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Table of Contents
Intro; Contents; Introduction; 1 Building Blocks of an Investment Portfolio; 1.1 Foreign Exchange Instruments; 1.1.1 Onshore CNY FX Instruments; 1.1.1.1 Global Context; 1.1.1.2 The Market Place; 1.1.1.3 FX Spot; 1.1.1.4 FX Forward; 1.1.1.5 FX Swap; 1.1.1.6 FX Option; 1.1.1.7 Cross Currency Pair Trades; 1.1.2 Offshore CNY/CNH FX Instruments; 1.1.2.1 The Market Place; 1.1.2.2 Deliverable Versus NDF; 1.1.2.3 FX Forward Trade; 1.1.2.4 FX Option; 1.2 Traded Money Market Instruments; 1.2.1 Onshore CNY Market; 1.2.1.1 Diversified Participants; 1.2.1.2 Liquidity and Historical Development
1.2.1.3 The Markets Maturity Distribution1.2.1.4 Pledged Repo and Reverse Repo; 1.2.1.5 Outright Repo and Reverse Repo; 1.2.1.6 Interbank Lending; 1.2.1.7 Interbank Deposit; 1.2.1.8 FX Deposits; 1.2.1.9 Commercial Paper; 1.2.1.10 Short Commercial Paper; 1.2.1.11 Central Bank Bill; 1.2.1.12 Sec Lending; 1.2.1.13 Forward Rate Agreement; 1.2.1.14 Cross-Border CNY Financing with Loan/Depo; 1.2.1.15 CD; 1.2.1.16 MM Funds; 1.2.1.17 Different MM Indices; 1.2.2 Offshore Money Market Management; 1.2.2.1 Repo and Reverse Repo; 1.2.2.2 Loan Deposit; 1.2.2.3 Commercial Paper; 1.2.2.4 FX Swap
1.3 Fixed Income Instruments1.3.1 Instruments Types; 1.3.1.1 Book-Entry Treasury Bond; 1.3.1.2 Local Government Bond; 1.3.1.3 Policy Bank Bond; 1.3.1.4 China Development Bank (CDB); 1.3.1.5 The Export-Import Bank of China (EIBC); 1.3.1.6 Agricultural Development Bank of China (ADBC); 1.3.1.7 Corporate/MTN; 1.3.1.8 Different Assets Issued by Banks; 1.3.1.9 ABS; 1.3.1.10 Foreign Entity-Issued Bonds; 1.3.2 Instruments by Cashflow Structures; 1.3.2.1 Fixed Rate Bond; 1.3.2.2 Zero Coupon, Discount and Floaters; 1.3.2.3 Option-Embedded Bonds; 1.3.2.4 Convertibles
1.3.2.5 Small-and-Medium Enterprise Collective Notes (SMECN)1.3.2.6 High Yield; 1.3.2.7 Asset-Backed Securities; 1.3.3 The Market Place; 1.3.3.1 Exchange, Interbank, and Retail Market; 1.3.3.2 Regulatory Regime for the Fixed Income Market Place; 1.3.3.3 Participant Distribution for Trading; 1.3.3.4 Investment Community Distribution; 1.3.3.5 Specific Interbank Market Versus Exchange Market Differences; 1.3.3.6 Liquidity and Issuance; 1.3.3.7 Participants and Risk Appetites; 1.3.3.8 Leverage Usage; 1.4 Derivatives; 1.4.1 Swaps; 1.4.1.1 Instrument Definition, Indices and Application
1.4.1.2 Participants and Trading Liquidity1.4.2 Bond Futures; 1.4.2.1 Contract Definition and Instrument Application; 1.5 Gold Contract on Shanghai Gold Exchange; 1.5.1 Physical Gold; 1.5.2 Deferred Delivery Gold; 2 Macro Economics, Monetary Cycle, Industry Cycle, Monetary Condition, Supply and Demand; 2.1 Traditional Macro Cycle Indicators; 2.1.1 GDP and Growth Contribution; 2.1.2 Electricity Generation and Industrial Growth; 2.1.3 Pork and Copper Price as Growth Indicators; 2.1.4 Export Dependency and Market Distribution; 2.2 Real Estate Cycle Specificities
1.2.1.3 The Markets Maturity Distribution1.2.1.4 Pledged Repo and Reverse Repo; 1.2.1.5 Outright Repo and Reverse Repo; 1.2.1.6 Interbank Lending; 1.2.1.7 Interbank Deposit; 1.2.1.8 FX Deposits; 1.2.1.9 Commercial Paper; 1.2.1.10 Short Commercial Paper; 1.2.1.11 Central Bank Bill; 1.2.1.12 Sec Lending; 1.2.1.13 Forward Rate Agreement; 1.2.1.14 Cross-Border CNY Financing with Loan/Depo; 1.2.1.15 CD; 1.2.1.16 MM Funds; 1.2.1.17 Different MM Indices; 1.2.2 Offshore Money Market Management; 1.2.2.1 Repo and Reverse Repo; 1.2.2.2 Loan Deposit; 1.2.2.3 Commercial Paper; 1.2.2.4 FX Swap
1.3 Fixed Income Instruments1.3.1 Instruments Types; 1.3.1.1 Book-Entry Treasury Bond; 1.3.1.2 Local Government Bond; 1.3.1.3 Policy Bank Bond; 1.3.1.4 China Development Bank (CDB); 1.3.1.5 The Export-Import Bank of China (EIBC); 1.3.1.6 Agricultural Development Bank of China (ADBC); 1.3.1.7 Corporate/MTN; 1.3.1.8 Different Assets Issued by Banks; 1.3.1.9 ABS; 1.3.1.10 Foreign Entity-Issued Bonds; 1.3.2 Instruments by Cashflow Structures; 1.3.2.1 Fixed Rate Bond; 1.3.2.2 Zero Coupon, Discount and Floaters; 1.3.2.3 Option-Embedded Bonds; 1.3.2.4 Convertibles
1.3.2.5 Small-and-Medium Enterprise Collective Notes (SMECN)1.3.2.6 High Yield; 1.3.2.7 Asset-Backed Securities; 1.3.3 The Market Place; 1.3.3.1 Exchange, Interbank, and Retail Market; 1.3.3.2 Regulatory Regime for the Fixed Income Market Place; 1.3.3.3 Participant Distribution for Trading; 1.3.3.4 Investment Community Distribution; 1.3.3.5 Specific Interbank Market Versus Exchange Market Differences; 1.3.3.6 Liquidity and Issuance; 1.3.3.7 Participants and Risk Appetites; 1.3.3.8 Leverage Usage; 1.4 Derivatives; 1.4.1 Swaps; 1.4.1.1 Instrument Definition, Indices and Application
1.4.1.2 Participants and Trading Liquidity1.4.2 Bond Futures; 1.4.2.1 Contract Definition and Instrument Application; 1.5 Gold Contract on Shanghai Gold Exchange; 1.5.1 Physical Gold; 1.5.2 Deferred Delivery Gold; 2 Macro Economics, Monetary Cycle, Industry Cycle, Monetary Condition, Supply and Demand; 2.1 Traditional Macro Cycle Indicators; 2.1.1 GDP and Growth Contribution; 2.1.2 Electricity Generation and Industrial Growth; 2.1.3 Pork and Copper Price as Growth Indicators; 2.1.4 Export Dependency and Market Distribution; 2.2 Real Estate Cycle Specificities