Daily Settlement Review(30/6/2020)

Table 1Overview of Daily Settlement in Interbank Bond Market

 

Sum

Spot

Outright Repo

Pledged Repo

Forward

Bond Lending

Number of Settlements

13938

8195

124

5450

0

169

Settlement Volume(100 million RMB)

27467.82

5452.72

183.79

21562.05

0

269.26

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

-19.78%

18.11%

11.04%

-25.51%

-

-47.54%

 

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

1435.61

Municipal Bonds

113

469.52

Policy Bank Bonds

133

3131.67

Central Bank Bills

0

0.00

Commercial Bank Bonds

34

51.00

Corporate Bonds

53

54.35

Commercial Papers

0

0.00

SME Collective Notes

0

0.00

Medium-term Notes

3

4.20

Asset-backed Securities

8

10.96

Commercial Papers issued by Securities Companies

0

0.00

Non-bank Financial Institution Bonds

7

7.05

International Institution Bonds

0

0.00

Others

41

288.36

Sum

476

5452.72

 

Table 3Daily Repo Rate Review

 

R01D

R02D

R03D

R07D

R14D

R21D

Weighted Average Rate(%)

2.074%

2.628%

2.476%

2.937%

2.797%

2.186%

Day-on-day Change(BP)

104.3

10.7

0.3

28.5

17.9

-7.4

 

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

5.33

64.51

0700004

0.06

0

0700006

0.1

4.5

100024

39.6

50

100031

0

28.66

100034

0.15

0

100041

0.08

0

110002

1.25

0

110008

0

0

110015

0

0

1905218

2.09

146.96

1905226

6.52

2.16

1905232

36.3

66.5

1905285

10.18

10.51

1905333

0.02

24.94

2000001

862.74

699.61

2000002

618.31

142.39

200001

4.05

8.03

200002

0

50

200003

1.04

127.61

110019

0

0

110024

0

0

120004

0

0

120009

0

0

120015

0

0

120021

0.1

0

130005

0

0

130011

0

0

130015

5.75

104

130018

0.01

0

130020

1.12

0.1

140003

0.01

0

140005

0.01

0

140006

0

0

140012

0

0.1

140013

0

0

140021

0

0

140024

0.1

0

140029

0.1

5

150002

0

0

150005

0

0

150007

0

0

150014

0

0

150016

0

0

150019

4.03

0

150023

0

0

150026

0

1.07

150412

0

0

160002

114.19

0

160004

0

0

160006

0

0

160007

0

5

160010

0

0

160014

0

2.5

160015

0

0

160017

0

0.54

160020

0

0

160021

0

0

160023

0

2.1

160025

0.05

0.51

1700003

0

0

170001

0

0

170004

0

0.01

170006

0

0

170007

0.01

0.25

170010

97.58

97.58

170013

0

0

170014

0

0

170016

123.46

0

170018

0.4

0

170020

0

5

170021

0

0

170023

0.01

0

170025

1

1

170027

0

0

1702003

15.08

34.9

170209

299.4

716.14

170309

0

0

170310

1.13

0.08

170409

1

0

170411

2011.51

1.05

170412

0

0

180001

0

0

180002

0

0

180004

1.5

0

180005

0

0

180007

503.77

50

180009

0

0.01

180011

0.5

0

180013

0

0

180014

1.17

0

180016

0.2

0

180019

0

11.11

180020

0

0.01

180021

50

0

180023

189.02

0.07

180027

13.83

0.01

180028

0

0.03

180203

0

11.53

180204

420

9.22

180206

106.35

9.55

180208

0.07

270.59

180210

21.18

2.04

180211

2610.51

322.35

180212

10.55

1108.92

180214

1

0.3

180313

0

0

180406

16.41

31.81

180408

522.3

2.22

180409

3

0

180412

0

0

190003

0

0.1

190004

200.21

0.11

190006

30.77

5.47

190007

0

0

190011

0

1.25

190012

25.02

170.21

190013

274.33

159.12

190015

0

3

190016

0.02

5.99

1902001

19.51

195.79

190202

31.01

494.85

190203

0.15

261.54

190204

0.4

4.62

190205

101.15

45.01

190207

19.83

166.2

190208

61.28

557.32

190209

21.24

823.2

190210

15.24

35.46

190211

58.12

191.58

190212

0.02

3.11

190214

24.51

2748.07

190215

371.34

213.34

190303

0

0

190305

0

4.77

190306

0

6.21

190310

1

0

190403

10

0

190409

0

0

1905075

0

22.54

1905089

0

3

1905111

0.03

62.22

1905119

0

36.51

1905121

0.82

40.46

1905131

0.5

3.7

1905155

0.03

60.02

1905198

0

44

200005

30.33

118.9

200006

31.83

5.86

200008

31.36

5.89

200201

1009.2

3886.21

200202

191.61

13482.47

200203

1683.77

4313.55

200204

61.4

447.7

200205

231.12

697.78

200206

2268.07

9086.42

200211

2742.63

4510.04

2002120

934.96

1475.11

200310

16.82

4.31

 

 

 

 

Author:Depository and Settlement Department of Opertion Center     Publish on :06/30/2020 17:23
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