(China Knowledge) - On Oct 26, the
settlement of cash bonds down 5.38% from
its previous trading day to RMB 334.76 billion and the settlement of bond lending down 24.67% to RMB 10.93 billion, according to China Central Depository
& Clearing Co., Ltd.
The benchmark weighted-average overnight repo
rate down 8.4 bps to 2.359%, and the
7-day repo up 14.9 bps to 2.768%. The
overnight Shanghai Interbank Offered Rate (SHIBOR) up 1.0 bp to 2.248%, and the
7-day SHIBOR up 0.50 bp to 2.4090%.
The yield on 1Y Treasury bonds down 1.00 bps to 2.18% while that on 3Y down 1.51 bps to 2.34%. The yield on
7Y and 10Y treasury bonds up 1.21 bps and 2.64 bps to 2.65% and 2.72%, respectively.
The yield on 5Y down 0.34 bp to 2.46%.
On the policy bank bonds front, the yield on 1Y policy bank bonds (CDB) up
1.30 bps to 2.41%. The yield on 5Y up 2.81 bps to 2.97%, and the yield curve
(10Y) up 1.63 bps to 3.10%.
In addition, the yields on 1Y policy bank bonds (Exim Bank) up 2.05 bps
to 2.47%, while the yields on 5Y and 10Y reached 2.99% and 3.14%, respectively.
The yield on 1Y corporate bonds (AAA-rated) reached 2.88%, while that on
the 10Y debenture was 3.37%.
Bond code 160210, 160419 and 150218 were the top three actively traded
bonds, with a trading volume of RMB 38.46 billion, RMB 19.91 billion and RMB 17.60
The top three performers by debt type were policy financial bonds, CDs
and treasuries with trading
volume of RMB 233.68 billion, RMB 137.58 billion and RMB 58.54 billion,
representing 41.27%, 24.30%, and 10.34% of the total cash bond trading volume, respectively.
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