全国银行间债券市场7月28日买断式回购交易情况

2010年7月28日 19:42

[世华财讯]全国银行间债券市场7月28日买断式回购成交154.65亿元,较前一个交易日萎缩0.7亿元,加权平均利率为1.563%,上涨2.67个基点。

以下是7月28日全国银行间债券市场买断式回购交易情况：

买断式回购交易简况(按回购利率统计)

一、市场成交情况
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成交笔数(笔) 增减(笔) 成交量(亿元) 增减(亿元) 加权平均利率(%) 升降(基点)(%) 参与成员数(家)
57           0        154.65       -00.7      1.563           2.67           34 
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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(%) 加权利率(%) 升降(基点)(%) 成交笔数(笔) 成交量(亿元) 增减(亿元)
OR001 1.5904      1.4553      1.6496      1.4235      1.4856      00.45         35           133.4        -1.15 
OR007 1.9017      2.3006      2.3006      1.6874      1.9304      6.13          16           14           -5.1 
OR014 1.9022      1.7995      1.9022      1.7995      1.8041      -36.94        3            2.25          0.55
OR021 2.0596      2.0596      2.0596      2.0596      2.0596      205.96        1            1             1 
OR1M  2.5994      2.6005      2.6005      2.5994      2.5999      259.99        2            4             4 
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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) 融入量(亿元) 占融入总量比例(%) 融出笔数(笔) 融出量(亿元) 占融出总量的比例(%) 净融入/融出(亿元)
国有商业银行     8            16.1         10.4106           16           81.4         52.635              (融出)65.3000
政策性银行       0            ---          ---               1            5.3          3.4271              (融出)5.3000
城市商业银行     0            ---          ---               13           22.15        14.3227             (融出)22.1500
农村信用联社     2            5.5          3.5564            5            3.8          2.4572              (融入)1.7000
信托投资公司     5            9.3          6.0136            0            ---          ---                 (融入)9.3000
证券公司         35           113.35       73.2945           3            0.7          0.4526              (融入)112.6500
股份制商业银行   3            0.7          0.4526            8            15.4         9.958               (融出)14.7000
农商行和合作银行 4            9.7          6.2722            11           25.9         16.7475             (融出)16.2000
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四、地区融入量前三名
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地区     融入量(亿元) 占融入总量比例(%) 融出量(亿元) 占融出总量的比例(%) 净融入/融出(亿元)
北京市   86.1         55.6741           86.7         56.0621             (融出)0.6000
广东省   33           21.3385           21.45        13.87               (融入)11.5500
黑龙江省 9.3          6.0136            ---          ---                 (融入)9.3000
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五、地区融出量前三名
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地区   融出量(亿元) 占融出总量比例(%) 融入量(亿元) 占融入总量的比例(%) 净融入/融出(亿元)
北京市 86.7         56.0621           86.1         55.6741             (融出)0.6000
广东省 21.45        13.87             33           21.3385             (融入)11.5500
上海市 12.6         8.1474            8.6          5.5609              (融出)4.0000
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买断式回购交易简况(按债券统计)

一、市场成交情况
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成交笔数(笔) 增减(笔) 成交量(亿元) 增减(亿元) 可交易券种数 成交券种数 参与成员数(家)
57           0        154.65       -00.7      1891         50          34 
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二、债券分类成交情况(按待偿期分类)
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待偿期  成交笔数(笔) 增减(笔) 成交量(亿元) 增减(亿元) 占总成交的比例(%)
1-3年   12           -5       27           -7.75       17.4588 
1年以内 15           1        63.7         2.3         41.1898 
3-5年   11           3        33.05        6.35        21.3708 
5-7年   7            4        6.5          ---         4.203 
7-10年  12           0        24.4         2.4         15.7776 
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三、债券分类成交情况(按债券类型分类)
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债券种类     成交笔数(笔) 增减(笔) 成交量(亿元) 增减(亿元) 占总成交的比例(%)
国债         9            2        15.4         -0.3        9.958 
央行票据     8            -1       18           -2.6        11.6392 
政策性金融债 13           -2       71.6         2.65        46.2981 
企业债       4            -2       2.6          -2          1.6812 
次级债       2            1        3.5          1.5         2.2632 
短期融资券   8            2        20.4         3.5         13.1911 
中期票据     13           0        23.15        -3.45       14.9693 
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四、债券分类成交情况(按计息方式分类)
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债券类型 成交笔数(笔) 增减(笔) 成交量(亿元) 增减(亿元) 占总成交的比例(%)
固定利率 42           -2       104.25       -2.05       67.4103 
浮动利率 6            0        28           -2.15       18.1054 
零息利率 8            2        20.4         3.5         13.1911 
贴现利率 1            0        2            ---         1.2932 
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五、交易成员分类成交情况

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成员类别         买入笔数(笔) 买入量(亿元) 占买入总量的比例(%) 卖出笔数(笔) 卖出量(亿元) 占卖出总量的比例(%)
国有商业银行     8            16.1         10.4106             16           81.4          52.635 
政策性银行       0            ---          ---                 1            5.3           3.4271 
城市商业银行     0            ---          ---                 13           22.15         14.3227 
农村信用联社     2            5.5          3.5564              5            3.8           2.4572 
信托投资公司     5            9.3          6.0136              0            ---           ---
证券公司         35           113.35       73.2945             3            0.7           0.4526
股份制商业银行   3            0.7          0.4526              8            15.4          9.958 
农商行和合作银行 4            9.7          6.2722              11           25.9          16.7475 
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六、券种成交金额前三名
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债券代码 成交笔数(笔) 成交量(亿元) 占总成交量比例(%) 加权首期净价(元) 加权首期收益率(%) 加权到期净价(元) 加权到期收益率(%)
090218   2            30           19.3986           98.5             7.989             98.4984           8.0605
090311   1            15.0000      9.6993            97.0000          3.4010            96.9966           3.4023
1001060  3            7.3000       4.7203            97.1225          3.6920            97.1228           3.6928
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资料来源: 全国银行间同业拆借中心