CFETS-NEX Bond Market Divergence Indicator “R”
  • Definition and Forms

    CFETS-NEX Bond Market Divergence Indicator “R” (BMDI “R”) is an innovative divergence Indicator generated by CFETS-NEX to objectively reflect the divergence in trading between banks, funds, securities, insurance and other different investors in the interbank bond market.Rates Bond includes Treasury Bonds, Government Bonds and Financial Bonds. As a result, the “R” which stands for this indicator is the abbreviation for “Rates”. The Indicator value ranges from -50 (when strength of sell side is extremely strong) to 50 (when strength of buy side is extremely strong), and 0 represents an equilibrium state.

    Construction Methods

    CFETS-NEX Bond Market Divergence Indicator “R” samples data from CFETS-NEX’s daily brokerage services of the company's professional brokerage team of Rates Bond. Basing on real-time data in the interbank interest rate bond market, the professional Information Service Team in the CFETS-NEX relies on the scientific classification and statistics, eliminates fake deal data, considers the different duration of bonds, combines with the historical trends-of the data to desensitize and digitize the process, and visually expresses the divergences of accumulated institutional transactions in digital form.


    BMDI “R”, with an elegant form, is an objective real-time indicator which directly displays the divergence of institutions of different types in interest rate bond market. Its strong analytic ability and durability allow users to interpret and analyze. Moreover, the Indicator fulfills plenty of demands for types of institutions.