14 Monetary policy

Interfaces implemented in this chapter are listed below; uncovered indicators are noted under “To be added” at the end.

LPR tenors

Interface: macro_china_lpr

Source URL: https://data.eastmoney.com/cjsj/globalRateLPR.html

Description: China LPR tenor data; coverage from 19910421 to present

Limits: Returns all historical data in a single call

Input

Name	Type	Description
-	-	-

Output

Name	Type	Description
TRADE_DATE	object	Date
LPR1Y	float64	LPR 1Y rate (%)
LPR5Y	float64	LPR 5Y rate (%)
RATE_1	float64	Short-term loan rate: 6 months to 1 year incl. (%)
RATE_2	float64	Medium/long-term loan rate: over 5 years (%)

Example

import meshare as ms

macro_china_lpr_df = ms.macro_china_lpr()
print(macro_china_lpr_df)

Sample data

      TRADE_DATE  LPR1Y  LPR5Y  RATE_1  RATE_2
0     1991-04-21    NaN    NaN    8.64    9.72
1     1993-05-15    NaN    NaN    9.36   12.24
2     1993-07-11    NaN    NaN   10.98   14.04
3     1995-01-01    NaN    NaN   10.98   14.76
4     1995-07-01    NaN    NaN   12.06   15.30
          ...    ...    ...     ...     ...
1533  2023-03-20   3.65    4.3    4.35    4.90
1534  2023-04-20   3.65    4.3    4.35    4.90
1535  2023-05-22   3.65    4.3    4.35    4.90
1536  2023-06-20   3.55    4.2    4.35    4.90
1537  2023-07-20   3.55    4.2    4.35    4.90
[1538 rows x 5 columns]

SHIBOR report

Interface: macro_china_shibor_all

Source URL: https://datacenter.jin10.com/reportType/dc_shibor

Description: Shanghai interbank offered rate (SHIBOR) report; coverage from 20170317 to present

Limits: Returns all historical data in a single call

Input

Name	Type	Description
-	-	-

Output

Name	Type	Description
Date	object	-
O/N-Fixing	float64	-
O/N-Change	float64	Unit: bp
1W-Fixing	float64	-
1W-Change	float64	Unit: bp
2W-Fixing	float64	-
2W-Change	float64	Unit: bp
1M-Fixing	float64	-
1M-Change	float64	Unit: bp
3M-Fixing	float64	-
3M-Change	float64	Unit: bp
6M-Fixing	float64	-
6M-Change	float64	Unit: bp
9M-Fixing	float64	-
9M-Change	float64	Unit: bp
1Y-Fixing	float64	-
1Y-Change	float	Unit: bp
ON-Fixing	float64	-
ON-Change	float64	Unit: bp
2M-Fixing	float64	-
2M-Change	float64	Unit: bp

Example

import meshare as ms

macro_china_shibor_all_df = ms.macro_china_shibor_all()
print(macro_china_shibor_all_df)

Sample data

            Date  O/N-Fixing  O/N-Change  1W-Fixing  ...  9M-Fixing  9M-Change  1Y-Fixing  1Y-Change
0     2015-05-08      1.4430         NaN     2.3340  ...     4.3960        NaN     4.5000        NaN
1     2017-03-17      2.6330      119.00     2.7250  ...     4.1340     -26.20     4.1246     -37.54
2     2017-03-20      2.6325       -0.05     2.7471  ...     4.1504       1.64     4.1435       1.89
3     2017-03-21      2.6477        1.52     2.7680  ...     4.1621       1.17     4.1559       1.24
4     2017-03-22      2.6507        0.30     2.7910  ...     4.1713       0.92     4.1649       0.90
          ...         ...         ...        ...  ...        ...        ...        ...        ...
1753  2024-03-28      1.7340       -3.60     1.9480  ...     2.2380       0.00     2.2670       0.10
1754  2024-03-29      1.7180       -1.60     1.9670  ...     2.2380       0.00     2.2680       0.10
1755  2024-04-01      1.7280        1.00     1.8570  ...     2.2350      -0.30     2.2650      -0.30
1756  2024-04-02      1.7040       -2.40     1.8330  ...     2.2330      -0.20     2.2620      -0.30
1757  2024-04-03      1.6850       -1.90     1.8210  ...     2.2270      -0.60     2.2560      -0.60
[1758 rows x 17 columns]

Reserve requirement ratio

Interface: macro_china_reserve_requirement_ratio

Source URL: https://data.eastmoney.com/cjsj/ckzbj.html

Description: China reserve requirement ratio (RRR)

Limits: Returns all historical data in a single call

Input

Name	Type	Description
-	-	-

Output

Name	Type	Description
Announcement date	object	e.g. YYYY-M
Effective date	object	e.g. YYYY-M
Large institutions-Before	float64	Unit: %
Large institutions-After	float64	Unit: %
Large institutions-Change	float64	Unit: %
Small/medium institutions-Before	float64	Unit: %
Small/medium institutions-After	float64	Unit: %
Small/medium institutions-Change	float64	Unit: %
Next-day index move-SSE	float64	Unit: %
Next-day index move-SZSE	float64	Unit: %
Remarks	object	-

Example

import meshare as ms

macro_china_reserve_requirement_ratio_df = ms.macro_china_reserve_requirement_ratio()
print(macro_china_reserve_requirement_ratio_df)

Sample data

    Announcement date  ...                                            Remarks
0         2022-11-25  ...  To keep liquidity reasonably ample, promote a...
1         2022-04-15  ...  To support the real economy, promote a stea...
2         2021-12-06  ...  To support the real economy, promote a stea...
3         2021-07-09  ...  To support the real economy, promote a stea...
4         2020-04-03  ...  To support the real economy and MSMEs, lowe...
5         2020-04-03  ...  To support the real economy and MSMEs, lowe...
6         2020-01-01  ...  To support the real economy and lower financ...
7         2019-09-06  ...  To support the real economy and lower financ...
8         2019-01-04  ...  To further support the real economy, optimiz...
9         2019-01-04  ...  To further support the real economy, optimiz...
10        2018-10-07  ...  From 2018-10-15, cut RRR for large/joint-sto...
11        2018-06-24  ...  From 2018-07-05, cut RRR for large/joint-sto...
12        2018-04-17  ...  From 2018-04-25, cut RRR for large/joint-sto...
13        2016-02-29  ...  From 2016-03-01, broadly cut RMB RRR by 0.5...
14        2015-10-23  ...  From 2015-10-24, cut RMB RRR by 0.5 pp to ke...
15        2015-08-25  ...  From 2015-09-06, extra cut for rural banks t...
16        2015-04-19  ...  From Apr 20, extra 1 pp cut for rural FI; un...
17        2015-02-04  ...  Also enhance support for MSMEs, agriculture,...
18        2012-05-12  ...                                               None
19        2012-02-18  ...                                               None
20        2011-11-30  ...                                               None
21        2011-06-14  ...                                               None
22        2011-05-12  ...                                               None
23        2011-04-17  ...                                               None
24        2011-03-18  ...                                               None
25        2011-02-18  ...                                               None
26        2011-01-14  ...                                               None
27        2010-12-10  ...                                               None
28        2010-11-19  ...                                               None
29        2010-11-10  ...                                               None
30        2010-05-02  ...  From 2010-05-10, raise RRR by 0.5 pp; rural ...
31        2010-02-12  ...  From 2010-02-25, raise RRR by 0.5 pp; boost ...
32        2010-01-12  ...  From 2010-01-18, raise RRR by 0.5 pp; streng...
33        2008-12-22  ...                                               None
34        2008-11-26  ...                                               None
35        2008-10-08  ...                                               None
36        2008-09-15  ...  From 2008-09-25, except ICBC/ABC/BOC/CCB/BoC...
37        2008-06-07  ...                                               None
38        2008-06-07  ...  PBOC to raise RRR by 1 pp on 2008-06-15 and ...
39        2008-05-12  ...                                               None
40        2008-04-16  ...                                               None
41        2008-03-18  ...                                               None
42        2008-01-16  ...                                               None
43        2007-12-08  ...                                               None
44        2007-11-10  ...                                               None
45        2007-10-13  ...                                               None
46        2007-09-06  ...                                               None
47        2007-07-30  ...                                               None
48        2007-05-18  ...                                               None
49        2007-04-29  ...                                               None
50        2007-04-05  ...                                               None
51        2007-02-16  ...                                               None
52        2007-01-05  ...                                               None

Central bank balance sheet

Interface: macro_china_central_bank_balance

Source URL: http://finance.sina.com.cn/mac/#fininfo-8-0-31-2

Description: Sina Finance — China macro data — central-bank (monetary authority) balance sheet

Limits: Returns all historical data in a single call

Input

Name	Type	Description
-	-	-

Output

Name	Type	Description
Period	object	Year-month
Foreign assets	float64	Unit: 100 million yuan
Foreign exchange	float64	Unit: 100 million yuan
Monetary gold	float64	Unit: 100 million yuan
Other foreign assets	float64	Unit: 100 million yuan
Claims on government	float64	Unit: 100 million yuan
Of which: central government	float64	Unit: 100 million yuan
Claims on other depository corporations	float64	Unit: 100 million yuan
Claims on other financial corporations	float64	Unit: 100 million yuan
Claims on non-monetary financial institutions	float64	Unit: 100 million yuan
Claims on non-financial corporations	float64	Unit: 100 million yuan
Other assets	float64	Unit: 100 million yuan
Total assets	float64	Unit: 100 million yuan
Reserve money	float64	Unit: 100 million yuan
Currency issue	float64	Unit: 100 million yuan
Deposits of financial corporations	float64	Unit: 100 million yuan
Other depository corporations	float64	Unit: 100 million yuan
Other financial corporations	float64	Unit: 100 million yuan
Liabilities to financial institutions	float64	Unit: 100 million yuan
Reserve deposits	float64	Unit: 100 million yuan
Deposits of non-financial corporations	float64	Unit: 100 million yuan
Demand deposits	float64	Unit: 100 million yuan
Bonds	float64	Unit: 100 million yuan
Foreign liabilities	float64	Unit: 100 million yuan
Government deposits	float64	Unit: 100 million yuan
Own capital	float64	Unit: 100 million yuan
Other liabilities	float64	Unit: 100 million yuan
Total liabilities	float64	Unit: 100 million yuan

Example

import meshare as ms

macro_china_central_bank_balance_df = ms.macro_china_central_bank_balance()
print(macro_china_central_bank_balance_df)

Sample data

    Period  Foreign assets  Foreign exchange  ...  Own capital  Other liabilities  Total liabilities
0   2023.7       231736.57         217824.72  ...       219.75            6064.21          408091.68
1   2023.6       231574.38         217733.71  ...       219.75            6544.37          418062.84
2   2023.5       231469.31         217822.22  ...       219.75            6674.58          406420.84
3   2023.4       231338.37         217895.06  ...       219.75            6784.49          412654.20
4   2023.3       230941.18         217893.63  ...       219.75            6690.57          421007.27
..     ...             ...               ...  ...          ...                ...                ...
314 1994.3         2437.60           2253.80  ...       280.50            -298.60                NaN
315 1993.12        1549.50           1431.80  ...       310.30            -255.00                NaN
316 1993.9         1451.00           1332.20  ...       310.30            -286.50                NaN
317 1993.6         1286.50           1183.00  ...       310.30            -411.60                NaN
318 1993.3         1324.00           1222.00  ...       310.30            -384.10                NaN
[319 rows x 28 columns]

Interbank offered rates

Interface: rate_interbank

Source URL: https://data.eastmoney.com/shibor/shibor.aspx?m=sg&t=88&d=99333&cu=sgd&type=009065&p=79

Description: Eastmoney — interbank offered rates by market, tenor, and indicator

Limits: Returns all historical data

Input

Name	Type	Description
market	str	market="上海银行同业拆借市场"; see Market–symbol–indicator table (Chinese API labels)
symbol	str	symbol="Shibor人民币"; see Market–symbol–indicator table
indicator	str	indicator="隔夜"; see Market–symbol–indicator table

Market–symbol–indicator table

market	symbol	indicator
上海银行同业拆借市场	Shibor人民币	隔夜
上海银行同业拆借市场	Shibor人民币	1周
上海银行同业拆借市场	Shibor人民币	2周
上海银行同业拆借市场	Shibor人民币	1月
上海银行同业拆借市场	Shibor人民币	3月
上海银行同业拆借市场	Shibor人民币	6月
上海银行同业拆借市场	Shibor人民币	9月
上海银行同业拆借市场	Shibor人民币	1年
中国银行同业拆借市场	Chibor人民币	隔夜
中国银行同业拆借市场	Chibor人民币	1周
中国银行同业拆借市场	Chibor人民币	2周
中国银行同业拆借市场	Chibor人民币	3周
中国银行同业拆借市场	Chibor人民币	1月
中国银行同业拆借市场	Chibor人民币	2月
中国银行同业拆借市场	Chibor人民币	3月
中国银行同业拆借市场	Chibor人民币	4月
中国银行同业拆借市场	Chibor人民币	6月
中国银行同业拆借市场	Chibor人民币	9月
中国银行同业拆借市场	Chibor人民币	1年
伦敦银行同业拆借市场	Libor英镑	隔夜
伦敦银行同业拆借市场	Libor英镑	1周
伦敦银行同业拆借市场	Libor英镑	1月
伦敦银行同业拆借市场	Libor英镑	2月
伦敦银行同业拆借市场	Libor英镑	3月
伦敦银行同业拆借市场	Libor英镑	8月
伦敦银行同业拆借市场	Libor美元	隔夜
伦敦银行同业拆借市场	Libor美元	1周
伦敦银行同业拆借市场	Libor美元	1月
伦敦银行同业拆借市场	Libor美元	2月
伦敦银行同业拆借市场	Libor美元	3月
伦敦银行同业拆借市场	Libor美元	8月
伦敦银行同业拆借市场	Libor欧元	隔夜
伦敦银行同业拆借市场	Libor欧元	1周
伦敦银行同业拆借市场	Libor欧元	1月
伦敦银行同业拆借市场	Libor欧元	2月
伦敦银行同业拆借市场	Libor欧元	3月
伦敦银行同业拆借市场	Libor欧元	8月
伦敦银行同业拆借市场	Libor日元	隔夜
伦敦银行同业拆借市场	Libor日元	1周
伦敦银行同业拆借市场	Libor日元	1月
伦敦银行同业拆借市场	Libor日元	2月
伦敦银行同业拆借市场	Libor日元	3月
伦敦银行同业拆借市场	Libor日元	8月
欧洲银行同业拆借市场	Euribor欧元	1周
欧洲银行同业拆借市场	Euribor欧元	2周
欧洲银行同业拆借市场	Euribor欧元	3周
欧洲银行同业拆借市场	Euribor欧元	1月
欧洲银行同业拆借市场	Euribor欧元	2月
欧洲银行同业拆借市场	Euribor欧元	3月
欧洲银行同业拆借市场	Euribor欧元	4月
欧洲银行同业拆借市场	Euribor欧元	5月
欧洲银行同业拆借市场	Euribor欧元	6月
欧洲银行同业拆借市场	Euribor欧元	7月
欧洲银行同业拆借市场	Euribor欧元	8月
欧洲银行同业拆借市场	Euribor欧元	9月
欧洲银行同业拆借市场	Euribor欧元	10月
欧洲银行同业拆借市场	Euribor欧元	11月
欧洲银行同业拆借市场	Euribor欧元	1年
香港银行同业拆借市场	Hibor港币	隔夜
香港银行同业拆借市场	Hibor港币	1周
香港银行同业拆借市场	Hibor港币	2周
香港银行同业拆借市场	Hibor港币	1月
香港银行同业拆借市场	Hibor港币	2月
香港银行同业拆借市场	Hibor港币	3月
香港银行同业拆借市场	Hibor港币	4月
香港银行同业拆借市场	Hibor港币	5月
香港银行同业拆借市场	Hibor港币	6月
香港银行同业拆借市场	Hibor港币	7月
香港银行同业拆借市场	Hibor港币	8月
香港银行同业拆借市场	Hibor港币	9月
香港银行同业拆借市场	Hibor港币	10月
香港银行同业拆借市场	Hibor港币	11月
香港银行同业拆借市场	Hibor港币	1年
香港银行同业拆借市场	Hibor美元	隔夜
香港银行同业拆借市场	Hibor美元	1周
香港银行同业拆借市场	Hibor美元	2周
香港银行同业拆借市场	Hibor美元	1月
香港银行同业拆借市场	Hibor美元	2月
香港银行同业拆借市场	Hibor美元	3月
香港银行同业拆借市场	Hibor美元	4月
香港银行同业拆借市场	Hibor美元	5月
香港银行同业拆借市场	Hibor美元	6月
香港银行同业拆借市场	Hibor美元	7月
香港银行同业拆借市场	Hibor美元	8月
香港银行同业拆借市场	Hibor美元	9月
香港银行同业拆借市场	Hibor美元	10月
香港银行同业拆借市场	Hibor美元	11月
香港银行同业拆借市场	Hibor美元	1年
香港银行同业拆借市场	Hibor人民币	隔夜
香港银行同业拆借市场	Hibor人民币	1周
香港银行同业拆借市场	Hibor人民币	2周
香港银行同业拆借市场	Hibor人民币	1月
香港银行同业拆借市场	Hibor人民币	2月
香港银行同业拆借市场	Hibor人民币	3月
香港银行同业拆借市场	Hibor人民币	6月
香港银行同业拆借市场	Hibor人民币	1年
新加坡银行同业拆借市场	Sibor星元	1月
新加坡银行同业拆借市场	Sibor星元	2月
新加坡银行同业拆借市场	Sibor星元	3月
新加坡银行同业拆借市场	Sibor星元	6月
新加坡银行同业拆借市场	Sibor星元	9月
新加坡银行同业拆借市场	Sibor星元	1年
新加坡银行同业拆借市场	Sibor美元	1月
新加坡银行同业拆借市场	Sibor美元	2月
新加坡银行同业拆借市场	Sibor美元	3月
新加坡银行同业拆借市场	Sibor美元	6月
新加坡银行同业拆借市场	Sibor美元	9月
新加坡银行同业拆借市场	Sibor美元	1年

Output

Name	Type	Description
Date	object	-
Rate	float64	Unit: %
Change	float64	Unit: bp

Example

import meshare as ms

rate_interbank_df = ms.rate_interbank(market="上海银行同业拆借市场", symbol="Shibor人民币", indicator="3月")
print(rate_interbank_df)

Sample data

      Report date    Rate  Change
0     2006-10-08  2.6110    0.00
1     2006-10-09  2.6248    1.38
2     2006-10-10  2.6325    0.77
3     2006-10-11  2.6338    0.13
4     2006-10-12  2.6380    0.42
...          ...     ...     ...
4391  2024-05-07  1.9960   -0.50
4392  2024-05-08  1.9900   -0.60
4393  2024-05-09  1.9910    0.10
4394  2024-05-10  1.9890   -0.20
4395  2024-05-11  1.9880   -0.10
[4396 rows x 3 columns]

Repo fixing rate — history

Interface: repo_rate_hist

Source URL: https://www.chinamoney.com.cn/chinese/bkfrr/

Description: Repo fixing rate history

Limits: Returns all historical data for the specified date range (must be within one year) in a single call

Input

Name	Type	Description
start_date	str	start_date="20200930"; start and end must fall within the same year
end_date	str	end_date="20201029"; start and end must fall within the same year

Output

Name	Type	Description
date	object	-
FR001	float64	Unit: %
FR007	float64	Unit: %
FR014	float64	Unit: %
FDR001	float64	Unit: %
FDR007	float64	Unit: %
FDR014	float64	Unit: %

Example

import meshare as ms

repo_rate_hist_df = ms.repo_rate_hist(start_date="20231001", end_date="20240101")
print(repo_rate_hist_df)

Sample data

          date   FR001   FR007  FR014  FDR001  FDR007  FDR014
0   2023-10-07  1.7000  1.8500   1.82  1.7000  1.8224    1.82
1   2023-10-08  1.5600  1.8000   1.78  1.5300  1.7500    1.75
2   2023-10-09  1.8100  2.0100   1.85  1.7400  1.8000    1.80
3   2023-10-10  1.9300  2.0500   2.22  1.8400  1.8600    1.90
4   2023-10-11  1.9600  2.1400   2.20  1.8700  1.9200    2.00
..         ...     ...     ...    ...     ...     ...     ...
57  2023-12-25  1.6210  1.8117   3.90  1.5900  1.8000    3.15
58  2023-12-26  1.5500  4.3500   3.80  1.4969  1.8305    3.10
59  2023-12-27  1.5100  4.0000   3.10  1.4400  1.8728    3.05
60  2023-12-28  1.5000  3.2000   3.00  1.3900  1.9572    2.95
61  2023-12-29  1.9149  2.4000   2.45  1.7400  2.3000    2.40
[62 rows x 7 columns]

Repo fixing rate — recent

Interface: repo_rate_query

Source URL: https://www.chinamoney.com.cn/chinese/bkfrr/

Description: Repo fixing rate (recent)

Limits: Returns recent data for the specified symbol in a single call

Input

Name	Type	Description
symbol	str	symbol="回购定盘利率"; choice of {"回购定盘利率", "银银间回购定盘利率"} (Chinese API labels)

Output

Name	Type	Description
date	object	-
FR001	float64	Unit: %
FR007	float64	Unit: %
FR014	float64	Unit: %

Example

import meshare as ms

repo_rate_query_df = ms.repo_rate_query(symbol="回购定盘利率")
print(repo_rate_query_df)

Sample data

           date   FR001  FR007  FR014
0    2021-01-19  2.3000   2.46   2.55
1    2021-01-20  2.5000   2.65   2.80
2    2021-01-21  2.6500   2.60   2.70
3    2021-01-22  2.5500   2.40   2.70
4    2021-01-25  2.5000   2.50   2.78
..          ...     ...    ...    ...
746  2024-01-15  1.8300   2.25   2.20
747  2024-01-16  1.9528   2.25   2.38
748  2024-01-17  2.0107   2.30   2.55
749  2024-01-18  1.8800   2.20   2.30
750  2024-01-19  1.8600   2.15   2.40
[751 rows x 4 columns]

ChinaBond yield curves

Interface: bond_china_yield

Source URL: https://yield.chinabond.com.cn/cbweb-pbc-web/pbc/historyQuery?startDate=2019-02-07&endDate=2020-02-04&gjqx=0&qxId=ycqx&locale=cn_ZH

Description: ChinaBond — Treasury and other bond yield curves

Limits: Returns all data for start_date to end_date in a single call; the span must be less than one year

Input

Name	Type	Description
start_date	str	start_date="20190204"; start date; span to end_date must be less than 1 year
end_date	str	end_date="20200204"; end date; span from start_date must be less than 1 year

Output

Name	Type	Description
Curve name	object
Date	object
3M	float64
6M	float64
1Y	float64
3Y	float64
5Y	float64
7Y	float64
10Y	float64
30Y	float64

Example

import meshare as ms

bond_china_yield_df = ms.bond_china_yield(start_date="20210201", end_date="20220201")
print(bond_china_yield_df)

Sample data

                         Curve name        Date      3M  ...      7Y     10Y     30Y
0      ChinaBond MTN yield (AAA)  2021-02-01  3.2000  ...  3.9929  4.1465     NaN
1  ChinaBond bank senior (AAA)  2021-02-01  3.1085  ...  3.8172  3.9554  4.5813
2           ChinaBond Treasury  2021-02-01  2.4501  ...  3.1725  3.1712  3.7342
3           ChinaBond Treasury  2021-02-02  2.4001  ...  3.1829  3.1862  3.7415
4      ChinaBond MTN yield (AAA)  2021-02-02  3.0242  ...  3.9707  4.1243     NaN
..                           ...         ...     ...  ...     ...     ...     ...
748  ChinaBond bank senior (AAA)  2022-01-29  2.3008  ...  3.3258  3.4677  3.8345
749          ChinaBond Treasury  2022-01-29  1.7876  ...  2.6521  2.7013  3.2750
750    ChinaBond MTN yield (AAA)  2022-01-30  2.4486  ...  3.4477  3.6091     NaN
751  ChinaBond bank senior (AAA)  2022-01-30  2.2908  ...  3.3122  3.4541  3.8209
752          ChinaBond Treasury  2022-01-30  1.7756  ...  2.6555  2.6997  3.2718
[753 rows x 10 columns]

FR007 interest-rate swap curve history

Interface: macro_china_swap_rate

Source URL: https://www.chinamoney.com.cn/chinese/bkcurvfxhis/?cfgItemType=72&curveType=FR007

Description: FR007 interest-rate swap curve history (ChinaMoney)

Limits: Returns historical data in a single call; only about the latest one year is available, and each call covers at most one month

Input

Name	Type	Description
start_date	str	start_date="20231128"; mind the interval
end_date	str	end_date="20231130"

Output

Name	Type	Description
Date	object	-
Curve name	object	-
Time	object	-
Price type	object	-
1M	float64	-
3M	float64	-
6M	float64	-
9M	float64	-
1Y	float64	-
2Y	float64	-
3Y	float64	-
4Y	float64	-
5Y	float64	-
7Y	float64	-
10Y	float64	-

Example

import meshare as ms

macro_china_swap_rate_df = ms.macro_china_swap_rate(start_date="20240501", end_date="20240531")
print(macro_china_swap_rate_df)

Sample data

           Date              Curve name   Time Price type  ...      4Y      5Y      7Y     10Y
0    2024-05-06  FR007 IRS market curve   9:30     Offer  ...  2.1375  2.1652  2.5000  2.5000
1    2024-05-06  FR007 IRS market curve  13:30       Bid  ...  2.0750  2.1350  2.1650  2.2650
2    2024-05-06  FR007 IRS market curve  14:00     Offer  ...  2.0944  2.1543  2.2512  2.3263
3    2024-05-06  FR007 IRS market curve  14:00      Mean  ...  2.0864  2.1530  2.2369  2.3106
4    2024-05-06  FR007 IRS market curve  14:00       Bid  ...  2.0784  2.1518  2.2225  2.2950
..          ...                     ...    ...        ...  ...     ...     ...     ...     ...
940  2024-05-31  FR007 IRS market curve  12:30     Offer  ...  2.0000  2.0650  2.2450  2.3350
941  2024-05-31  FR007 IRS market curve  12:30      Mean  ...  1.9800  2.0450  2.1450  2.2350
942  2024-05-31  FR007 IRS market curve  12:30       Bid  ...  1.9600  2.0250  2.0450  2.1350
943  2024-05-31  FR007 IRS market curve  11:00      Mean  ...  1.9775  2.0476  2.1721  2.2687
944  2024-05-31  FR007 IRS close curve   16:30       Bid  ...  1.9853  2.0569  2.1525  2.2425
[945 rows x 15 columns]

New bond issuance

Interface: macro_china_bond_public

Source URL: https://www.chinamoney.com.cn/chinese/xzjfx/

Description: CFETS / National Interbank Funding Center — bond disclosure — new bond issuance; recent issuance data

Limits: Returns all available data in a single call

Input

Name	Type	Description
-	-	-

Output

Name	Type	Description
Bond full name	object	-
Bond type	object	-
Issue date	object	-
Interest method	object	-
Price	float64	Unit: yuan
Tenor	object	-
Planned issue size	float64	Unit: 100 million yuan
Bond rating	object	-

Example

import meshare as ms

macro_china_bond_public_df = ms.macro_china_bond_public()
print(macro_china_bond_public_df)

Sample data

                                      Bond full name     Bond type Issue date  ... Tenor  Planned issue size Rating
0   Jiangsu Financial Leasing 2024 green financial bond (1st)  Financial  01-16  ...    3Y                15.0    AAA
1     Hangyin Consumer Finance 2024 financial bond (1st)  Financial  01-12  ...    3Y                10.0    AAA
2                     2024 book-entry coupon Treasury (1st)  Treasury  01-12  ...    5Y               990.0   None
3               Hunan Bank 2024 No.006 NCD                     NCD  01-12  ...    6M                11.0   None
4       Beijing Rural Commercial Bank 2024 No.012 NCD          NCD  01-12  ...    6M                19.0   None
..                                                  ...         ...     ...  ...   ...                 ...    ...
376  Jiangxi State Capital 2024 1st SCP                        SCP  01-10  ...  180D                30.0   None
377  CSCEC 8th Engineering 2024 2nd SCP (tech note)            SCP  01-10  ...   44D                30.0   None
378  Xiamen ITG 2024 2nd SCP                                   SCP  01-10  ...  120D                20.0   None
379  Guangdong Environmental Protection 2024 1st SCP           SCP  01-10  ...  260D                 5.0   None
380  Taizhou Luqiao Public Assets 2024 1st SCP                 SCP  01-10  ...  252D                 6.3   None
[381 rows x 8 columns]

PBOC policy-rate decisions

Interface: macro_bank_china_interest_rate

Source URL: https://datacenter.jin10.com/reportType/dc_china_interest_rate_decision

Description: China central-bank interest-rate decision report; coverage from 19910105 to present

Limits: Returns all historical data in a single call

Input

Name	Type	Description
-	-	-

Output

Name	Type	Description
Item	object	-
Date	object	-
Actual	float64	Unit: %
Forecast	float64	Unit: %
Previous	float64	Unit: %

Example

import meshare as ms

macro_bank_china_interest_rate_df = ms.macro_bank_china_interest_rate()
print(macro_bank_china_interest_rate_df)

Sample data

                    Item        Date  Actual  Forecast  Previous
0    China PBOC decision  1991-05-01    8.64       NaN       NaN
1    China PBOC decision  1991-06-01    8.64       NaN      8.64
2    China PBOC decision  1991-07-01    8.64       NaN      8.64
3    China PBOC decision  1991-08-01    8.64       NaN      8.64
4    China PBOC decision  1991-09-01    8.64       NaN      8.64
..                   ...         ...     ...       ...       ...
213  China PBOC decision  2015-08-25    4.60       NaN      4.85
214  China PBOC decision  2015-10-23    4.35       NaN      4.60
215  China PBOC decision  2019-09-20    4.20       NaN      4.25
216  China PBOC decision  2019-10-21    4.15       NaN      4.20
217  China PBOC decision  2019-11-20    4.15       4.2      4.20
[218 rows x 5 columns]

Spot bond market-maker quotes

Interface: bond_spot_quote

Source URL: https://www.chinamoney.com.cn/chinese/mkdatabond/

Description: CFETS / National Interbank Funding Center — market data — bond market — spot market-maker quotes

Limits: Returns all available data in a single call

Input

Name	Type	Description
-	-	-

Output

Name	Type	Description
Quoting firm	object
Bond short name	object
Bid clean	float64	Unit: yuan
Ask clean	float64	Unit: yuan
Bid yield	float64	Unit: %
Ask yield	float64	Unit: %

Example

import meshare as ms

bond_spot_quote_df = ms.bond_spot_quote()
print(bond_spot_quote_df)

Sample data

     Quoting firm  Bond short name  Bid clean Ask clean  Bid yield Ask yield
0   DBS Bank (China)      21EXIM10  100.34  102.44  3.335  3.0750
1   DBS Bank (China)      20ADBC08  101.88  102.87  2.882  2.5901
2   DBS Bank (China)      20ADBC07  100.57  101.26  2.640  2.1401
3   DBS Bank (China)      20ADBC02   99.79  100.03  2.400  2.1701
4   DBS Bank (China)      20EXIM13  101.00  101.71  2.641  2.1605
5   DBS Bank (China)      20EXIM05  100.40  101.02  2.790  2.5700
6   Ping An Securities    22EXIM05   98.38   99.40  2.970  2.7409
7   Ping An Securities    22CDB01    99.85   99.95  2.265  2.1401
8   Ping An Securities    20ADBC08  101.88  102.90  2.882  2.5820
9   Ping An Securities    20ADBC02   99.82  100.00  2.370  2.2000
10  Ping An Securities    20EXIM05  100.48  101.02  2.760  2.5700
11  Ping An Securities    20CDB12   101.63  102.27  2.820  2.6200
12  Ping An Securities    20CDB08   100.21  100.85  2.820  2.6150
13  Ping An Securities    20CDB07   100.71  100.95  2.479  2.3074
14  Ping An Securities    18EXIM03  102.35  102.52  2.295  2.1000

China–US Treasury yields

Interface: bond_zh_us_rate

Source URL: https://data.eastmoney.com/cjsj/zmgzsyl.html

Description: Eastmoney — economic data — China–US Treasury yield history

Limits: Returns all trading-day data from start_date onward; series starts 19901219

Input

Name	Type	Description
start_date	str	start_date="19901219"

Output

Name	Type	Description
Date	object	-
China Treasury 2Y	float64	-
China Treasury 5Y	float64	-
China Treasury 10Y	float64	-
China Treasury 30Y	float64	-
China Treasury 10Y–2Y	float64	-
China GDP annual growth	float64	-
US Treasury 2Y	float64	-
US Treasury 5Y	float64	-
US Treasury 10Y	float64	-
US Treasury 30Y	float64	-
US Treasury 10Y–2Y	float64	-
US GDP annual growth	float64	-

Example

import meshare as ms

bond_zh_us_rate_df = ms.bond_zh_us_rate(start_date="19901219")
print(bond_zh_us_rate_df)

Sample data

          Date  China Treasury 2Y  China Treasury 5Y  ...  US Treasury 30Y  US Treasury 10Y–2Y  US GDP annual growth
0     1990-12-19               NaN               NaN  ...             8.19                0.79                   NaN
1     1990-12-20               NaN               NaN  ...             8.22                0.80                   NaN
2     1990-12-21               NaN               NaN  ...             8.28                0.81                   NaN
3     1990-12-24               NaN               NaN  ...             8.36                0.85                   NaN
4     1990-12-26               NaN               NaN  ...             8.30                0.88                   NaN
          ...               ...               ...  ...              ...                 ...                   ...
8595  2023-11-27            2.4719            2.6012  ...             4.53               -0.45                   NaN
8596  2023-11-28            2.4369            2.5762  ...             4.52               -0.39                   NaN
8597  2023-11-29            2.4460            2.5840  ...             4.44               -0.37                   NaN
8598  2023-11-30            2.4259            2.5691  ...             4.54               -0.36                   NaN
8599  2023-12-01            2.4169            2.5665  ...             4.40               -0.34                   NaN
[8600 rows x 13 columns]