昨日銀行間債券市場總成交215.8億元,較前一交易日增加75.1億元,其中,030151、030152、030010等券的上市,使得當日大量交易為這三只債券的分銷行為,導致當日銀行間債券市場指數出現非市場因素下跌。現券真實交易以9803、030005、020006、0696、030222等中短期債券和9902、000202、000210等浮動利率債券為主。從成交情況看,昨日浮動利率債券的利差較前日小幅上升4個BP左右。

　　昨日回購利率繼續下降,R001和R007的加權平均利率分別較昨日下降17個BP和4個BP,資金利率下降速度出人意料。總成交量為503.37億元,較前一交易日增加19.715億元。另外,R001的交易量近日逐日增加,其原因主要在于融資方對資金成本的控制和出資方對長期資金的惜售。全國銀行間同業拆借系統現券交易行情品種開盤價收盤價 最高價 最低價 加權 成交量

　　(%) (%) (%) (%) (%) (百萬元)00國開01 98.23 98.23 98.23 98.2398.23122.7900國開02 98.11 98.11 98.11 98.11 98.11 225.6500國開10 101.397.04101.3 97.04 100.24 400.9401國開01 100.15 100.15 100.15 100.15100.1550.0801國開11 105.52 105.52 105.52 105.52 105.52 464.2901國開20102.57102.57 102.57 102.57 102.57 164.1102國開09 96.4 96.4 96.4 96.496.4134.9602國開19 99.06 98.39 99.06 98.39 99.02 821.8602國債06 93.793.9593.95 93.65 93.81 112.5802國債11 99.89 99.88 99.89 99.8899.8899.8802國債15 97.65 97.65 97.65 97.65 97.65 146.4802進出03 100 100100100 100 15002中信債 96.48 98.75 98.75 96.48 97.99 146.9903國開0298.9698.97 98.97 98.96 98.96 2058.3803國開05 98.92 98.92 98.92 98.9298.9298.9203國開11 98.85 98.82 98.85 98.81 98.82 573.1303國開15 96.6796.6796.67 96.67 96.67 2903國開22 101.05 101.03 101.05 100.99101.031000.1903國開24 100 100 100 99.88 99.99 639.9403國債01 95.85 95.895.8595.8 95.82 67.0703國債05 98.71 95.7 98.71 95.7 97.7146.5503國債0798.08 98.08 98.08 98.08 98.08 186.3503國債09 99.98 100.07100.0799.98 100.02 350.0703國債10 99.97 99.91 99.97 99.999.925455.903央行票據09 98.52 98.52 98.52 98.52 98.52 689.6403央行票據1198.3598.35 98.35 98.35 98.35 1573.603央行票據24 98.09 98.09 98.1 98.0998.09186.3703央行票據31 97.87 97.88 97.88 97.87 97.88 137.0203央行票據3497.8297.83 97.83 97.82 97.83 391.303央行票據51 99.32 99.33 99.34 99.3299.333774.4403央行票據52 98.57 98.57 98.58 98.57 98.58 680.1896國債(6)123.64123.64 123.64 123.64 123.64 58.1198國債3 110.8 110.8 110.8110.8110.8 110.899國開02 98.85 98.85 98.85 98.85 98.85 227.36合計----123.64 93.65 99.54 21474.94全國銀行間同業拆借系統回購行情品 種 收盤價(%)加權(%)成交量(百萬元)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合計 -- 2.2746 50337.98