In response to the "shock wave" in the bond market, fund companies have launched a combination of measures.

The sharp decline in the bond market on July 24 triggered a chain reaction, leading to the largest single-day redemption scale for public bond funds since last year's "9.24" market, with fund net sales of over 120 billion yuan over three consecutive trading days. Since July, more than 40 bond funds have been forced to adjust the accuracy of their net asset value due to large redemptions. The "seesaw" effect between stocks and bonds is continuing to fermentwhile the stock and commodity markets are continuing to do well, bond funds are stuck in a quagmire, with some outflows of funds entering the equity market. Bond fund managers are beginning to strengthen their efforts on multiple fronts: reducing duration and leverage to prevent net asset value fluctuations; closely monitoring retail investor sentiment and implementing liquidity measures; retaining institutional clients to ease redemption pressure.