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资金面延续宽松状态,全日回购交易量400多亿元,较前日下降100多亿元；回购利率进一步下滑,隔夜回购利率已下降到2.81%,14天回购利率跌破3%。长短期限回购品种的利差在缩小,表明市场看跌远期资金利率。
受资金利率下跌的影响,市场对短期债券需求急剧升温,3个月央行票据受到追捧,双边报价商的票据卖出报价被点击；一年期国债的需求收益率已下降到2.6%以下。与短期债相比,中长期债乏善可陈,近期热券03国债09和03国开22的价格波动幅度不大,弱市格局较鲜明。全国银行间同业拆借系统现券交易行情
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05 98.14 98.14 98.14 98.14 98.14 392.56
00国开07 100.3 100.3 100.3 100.3 100.3 100.3
00国开10 97.04 97.04 97.04 97.04 97.04 97.04
00国债08 101.03 101.12 101.12 101.03 101.12 131.41
01国开19 101.99 101.99 101.99 101.99 101.99 326.37
01国开21 95 95 95 95 95 47.5
01国债02 100.06 100.04 100.06 100.04 100.04 80.04
01国债06 100.98 101.16 101.16 100.98 101.16 80.85
01国债14 103 100 103 100 100 212.1
01国债16 99.71 99.77 99.77 99.71 99.77 59.84
02国开18 101.31 99.18 101.31 99.18 99.18 80.41
02国开19 99.06 98.02 99.96 98.02 98.02 1100.39
02国债02 100 100 100 100 100 510
02国债06 94.2 93.01 94.2 93.01 93.01 488.83
02国债07 99.47 99.48 99.48 99.47 99.48 129.32
02国债12 99.07 99.09 99.1 99.07 99.09 29.73
02国债15 98.55 99.37 99.37 98.54 99.37 476.32
02国债16 99.74 99.71 99.75 99.71 99.71 528.57
02进出03 100 100 100 100 100 150
03国开01 99.72 101.31 101.31 99.72 101.31 620.17
03国开02 99.26 99.45 99.45 99.26 99.45 2213.78
03国开06 95.37 95.37 95.37 95.37 95.37 14.31
03国开08 99.51 99.51 99.51 99.51 99.51 49.76
03国开22 100.85 101 101.09 100.85 101 939.58
03国债01 96.53 96.53 96.53 96.53 96.53 106.18
03国债05 99.5 98.6 99.5 98.58 98.6 849.78
03国债06 99.86 99.86 99.86 99.86 99.86 199.72
03国债07 99.96 96 99.96 94 96 1195.76
03国债09 100.18 100.01 100.35 100.01 100.01 460.6
03进出02 98.84 98.84 98.84 98.84 98.84 69.19
03央行票据11 97.95 97.95 97.96 97.95 97.95 1567.26
03央行票据22 99.5 99.5 99.5 99.5 99.5 49.75
03央行票据33 99.15 99.15 99.15 99.15 99.15 317.28
98国债3 111 111 111 111 111 111
99国开02 98.3 98.3 98.3 98.3 98.3 226.09
合计 -- -- 111 93.01 98.91 14011.77
上海证券报 南京商行 李颢
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