Central Bank: In July 2026, the interbank RMB derivatives market turnover was 6.7 trillion yuan, an increase of 5.0% over the previous year. At the end of July 2026, the 1-year FR007 swap rate closed at 1.44%, up 2 basis points from month to month. In July 2026, the treasury bond futures market turnover was 8.3 trillion yuan, a year-on-year decrease of 2.5%. At the end of July 2026, treasury bond futures holdings were 995,000 lots, an increase of 43.9% over the previous year; the closing price of the main 10-year treasury bond futures contract was 109.4 yuan, up 0.6% from the previous month.

Zhitongcaijing · 1d ago
Central Bank: In July 2026, the interbank RMB derivatives market turnover was 6.7 trillion yuan, an increase of 5.0% over the previous year. At the end of July 2026, the 1-year FR007 swap rate closed at 1.44%, up 2 basis points from month to month. In July 2026, the treasury bond futures market turnover was 8.3 trillion yuan, a year-on-year decrease of 2.5%. At the end of July 2026, treasury bond futures holdings were 995,000 lots, an increase of 43.9% over the previous year; the closing price of the main 10-year treasury bond futures contract was 109.4 yuan, up 0.6% from the previous month.