Daily Settlement Review(29/6/2020)

Table 1Overview of Daily Settlement in Interbank Bond Market

 

Sum

Spot

Outright Repo

Pledged Repo

Forward

Bond Lending

Number of Settlements

13087

6629

78

6160

0

220

Settlement Volume(100 million RMB)

33926.81

4606.81

165.51

28643.09

0

511.40

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

54.70%

95.52%

97.74%

52.21%

-

-24.01%

 

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

70

1201.06

Municipal Bonds

72

348.21

Policy Bank Bonds

142

2806.81

Central Bank Bills

0

0.00

Commercial Bank Bonds

33

70.70

Corporate Bonds

63

81.60

Commercial Papers

0

0.00

SME Collective Notes

0

0.00

Medium-term Notes

1

0.20

Asset-backed Securities

3

3.80

Commercial Papers issued by Securities Companies

0

0.00

Non-bank Financial Institution Bonds

6

10.50

International Institution Bonds

0

0.00

Others

46

83.93

Sum

436

4606.81

 

Table 3Daily Repo Rate Review

 

R01D

R02D

R03D

R07D

R14D

R21D

Weighted Average Rate(%)

1.031%

2.543%

2.507%

2.651%

2.549%

2.260%

Day-on-day Change(BP)

-2.5

141.2

31.8

43.5

29.7

-21.0

 

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)

200001

2.71

0.45

200002

134.69

0

200003

0.01

5.01

200005

46.92

52.74

200006

27.28

4.77

0700002

0.05

0

0700004

0

0

0700006

0

0.07

100024

9.95

0

100031

39.71

31.3

100034

3

0

100041

1.39

0

110002

0

4

110008

0

0

110015

0

0

110019

0

0

110024

0

0

120004

0

0

120009

0

0

120015

0

0

120021

0

0

130005

0

0

130011

0

0

130015

0.49

0

130018

0

0

130020

0

0

140003

0

0

140005

0

0

140006

0

0

140012

0

0

140013

0

0

140021

0

0

140024

0

0

140029

0

0

150002

0

0

150005

0

0

150007

0

0

150014

0

0

150016

0

0

150019

0

0

150023

0

0

150026

0

0.4

150412

0

0

160002

1

0

160004

0

2.2

160006

0

0

160007

0

0

160010

0

0.95

160014

0

0

160015

0

0

160017

0

0.12

160020

0

0

160021

0

0

160023

2

0.04

160025

0

0

1700003

0

0

170001

0

0

170004

0

0.01

170006

0

0

170007

0

0

170010

0

0

170013

0

0

170014

0

0

170016

0.56

0

170018

0

0.1

170020

0

0

170021

0

0

170023

0.5

0

170025

1.01

0

170027

0

0

1702003

324.8

76.6

170209

77.15

113.83

170309

0

0

170310

0.05

403

170409

0

0

170411

412.01

0

170412

0

0

180001

0

0

180002

0

0

180004

0

0

180005

0

0

180007

15.89

50

180009

2

0.1

180011

0

0.1

180013

0

0.1

180014

313.99

0.1

180016

0

0.09

180019

1

0

180020

0

0

180021

0

0

180023

0

0.9

180027

9.15

0

180028

0

0

180203

90.44

6.56

180204

14.56

0

180206

20.78

14

180208

0.01

38.56

180210

104.96

1.02

180211

10.03

39.29

180212

983.41

676.98

180214

2.41

0

180313

0

0

180406

46.16

39.47

180408

1

24.81

180409

0

0

180412

0

0

190003

0

0

190004

0

0

190006

0

38.47

190007

0

0.3

190011

0

1.5

190012

36.78

17.45

190013

14.48

21.12

190015

0

4.63

190016

0

8.85

1902001

0

10.02

190202

104.6

148.4

190203

0.19

203.81

190204

49.4

0.02

190205

131.2

160.8

190207

0.02

284.92

190208

7.15

561.99

190209

9.11

641.42

190210

10

1.53

190211

465.38

424.34

190212

0

69.76

190214

90.04

2573.12

190215

0

96.18

190303

0

0

190305

0

0

190306

0

6.64

190310

0

0.02

190403

0

0

190409

0

0

1905075

0

11.86

1905089

0

1.51

1905111

0

1.7

1905119

0

42.42

1905121

0.75

0.1

1905131

0

30.51

1905155

0

2

1905198

0

23

1905218

10.82

328.5

1905226

0

354.41

1905232

0.01

11.51

1905285

0.37

5.7

1905333

0.06

20.28

2000001

779.18

553.21

2000002

493.46

11.86

200008

41.48

4.68

200201

1024.12

708.11

200202

46.26

1593.06

200203

261.57

2713.94

200204

41.61

2654.03

200205

111.95

1142.02

200206

4344.32

3457.03

200211

1621

7303.37

2002120

208.01

2119.96

200310

21.29

0.05

 

 

 

 

Author:Depository and Settlement Department of Opertion Center     Publish on :06/29/2020 17:14
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