Daily Settlement Review(28/7/2020)

Table 1Overview of Daily Settlement in Interbank Bond Market

 

Sum

Spot

Outright Repo

Pledged Repo

Forward

Bond Lending

Number of Settlements

12750

6475

121

5988

0

166

Settlement Volume(100 million RMB)

35646.31

6132.04

298.68

29008.59

0

207.00

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

-11.94%

-15.26%

-12.67%

-11.05%

-

-27.76%

 

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

78

1992.12

Municipal Bonds

75

818.20

Policy Bank Bonds

127

3198.18

Central Bank Bills

0

0.00

Commercial Bank Bonds

18

24.20

Corporate Bonds

54

31.33

Commercial Papers

0

0.00

SME Collective Notes

0

0.00

Medium-term Notes

0

0.00

Asset-backed Securities

4

4.58

Commercial Papers issued by Securities Companies

0

0.00

Non-bank Financial Institution Bonds

4

3.50

International Institution Bonds

0

0.00

Others

24

59.93

Sum

384

6132.04

 

Table 3Daily Repo Rate Review

 

R01D

R02D

R03D

R07D

R14D

R21D

Weighted Average Rate(%)

1.757%

1.856%

1.792%

2.359%

2.174%

2.435%

Day-on-day Change(BP)

-25.0

-32.5

-30.0

-1.6

-31.3

31.9

 

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)

1905119

0.2

5

1905121

0.01

0.02

1905131

0

0.03

1905155

0

53

1905198

0

0

1905218

2.25

12.31

1905226

0

0.1

1905232

5.15

2.4

1905285

0.21

2.15

1905333

0.91

0.25

2000001

14.86

1053.41

2000002

19.64

99.28

2000003

25.72

81.64

2000004

14.42

901.62

200001

0.05

1.07

0700002

6.87

1.1

0700004

4

0

0700006

298.08

14.92

100024

305.33

0

100031

14.27

0.11

100034

0.1

0

100041

0.01

0

110002

0.02

0

110008

0

0

110015

0

0

110019

0

0

110024

0

0

120004

0

0

120009

0

0

120015

0.01

0

120021

0

0

130005

0

0

200002

0

0

200003

0.01

50.45

130011

0

0

130018

0

0

130020

1.7

0

140003

0.1

0

140005

741.67

0

140006

0

0

140012

0

0

140013

0

0

140021

0

0

140024

0

35.2

140029

0

0

150002

0

0

150005

0

0

150007

0

0

150014

0

17

150016

0

0

150019

11.01

0

150023

0

1

150026

0

0

150412

0

0

160002

0

0.05

160004

0

0

160006

0

0

160007

0

0

160010

0

6.19

160014

0

0

160015

0

0

160017

1.7

0.1

160020

0

0

160021

0

0

160023

3.51

2.3

160025

0.01

0.01

1700003

0

0

170001

0

0

170004

0

1

170006

0

0

170007

0

0

170010

0

0

170013

0

0

170014

0

0

170018

0

39.1

170020

0

0

170021

0

0

170023

0.5

2

170025

0

13.6

170027

0

0

1702003

31.01

438.03

170209

427.18

902.44

170309

0

0

170310

15.55

0

170409

0

7.8

170411

81.01

2

170412

0

0

180001

0

0

180002

0

0

180004

0

39

180005

0

0

180007

0

0

180009

0

0

180011

0

142.8

180013

0

0.2

180014

0

0

180016

0

0

180019

0.16

162.93

180020

0

0

180021

0.01

0.28

180023

0.01

1

180027

2.1

256.4

180028

2.05

1131.44

180203

33.24

15.84

180204

4.3

22.06

180206

1.14

29.28

180208

2.04

195.98

180210

39.64

77.71

180211

0.6

10.68

180212

0

66.56

180214

10

1.62

180313

0

0

180406

3.5

1.44

180408

0.29

5.38

180409

0

0

180412

0

0

190003

0

0.1

190004

0

5.1

190006

10

914.9

190007

0

50.1

190011

0.01

1.6

190012

61.11

950.44

190013

0.22

104.01

190015

8.87

1377.96

190016

0

620.42

1902001

216.3

41.43

190202

4.41

112.01

190203

0.01

145.38

190204

0.01

54.89

190205

92.95

320.83

190207

0

2.54

190208

3.41

167.51

190209

18.7

131.15

190210

17.62

17.75

190211

511.79

1134.3

190212

0.09

0

190214

0.23

80.82

190215

27.7

2242.51

190303

0

0

190305

0

1

190306

0

0

190310

0

0

190403

0

0

190409

4

0

1905075

1.4

1

1905089

0

0.01

1905111

0.1

0

200005

11.08

88.91

200006

0.34

274.62

200008

7.4

554.31

200009

4.87

43.35

200010

20.75

1.24

200201

1989.47

3035.63

200202

129.4

1576.83

200203

2.7

1209.56

200204

96.07

1458.61

200205

32.83

3237.89

200206

637.37

1860.83

200208

18.01

384.59

200209

19.36

20.69

200210

7.59

8139.42

200211

1029.97

1606.98

200212

5.09

279.08

2002120

413.15

2507.57

200310

6.56

1.64

 

 

 

 

Author:Depository and Settlement Department of Opertion Center     Publish on :07/28/2020 17:22
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