全国银行间债券市场7月28日质押式回购交易情况

2010年7月28日 19:44

[世华财讯]全国银行间债券市场7月28日质押式回购成交656笔,较前一个交易日减少70笔,成交金额4218.0341亿元,萎缩452.0869亿元,加权平均利率为1.4852%,下跌1.9个基点。

以下是7月28日全国银行间债券市场质押式回购交易情况：

一、市场成交情况
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成交笔数(笔) 增减(笔) 成交金额(亿元) 增减(亿元) 加权平均利率(%) 升降(基点)(%) 参与成员数(家)
656          -70      4218.0341      -452.0869  1.4852          -1.9           332 
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二、各期限品种成交情况
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品种 开盘利率(%) 收盘利率(%) 最高利率(%) 最低利率(%) 加权平均利率(%) 升降(基点)(%) 成交笔数(笔) 成交金额(亿元) 增减(亿元)
R001 1.45        1.45        1.54        1.25        1.4487          0.44          500          3706.1643      -137.1385 
R007 1.74        1.69        2           1.45        1.6891          -5.17         120          406.5188       -249.4553 
R014 1.82        1.88        1.88        1.82        1.8325          1.14          17           47.18          -67.5155 
R021 1.86        1.88        1.88        1.86        1.8621          0.3           8            18.826          7.933 
R1M  2.1         2.13        2.15        2.1         2.1063          3.63          6            28.347          8.35 
R3M  2.47        2.47        2.47        2.47        2.47            0.69          2            6.998          -4.3015 
R4M  2.51        2.6         2.6         2.51        2.5775          7.75          3            4              -1 
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三、交易成员分类成交情况
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成员类别                       融入笔数(笔) 融入金额(亿元) 占融入总量比例(%) 融出笔数(笔) 融出金额(亿元) 占融出总量比例(%) 净融入/融出(亿元)
基金                           36           78.2528        1.8552            10           33.114         00.7851           (融入)45.1388
国有商业银行                   9            415.1          9.8411            234          1863.9151      44.1892           (融出)1448.8151
政策性银行                     0            ---            ---               39           710.579        16.8462           (融出)710.5790
城市商业银行                   174          1230.9778      29.1837           96           269.458        6.3882            (融入)961.5198
农村信用联社                   123          445.163        10.5538           26           31.521         00.7473           (融入)413.6420
外资银行                       31           205.202        4.8649            0            ---            ---               (融入)205.2020
信托投资公司                   1            0.4            0.0095            0            ---            ---               (融入)0.4000
财务公司                       5            41.4           0.9815            0            ---            ---               (融入)41.4000
保险公司                       30           127.7269       3.0281            2            5.721          0.1356            (融入)122.0059
证券公司                       81           313.472        7.4317            1            1              0.0237            (融入)312.4720
股份制商业银行                 32           649.438        15.3967           166          1055.6288      25.0266           (融出)406.1908
农商行和合作银行               124          662.275        15.701            63           160.0972       3.7955            (融入)502.1778
社保基金                       2            10.014         0.2374            3            10.4           0.2466            (融出)0.3860
企业年金                       1            0.6            0.0142            0            ---            ---               (融入)0.6000
保险公司的保险产品             1            4.606          0.1092            0            ---            ---               (融入)4.6060
其他                           4            30             0.7112            11           69.3           1.6429            (融出)39.3000
其他投资产品                   1            2.005          0.0475            0            ---            ---               (融入)2.0050
基金公司的特定客户资产管理业务 1            1.4016         0.0332            0            ---            ---               (融入)1.4016
证券公司的证券资产管理业务     0            ---            ---               5            7.3            0.1731            (融出)7.3000
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四、地区融入量前三名
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地区   融入金额(亿元) 占融入总金额比例(%) 融出金额(亿元) 占融出总金额的比例(%) 净融入/融出(亿元)
北京市 1428.7975      33.8735             2887.3926      68.4535               (融出)1458.5951
广东省 495.9632       11.7582             375.838        8.9103                (融入)120.1252
上海市 399.0986       9.4617              419.7585       9.9515                (融出)20.6599
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五、地区融出量前三名
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地区   融出金额(亿元) 占融出总金额比例(%) 融入金额(亿元) 占融入总金额的比例(%) 净融入/融出(亿元)
北京市 2887.3926      68.4535             1428.7975      33.8735               (融出)1458.5951
上海市 419.7585       9.9515              399.0986       9.4617                (融出)20.6599
广东省 375.838        8.9103              495.9632       11.7582               (融入)120.1252
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资料来源: 全国银行间同业拆借中心