 18.26% -5.48% -59.63 SLI 000673 6.10 -66.74% -7.52 134.74%
Telecom Serv 34 213 3.58% -2.81% -7.21 CS 002680 3.26 -65.94% -4.77 36.52%
Utilities 23 146 2.24% -3.93% -5.42 SYHQ 600146 8.49 -61.79% -5.00 100.67%
FEIMA INT'L 002210 6.53 -46.91% -5.92 5.69%
NCP 300198 3.48 -41.81% -2.80 114.20%
DXLT 000040 11.67 10.51% 1.61 39.22%
CECL. 600675 5.22 11.54% 1.18 5.22%
QHT 300149 16.25 13.96% 1.08 24.19%
ENN-EC 600803 13.35 9.04% 0.96 33.14%
BIOKANGTAI 300601 45.71 5.32% 0.91 103.80%
SYHQ 600146 8.49 -61.79% -5.00 100.67%
MEIDU ENERGY 600175 3.26 -65.94% -4.77 36.67%
FEIMA INT'L 002210 24.48 -19.34% -4.31 29.06%
SCSF 600779 23.25 -22.40% -3.67 38.33%
SLI 000673 7.16 -19.73% -3.25 61.55%
Declined
Bottom 5 Contributors
Sector Analysis Constituent Performance
Top 5 Performers
Bottom 5 Performers
Sector PerformanceTop 5 Contributors
Overview Risk-Return Analysis
862
Summary Top 5 Weighted Stocks
Open 5553.76Average Daily
Volume
76.20
Mil LotsAdvanced 109
High 5578.33Average Daily
Turnover
64.51
Bil CNY
4800
5000
5200
5400
5600
0
50
100
8/1 8/6 8/9 8/14 8/17 8/22 8/27 8/30
Daily Turnover Close (right)Bil CNY
-50%
-40%
-30%
-20%
-10%
0%
1M 12M
A Share Sector Performance
SSE Sector Performance
CSI Thematic Indices: Top & Bottom Performers
-6.6%
-1.9%
-7.9%
-7.8%
-10.7%
-10.7%
-7.7%
-2.3%
-6.1%
0.6%
-5.9%
CSI All Share
CSI All Share Energy
CSI All Share Materials
CSI All Share Industrials
CSI All Share Cons Disc
CSI All Share Cons Staples
CSI All Share Health Care
CSI All Share Financials
CSI All Share Info technology
CSI All Share Telecom Svc
CSI All Share Utilities
-5.3%
-0.5%
-7.4%
-5.2%
-10.4%
-9.8%
-8.7%
-1.3%
-4.4%
0.8%
-6.1%
SSE Composite
SSE Energy
SSE Materials
SSE Industrials
SSE Cons Disc
SSE Cons Staples
SSE Health Care
SSE Financials
SSE Info technology
SSE Telecom Svc
SSE Utilities
1.2%
0.3%
0.2%
0.0%
-0.9%
-13.3%
-13.8%
-14.2%
-15.1%
-15.6%
CSI Energy Dividend
CSI Telecommunication Services Dividend
CSI Fintech Theme
CSI Shipbuilding Industry Stimulus
CSI China Mainland Banks
CSI Home Decoration & Appliances
CSI Female Consumption Thematic
CSI New Generation Consumption Thematic
CSI All Share Capital Markets
CSI Alcoholic Drink
SSE Thematic Indices: Top & Bottom Performers
CSI&SSE Style Indices
CSI&SSE Fundamental Indices
2.7%
-0.1%
-1.2%
-1.3%
-1.7%
-10.0%
-10.6%
-10.7%
-10.9%
-12.1%
SSE Energy Dividend
SSE Telecommunication Services Dividend
SSE Banks
SSE Financials Dividend
SSE Cyclical Industry 50
SSE Select Consumption Industries
SSE Old-Age Industry
SSE Consumer Staples Dividend
SSE Consume Commodity
SSE Health Care Dividend
-7.9%
-7.8%
-6.7%
-6.7%
-6.6%
-5.7%
-5.1%
-4.5%
-3.9%
-3.1%
-2.8%
-2.5%
CSI 500 Growth
SSE 380 Growth
CSI 500 Value
CSI 800 Growth
SSE 380 Value
CSI 300 Growth
SSE LMS Cap Growth
SSE 180 Growth
CSI 800 Value
CSI 300 Value
SSE LMS Cap Value
SSE 180 Value
-7.2%
-6.8%
-4.3%
-3.8%
-3.5%
-3.3%
-2.3%
CSI RAFI 400
SSEF 300
CSI RAFI 600
SSEF 500
CSI RAFI 200
SSEF 200
CSI RAFI 50
CSI 300 vs. Smart Beta Indices*
[*] The smart beta indices are not necessarily based on the CSI 300 universe.
CSI 500 vs. Smart Beta Indices
[*] The smart beta indices are not necessarily based on the CSI 500 universe.
-5.2%
0.3%
-2.5%
-4.5%
-4.6%
-4.9%
-5.1%
-5.6%
-5.6%
-5.7%
-6.1%
-6.2%
-6.3%
-6.4%
-6.9%
CSI 300
CSI 300 DownSide Risk Control
CSI 300 Volatility Control 10%
CSI 300 Dynamic
CSI 300 Sector Neutral Low volatility
CSI 300 Volatility Control 20%
CSI 300 Volatility Weighted
CSI 300 Sector Equal Risk Contribution
CSI 300 Stability
CSI 300 Momentum
CSI 300 Equal Risk Contribution Weighted
CSI 300 Equal Weight
CSI 300 Sector Equal Weight
CSI 300 Low Beta
CSI 300 High Beta
-7.2%
0.0%
-4.6%
-6.3%
-6.5%
-6.8%
-6.8%
-7.0%
-7.1%
-7.3%
-7.4%
-7.4%
-7.7%
CSI 500
CSI 500 DownSide Risk Control
CSI 500 Volatility Control 15%
CSI 500 Sector Neutral Low volatility
CSI 500 High Beta
CSI 500 Volatility Control 25%
CSI 500 Volatility Weighted
CSI 500 Dynamic
CSI 500 Sector Equal Risk Contribution
CSI 500 Equal Weight
CSI 500 Stability
CSI 500 Equal Risk Contribution Weighted
CSI 500 Low Beta
CSI & SSE Leveraged/Inversed Indices
-5.2%
-10.9%
5.1%
9.4%
-4.7%
-9.7%
4.4%
8.3%
-4.1%
-8.8%
3.9%
7.0%
-7.2%
-14.7%
7.3%
14.2%
-2.8%
-6.3%
2.5%
4.2%
-4.2%
-8.9%
4.0%
7.4%
CSI 300
CSI 300 Leveraged 2X
CSI 300 Inversed
CSI 300 Inversed 2X
CSI 300 Futures
CSI 300 Futures Leveraged 2X
CSI 300 Futures Inversed
CSI 300 Futures Inversed 2X
CSI 100
CSI100 Leveraged 2X
CSI100 Inversed
CSI100 Inversed 2X
CSI 500
CSI500 Leveraged 2X
CSI500 Inversed
CSI500 Inversed 2X
SSE 50
SSE50 Leveraged 2X
SSE50 Inversed
SSE50 Inversed 2X
SSE 180
SSE 180 Leveraged 2X
SSE 180 Inversed
SSE 180 Inversed 2X
CSI Strategy Indices: Top & Bottom Performers
SSE Strategy Indices: Top & Bottom Performers
CSI Overseas Indices (HK Series, in HKD): Top & Bottom Performers
0.3%
0.2%
0.0%
-0.5%
-2.5%
-8.4%
-8.7%
-8.7%
-8.7%
-10.6%
CSI 300 DownSide Risk Control
CSI Equity and Bond Synthetic Option Strategy
CSI 500 DownSide Risk Control
CSI Equity and Bond Risk Parity
CSI 300 Volatility Control 10%
CSI Holding-Increase & Buy-Back
CSI Quality and Growth
CSI 1000 Currency Dynamic Hedged
CSI 1000 USD Hedged
CSI Private Placement
-0.1%
-0.2%
-0.3%
-1.2%
-1.9%
-8.8%
-9.1%
-9.4%
-11.0%
-11.8%
SSE Telecommunication Services Sector…
SSE Equity and Bond Risk Parity
SSE SH-HK AH Premium
SSE 50 Volatility Control 10%
SSE50 Fundamental Weighted
SSE 380 Low Beta
SSE Private Placement
SSE Health Care Sector Equal Weight
SSE Consumer Staples Sector Equal Weight
SSE Consumer Discretionary Sector Equal…
3.7%
3.1%
3.1%
3.0%
2.9%
-7.6%
-8.5%
-9.0%
-9.4%
-9.8%
CSI HK 100 Energy
CSI HK 300 Energy
CSI HK Connect Energy Composite
CSI HK 300 Telecommunication Services
CSI HKT Mainland Real Estate
CSI HK 300 Consumer Staples
CSI HK 300 Logistics
CSI HK Connect Information Technology…
CSI HK 100 Materials
CSI HK 100 Industrials
CSI Overseas Indices (Other Series, in CNY): Top & Bottom Performers
CSI&SSE Major Bond Indices
Index Close 1M YTD Duration Modified
Duration Convexity YTM
CSI Universal Bond 176.52 0.01% 5.16% 3.95 3.81 19.02 4.10
CSI Aggregate Bond 184.66 -0.05% 5.52% 4.64 4.48 22.71 4.20
CSI 1 Bond 156.62 0.29% 3.25% 0.48 0.46 0.36 3.41
CSI Aggregate Bond (1-3) 178.92 0.24% 4.70% 1.91 1.84 2.74 4.11
CSI Aggregate Bond (3-7) 187.68 -0.04% 5.28% 4.04 3.89 10.29 4.23
CSI Aggregate Bond (7-10) 181.41 -0.13% 6.60% 7.11 6.86 29.10 4.20
CSI Aggregate Bond (10+) 186.57 -1.08% 8.12% 13.75 13.38 137.07 4.39
CSI Treasury Bond 175.07 -0.43% 4.90% 6.39 6.23 43.89 3.56
CSI Financial Bond 180.80 0.08% 6.44% 4.36 4.19 15.87 3.97
CSI Corporate Bond 206.31 0.17% 5.16% 3.18 3.03 8.79 5.10
CSI Short Term Note 160.52 0.41% 3.40% 0.34 0.32 0.23 4.81
CSI 50 Bond 151.72 -0.01% 5.58% 4.47 4.31 15.22 3.78
CSI Medium Term Note 50 142.84 0.31% 4.26% 2.18 2.08 3.40 4.86
CSI Short Term Note 50 139.49 0.32% 0.84% 0.29 0.28 0.18 3.91
SSE Corporate Bond 30 149.13 0.59% 4.77% - - - -
SSE Convertible Bond 266.26 -0.46% 0.16% - - - -
4.4%
4.4%
4.1%
4.0%
4.0%
-9.5%
-9.8%
-9.8%
-10.0%
-10.5%
CSI China Mainland Enterprises 400…
CSI Great China ex Taiwan…
CSI SH-SZ-HK 400 Telecommunication Services
CSI China Mainland Enterprises 400 Energy
CSI Overseas enterprises ex Taiwan Energy
CSI China Mainland Enterprises 1000…
CSI SH-SZ-HK 700 Consumer Staples
CSI Overseas enterprises ex Taiwan Materials
CSI China Mainland Enterprises Global…
CSI Overseas Mainland Materials
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