Daily Settlement Review(27/7/2020)

Table 1Overview of Daily Settlement in Interbank Bond Market

 

Sum

Spot

Outright Repo

Pledged Repo

Forward

Bond Lending

Number of Settlements

17212

9699

152

7131

0

230

Settlement Volume(100 million RMB)

39400.14

6937.96

341.01

31842.42

0

278.75

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

-5.16%

-13.73%

-6.95%

-3.11%

-

3.51%

 

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

91

1958.07

Municipal Bonds

89

897.91

Policy Bank Bonds

129

3879.72

Central Bank Bills

0

0.00

Commercial Bank Bonds

17

37.40

Corporate Bonds

57

42.85

Commercial Papers

0

0.00

SME Collective Notes

0

0.00

Medium-term Notes

0

0.00

Asset-backed Securities

4

22.30

Commercial Papers issued by Securities Companies

0

0.00

Non-bank Financial Institution Bonds

3

1.02

International Institution Bonds

0

0.00

Others

23

98.70

Sum

413

6937.96

 

Table 3Daily Repo Rate Review

 

R01D

R02D

R03D

R07D

R14D

R21D

Weighted Average Rate(%)

2.007%

2.181%

2.093%

2.375%

2.487%

2.116%

Day-on-day Change(BP)

-

-

23.5

27.4

10.4

-37.4

 

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)

1905075

0

0.04

1905089

0

0.6

1905111

0.13

0.6

1905119

0

649.12

1905121

0.03

1016.34

1905131

0

70.32

1905155

0.1

20.41

1905198

0

5.01

1905218

2.56

676.15

1905226

0

0

1905232

0.3

1

1905285

0.01

413.96

1905333

0.22

78.06

2000001

970.56

157.04

2000002

108.16

26.64

2000003

60.58

0.73

2000004

929.54

0.01

200001

23.05

15.5

200002

0

0

200003

1.04

0

0700002

50.11

3

0700004

0

0

0700006

200.66

0

100024

4.38

0

100031

3.8

0

100034

0

0

100041

0

0

110002

10

0

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

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

10.5

140029

0

0

150002

0

0

150005

0

0

150007

0

0

150014

0

20

150016

0

0

150019

1.88

0

150023

0

0

150026

0

0

150412

0

0

160002

0

0

160004

0

5

160006

0

0

160007

0.04

0.01

160010

0.1

20

160014

0

0

160015

0

0

160017

0.7

0

160020

0

0

160021

0

0

160023

0.1

0

160025

0

0

1700003

0

0

170001

0

0

170004

0

0.01

170006

0

0.01

170007

0

0

170010

0

0

170013

0

0

170014

0

0

170018

0

0

170020

0

0

170021

0

0

170023

2

0

170025

0

0

170027

0

0

1702003

416.65

1.89

170209

1014.9

4.9

170309

0

0

170310

44.04

0

170409

0

0

170411

169.07

1.15

170412

0

0

180001

0

0

180002

0

0

180004

0.21

0

180005

0

0

180007

0

0

180009

0

0

180011

0.01

0

180013

0

0.1

180014

0

0

180016

0

0

180019

11.91

0

180020

0

0

180021

0

0.01

180023

0

0

180027

2

54.3

180028

1330.23

1050.76

180203

0.5

57.44

180204

9.44

70.15

180206

60.34

90.14

180208

4.01

64.46

180210

111.48

21.25

180211

1.1

503.42

180212

1.66

18.13

180214

4.78

1.9

180313

0

0

180406

46.52

12.94

180408

1.1

0.1

180409

0

3.74

180412

0

0

190003

0

0

190004

0

100

190006

483.71

0

190007

50

0

190011

0

0.01

190012

1086.41

179.84

190013

104

173.39

190015

1278.09

82.8

190016

582.56

133.3

1902001

19.52

240.83

190202

0.21

92.36

190203

700.02

1668.48

190204

0

33.67

190205

685.4

73.23

190207

12.58

71.35

190208

100.31

666.05

190209

171.48

153.01

190210

11.95

37.52

190211

1202.55

344.85

190212

10

493.03

190214

0.06

184.12

190215

2452.31

21.61

190303

0

0

190305

0

0

190306

0

0

190310

0

0.05

190403

0

0

190409

0.02

0

200005

21.97

89.07

200006

247.69

3.01

200008

562.63

21.9

200009

48.24

26.4

200010

62.58

2.08

200201

4281.85

2843.06

200202

484.69

1700.22

200203

726.78

1651.03

200204

1039.13

287.02

200205

2822.24

318.02

200206

751

651.9

200208

319.48

134.39

200209

37.37

162.37

200210

9102.85

5.32

200211

1536.25

3218.93

200212

14.32

218.52

2002120

2221.49

265.62

200310

23.89

0.82

 

 

 

 

Author:Depository and Settlement Department of Opertion Center     Publish on :07/27/2020 17:48
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