全國銀行間債券市場5月20日質押式回購交易情況

全國銀行間債券市場5月20日質押式回購成交665筆，較前一個交易日增加71筆，成交金額3923.5906億元，放大136.6306億元，加權平均利率為1.5932%，上漲0.66個基點。

以下是5月20日全國銀行間債券市場質押式回購交易情況：

一、市場成交情況
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成交筆數(筆) 增減(筆) 成交金額(億元) 增減(億元) 加權平均利率(%) 升降(基點)(%) 參與成員數(家)
665          71       3923.5906      136.6306   1.5932          0.66          371 
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二、各期限品種成交情況
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品種 開盤利率(%) 收盤利率(%) 最高利率(%) 最低利率(%) 加權平均利率(%) 升降(基點)(%) 成交筆數(筆) 成交金額(億元) 增減(億元)
R001 1.55        1.56        1.8         1.53        1.5557          0.3          474          3323.4793       127.6777 
R007 1.78        1.79        2.1         1.6         1.7894          1.18          138          448.8828        2.3898 
R014 1.7         1.9606      1.9606      1.7         1.8126          9.36          37           103.375         6.251 
R021 1.71        1.78        1.78        1.71        1.7342          2.42          5            6.896          -14.529 
R1M  1.85        1.9         1.9         1.83        1.8646          3.75          8            16.3575         6.2411 
R2M  1.85        1.85        1.85        1.85        1.85            ---           1            19.6            9.6 
R3M  1.99        1.99        1.99        1.99        1.99            00.5          1            1              -5 
R6M  2.35        2.35        2.35        2.35        2.35            235           1            4               4 
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三、交易成員分類成交情況
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成員類別                       融入筆數(筆) 融入金額(億元) 占融入總量比例(%) 融出筆數(筆) 融出金額(億元) 占融出總量比例(%) 凈融入/融出(億元)
基金                           31           71.8447        1.8311            41           129.0411       3.2889            (融出)57.1964
國有商業銀行                   16           583.41         14.8693           165          972.4377       24.7844           (融出)389.0277
政策性銀行                     0            ---            ---               41           1049.664       26.7526           (融出)1049.6640
城市商業銀行                   207          1205.258       30.7182           127          394.4247       10.0526           (融入)810.8334
農村信用聯社                   90           273.121        6.961             48           108.635        2.7688            (融入)164.4860
外資銀行                       31           130.674        3.3305            2            1.2            00.0306           (融入)129.4740
信托投資公司                   2            5.1635         0.1316           0            ---            ---               (融入)5.1635
財務公司                       4            5.5            0.1402           0            ---            ---               (融入)5.5000
保險公司                       21           58.0762        1.4802            37           282.535        7.2009            (融出)224.4588
證券公司                       81           259.279        6.6082            1            3.4            00.0867           (融入)255.8790
股份制商業銀行                 38           658.435        16.7814           125          697.2301       17.7702           (融出)38.7951
農商行和合作銀行               122          521.657        13.2954           58           171.657        4.375             (融入)350.0000
社保基金                       6            21.1439        0.5389           4            19.29          00.4916           (融入)1.8539
企業年金                       1            0.0333        0.0008           5            5.6            00.1427           (融出)5.5668
保險公司的保險產品             4            9.1            0.2319           0            ---            ---               (融入)9.1000
其他                           7            117.8          3.0024            6            76             1.937             (融入)41.8000
其他投資產品                   1            1              0.0255           4            8.476          00.216            (融出)7.4760
保險公司的資產管理公司         0            ---            ---               1            4              00.1019           (融出)4.0000
基金公司的特定客戶資產管理業務 3            2.095          0.0534           0            ---            ---               (融入)2.0950
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四、地區融入量前三名
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地區   融入金額(億元) 占融入總金額比例(%) 融出金額(億元) 占融出總金額的比例(%) 凈融入/融出(億元)
北京市 1497.6551      38.1705             2724.6262      69.4422               (融出)1226.9711
廣東省 503.4559       12.8315             361.2691       9.2076                (融入)142.1869
上海市 323.8946       8.2551              270.6448       6.8979                (融入)53.2498
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五、地區融出量前三名
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地區   融出金額(億元) 占融出總金額比例(%) 融入金額(億元) 占融入總金額的比例(%) 凈融入/融出(億元)
北京市 2724.6262      69.4422             1497.6551      38.1705               (融出)1226.9711
廣東省 361.2691       9.2076              503.4559       12.8315               (融入)142.1869
上海市 270.6448       6.8979              323.8946       8.2551                (融入)53.2498
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資料來源: 全國銀行間同業拆借中心

(王敏 編輯)

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