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2025年Q3摊余债基久期持仓明细
2025年Q3摊余债基久期持仓明细
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所属报告:
定量拆解:债基跨年行情的几个关键点-251205(13页).pdf
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从久期结构看,摊余债基久期均小于 5年,主要集中在 0-3年区间内。久期小于 1 年的债基占比最高,累计资产总值 11753.05 亿元,占比为 57.91%,久期为 1-3年期的债基占比为 37.42%,久期为 3-5年的债基占比仅为 4.67%。2025 年以来摊余债基表现出明显的短期化特征,久期为 1-2 年期的债基市值被压缩,久期为 1 年以内的摊余债基显著提升,截至 2025 年第三季度,久期小于 1 年的摊余债基资产总值占比由一年前的 35%提升至 66%,对应基金资产总值为 1.18 万亿元。
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定量拆解:债基跨年行情的几个关键点-251205(13页).pdf
定量拆解:债基跨年行情的几个关键点-251205
易受影响债基持有各类债券市值及占全市场托管余额比重
新规下由于收益偏低有潜在赎回可能的债基规模测算及敏感性分析
易受影响债基规模测算及敏感性分析
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