Daily Settlement Review(29/7/2020)

Table 1Overview of Daily Settlement in Interbank Bond Market

 

Sum

Spot

Outright Repo

Pledged Repo

Forward

Bond Lending

Number of Settlements

17145

10116

145

6623

0

261

Settlement Volume(100 million RMB)

38571.51

7707.06

322.62

30205.14

0

336.70

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

-3.69%

3.49%

-5.55%

-5.60%

-

26.72%

 

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

85

2203.24

Municipal Bonds

100

829.80

Policy Bank Bonds

142

4350.31

Central Bank Bills

0

0.00

Commercial Bank Bonds

23

63.90

Corporate Bonds

71

67.60

Commercial Papers

0

0.00

SME Collective Notes

0

0.00

Medium-term Notes

1

0.20

Asset-backed Securities

6

21.74

Commercial Papers issued by Securities Companies

0

0.00

Non-bank Financial Institution Bonds

5

13.90

International Institution Bonds

0

0.00

Others

33

156.37

Sum

466

7707.06

 

Table 3Daily Repo Rate Review

 

R01D

R02D

R03D

R07D

R14D

R21D

Weighted Average Rate(%)

1.459%

1.487%

-

2.303%

2.685%

2.302%

Day-on-day Change(BP)

-29.7

-36.6

-

-5.7

50.1

-13.3

 

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)

1905121

2

0

1905131

0

5

1905155

0

0.03

1905198

3

0

1905218

10.11

109.77

1905226

12.8

2

1905232

17.5

0.6

1905285

0

2.4

1905333

0.03

4.13

2000001

44.08

70.43

2000002

55.26

7.87

2000003

34.06

159.77

2000004

13.23

1

200001

2.4

22.1

200002

0

0

200003

0

34

200005

15.83

12.75

0700002

2.01

0.01

0700004

0

0

0700006

0.1

253.07

100024

70.11

0.12

100031

118.65

98.68

100034

0

0

100041

0

0

110002

5

0

110008

5.2

0

110015

832.62

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

0.6

0

140003

0

0

140005

0

741.67

140006

5

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

0.05

150023

0

0

150026

0

0.01

150412

0

0

160002

0

0.01

160004

0

0

160006

0

0

160007

0

0

160010

0

10

160014

0

0

160015

0

0

160017

0

0.08

160020

0

0

160021

0

0

160023

0.05

1.13

160025

0

0

1700003

0

0

170001

0

0

170004

0

70.5

170006

0

0

170007

0

0

170010

0

38.9

170013

116.25

0

170014

0

0

170018

0

2

170020

0

0

170021

0

0

170023

0.08

0

170025

0

0

170027

0

0

1702003

18.65

41.66

170209

13.07

0.02

170309

0

0

170310

600.24

1.8

170409

0

0

170411

17.03

36.06

170412

0

0

180001

0

0

180002

0

0

180004

1.2

0.01

180005

0

0

180007

0

0

180009

0

0

180011

0

0

180013

1

0.02

180014

48.4

0

180016

0

0

180019

0.01

51

180020

0

0

180021

0.05

0

180023

0

0

180027

0.83

13.53

180028

0

0

180203

0.1

2.1

180204

0.57

2.5

180206

12

0

180208

0.35

123.17

180210

49.28

118.45

180211

0

96.1

180212

23.51

43

180214

0

193

180313

0

0

180406

14.29

14.55

180408

0

0.66

180409

0

0

180412

0

0

190003

0

0

190004

0.01

0.01

190006

0.01

120

190007

0

30.15

190011

0

1

190012

1426.91

535.85

190013

0

50.09

190015

2.1

285.9

190016

0

208.44

1902001

29.57

111.54

190202

0.28

208.31

190203

0

81.76

190204

0

5.1

190205

41.81

275.16

190207

1.54

7.55

190208

0.98

77.49

190209

0.05

180.17

190210

34.11

4.18

190211

1593.52

831.94

190212

5.95

0.2

190214

0

208.61

190215

192.63

634.33

190303

0

0

190305

0

0

190306

0

0.78

190310

0

0

190403

0

0

190409

0

0

1905075

0.17

5.53

1905089

0

0

1905111

0

6.4

1905119

0

0.11

200006

17.03

10.07

200008

1.12

80.97

200009

0.17

1.45

200010

252.39

23.8

200201

1455.04

2179.31

200202

876.46

4968.84

200203

658.84

932.82

200204

892.38

841.8

200205

116.84

484.37

200206

1450.56

2276.21

200208

3.17

16.62

200209

2.72

655.06

200210

21.94

1186.61

200211

5121.03

1075.72

200212

0.04

52.81

2002120

3741.9

258.92

200310

27.55

10.6

 

 

 

 

Author:Depository and Settlement Department of Opertion Center     Publish on :07/29/2020 17:34
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