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