Daily Settlement Review(30/7/2020)

Table 1Overview of Daily Settlement in Interbank Bond Market

 

Sum

Spot

Outright Repo

Pledged Repo

Forward

Bond Lending

Number of Settlements

17288

10718

138

6160

0

272

Settlement Volume(100 million RMB)

37866.66

8264.02

349.61

28923.74

0

329.30

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

-2.57%

6.40%

7.90%

-4.97%

-

-2.37%

 

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

83

2132.92

Municipal Bonds

107

1057.80

Policy Bank Bonds

138

4786.21

Central Bank Bills

0

0.00

Commercial Bank Bonds

31

76.80

Corporate Bonds

83

62.63

Commercial Papers

0

0.00

SME Collective Notes

0

0.00

Medium-term Notes

0

0.00

Asset-backed Securities

5

6.23

Commercial Papers issued by Securities Companies

0

0.00

Non-bank Financial Institution Bonds

7

6.20

International Institution Bonds

0

0.00

Others

38

135.22

Sum

492

8264.02

 

Table 3Daily Repo Rate Review

 

R01D

R02D

R03D

R07D

R14D

R21D

Weighted Average Rate(%)

1.387%

-

-

2.294%

2.500%

2.159%

Day-on-day Change(BP)

-7.2

-

-

-0.9

-18.5

-14.3

 

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)

0700002

30.08

0

0700004

0

0

0700006

0.1

230.8

100024

0.25

0.31

100031

125.71

0

100034

0

0

100041

0

0

110002

0

0

110008

0

0

110015

0

825.93

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

0.2

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

0.3

0

150016

0

0

150019

0

0

150023

0

0

150026

0

0

150412

0

0

160002

0

0

160004

0.3

0

160006

0

0.01

160007

0

0

160010

0

0

160014

0

0

160015

0.28

0

160017

0.1

0.01

160020

0

0

160021

0

0

160023

0

2

160025

0

0

1700003

0

0

170001

0

0

170004

0

8

170006

0

0

170007

0

0

170010

0

0

170013

0

116.25

170014

0

0

170018

0

0

170020

0

0

170021

0

0

170023

7

0

170025

0

0

170027

0

0

1702003

480.09

46.54

170209

1018.45

20.39

170309

0

0

170310

139.75

0

170409

0

0

170411

199.02

0

170412

0

0

180001

0

0

180002

800

0

180004

2.01

0

180005

0

0

180007

0

0

180009

0

0

180011

0

0.02

180013

0

0

180014

0

48

180016

0

0

180019

0.01

1.24

180020

0

0

180021

0

0

180023

0

0

180027

1.5

0.6

180028

0

0

180203

5.04

0.61

180204

5.09

4.41

180206

10

10.8

180208

0

41.6

180210

36.09

31.84

180211

0.1

74.73

180212

0.05

59.82

180214

12

0

180313

0

0

180406

97.97

21.98

180408

0

8.82

180409

8.5

0

180412

0

0

190003

0

0

190004

0

8

190006

0.01

1.59

190007

0

1

190011

0

0.03

190012

6946.38

1053.5

190013

0.1

5.85

190015

0.49

2.2

190016

0

0.5

1902001

50.95

223.43

190202

0.7

106.87

190203

5

77.1

190204

0

1.81

190205

190.22

67.27

190207

11.7

81.16

190208

2.45

91.01

190209

0

32.98

190210

15.32

12.24

190211

2204.77

1644.89

190212

0

2.11

190214

0

187.37

190215

8.61

109.22

190303

0

0

190305

0

0

190306

0

0

190310

0

0.05

190403

0

0

190409

0

0

1905075

0

0.06

1905089

0

2

1905111

0.2

1.17

1905119

0

0

1905121

0.1

7

1905131

0

0.24

1905155

0.25

0

1905198

0

0

1905218

3.27

3.28

1905226

0.05

0

1905232

1.15

6.23

1905285

0.22

0.01

1905333

0.07

0.01

2000001

1.5

149.48

2000002

51.96

144.47

2000003

30

1.53

2000004

49.41

0.3

200001

382.19

0.53

200002

0

0

200003

0

0

200005

2.45

40.67

200006

1.22

7

200008

1

22.1

200009

1.64

0.91

200010

5.86

0.33

200201

522.51

224.75

200202

64.35

1166.57

200203

107.48

1040.9

200204

86.68

946.09

200205

9.64

179.1

200206

1772.85

1025.04

200208

556.57

40.23

200209

5.08

61.21

200210

9.94

14.18

200211

2668.86

4557.84

200212

62.18

10.26

2002120

894.41

2260.13

200310

3.21

19.51

 

 

 

 

Author:Depository and Settlement Department of Opertion Center     Publish on :07/30/2020 17:31
Copyright ©1998-2020. CHINA CENTRAL DEPOSITORY & CLEARING CO., LTD. 京ICP证030355号
Address: No.10, Finance Street, Xicheng District, Beijing, P.R.C Zip Code: 100033 Web Editor: 86-10-88170634 88170619