ChinaBond com.cn--Chart of Collateral Repo Average Rate Curve
Daily Average Rate 3month MA Rate 6month MA Rate 12month MA Rate
R07D
Revised R07D(2.5%)
Revised R07D(5%)
Revised R07D(10%)

 Amendment Rate: 2.5% 5% 10%   Year Month Day ——> Year Month Day     

                        List of Collateral Repo Average Rate Curve         20200828-->20200928(50%)
Date R07D AmendmentR07D
R07D Average Rate of 3-Month Average Rate of 6-Month Average Rate of 12-Month Average Rate of 12-Month R07D Average Rate of 3-Month Average Rate of 6-Month Average Rate of 12-Month
20200927 --- 2.285 2.009 2.224 --- 2.285 2.009 2.224
20200925 1.912 2.285 2.005 2.223 1.914 2.285 2.005 2.223
20200924 2.108 2.284 2.001 2.226 2.072 2.283 2.001 2.226
20200923 2.253 2.286 1.998 2.229 2.255 2.286 1.998 2.229
20200922 2.841 2.285 1.996 2.229 2.856 2.285 1.996 2.229
20200921 2.677 2.277 1.989 2.226 2.684 2.277 1.989 2.226
20200918 2.516 2.267 1.978 2.232 2.513 2.267 1.978 2.232
20200917 2.345 2.260 1.974 2.233 2.328 2.260 1.973 2.233
20200916 2.239 2.254 1.971 2.235 2.233 2.254 1.971 2.234
20200915 2.226 2.248 1.969 2.234 2.224 2.248 1.969 2.234
20200914 2.213 2.249 1.967 2.235 2.209 2.249 1.967 2.235
20200911 2.171 2.240 1.971 2.237 2.164 2.240 1.971 2.237
20200910 2.157 2.238 1.972 2.240 2.160 2.238 1.972 2.240
20200909 2.259 2.234 1.971 2.242 2.256 2.234 1.971 2.242
20200908 2.297 2.229 1.968 2.242 2.286 2.228 1.968 2.242
20200907 2.294 2.227 1.966 2.242 2.288 2.227 1.966 2.242
20200904 2.302 2.217 1.965 2.247 2.298 2.217 1.965 2.247
20200903 2.279 2.212 1.965 2.249 2.278 2.212 1.965 2.249
20200902 2.329 2.200 1.964 2.251 2.326 2.200 1.964 2.251
20200901 2.341 2.190 1.961 2.250 2.339 2.190 1.961 2.250
20200831 2.468 2.188 1.958 2.250 2.470 2.188 1.958 2.250
20200828 2.423 2.185 1.958 2.256 2.433 2.185 1.958 2.256

Copyright ©1998-2020. CHINA CENTRAL DEPOSITORY & CLEARING CO., LTD. 京ICP证030355号
Address: No.10, Finance Street, Xicheng District, Beijing, P.R.C Zip Code: 100033 Web Editor: 86-10-88170634 88170619