How does the reverse repo of shares work?

Mondo Finance Updated on 2024-01-31

Reverse repo refers to a short-term financial management method in which investors lend idle funds to companies or other investors to obtain fixed interest. The reverse repo party needs to use bonds (treasury bonds or corporate bonds) as collateral to repay the principal and interest at maturity. So, how does the reverse repo work?What should I pay attention to?This article will answer your questions from the following four aspects:

1. Varieties and ** of reverse repurchase

Reverse repurchase is divided into two types: the reverse repurchase of treasury bonds on the Shanghai Stock Exchange and the reverse repurchase of bonds on the Shenzhen Stock Exchange. Generally speaking, starting with 204 is the reverse repurchase of treasury bonds of the Shanghai Stock Exchange, with a minimum of 100,000 yuan per unit and a minimum of 100 unitsBeginning with 131 is the reverse repurchase of bonds of the Shenzhen Stock Exchange, with a minimum of 100 yuan per unit and a minimum of 10 units.

At present, there are 10 maturities of 1 day, 2 days, 3 days, 4 days, 7 days, 14 days, 28 days, 91 days, 182 days and 365 days for the reverse repurchase of treasury bonds on the Shanghai Stock Exchange, and 8 maturities of 1 day, 2 days, 4 days, 7 days, 14 days, 28 days, 91 days and 182 days for the Shenzhen Stock Exchange.

Second, the reverse repurchase of ** and income

The reverse repo is based on an annualized rate of return, and you can view the real-time of different varieties in the software. The income of reverse repo is determined by the transaction amount, annual rate of return and the number of days the funds are actually occupied. The number of days actually occupied by funds refers to the number of days between the second trading day when the funds are occupied and the first trading day on which the funds can be withdrawn, including holidays.

The formula for calculating the income of reverse repurchase is: income = transaction amount annual rate of return 365 days of actual occupation of funds. For example, you are on the SSE 35% annual yield** 1 million yuan of 204001 (1-day treasury bond reverse repo), the actual number of days of capital occupation is 1 day, then your income is: 1000000 35%×1÷365=95.89 yuan.

3. The operation process of reverse repo

The operation method of reverse repurchase is very simple, that is, click sell in the **software, enter reverse repo**and**, the system will automatically pop up the maximum number of sellables, you can modify the quantity according to your own funds, and then select confirm. At maturity, the funds and interest are automatically returned to your account without any action on your part.

The operation time of reverse repurchase is 9:30-11:30 and 13:00-14:57 on each trading day, of which the reverse repurchase of treasury bonds on the Shanghai Stock Exchange can be redeemed at any time before 14:57 on the same day, and the reverse repurchase of bonds on the Shenzhen Stock Exchange does not support early redemption.

4. Risks and techniques of reverse repo

The risk of reverse repo is low because the reverse repo party is directly targeting a third party such as ChinaClear, and if the bond pledgee fails to repay the loan on time, the company will advance the funds and then pursue the financier through fines and disposal of the pledged bonds. The skill of reverse repo is to choose the right variety and timing according to the changes in market interest rates and the level of capital demandWhen the demand for funds is high, the reverse repo yield will also be higher.

In short, reverse repo is a simple, safe and flexible short-term financial management method, suitable for investors with more idle funds. As long as you have a good grasp of the varieties, operations and risks of reverse repo, you can get stable income when you are in a downturn.

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