银行间质押式回购市场

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货币市场日报:6月20日
Xin Hua Cai Jing· 2025-06-20 12:44
Group 1 - The People's Bank of China conducted a 161.2 billion yuan 7-day reverse repurchase operation at an interest rate of 1.40%, maintaining the previous rate; with 202.5 billion yuan of reverse repos maturing on the same day, the net withdrawal from the open market was 41.3 billion yuan [1] - This week, the total amount of 7-day reverse repurchase operations conducted by the People's Bank of China reached 960.3 billion yuan, with 1,040.2 billion yuan of reverse repos maturing, resulting in a total net withdrawal of 79.9 billion yuan from the open market [1] - The Shanghai Interbank Offered Rate (Shibor) for short-term products saw a slight increase, with overnight Shibor rising by 0.10 basis points to 1.3680%, 7-day Shibor increasing by 0.50 basis points to 1.5290%, and 14-day Shibor up by 6.10 basis points to 1.7190% [1][2] Group 2 - In the interbank pledged repo market, overnight funding rates remained low, while the price spread for 7-day and 14-day funds widened; the weighted average rates for DR001 and R001 increased by 0.3 basis points and 0.7 basis points, respectively, to 1.3742% and 1.4478%, with transaction volumes decreasing by 25.5 billion yuan and 147.7 billion yuan [4] - The weighted average rates for DR007 and R007 decreased by 5.0 basis points and 1.1 basis points, respectively, to 1.4941% and 1.591%, with transaction volumes increasing by 15.7 billion yuan and decreasing by 43.1 billion yuan [4] - The overall trading sentiment in the interbank certificate of deposit market was active, with 133 certificates issued on June 20, amounting to an actual issuance of 170.44 billion yuan; the secondary market showed stable yields compared to the previous day's close [11]
货币市场日报:6月10日
Xin Hua Cai Jing· 2025-06-10 12:33
新华财经北京6月10日电(幸骊莎)人民银行10日开展1986亿元7天逆回购操作,操作利率持平于1.40%;鉴于当日有4545亿元逆回购到期,公开市场实现净 回笼2559亿元。 上海银行间同业拆放利率(Shibor)短期品种连续窄幅下跌。具体来看,隔夜Shibor下跌1.60BP,报1.3620%;7天Shibor下跌0.10BP,报1.4960%;14天 Shibor下跌1.20BP,报1.5440%。 银行间质押式回购市场方面,整体利率连续小幅下跌,成交量有所回升。具体看,DR001、R001加权平均利率分别下行1.4BP、0.8BP,报1.3631%、 1.4107%,成交额分别增加1517亿元、2834亿元;DR007、R007加权平均利率分别下行0.6BP、持平,报1.5063%、1.5424%,成交额分别增加205亿元、2946 亿元;DR014、R014加权平均利率分别上行0.1BP、下降0.2BP,报1.5398%、1.5829%,成交额分别增加36亿元、增加122亿元。 货币市场利率(6月10日) 来源:全国银行间同业拆借中心 来源:全国银行间同业拆借中心 据上海国际货币经纪公司交易员消息,1 ...