OMO return to neutral hedge funds will continue to ease

On Tuesday (July 25), the central bank launched a reverse repurchase operation of 140 billion yuan in the open market. As a result of yesterday's 140 billion yuan reverse repurchase expired, the move was equalized, after the central bank implemented net delivery for 6 consecutive days. . At the same time, although the funds in the interbank market have improved slightly, the overall situation has continued to be tight, with the main term interest rate rising most.

Market participants pointed out that in the case of liquidity is still tight, the central bank's open market operations (OMO) to achieve neutral hedging, indicating that monetary policy remains "not loose." At present, the pressure on the maturity of funds before the end of the month is still not small. The superimposed payment and the end of the month factors will keep the capital fabrics in a tight balance. However, with the support of the central bank for “replenishment of water” and the impact of tax payment, with the increasing demand across the moon, If it is satisfied, the overall pressure on the fund will continue to ease, and it is expected that liquidity will see a more significant improvement after the month.

OMO returns to neutral hedging

The central bank announced on the morning of 25th that it had carried out a reverse repurchase operation of 140 billion yuan by means of interest rate bidding, including 100 billion yuan for 7 days and 40 billion yuan for 14 days. The winning bid rates were 2.4% and 2.6%, respectively. Operate on the previous day.

On the previous day, the central bank launched a reverse repurchase operation of 350 billion yuan. The transaction volume reached a new high after the Spring Festival. The net investment of 81.5 billion yuan per day was the sixth consecutive day.

Under the care of the central bank's continued liquidity, there is a sign of slow improvement in the margin of funds, but the overall situation has not yet been relaxed. According to traders, there was a lot of demand for funds across the moon yesterday. However, the bank did not contribute much. The prices of non-bank institutions were generally high. Some small and medium-sized banks and non-bank institutions are still structurally tense.

Yesterday, Shibor closed mixed, with Shibor rising 0.67 basis points to 2.7147% overnight; 7 days Shibor rose 0.4 basis points to 2.8490%; 1 month Shibor fell 0.95 basis points to 3.9205%; 3 months Shibor fell 0.1 basis points, Reported 4.2540%.

In the inter-bank pledged repo market (deposit institutions), the main term interest rate is also mostly up. The overnight weighted interest rate rose about 2BP to 2.742%; the indicator 7-day weighted interest rate rose about 3BP to 2.8199%; the 14-day weighted interest rate fell about 1BP to 4.0732%, indicating that the market is expected to improve liquidity after the month.

Funds will continue to balance

Analysts pointed out that although short-term liquidity is still tight, the open market operations have returned to neutral hedging, indicating that the central bank's monetary policy has not changed its attitude of “not tight”. In the short-term, the pressure on the maturity of funds before the end of the month is not small, and the impact of the end of the month will increase the balance of funds. However, with the support of the central bank's continued “replenishment of water” and the impact of tax payment, the margin of funds showed signs of slow improvement. After entering August, the liquidity will be further improved.

The data shows that from July 26 to 31, the central bank's open market still has an inverse repurchase of 510 billion yuan, and the single-day maturity scale is 130 billion yuan, 40 billion yuan, 100 billion yuan, and 240 billion yuan.

Haitong Securities 600837, clinics shares Jiang Chao pointed out that last week of July the open market there are still about 700 billion yuan maturity, the tightness of funds mainly to see the central bank is expected to last as tax and other factors, capital will be mitigated, but the interest rate the central difficult Significant decline, the R007 center is expected to remain at around 3.3%.

Shenwan Hong source 000166, diagnosis of the Securities chief fixed income analyst SOUTH believe that the recent central bank devoted to the short side, designed to maintain the basic stability of the financial side, a willingness to maintain domestic financial inter-bank liquidity and overall financial institutions. As the short-term disturbances dissipate, it is expected that the funding will continue to improve and will also bring room for the downside of short-term interest rates.

Huachuang Securities believes that there are indications that the central bank’s attitude of maintaining a tight balance of funds is stronger than before, and the implementation effect is better than before. Under the premise of holding the bottom line without systemic risks, the central bank will maintain tight funding. The pattern of the price center is unchanged.

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