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昨日银行间市场R001和R007的加权平均利率已达到了2.37%和2.38%,均较上一个交易日下降12个BP,回购交易总量483.655亿元,较前日下降107.965亿元。
昨日银行间债券市场总成交140.7亿元,较前日增加14.1亿元。真实交易券种集中于030224、9029、9911等浮动利率债券和030222、9803等中期债券,成交相当活跃,市场复苏迹象明显,应该说短期底部已探明。
全国银行间同业拆借系统现券交易行情
品 种 开盘价 收盘价 最高价 最低价 加权 成交量
(%) (%) (%) (%) (%) (百万元)
00国开01 98.23 98.23 98.23 98.23 98.23 122.79
00国开02 97.81 97.81 97.81 97.81 97.81 224.96
00国开10 97.04 97.04 97.04 97.04 97.04 97.04
00国债01 99.31 99.31 99.31 99.31 99.31 39.72
01国开12 105.3 105.3 105.3 105.3 105.3 94.77
01国开20 102.57 102.57 102.57 102.57 102.57 164.11
01国开21 94.97 94.97 94.97 94.97 94.97 47.49
02国开08 94.94 94.94 94.94 94.94 94.94 18.99
02国开16 94.5 94.52 94.52 94.5 94.51 56.71
02国开19 99.06 98.74 99.06 98.74 99.05 802.29
02国债02 99.97 97.25 99.97 97.25 99.87 529.3
02国债06 93.72 99.96 99.96 93.71 96.84 116.2
02国债15 99.37 97.5 99.37 95.7 97.72 664.51
02国债16 99.78 99.78 99.78 99.78 99.78 29.93
03国开01 101.31 101.31 101.31 101.31 101.31 314.06
03国开02 98.96 96.98 98.97 96.98 98.9 2126.28
03国开20 100.87 100.26 100.92 100.26 100.34 471.6
03国开22 100.85 98 102 98 100.74 2619.26
03国开24 100.6 99.75 100.69 99.1 100.05 745.37
03国债01 96 99 99 96 97.83 381.52
03国债02 100 100 100 100 100 50
03国债05 98.64 98.64 98.64 98.64 98.64 19.73
03国债06 97.19 101.06 101.06 97.17 100.39 461.77
03国债07 94 98.08 101.1 93.98 96.36 1050.33
03国债09 99.98 99.98 99.98 99.98 99.98 199.96
03进出02 99.18 99.18 99.18 99.18 99.18 69.43
03央行票据11 98.35 98.46 98.46 98.35 98.35 1603.14
03央行票据24 98.06 98.05 98.06 98.05 98.06 98.06
03央行票据26 98.02 98.01 98.02 98.01 98.02 107.82
03央行票据33 99.25 99.25 99.25 99.25 99.25 317.6
98国债3 110.85 110.86 110.86 110.85 110.86 221.72
99国开01 100.72 100.72 100.72 100.72 100.72 60.43
99国开11 100.36 100.36 100.36 100.36 100.36 50.18
99国开13 99.86 99.92 99.92 99.84 99.88 119.85
合计 -- -- 110.86 93.71 99.39 14096.9
全国银行间同业拆借系统回购行情
品 种 收盘价(%) 加权(%) 成交量(百万元)
R001 2.36 2.369 25285
R007 2.38 2.3772 19518.02
R014 2.44 2.4377 2975.5
R1M 2.78 2.7889 126.64
R3M 2.95 2.9311 460
合计 -- 2.383 48365.16
(上海证券报 南京商行 刘敏)
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