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昨日银行间债券市场总成交215.8亿元,较前一交易日增加75.1亿元,其中,030151、030152、030010等券的上市,使得当日大量交易为这三只债券的分销行为,导致当日银行间债券市场指数出现非市场因素下跌。现券真实交易以9803、030005、020006、0696、030222等中短期债券和9902、000202、000210等浮动利率债券为主。从成交情况看,昨日浮动利率债券的利差较前日小幅上升4个BP左右。
昨日回购利率继续下降,R001和R007的加权平均利率分别较昨日下降17个BP和4个BP,资金利率下降速度出人意料。总成交量为503.37亿元,较前一交易日增加19.715亿元。另外,R001的交易量近日逐日增加,其原因主要在于融资方对资金成本的控制和出资方对长期资金的惜售。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 98.2398.23122.7900国开02 98.11 98.11 98.11 98.11 98.11 225.6500国开10 101.397.04101.3 97.04 100.24 400.9401国开01 100.15 100.15 100.15 100.15100.1550.0801国开11 105.52 105.52 105.52 105.52 105.52 464.2901国开20102.57102.57 102.57 102.57 102.57 164.1102国开09 96.4 96.4 96.4 96.496.4134.9602国开19 99.06 98.39 99.06 98.39 99.02 821.8602国债06 93.793.9593.95 93.65 93.81 112.5802国债11 99.89 99.88 99.89 99.8899.8899.8802国债15 97.65 97.65 97.65 97.65 97.65 146.4802进出03 100 100100100 100 15002中信债 96.48 98.75 98.75 96.48 97.99 146.9903国开0298.9698.97 98.97 98.96 98.96 2058.3803国开05 98.92 98.92 98.92 98.9298.9298.9203国开11 98.85 98.82 98.85 98.81 98.82 573.1303国开15 96.6796.6796.67 96.67 96.67 2903国开22 101.05 101.03 101.05 100.99101.031000.1903国开24 100 100 100 99.88 99.99 639.9403国债01 95.85 95.895.8595.8 95.82 67.0703国债05 98.71 95.7 98.71 95.7 97.7146.5503国债0798.08 98.08 98.08 98.08 98.08 186.3503国债09 99.98 100.07100.0799.98 100.02 350.0703国债10 99.97 99.91 99.97 99.999.925455.903央行票据09 98.52 98.52 98.52 98.52 98.52 689.6403央行票据1198.3598.35 98.35 98.35 98.35 1573.603央行票据24 98.09 98.09 98.1 98.0998.09186.3703央行票据31 97.87 97.88 97.88 97.87 97.88 137.0203央行票据3497.8297.83 97.83 97.82 97.83 391.303央行票据51 99.32 99.33 99.34 99.3299.333774.4403央行票据52 98.57 98.57 98.58 98.57 98.58 680.1896国债(6)123.64123.64 123.64 123.64 123.64 58.1198国债3 110.8 110.8 110.8110.8110.8 110.899国开02 98.85 98.85 98.85 98.85 98.85 227.36合计----123.64 93.65 99.54 21474.94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 2.2 2.2047 29251.48R007 2.335 2.3335 17370.5R0142.382.3977 2408.2R021 2.5 2.4745 110R1M 2.81 2.8074 357R2M 2.852.8426409R3M 2.94 2.9208 431.8合计 -- 2.2746 50337.98
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