中证交易所绿色债券AAA指数报143.41点

金融界
25 Jun

金融界6月25日消息,上证指数低开高走,中证交易所绿色债券AAA指数 (交易所绿色债AAA,931146)报143.41点。

数据统计显示,中证交易所绿色债券AAA指数近一个月上涨0.38%,近三个月上涨1.33%,年至今上涨1.21%。

据了解,中证交易所绿色债券AAA指数样本券由在沪深交易所上市交易的信用评级为AAA、剩余期限为1个月以上的绿色债券构成,不包括ABS、私募及股债关联品种。指数采用市值加权计算,反映沪深交易所相应级别绿色债券的整体表现。该指数以2016年12月30日为基日,以100.0点为基点。

从债项评级分布来看,中证交易所绿色债券AAA指数持仓6.12%为“AA”级债券,1.89%为“AA+”级债券,0.17%为“AA-”级债券,91.82%为“AAA”级债券。

资料显示,中证交易所绿色债券AAA指数样本每月调整一次,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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