China Citi economic surprise index

China Citi economic surprise index Chart


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Date Value
22-04-22 95,00
29-04-22 91,00
06-05-22 54,00
13-05-22 18,00
20-05-22 -55,00
27-05-22 -60,00
03-06-22 -58,00
10-06-22 -56,00
17-06-22 -55,00
24-06-22 -50,00
01-07-22 -17,00
08-07-22 -16,00
15-07-22 -33,00
22-07-22 -32,00
29-07-22 -15,00
05-08-22 -4,00
12-08-22 30,00
19-08-22 8,00
26-08-22 3,00
02-09-22 -3,00
09-09-22 -24,00
16-09-22 -5,00
23-09-22 -9,00
30-09-22 -29,00

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China Citi economic surprise index

China Citi economic surprise index Statistics

Click here to explore the methodology used for estimating the China China Citigroup Economic Surprise Index signals presented in the statistics table below.

China Financial Markets

Market Symbol Last Mom Trend Exh RSI 1D% 1W% 1M% 1Y%
Shanghai Composite SSEC 3203.05 -1 -1 -3.08197 38.3628 -0.00356 -0.01743 -0.08191 -0.06298
China ETF FXI 33.32 0 -0.75 -1.67768 51.173 0.02146 0.00422 -0.04335 -0.28513
Chinese Yuan US Dollar (CNY/USD) CNHUSD 6.3745 -0.5 0 -0.77284 56.9863 -0.00186 -0.00031 0.00886 -0.02814
China 5-Year Bond Yield CN.5Y 2.54 -0.5 -0.5 -1.25806 49.8778 -0.00392 -0.00196 0.00994 -0.16585
China 2-year bond yield CN.2Y 2.33 0.5 -0.25 -0.96402 58.1222 0.02643 0.02193 0.03879 -0.19544
China Yield Curve CN.YC 0.46 1 0.5 -0.46123 67.3871 4.07 22.67 4.55 0.00688
China Credit Default Swaps CDS.China 38.25 -1 -1 -1.41448 40.9453 2.68 5.52 -4.38 -0.16463
Export-Import Bank of China Credit Default Swaps CDS.Export-Import-Bank-of-China 35 -1 -1 -1.37529 43.9717 0 4.48 -6.67 -0.14119

China Financial News Stream

China Macroeconomic Indicators

Indicator Symbol Actual Previous M/M% Y/Y% Trend Slope ZS5Y Update
balance of trade cn.balanceoftrade 79.39 101.26 -21.6 35.15 UP UP 31.67 2022-09-03
bank lending rate cn.banks.lendingrate 2.95 2.95 0 -0.106061 -1.0 -1.0 0 2020-05-30
banks balance sheet cn.banks.bs 1250 679 84.09 2.46 Down UP 45.83 2022-09-09
business confidence cn.bizconfidence 50.1 49.4 1.42 0 UP UP 37.5 2022-09-30
capacity utilization cn.caputilization 75.1 75.8 -0.92 -1.7 Down Down 0 2022-07-16
capital flows cn.capitalflows -802 -892.4 -10.13 -475.38 Down Down 15 2022-08-06
car registrations cn.carregistrations 2125000 2174000 -2.25 36.92 UP UP 73.33 2022-09-09
cash reserve ratio cn.cashreserveratio 12.5 12.5 0 -0.0740741 -1.0 -1.0 0.575 2020-07-30
central bank balance sheet cn.cb.assets 384642 385627 -0.26 1.36 Down UP 75 2022-09-19
composite pmi cn.comppmi 53 54 -1.85 12.29 UP UP 69.17 2022-09-03
consumer confidence cn.consconfidence 87 87.9 -1.02 -25.96 Down Down 5 2022-09-30
consumer price index cpi cn.cpi 102.9 102.5 0.39 1.98 UP UP 25 2022-05-26
core inflation rate cn.coreinflationrate 0.9 0.7 0.285714 -0.181818 1.0 -1.0 0.391667 2021-05-31
current account cn.currentaccount 775 888.75 -12.8 156.92 UP UP 73.33 2022-09-29
current account to gdp cn.currentaccountgdp 1.9 0.8 1.375 -0.795699 -1.0 -1.0 0 2020-01-31
deposit interest rate cn.depositrate 0.35 0.35 0 0 -1.0 -1.0 0.508333 2021-02-28
exports cn.exports 314.92 332.96 -5.42 7.11 UP UP 23.33 2022-09-03
external debt cn.externaldebt 24007.9 20573 0.166962 5.15335 1.0 1.0 0 2019-02-28
fiscal expenditure cn.fiscalexp 18426 17864 3.15 13.38 Down UP 58.33 2022-09-19
foreign direct investment cn.fdi 1384.1 1239.2 11.69 21.65 UP UP 93.33 2022-09-19
foreign exchange reserves cn.fxreserves 3055000 3104000 -1.58 -5.48 Down Down 3.33 2022-09-03
gdp cn.gdp 14722.7 14342.9 0.02648 2.20455 1.0 1.0 0 2020-01-31
Real GDP cn.realgdp 525197 256322 104.9 14.02 Down UP 73.33 2022-07-31
gdp growth cn.gdpgrowth -2.6 1.4 -285.71 -300 Down Down 0 2022-07-16
gdp growth annual cn.gdpgrowthan 0.4 4.8 -91.67 -93.55 Down Down 3.33 2022-07-16
gold reserves cn.goldres 1948.31 1948.31 0 0.057393 1.0 1.0 0.55 2020-08-01
government budget cn.govbudget -3.7 -2.8 0.321429 8.02439 -1.0 -1.0 0 2020-01-31
Government budget cn.govbudgetvalue -421.6 -257.9 63.47 -3.1 Down UP 21.67 2022-09-30
government debt to gdp cn.govdebtgdp 66.8 57.1 0.169877 1.47407 1.0 1.0 0 2020-01-31
government revenues cn.govrev 13062 19760 -33.9 -36.59 Down Down 35 2022-09-19
housing index cn.housingindex -0.9 -0.5 80 -119.15 Down Down 1.67 2022-08-17
imports cn.imports 235.53 231.7 1.65 0.11 UP UP 25 2022-09-09
industrial production cn.indproduction 3.9 0.7 457.14 -53.01 Down Down 15 2022-07-16
industrial production mom cn.indproductionmm 0.38 0.84 -54.76 65.22 UP UP 23.33 2022-08-17
inflation cpi cn.inflationcpi 2.5 2.7 -7.41 212.5 UP UP 70.83 2022-09-09
interbank rate cn.interbankrate 3.47 3.46 0.00289017 0.0579268 1.0 1.0 0.708333 2021-05-03
interest rate cn.interestrate 3.85 3.85 0 -0.0941176 -1.0 -1.0 0.025 2020-05-20
loan growth cn.loangrowth 12.3 12.2 0.00819672 -0.0681818 -1.0 -1.0 0.283333 2021-06-30
loans to private sector cn.loanprivate 24300 7561 221.39 -18.3 Down Down 61.67 2022-09-09
China cn.manpmi 48.1 49.5 -2.83 -2.24 Down Down 6.67 2022-09-30
money supply m0 cn.msm0 9720 9650.92 0.72 14.27 UP UP 96.67 2022-09-09
money supply m1 cn.msm1 66460 66183.2 0.42 6.05 UP UP 98.33 2022-09-09
money supply m2 cn.msm2 259510 257808 0.66 12.23 UP UP 100 2022-09-09
non manufacturing pmi cn.nonmanpmi 50.6 52.6 -3.8 -4.89 Down Down 10 2022-09-30
Producer Price Index cn.producerprices 111.5 112.9 -1.24 2.2 Down UP 85 2022-09-09
PPI Index cn.producerpricesch 2.3 4.2 -45.24 -75.79 Down Down 45 2022-09-09
retail sales MoM cn.retailsales 0.27 0.75 -64 -164.29 UP UP 25 2022-08-17
retail sales cn.retailsalesan 5.4 2.7 100 -55.37 UP Down 36.67 2022-09-15
reverse repo rate cn.reverserepo 2.2 2.2 0 -0.137255 -1.0 -1.0 0.175 2020-04-30
services pmi cn.servpmi 55 55.5 -0.9 17.77 UP UP 87.5 2022-09-03
total vehicle sales cn.vehiclesales 2380000 2420000 -1.65 32.31 UP UP 60 2022-09-09
unemployment rate cn.unemploymentrate 5.4 5.5 -1.82 8 UP UP 78.33 2022-08-17
China Leading Economic Conference Board Index cn.lei 160.6 158.7 0.0119723 0.0565789 1.0 1.0 0.516667 2020-11-01
LEI - Consumer Expectation Index cn.leiconsexp 126.7 126.7 0 0.0620285 1.0 1.0 0.766667 2021-04-01
LEI - New Export Orders cn.leiexporders 50 50.6 -0.0118577 0.48368 1.0 1.0 0.983333 2021-04-01

China Citi economic surprise index analysis

China Citigroup Economic Surprise Index (CESI) are objective and quantitative measures of economic news. They are defined as weighted historical standard deviations of data surprises. A positive reading of China Economic Surprise Index suggests that economic releases have on balance [been] beating consensus. The indices are calculated daily in a rolling three-month window. The weights of economic indicators are derived from relative high-frequency spot FX impacts of 1 standard deviation data surprises. The indices also employ a time decay function to replicate the limited memory of markets.

China Citigroup Economic Surprise Index trend

China Citigroup Economic Surprise Index trend is in an uptrend when the last value is higher than its twelve-month moving average and its twelve-month moving average slope is positive (last twelve-month moving average is higher than the previous month twelve-month moving average) and vice-versa. MacroVar calculates the number of months the China Citigroup Economic Surprise Index has recorded new highs or lows. China Citigroup Economic Surprise Index trend change is assumed when the specific indicator has recorded a 3-month high / low or more.

China Citigroup Economic Surprise Index momentum

China Citigroup Economic Surprise Index momentum is monitored by calculating its long-term year over year (Y/Y) return and its short-term month on month (M/M) return.

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