2023年10月銀行間債券市場境外業務運行情況
截至2023年10月底,以法人為統計口徑,541境外機構投資者通過結算代理模式入市,本月新增2家;814家境外機構投資者通過債券通模式入市,本月新增2家。
By the end of October 2023, in terms of incorporated entities, 541 overseas investors have registered through CIBM Direct scheme, adding 2 new entities over last month. 814 overseas investors through Bond Connect scheme, adding 2 new entities over last month.
截至10月底境外機構入市情況
(Registered number of overseas investors by the end of October)
10月,境外機構投資者共達成現券交易11705億元1,同比增加29%、環比減少7%,交易量占同期現券市場總成交量的約5%。10月,境外機構投資者買入債券6882億元,賣出債券4823億元,淨買入2058億元。其中,通過結算代理模式達成4274億元(代理交易4102億元、直接交易172億元),淨買入1594億元;通過債券通模式達成7431億元,淨買入464億元。
In October, the cash bond trading turnover of overseas investors amounted to 1170.5 billion yuan1, with increase of 29% YoY and decrease 7% MoM. This amount represented about 5% of the total turnover for interbank cash bond market of the same month. The total monthly figure comprised 688.2 billion yuan of bond purchase and 482.3 billion yuan of bond sell, giving a net purchase of 205.8 billion yuan. The turnover reached 427.4 billion yuan for CIBM Direct (410.2 billion yuan through agent trade and 17.2 billion yuan through Direct-RFQ service) with net purchase of 159.4 billion yuan, and 743.1 billion yuan for Bond Connect with net purchase of 46.4 billion yuan.
10月,境外機構投資者在延長時段共成交1260億元,占同期境外機構交易量的約11%。
In October, overseas investors traded 126.0 billion yuan during extended trading hours, which accounted for 11% of the total turnover of overseas investors.
10月境外機構投資債券類型分佈
(Bond Type)
10月境外機構投資債券待償期分佈
(Bond Tenor)
10月境外機構現券交易結算週期分佈
(Settlement Cycle)
由於進位原因,各項數字加總或與總計數字略有出入。
Due to rounding, some totals may not correspond with the sum of the separate figures.
南向通方面,10月境內機構持續投資交易境外債券,主要為離岸人民幣債、美元債等。
In October, onshore investors mainly traded CNH bonds, USD bonds and others through Southbound Bond Connect.
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