Daily Settlement Review(31/7/2020)

Table 1Overview of Daily Settlement in Interbank Bond Market

 

Sum

Spot

Outright Repo

Pledged Repo

Forward

Bond Lending

Number of Settlements

14226

8524

141

5365

0

196

Settlement Volume(100 million RMB)

26351.08

5568.93

256.29

20267.96

0

257.90

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

-30.41%

-32.61%

-26.69%

-29.93%

-

-21.68%

 

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

75

1613.85

Municipal Bonds

46

301.05

Policy Bank Bonds

124

3485.90

Central Bank Bills

0

0.00

Commercial Bank Bonds

20

64.10

Corporate Bonds

45

30.34

Commercial Papers

0

0.00

SME Collective Notes

0

0.00

Medium-term Notes

1

0.40

Asset-backed Securities

1

2.00

Commercial Papers issued by Securities Companies

0

0.00

Non-bank Financial Institution Bonds

1

0.60

International Institution Bonds

0

0.00

Others

26

55.80

Sum

339

5568.93

 

Table 3Daily Repo Rate Review

 

R01D

R02D

R03D

R07D

R14D

R21D

Weighted Average Rate(%)

-

-

1.887%

2.287%

2.429%

2.212%

Day-on-day Change(BP)

-

-

-

-0.7

-7.1

5.3

 

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)

200006

1.44

22.69

200008

0.01

0.01

200009

1.44

0.31

200010

24.66

2.52

200201

2133.1

3796.14

200202

2285.94

317.27

200203

22.08

538.71

200204

44.87

940.93

200205

6.35

337.74

200206

169.27

1528.01

200208

45.42

503.73

200209

1.2

10.95

200210

209.44

329.79

200211

4479.28

15815.8

200212

5.75

1.66

2002120

2151.88

553.76

200310

9.86

3.86

1905121

0

17.7

1905131

0

20

1905155

0.06

3.58

1905198

0

10.5

1905218

5.1

206.76

1905226

0.2

0.8

1905232

0.3

18.53

1905285

3.2

0.1

1905333

0.13

14.03

2000001

14.65

14.71

2000002

4.51

0.89

2000003

32.76

3.69

2000004

26.13

0.33

200001

78.94

3.5

200002

0

0

200003

0

1

0700002

1.03

0

0700004

0

0

0700006

0

0

100024

5.14

2.15

100031

0

2

100034

0

0

100041

0

0

110002

0

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

200005

1.35

1

130005

0

0

130011

0

0

130018

0

0

130020

0

0

140003

3.05

0

140005

0

0

140006

400

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

5.48

0

150023

0

0

150026

0

0.01

150412

0

0

160002

0

0

160004

0

0

160006

0

0

160007

0

0

160010

0

0.31

160014

0

0

160015

100

0

160017

0

0

160020

0

0

160021

1

0

160023

0

0.04

160025

0

0.1

1700003

0

0

170001

0

0.01

170004

0.01

0.02

170006

0

0

170007

0

0.01

170010

0

0

170013

0

0

170014

0

0

170020

0

0

170021

0

0

170023

18.21

0

170025

0

0

170027

0

0

1702003

136.01

574.67

170209

17.8

1032.92

170309

0

0

170310

30.61

7.71

170409

0

0

170411

9.73

0.01

170412

0

0

180001

0

0

180002

0

0

180005

0

0

180007

0

0

180009

0

0

180011

0

0

180013

0

0

180014

200

0.1

180016

0

0

180019

0.2

0

180020

0

0

180021

0

0

180023

95.8

0

180027

0.08

0

180028

0.05

50.02

180203

1.55

8.01

180204

0

23.8

180206

2.9

12.5

180208

0

25.71

180210

81.78

100.85

180211

1

64

180212

10.15

13.02

180214

0.01

0

180313

0

0

180406

3.14

24.22

180408

15.05

0

180409

0.3

0

180412

0

0

190003

0

0

190004

2

0

190006

11

0

190007

0.54

0

190011

0.02

50

190012

46.19

129.6

190013

0

0.19

190015

0.01

0.21

190016

0.01

0.51

1902001

610.62

19.92

190202

0

71.3

190203

3.22

79.36

190204

214.76

1.51

190205

83.53

198.84

190207

1.2

397.51

190208

5

41.19

190209

0.02

31.19

190210

18.64

60.91

190211

319.28

2139.57

190212

3

3

190214

26.8

212.41

190215

4.16

180.26

190303

0

0

190305

0

0.1

190306

0

5.1

190310

4

0

190403

0.1

0

190409

0

0

1905075

10

1.01

1905089

0.02

10.03

1905111

0

21.03

1905119

0

15

 

 

 

 

    Publish on :07/31/2020 17:29
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