Daily Settlement Review(14/9/2020)

Table 1Overview of Daily Settlement in Interbank Bond Market

 

Sum

Spot

Outright Repo

Pledged Repo

Forward

Bond Lending

Number of Settlements

18939

10922

153

7627

0

237

Settlement Volume(100 million RMB)

45486.49

8056.46

247.46

36875.08

0

307.50

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

2.38%

17.86%

-2.72%

-0.42%

-

-0.40%

 

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

3297.69

Municipal Bonds

91

1047.50

Policy Bank Bonds

134

3489.71

Central Bank Bills

0

0.00

Commercial Bank Bonds

17

19.32

Corporate Bonds

49

52.68

Commercial Papers

0

0.00

SME Collective Notes

0

0.00

Medium-term Notes

1

0.80

Asset-backed Securities

2

5.70

Commercial Papers issued by Securities Companies

0

0.00

Non-bank Financial Institution Bonds

5

3.71

International Institution Bonds

0

0.00

Others

31

139.35

Sum

410

8056.46

 

Table 3Daily Repo Rate Review

 

R01D

R02D

R03D

R07D

R14D

R21D

Weighted Average Rate(%)

1.621%

1.713%

2.687%

2.212%

2.243%

2.421%

Day-on-day Change(BP)

-

-

120.6

4.2

-2.9

8.7

 

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

1.86

60.19

0700004

4.68

0.1

0700006

0.1

0

100034

12.42

0

100041

3.02

0

100411

8

8.9

110002

2

0

110008

70.02

65.35

110015

823.37

0

110019

63.38

0

110024

0

0

120004

0

0

120009

0.1

0

120015

0

0

120021

0

0

130005

0

0

130011

0.01

0

130018

0.1

0

130020

48.23

47.98

140003

0.1

0

140005

0

0

140006

0

0

140012

0

0

140013

0

0.02

140021

0

0

140024

0

0

140029

0.01

483.17

150002

0

0

150005

0

556.8

150007

0.03

0

150014

0

0

150016

0.01

0.01

150023

0.13

30.03

150026

0

0.01

150316

0

0

150412

0

0

160002

0

0

160004

0

82.75

160006

0

1

160007

0

0

160010

0.15

0.14

160014

0

0.1

160015

0

2.1

160017

0.41

0.1

160020

1

0

160021

0

0

160023

0.01

76.81

160025

0

0

1700003

2.5

30.05

170001

0

0

170004

0

0

170006

0

0.01

170007

0

0.01

170010

0.2

78.9

170013

0

0

170014

0

0.7

170018

0

0

170020

0

1014.05

170021

0

0

170023

0.54

0

170025

0.11

0

170027

0

48.26

170309

1

0

170409

0

0

170412

2

0

180001

0

0

180002

3.05

0

180004

0

502

180005

0

10.4

180007

0.01

0

180009

0

0

180011

0

0.01

180013

0.01

0.01

180014

24

0

180016

0

156.01

180019

0

0

180020

0.1

0

180021

0.02

2

180023

0

0

180027

1.25

317.77

180028

0

552.53

180203

105.88

104.5

180204

0.63

0.8

180206

57.61

5.44

180208

2.02

0.6

180210

18.1

215.02

180211

105.05

45.83

180212

93.84

114.02

180214

1.32

0.98

180313

2.6

0

180406

40.55

24.52

180408

47.15

3.05

180409

5.1

0

180412

0

0

190003

0

0

190004

0.01

56.21

190006

2.92

249

190007

19.96

105.19

190011

0

19.81

190012

3301.01

2893.49

190013

5.15

767.33

190015

3.78

1239.58

190016

0.6

165

1902001

11.91

157.51

190202

5.47

187.11

190203

10

1401.05

190204

0.08

326.45

190205

153.46

159.4

190207

6.63

18.38

190208

6

1337.22

190209

26.06

16.61

190210

20.47

10.27

190211

551.81

561.46

190212

3.1

1

190214

9.21

668.21

190215

112.17

670.01

190303

0

0

190305

0

0

190306

0

1

190307

1124.83

0

190310

0.01

0

190403

0

0.03

190409

0

0

1905075

0.01

0.05

1905089

0

0.5

1905111

0

1.02

1905119

0.01

5

1905121

0

0

1905131

0

0.1

1905155

0

6

1905198

0

0

1905218

0.25

74.14

1905226

0.03

0

1905232

0

0.21

1905285

0.01

0.01

1905333

0.01

38.03

2000001

6.15

213.8

2000002

2.56

108.62

2000003

7.69

53.13

2000004

152.42

849.3

200001

30759.68

1156.4

200002

0.01

0

200003

0.5

0

200005

2.13

1281.97

200006

0.06

330.37

200008

1.04

424.71

200009

4.16

1295

200010

281.3

274.39

200011

112.01

332.39

200201

2028.41

3151.81

200202

70.27

3669.92

200203

0.12

3455.86

200204

7.57

258.46

200205

25.3

1418.67

200206

1812.91

1561.45

200207

351.22

239.1

200208

173.21

2255.27

200209

120.87

131.5

200210

53.16

2311.41

200211

12588.63

6482.27

200212

265.32

9492

2002120

4614.17

3111.9

200310

21.99

19.34

200403

0

0

2005740

70.74

872.61

2005814

145.9

16823.18

 

Author:Depository and Settlement Department of Opertion Center     Publish on :09/14/2020 17:31
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