Reuters with this report. The speculation is that publication of the data has been halted following the previous two months showing foreign investors sharply cutting their holdings of Chinese bonds. Foreign holdings of Chinese sovereign debt fell at the steepest rate since August 2015 last month.

Via Reuters:

  • China has halted daily updates of bond trading data for foreign institutions, six sources with knowledge of the matter said
  • Daily data is now only available for onshore institutional clients, the sources said.
  • "Transaction data for May 12th in the foreign institutions category is gone," one source said, speculating that it followed a sharp depreciation of the yuan and significant capital outflows.

Link to the Reuters report is here.

The onshore yuan has plunged this quarter:

usdcnh weekly 18 May 2022