本题目：Daily Report of China Onshore RMB Bond Market 2017-09-28(1) ChinaBond Index Analysis
ChinaBond Composite Index tracking general performance of bond market went up today. The net price index excluding interest revenue rose by 0.0096%; and the total return index including interest reinvested revenue rose by 0.0204%. In addition, the average yield to maturity was 4.3571%. The average market capitalization yield was 4.3494%. And the market value weighted duration was 3.8606.
(2) Bond Market Performance:
Rate Securities
Generally speaking, the yields of Treasury Bonds and Policy Bank Bonds went down a little entirely. The auction outcome of EXIMBC Bank on 3Y/5Y/10Y in the morning and that of CDB Bank on 3Y/7Y dropped slightly. By the end of day, the yields of Treasury Bonds, CDB, ADBC and EXIMBC Bonds entirely decreased by 1-2BP while short-term ones went up obviously due to the tight funds.
To be more specific, the yield of Treasury Bonds (3Y) kept stable at 3.57% according to the
