China Yield Curve

China Yield Curve closed up by 4.07% to 0.46 on 23 January 2021 and +22.67% on a weekly basis. China Yield Curve momentum was last calculated at +100.0/100 indicating positive momentum. China Yield Curve trend is +50.0/100 indicating a positive trend. China Yield Curve momentum exhaustion is -0.46123 indicating China Yield Curve is oversold.China Yield Curve RSI is 67.3871 .

China Yield Curve Chart

China Yield Curve

China Yield Curve Statistics

SecuritySymbolLastMomentumTrendOscillatorRSI1D%1W%1M%1Y%
China Yield CurveCN.YC0.4610.5-0.4612367.38714.0722.674.550.00688

China Yield Curve closed at 0.46 on 23 January 2021. China Yield Curve trend was last calculated at +50.0/100 (range: -100 to +100) indicating a positive trend based on MacroVar models. China Yield Curve momentum was last calculated at +100.0/100 (range: -100 to +100) indicating positive momentum. China Yield Curve momentum exhaustion is -0.46123 (normal range: -2.5 to +2.5, overbought values: greater than 2.5, oversold values: less than 2.5) indicating China Yield Curve is oversold and a possible reversal is imminent. China Yield Curve RSI was last calculated at 67.3871. China Yield Curve moving averages were last recorded as follows: 1-month moving average: 0.38065 in an uptrend , 1-quarter moving average: 0.3331 in an uptrend and 1-year moving average: 0.55415 in an uptrend. China Yield Curve annual return was last recorded at None%, daily return was last recorded at 4.07%, and weekly return was last recorded at 22.67%. China Yield Curve histrorical 20-day volatility was last recorded at 81.4401%, China Yield Curve alpha None, China Yield Curve beta None and China Yield Curve maximum drawdown was recorded at None%. MacroVar models monitor China Yield Curve statistics based on historical data since 1970.

China Yield Curve News

China Markets

MarketSymbolLastMomTrendExhRSI1D%1W%1M%1Y%
Shanghai CompositeSSEC3562.66111.6490466.13560.97-0.12.820.16105
China ETFFXI43.72111.7179762.6053-1.33-3.23-6.720.07797
Chinese Yuan US Dollar (CNY/USD)CNHUSD 6.46-0.5-1-1.9913337.20810.02-0.28-0.24-0.05619
China 5-Year Bond YieldCN.5Y2.75-1-0.250.6822529.772-0.9-6.75-8.460.04504
China 2-year bond yieldCN.2Y2.48-1-0.250.72827.7591-1.31-9.98-10.40.03111
China Yield CurveCN.YC0.4610.5-0.4612367.38714.0722.674.550.00688
China Credit Default SwapsCDS.China38.25-1-1-1.4144840.94532.685.52-4.38-0.16463
Export-Import Bank of China Credit Default SwapsCDS.Export-Import-Bank-of-China35-1-1-1.3752943.971704.48-6.67-0.14119

China Economic Indicators

IndicatorActualPreviousM/M%Y/Y%TrendSlopeZS5YUpdate
balance of trade515.3455.40.1315330.1503771.01.00.72021-06-30
bank lending rate2.952.950-0.106061-1.0-1.002020-05-30
banks balance sheet212015000.4133330.1712711.01.00.72021-06-30
business confidence50.951-0.001960780-1.0-1.00.3916672021-06-30
capacity utilization78.477.20.0155440.02083331.01.002021-06-01
capital flows-751-418.9790.792453-2.0353-1.0-1.00.1166672021-01-01
car registrations15690001646040-0.0468032-0.110544-1.0-1.00.22021-06-30
cash reserve ratio12.512.50-0.0740741-1.0-1.00.5752020-07-30
central bank balance sheet382315382773-0.001196530.06096051.01.00.9333332021-04-30
composite pmi50.653.8-0.0594796-0.0915619-1.0-1.00.06666672021-06-30
consumer confidence121.8121.50.002469140.05181351.01.00.72021-05-31
consumer price index cpi100.2100.6-0.00397614-0.0923913-1.0-1.00.08333332021-06-30
core inflation rate0.90.70.285714-0.1818181.0-1.00.3916672021-05-31
current account7511237.65-0.393205-2.862831.01.00.03333332021-01-01
current account to gdp1.90.81.375-0.795699-1.0-1.002020-01-31
deposit interest rate0.350.3500-1.0-1.00.5083332021-02-28
exports2814.22639.220.06629990.3221581.01.00.952021-06-30
external debt24007.9205730.1669625.153351.01.002019-02-28
fiscal expenditure1715717693-0.0302945-0.0630734-1.0-1.00.1833332021-05-31
foreign direct investment909.67530.2079680.3390251.01.00.9333332021-06-30
foreign exchange reserves32140003220000-0.001863350.03266681.01.00.8666672021-06-30
gdp14722.714342.90.026482.204551.01.002020-01-31
Real GDP5321672493101.134560.249224-1.01.00.12021-06-30
gdp growth1.30.42.25-0.1875-1.0-1.002021-04-01
gdp growth annual7.918.3-0.5683060.1449281.01.00.852021-04-01
gold reserves1948.311948.3100.0573931.01.00.552020-08-01
government budget-3.7-2.80.3214298.02439-1.0-1.002020-01-31
Government budget-178.34.2-43.45240.02589181.0-1.00.52021-05-31
government debt to gdp66.857.10.1698771.474071.01.002020-01-31
government revenues1844620893-0.1171210.1422381.01.00.8333332021-05-31
housing index4.74.9-0.0408163-0.04081631.0-1.00.62021-06-30
imports2298.92183.830.05269180.3679451.01.00.9166672021-06-30
industrial production8.38.8-0.05681820.729167-1.01.00.9666672021-06-30
industrial production mom0.560.520.0769231-0.565891-1.0-1.00.152021-06-30
inflation cpi1.11.3-0.153846-0.561.0-1.00.1666672021-06-30
interbank rate3.473.460.002890170.05792681.01.00.7083332021-05-03
interest rate3.853.850-0.0941176-1.0-1.00.0252020-05-20
loan growth12.312.20.00819672-0.0681818-1.0-1.00.2833332021-06-30
loans to private sector36700192000.9114580.05821631.01.00.3666672021-06-30
manufacturing pmi51.352-0.01346150.00195312-1.01.00.3833332021-06-30
money supply m0843084200.001187650.06091921.01.00.552021-06-30
money supply m163750616800.03356030.05490821.01.00.3833332021-06-30
money supply m22317802275000.01881320.0856461.01.00.2666672021-06-30
non manufacturing pmi53.555.2-0.0307971-0.0165441-1.0-1.00.152021-06-30
Producer Price Index107.4105.70.01608330.02480921.01.002021-05-31
PPI Index8.89-0.0222222-3.933331.01.00.1583332021-06-30
retail sales MoM0.70.81-0.135802-0.333333-1.0-1.00.1666672021-06-30
retail sales12.112.4-0.0241935-7.72222-1.01.00.01666672021-06-30
reverse repo rate2.22.20-0.137255-1.0-1.00.1752020-04-30
services pmi50.355.1-0.0871143-0.138699-1.0-1.00.06666672021-06-30
total vehicle sales20200002132800-0.0528882-0.121625-1.0-1.00.1666672021-06-30
unemployment rate55.1-0.0196078-0.152542-1.0-1.00.01666672021-05-31
China Leading Economic Conference Board Index160.6158.70.01197230.05657891.01.00.5166672020-11-01
LEI - Consumer Expectation Index126.7126.700.06202851.01.00.7666672021-04-01
LEI - New Export Orders5050.6-0.01185770.483681.01.00.9833332021-04-01
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