金融界5月29日消息,上证指数高开高走,上证公司债AAA指数 (HGSZ AAA,H11080)上涨0.01%,报200.9点,成交额3.77亿元。
数据统计显示,上证公司债AAA指数近一个月上涨0.26%,近三个月上涨0.70%,年至今上涨1.32%。
据了解,上证公司债AAA指数属于上证公司债细分指数系列,以上海证券交易所上市的公司债券为样本空间,选取信用级别为AAA的公司债券组成样本。该指数以2008年12月31日为基日,以100.0点为基点。
从债项评级分布来看,上证公司债AAA指数持仓0.08%为无评级债券,0.43%为“AA”级债券,1.62%为“AA+”级债券,97.86%为“AAA”级债券。
资料显示,上证公司债细分指数系列样本每月调整一次,定期调整生效日为每月首个交易日,定期调整数据提取日为生效日前一个交易日。遇临时调整时,若样本券发生摘牌等事件,视情况自事件生效之日起剔除出指数;样本券发生其他事件,参照计算与维护细则处理。
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