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2023Q3末全市场短债理财产品底层:资管产品>货币市场类>固收类(含同业存单)>公募基金≈QDII
2023Q3末全市场短债理财产品底层:资管产品>货币市场类>固收类(含同业存单)>公募基金≈QDII
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所属报告:
银行业理财持仓全景扫描系列(二):起底短债理财-240409(42页).pdf
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fCDlubTku70gfCDnjrDph5Hnn63lgLrmr5QgfAp8LS0tLS0tfC0tLS0tLS0tLS0tLXwKfCAyMDE1IHwgMTIgICAgICAgICB8CnwgMjAxNiB8IDQgICAgICAgICAgfAp8IDIwMTcgfCA3ICAgICAgICAgIHwKfCAyMDE4IHwgNiAgICAgICAgICB8CnwgMjAxOSB8IDQgICAgICAgICAgfAp8IDIwMjAgfCAzICAgICAgICAgIHwKfCAyMDIxIHwgMyAgICAgICAgICB8CnwgMjAyMiB8IDMgICAgICAgICAgfAp8IDIwMjMgfCAzICAgICAgICAgIHwKfCAyMDI0IHwgNCAgICAgICAgICB8CgrotYTmlpnmnaXmupDvvJrlhazlj7jlhazlkYrjgIHmi5vllYbor4HliLg=
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资管产品占比最高,货币类占比逐渐走高,固收类占比略有下降。2023Q3末短债理财大类资产占比(前十持仓口径)排序为:资管产品(41%)>货币市场类(31%)>含同业存单的固收类(24%)>QDII(2.3%)>公募基金(1.9%)。不同于现金管理类产品的是,短债理财持仓中的“资管产品”跃居第一大资产,它与货币市场类合计占比超 7成。从时间序列来看,资管产品从 2020Q4以较高的占比基本坐稳“第一大持仓”的交椅。而货币市场类和固收类资产的占比走势呈现一定替代关系,货币市场类占比越来越高,而固收类占比越来越低。
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银行业理财持仓全景扫描系列(二):起底短债理财-240409(42页).pdf
新的监管规定已限制债基投资等级较低的信用债
理财投资公募基金可豁免一层嵌套
假设协议存款利率下降30BP,静态测算短债理财收益率或将下降16BP
相较于现金管理类理财,短债理财的投资范围+久期+杠杆率要求更为宽松,但大多须使用市值法
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