Duration | Variable | Obs | Mean | SD | Range | Correlation coefficient |
3M | CNYDF3M | 1304 | 6.531 | 0.263 | 0.93 | 0.9832 |
NDF3M | 6.527 | 0.297 | 1.04 | |||
6M | CNYDF6M | 6.548 | 0.265 | 0.95 | 0.9844 | |
NDF6M | 6.564 | 0.303 | 1.1 | |||
12M | CNYDF12M | 6.584 | 0.258 | 1.1 | 0.9816 | |
NDF12M | 6.630 | 0.313 | 1.23 |