Daily Settlement Review(11/9/2020)

Table 1Overview of Daily Settlement in Interbank Bond Market

 

Sum

Spot

Outright Repo

Pledged Repo

Forward

Bond Lending

Number of Settlements

18221

10187

135

7665

0

234

Settlement Volume(100 million RMB)

44430.16

6835.39

254.38

37031.63

0

308.75

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

-3.81%

-9.40%

-10.28%

-2.64%

-

-5.77%

 

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

80

1675.01

Municipal Bonds

81

825.36

Policy Bank Bonds

146

4095.54

Central Bank Bills

0

0.00

Commercial Bank Bonds

27

44.50

Corporate Bonds

67

76.31

Commercial Papers

0

0.00

SME Collective Notes

0

0.00

Medium-term Notes

1

0.20

Asset-backed Securities

1

0.42

Commercial Papers issued by Securities Companies

0

0.00

Non-bank Financial Institution Bonds

7

8.30

International Institution Bonds

0

0.00

Others

39

109.76

Sum

449

6835.39

 

Table 3Daily Repo Rate Review

 

R01D

R02D

R03D

R07D

R14D

R21D

Weighted Average Rate(%)

-

-

1.482%

2.171%

2.272%

2.334%

Day-on-day Change(BP)

-

-

-

1.3

-9.0

33.8

 

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)

190306

0

0

190307

362.98

0.02

190310

0.78

0

190403

0

0

190409

4.61

0

1905075

0

21.02

1905089

0

0.13

1905111

0.05

0

1905119

0.2

0

1905121

0.01

1

1905131

0

0

1905155

0

5.1

1905198

0

0

1905218

4.33

63.19

1905226

0

2.73

1905232

0.01

0.4

1905285

0.05

2.8

1905333

0.1

21.01

2000001

8.97

4.47

2000002

22.49

0.29

2000003

0.48

15.79

0700002

0.27

0.02

0700004

0.11

0.01

0700006

0

0.1

100031

2.46

2.03

100034

10.1

4.01

100041

0.06

0.01

100411

32.85

32.92

110002

2.45

0.02

110008

256.62

0

110015

0

13.82

110019

402.01

0.01

110024

0

0.02

120004

0.01

0.02

120009

0

0

120015

0.01

0.03

120021

0.02

0

130005

0

0.03

130011

0

0.02

130018

0

0.02

130020

0.07

0.01

140003

0.03

1.01

2000004

73.96

453.12

200001

1380.96

1354.16

140005

0

0.12

140006

0

0.02

140012

0.01

0.21

140013

0.03

0

140021

0

0.12

140024

0

0

140029

0.1

0

150002

0.01

0

150005

4.1

1.94

150007

0

0

150014

0

0.02

150016

0.01

0.01

150023

0.04

0

150026

0.01

0

150316

0

0

150412

0

0

160002

0

0.03

160004

52.73

50.02

160006

0

0

160007

504.99

4.98

160010

0.11

0.1

160014

0.1

0

160015

0.01

0.01

160017

0.1

0.01

160020

0

0.01

160021

0.02

0.01

160023

0.01

1

160025

0

0

1700003

0

16.36

170001

0

0

170004

0

0.02

170006

0.01

0

170007

0

0

170010

0.1

0.01

170013

0

0

170014

0

0.02

170018

0

300.02

170020

0

30.6

170021

0

0.01

170023

0.04

0

170025

0.01

3.01

170027

5.47

0.01

170309

0

0

170409

0

0

170412

0

0

180001

0.02

0

180002

0.01

0

180004

0.01

0.02

180005

0.01

0

180007

0.03

0

180009

0

0

180011

0.01

0

180013

0.02

0.1

180014

0.6

0.61

180016

0

226.12

180019

0.01

0.02

180020

0.01

0.03

180021

0

0.11

180023

0.01

0.01

180027

0

0

180028

135.92

93.44

180203

595.83

96.93

180204

0.12

0.11

180206

2.21

4.41

180208

15.2

1030.24

180210

37.81

10.62

180211

37.83

4.04

180212

28.09

1053.66

180214

20.52

3.01

180313

0.01

0

180406

3.65

15.95

180408

28.9

9.16

180409

0.98

0

180412

0

0

190003

1.02

0

190004

1.02

0

190006

33.02

3.02

190007

0.01

39.96

190011

19.81

40.01

190012

4919.57

342.7

190013

106.79

16.51

190015

3.64

37.19

190016

1.01

5.01

1902001

13621.82

13520.37

190202

3.99

18.03

190203

1070.09

39.25

190204

5.32

0.21

190205

166.98

372.19

190207

1039.64

18.47

190208

1120.57

211.56

190209

31.01

130.08

190210

22.4

3.02

190211

549.57

566.13

190212

0.01

8.55

190214

968.66

572.25

190215

112.46

178.41

190303

0

0

190305

0

3.8

200002

0.02

0

200003

1

200

200005

17.24

24.56

200006

0.01

37.9

200008

0.02

117.07

200009

413.19

0.99

200010

1080.87

118.63

200011

359.49

128.07

200201

195.52

258.63

200202

4868.46

3290.78

200203

1005.99

1082.17

200204

8.33

568.83

200205

244.43

1954.2

200206

2857.16

896.67

200207

458.61

302.36

200208

68.31

141.89

200209

151.06

334.96

200210

102.61

2626.76

200211

17873.89

32910.86

200212

10291.34

2924.9

2002120

3340.11

1401.1

200310

21.67

0.33

200403

0

0

2005740

110.1

185.67

2005814

366.76

6591.64

 

 

 

 

Author:Depository and Settlement Department of Opertion Center     Publish on :09/11/2020 17:30
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