Daily Settlement Review(24/6/2020)

Table 1Overview of Daily Settlement in Interbank Bond Market

 

Sum

Spot

Outright Repo

Pledged Repo

Forward

Bond Lending

Number of Settlements

18801

11747

101

6685

0

268

Settlement Volume(100 million RMB)

36415.32

7992.57

231.28

27308.91

0

882.56

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

-11.23%

-2.21%

-31.38%

-14.33%

-

38.64%

 

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

84

2286.60

Municipal Bonds

100

757.14

Policy Bank Bonds

146

4738.02

Central Bank Bills

0

0.00

Commercial Bank Bonds

34

50.80

Corporate Bonds

58

50.82

Commercial Papers

0

0.00

SME Collective Notes

0

0.00

Medium-term Notes

1

0.60

Asset-backed Securities

1

1.18

Commercial Papers issued by Securities Companies

0

0.00

Non-bank Financial Institution Bonds

6

6.80

International Institution Bonds

0

0.00

Others

46

100.61

Sum

476

7992.57

 

Table 3Daily Repo Rate Review

 

R01D

R02D

R03D

R07D

R14D

R21D

Weighted Average Rate(%)

-

-

-

1.847%

3.005%

2.086%

Day-on-day Change(BP)

-

-

-

-41.7

4.2

-12.2

 

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)

190003

0.22

0

190011

0.01

0.01

190202

0.11

229.64

190207

26.14

164.69

190208

625.76

217.13

190305

0

0

1905119

0

2.31

1905121

0.11

0.11

2000001

2015.54

4279.72

2000002

784.01

601.26

200202

2826.92

2702.99

200203

1905.7

2164.97

 

Author:Depository and Settlement Department of Opertion Center     Publish on :06/24/2020 17:50
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