Daily Settlement Review(23/6/2020)

Table 1Overview of Daily Settlement in Interbank Bond Market

 

Sum

Spot

Outright Repo

Pledged Repo

Forward

Bond Lending

Number of Settlements

16193

9001

124

6826

0

242

Settlement Volume(100 million RMB)

38976.27

7773.19

333.23

30255.57

0

614.28

Day-on-day Change in Settlement Volume(%)

-6.64%

-5.16%

9.75%

-7.13%

-

-8.65%

 

Table 2Daily Settlement Review of Spot Transactions in Interbank Bond Market(By Bond Type)

 

Number of Settled Bonds

Settlement Volume(100 million RMB)

Treasury Bonds

79

2074.73

Municipal Bonds

102

767.28

Policy Bank Bonds

131

4736.29

Central Bank Bills

0

0.00

Commercial Bank Bonds

34

52.81

Corporate Bonds

69

49.61

Commercial Papers

0

0.00

SME Collective Notes

0

0.00

Medium-term Notes

2

1.10

Asset-backed Securities

4

3.87

Commercial Papers issued by Securities Companies

0

0.00

Non-bank Financial Institution Bonds

4

6.80

International Institution Bonds

0

0.00

Others

40

80.71

Sum

465

7773.19

 

Table 3Daily Repo Rate Review

 

R01D

R02D

R03D

R07D

R14D

R21D

Weighted Average Rate(%)

1.972%

-

-

2.264%

2.974%

2.194%

Day-on-day Change(BP)

-19.0

-

-

5.8

18.7

-23.4

 

Table 4Settlement Review of OTC Treasury Bonds Transactions on the Previous Day

Bond Code

Purchase Volume(10 thousand RMB)

Sales Volume(10 thousand RMB)

Bond Code

Purchase Volume(10 thousand RMB)

Sales Volume(10 thousand RMB)

0700002

18.29

10.63

0700004

1.7

3

0700006

0.97

0

100024

11.76

5.1

100031

10

10

100034

0.02

0

100041

1.84

0

110002

0.01

0

110008

0

0

110015

0

0

110019

0

0

110024

0

0

120004

0.01

0

120009

0

0

120015

0

0

120021

0.01

0

130005

0

0

130011

0

0.02

130015

49.77

0.01

130018

0.06

0

130020

0

0

140003

0

0

140005

0

0

140006

0.01

0

140012

0

0

140013

0

0

140021

0

3

140024

0

0

140029

0

0.01

150002

0

2

150005

0

0

150007

0

0

150014

0

0

150016

0

0

150019

5.01

9.72

150023

0

0

150026

0

0

150412

0

0

160002

0

0

160004

0.01

19.5

160006

0

0

160007

0

0

160010

0.4

0

160014

0

0

160015

0

5

160017

0

2.5

160020

0

0

160021

0

0

160023

0.01

1.02

160025

0

1

1700003

0

0

170001

0

0

170004

0

0

170006

0

0

170007

0

2.5

170010

0

26.1

170013

0

18.88

170014

0

0

170016

2.71

0.01

170018

0

60

170020

0

0

170021

0

0

170023

0

0

170025

0

0

170027

0

0

1702003

303.05

0

170209

11.18

13.55

170309

0

0

170310

0.09

0

170409

0

0

170411

2.19

1004.17

170412

0

0

180001

0

0

180002

0

0

180004

10.2

0.01

180005

0

0

180007

0

0

180009

0

0

180011

1010.44

0

180013

0

0

180014

0

0

180016

0

0

180019

0

7.9

180020

0.01

0

180021

0

0.04

180023

0

0.01

180027

112.62

0

180028

0

0

180203

33.49

2.63

180204

0.9

37.6

180206

7.76

49

180208

0.1

523.21

180210

46.06

6.16

180211

0.61

193.39

180212

0.29

181.91

180214

1.24

13.37

180313

0

0

180406

15.27

50.25

180408

1.15

49.24

180409

0

0

180412

0.5

0

190003

0.01

5

190004

0.04

0.04

190006

23

778.38

190007

0

5

190011

0.01

6.02

190012

582.66

99.75

190013

0.9

3.33

190015

0.01

28.04

190016

0

24.51

1902001

34.91

115.12

190202

14.62

116.9

190203

1.02

93.55

190204

4.5

11.88

190205

164.13

16.45

190207

2.46

136.82

190208

1077.2

96.55

190209

59.75

192.23

190210

25.27

0.52

190211

2080.1

93.36

190212

1.02

1.25

190214

161.26

103.36

190215

1.51

226.11

190303

0

0

190305

0

0

190306

8.8

1.38

190310

0

0

190403

0

0

190409

0

0

1905075

1

2.29

1905089

0

1.13

1905111

0.05

1.6

1905119

0.5

31.53

1905121

1.09

11.84

1905131

0

0.03

1905155

0.1

15.31

1905198

0.19

45.3

1905218

30.45

496.53

1905226

131.5

13.01

1905232

13.35

66.01

1905285

1.54

1.45

1905333

0.13

17.73

2000001

0

0

2000002

0

0

200001

989.49

8.02

200002

1

0

200003

6.32

0.14

200005

68.47

3.04

200006

15.41

10.85

200008

88.51

312.49

200201

2812.68

2073.66

200202

2920.42

5719.48

200203

937.18

2813.53

200204

60.53

388.88

200205

80.93

861.63

200206

38536.08

4588.7

200211

27640.19

5722.37

2002120

13872.23

4731.25

200310

14.1

1.02

 

 

 

 

Author:Depository and Settlement Department of Opertion Center     Publish on :06/23/2020 17:38
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