Home > Data > Settlement Market Data > RT Market of Pledged Repo Settlement
RT Market of Pledged Repo Settlement
Time:09/29/2020 19:30:09
Repo term Early average interest rate(%) Initial interest rate(%) Highest interest rate(%) Lowest interest rate(%) Ending interest rate(%) Price limit(%) Current avarage interest rate Principal amount
(10,000 yuan)
Par value
(10,000 yuan)
Capital amount
(10,000 yuan)
Settlement nunmbers Average Delivery amount(10,000 yuan/number)
(10,000 yuan)
Repo 232,706,406.09 232,738,450 220,842,838.66 5,575 41,746.81
R01D 0.631 1.000 7.500 0.550 1.010 47.660 0.932 132,344,695.40 132,357,400 126,555,633.80 2,846 46,506.47
R02D 1.165 --- --- --- --- --- --- --- --- --- --- ---
R03D --- --- --- --- --- --- --- --- --- --- --- ---
R07D --- --- --- --- --- --- --- --- --- --- --- ---
R14D 3.232 4.200 7.000 1.500 4.800 4.084 3.364 94,332,869.18 94,352,060 88,771,625.66 2,462 38,323.34
R21D 3.637 3.100 15.000 2.850 4.700 4.524 3.801 4,077,841.50 4,077,990 3,731,691.90 216 18,879.58
R01M 2.721 2.950 4.500 1.700 3.200 -2.519 2.652 1,368,280.00 1,368,280 1,246,257.30 39 35,084.10
R02M 3.196 2.000 2.900 2.000 2.100 -33.392 2.129 522,120.00 522,120 480,680.00 8 65,265.00
R03M 2.850 2.000 2.950 2.000 2.950 -18.910 2.311 15,270.00 15,270 14,950.00 2 7,635.00
R04M --- 2.000 2.000 2.000 2.000 --- 2.000 12,330.00 12,330 12,000.00 1 12,330.00
R06M --- 3.300 3.300 3.300 3.300 --- 3.300 33,000.00 33,000 30,000.00 1 33,000.00
R09M --- --- --- --- --- --- --- --- --- --- --- ---
R01Y --- --- --- --- --- --- --- --- --- --- --- ---
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