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知情人士称,全国社保基金理事会建议基金管理人卖出包括天津地区在内的一些弱资质城投债以及民营房企债券。而在上周稍晚,社保基金曾要求这些管理人对价格低于95元人民币的城投债和民营地产债的敞口进行排查。此外,一家受托管理社保资金的大型公募基金据悉对远洋集团的敞口较大,而上周该房企债券的剧烈波动引发了社保基金的担忧。
一般而言,当有信用风险因素出现时,相关方对资产持仓情况进行评估是正常的。低于证券面值95%的价格,是衡量市场风险的标准之一。远洋集团旗下债券近期遭到抛售。截止周二,其多只美元债券已自年内高点下跌逾80%。公司主要股东中国人寿及大家保险已成立联合工作组进驻远洋集团。彭博汇编数据显示,截至7月11日,天津城市基础设施建设投资集团发行的“16津投03”、“20津投10”价格处在80元人民币附近。
全国社保基金理事会由财政部管理,负责运营约3万亿元人民币的全国社会保障资金,其投资策略和资金投向对市场机构的信心和行为影响显著。在中国试图缓释地产及城投领域债务风险之际,此举可能再度冲击债券市场对相关发行人的信心。
彭博社



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知情人士称,全国社保基金理事会建议基金管理人卖出包括天津地区在内的一些弱资质城投债以及民营房企债券。而在上周稍晚,社保基金曾要求这些管理人对价格低于95元人民币的城投债和民营地产债的敞口进行排查。此外,一家受托管理社保资金的大型公募基金据悉对远洋集团的敞口较大,而上周该房企债券的剧烈波动引发了社保基金的担忧。
一般而言,当有信用风险因素出现时,相关方对资产持仓情况进行评估是正常的。低于证券面值95%的价格,是衡量市场风险的标准之一。远洋集团旗下债券近期遭到抛售。截止周二,其多只美元债券已自年内高点下跌逾80%。公司主要股东中国人寿及大家保险已成立联合工作组进驻远洋集团。彭博汇编数据显示,截至7月11日,天津城市基础设施建设投资集团发行的“16津投03”、“20津投10”价格处在80元人民币附近。
全国社保基金理事会由财政部管理,负责运营约3万亿元人民币的全国社会保障资金,其投资策略和资金投向对市场机构的信心和行为影响显著。在中国试图缓释地产及城投领域债务风险之际,此举可能再度冲击债券市场对相关发行人的信心。
彭博社

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