| 关于三月浮息债负利差产生的原因与投资建议 |
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| 引用本文： | 李勇,陈博亮.关于三月浮息债负利差产生的原因与投资建议[J].中国货币市场,2011(7):30-34. |
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| 作者姓名： | 李勇 陈博亮 |
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| 作者单位： | 中国农业银行金融市场部; |
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| 摘 要： | 该文基于Shibor报价工作实践,首先从投资者类型、债券流动性等多角度列举了浮息债定价的影响因素,分析了当前3M_Shibor浮息债利差持续为负的原因,然后在探讨归纳3M_Shibor的定价机理和阐释近期Shibor报价新特征的基础上,对3M_Shibor中期走势进行展望,并就投资3M_Shibor浮息债时需关注的问题予以提示。
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| 关 键 词： | 3M_Shibor报价 浮息债定价 负利差 |
An analysis on negative spread with 3M_Shibor floatingrate bonds and investment suggestions |
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| Li Yong,Financial Market.An analysis on negative spread with 3M_Shibor floatingrate bonds and investment suggestions[J].China Money,2011(7):30-34. |
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| Authors: | Li Yong Financial Market |
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| Institution: | Li Yong,Financial Market Department,Agricultural Bank of China Chen Boliang,Agricultural Bank of China |
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| Abstract: | Based on Shibor quotation practice,this paper first lists the factors having the potential to influence the pricing of floating-rate bonds in the sight of investor types,bond liquidity and other aspects and then analyzes the reasons for the current continuous negative spread on the 3M_Shibor floating-rate bonds.Then,after discussing the 3M_Shibor pricing mechanism and elaborating on the new characteristics of recent Shibor quotations,it forecasts the mid-term trend of 3M_Shibor,and gives some notes on issue... |
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| Keywords: | 3M_Shibor quotation pricing of floating-rate bonds negative spread |
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