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The 7-day Fixing Depository-Institutions Repo Rate (FDR007) is a benchmark rate indicating the average cost for banking institutions to raise funds for a 7-day term. Like FDR001, it is calculated using transactions with high-quality collateral and serves as a key indicator for week-long funding within China's banking system. An IRS CNY vs 7-day Fixing Depository-Institutions Repo Rate is a derivative financial instrument involving the exchange of interest rate streams. One party makes payments at a fixed rate, while the other pays a floating rate linked to FDR007. This contract allows market participants to lock in the cost of their weekly funding for a future period.
Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(84361, date)
Cbonds add-in| Index | Current value | Date |
|---|---|---|
| IRS CNY 1M vs 7-day Fixing Depository-Institutions Repo Rate mid | 1.55 % | 04/08/2026 |
| IRS CNY 3M vs 7-day Fixing Depository-Institutions Repo Rate mid | 1.65 % | 04/08/2026 |
| IRS CNY 6M vs 7-day Fixing Depository-Institutions Repo Rate mid | 1.625 % | 04/08/2026 |
| IRS CNY 9M vs 7-day Fixing Depository-Institutions Repo Rate mid | 1.625 % | 04/08/2026 |
| IRS CNY 1Y vs 7-day Fixing Depository-Institutions Repo Rate mid | 1.305 % | 04/08/2026 |
| IRS CNY 2Y vs 7-day Fixing Depository-Institutions Repo Rate mid | 1.305 % | 04/08/2026 |
| IRS CNY 3Y vs 7-day Fixing Depository-Institutions Repo Rate mid | 1.305 % | 04/08/2026 |
| IRS CNY 4Y vs 7-day Fixing Depository-Institutions Repo Rate mid | 1.305 % | 04/08/2026 |
| IRS CNY 5Y vs 7-day Fixing Depository-Institutions Repo Rate mid | 1.6 % | 04/08/2026 |
| IRS CNY 7Y vs 7-day Fixing Depository-Institutions Repo Rate mid | 1.795 % | 04/08/2026 |
| IRS CNY 10Y vs 7-day Fixing Depository-Institutions Repo Rate mid | 1.62 % | 04/08/2026 |
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