Daily Settlement Review(10/9/2020)

Table 1Overview of Daily Settlement in Interbank Bond Market

 

Sum

Spot

Outright Repo

Pledged Repo

Forward

Bond Lending

Number of Settlements

19388

11319

133

7695

0

241

Settlement Volume(100 million RMB)

46186.83

7543.65

283.53

38032.00

0

327.65

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

4.68%

-1.86%

-6.29%

6.21%

-

1.14%

 

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

77

2010.49

Municipal Bonds

99

925.16

Policy Bank Bonds

141

4323.79

Central Bank Bills

0

0.00

Commercial Bank Bonds

30

52.86

Corporate Bonds

61

54.70

Commercial Papers

0

0.00

SME Collective Notes

0

0.00

Medium-term Notes

0

0.00

Asset-backed Securities

1

8.00

Commercial Papers issued by Securities Companies

0

0.00

Non-bank Financial Institution Bonds

6

11.90

International Institution Bonds

0

0.00

Others

41

156.75

Sum

456

7543.65

 

Table 3Daily Repo Rate Review

 

R01D

R02D

R03D

R07D

R14D

R21D

Weighted Average Rate(%)

1.361%

-

-

2.157%

2.364%

1.996%

Day-on-day Change(BP)

-26.4

-

-

-10.2

-7.9

-27.9

 

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)

0700002

0.01

0.01

0700004

0.5

0

0700006

0.14

0.04

100031

940.01

939.83

100034

1.27

0

100041

2

0

100411

0.1

0.1

110002

0.1

0.7

110008

0.02

254.01

110015

0.12

0.12

110019

200.03

0.03

110024

0.03

0.03

120004

0.05

0.05

120009

0

0

120015

0.03

0.03

120021

0.02

0.02

130005

0.05

0.05

130011

0.04

0.04

130018

0.05

0.05

130020

1

101

140003

0

0

140005

0.1

217

140006

0

0

140012

0.23

0.02

140013

1.02

0.02

140021

0.1

0.48

140024

0

0

140029

483.07

0

150002

0

0

150005

558.62

0

150007

0

0

150014

0.03

0.03

150016

0.04

0.04

150023

30

0

150026

0

0

150412

0

0

160002

0

0.2

160004

80.05

0.03

160006

0

0.01

160007

20004.98

0.2

160010

0

2

160014

0

0

160015

0.03

0.03

160017

0.02

0.02

160020

88.02

0.02

160021

1

0

160023

76.82

0.17

160025

0

0

1700003

0

0

170001

0

1.6

170004

0.02

0.03

170006

0

0

170007

0

0

170010

0

0

170013

0

0

170014

0.03

0.03

170018

0.05

0.05

170020

526.51

20

170021

0

0

170023

0

0

170025

3

0

170027

30.31

13.35

1702003

721.37

714.46

170309

0

0

170409

0.01

0.11

170412

0.01

1.01

180001

0

0

180002

0.44

0

180004

2.05

0.04

180005

0

0

180007

0

0

180009

0

0

180011

0

0

180013

0.1

0

180014

0

0

180016

0.03

906.72

180019

0.05

1.05

180020

0

0

180021

0

0

180023

0

0

180027

316.87

0.18

180028

595.26

0

180203

464.15

5.44

180204

0

7.1

180206

2.72

33.17

180208

0.01

50.33

180210

52.02

71.78

180211

8.14

50.13

180212

76.31

202.27

180214

12.93

4.01

180313

0

0

180406

0.68

9.83

180408

3.56

0.1

180409

0

1.1

180412

0

0

190003

0

0

190004

58.19

0

190006

205.03

38.73

190007

368.08

0

190011

89.95

49.95

190012

5948.39

792.81

190013

675.63

1.6

190015

1210.37

0

190016

0.01

0.31

1902001

1.61

69.16

190202

459.91

880.82

190203

350.78

25.41

190204

323.64

0.01

190205

190.26

309.51

190207

2.6

23.22

190208

836.73

29.75

190209

30.38

19.1

190210

20.03

39.5

190211

3351.84

360.19

190212

34.45

1.03

190214

2.1

124.17

190215

6.05

49.11

190303

0

0

190305

0.01

0.01

190306

0

0

190307

1279.57

0

190310

14.26

0

190403

0

0

190409

0

0

1905075

0.04

3.5

1905089

0.01

0.01

1905111

0.01

2.5

1905119

2

0.01

1905121

0

0

1905131

0.01

5.31

1905155

0

0.12

1905198

0

0

1905218

0.16

122.2

1905226

0

0.31

1905232

0

10.1

1905285

0

97

1905333

0.05

59.74

2000001

84.44

8.42

2000002

100.7

21.27

2000003

19.02

0.12

2000004

1.16

93.49

200001

452.21

83.92

200002

0.01

0.76

200003

203

4.15

200005

1258.57

6.29

200006

37.91

0.01

200008

536.64

0

200009

885.32

0.24

200010

91.96

8.36

200011

80.76

144.42

200201

3821.5

2323

200202

540.16

3465.71

200203

2325.97

493.73

200204

229.53

202.96

200205

15.29

237.63

200206

2190.97

2174.59

200207

233.64

113.16

200208

72.27

71.07

200209

314.37

26.61

200210

4635

36.71

200211

8447.24

4292.19

200212

321.06

12.11

2002120

2101.49

2018.62

200310

41.29

9.2

200403

0

0

2005740

632.55

156.91

2005814

921.64

7134.91

 

 

 

 

Author:Depository and Settlement Department of Opertion Center     Publish on :09/10/2020 17:26
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