Daily Settlement Review(15/9/2020)

Table 1Overview of Daily Settlement in Interbank Bond Market

 

Sum

Spot

Outright Repo

Pledged Repo

Forward

Bond Lending

Number of Settlements

17288

9168

150

7762

0

208

Settlement Volume(100 million RMB)

43654.56

7135.45

299.60

35934.50

0

285.00

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

-7.33%

-16.90%

14.28%

-5.30%

-

-8.62%

 

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

1957.26

Municipal Bonds

100

1095.46

Policy Bank Bonds

138

3720.47

Central Bank Bills

0

0.00

Commercial Bank Bonds

22

109.80

Corporate Bonds

54

40.71

Commercial Papers

0

0.00

SME Collective Notes

0

0.00

Medium-term Notes

1

0.40

Asset-backed Securities

1

6.00

Commercial Papers issued by Securities Companies

0

0.00

Non-bank Financial Institution Bonds

4

11.19

International Institution Bonds

0

0.00

Others

35

194.16

Sum

435

7135.45

 

Table 3Daily Repo Rate Review

 

R01D

R02D

R03D

R07D

R14D

R21D

Weighted Average Rate(%)

1.740%

1.862%

2.084%

2.225%

2.283%

2.295%

Day-on-day Change(BP)

12.0

15.0

-25.2

1.2

4.1

-12.7

 

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

12.73

8

0700004

0.11

4.68

0700006

0.11

0.21

100034

220.76

0

100041

12.92

0.01

100411

29.53

24.36

110002

0

0

110008

1.09

1.19

110015

0

823.37

110019

0

63.38

110024

15.1

0.1

120004

0

0

120009

0.1

0.2

120015

0.1

0.1

120021

0

0.01

130005

0

0

130011

0

0

130018

0.19

0.29

130020

0.98

0

1905155

0

0.1

1905198

0

0.2

1905218

0.11

60.03

1905226

0

0.6

1905232

0

0

1905285

2

0.03

1905333

0

0

2000001

38.74

25.67

2000002

4.58

0.83

2000003

19.29

10.91

2000004

2.21

0.81

200001

31067.61

188.51

200002

3

0.34

200003

0

16.05

200005

0.65

0.9

200006

5.15

5.07

200008

2.05

0.23

200009

0.1

5.18

140003

0

0

140005

0

0

140006

0

0

140012

0

0

140013

0

0

140021

0.05

0

140024

0

0

140029

0.01

0.01

150002

0

0

150005

0.01

0

150007

0

0

150014

0

0

150016

0.01

0.01

150023

0.01

0.1

150026

0

0

150316

0

0

150412

0

0

160002

0

0

160004

0

0

160006

0

0

160007

0

0

160010

0.03

0.13

160014

0

0

160015

0

0

160017

2.05

0.4

160020

0

86

160021

0

0

160023

0.04

0.04

160025

0

0.05

1700003

0

0

170001

0

0

170004

0.1

0.05

170006

0

0.01

170007

0

0

170010

0.01

0.2

170013

0

0

170014

0

0

170018

0.1

0.1

170020

3.61

0

170021

0

0

170023

0

0

170025

0.01

0.1

170027

0

5.47

170309

0

0

170409

0

0

170412

0

0

180001

0.01

0.01

180002

27.1

0

180004

0.12

0.1

180005

0

0

180007

0

0

180009

0

0

180011

0.12

0.1

180013

0.11

0.11

180014

0.98

24

180016

0

0

180019

0.01

0

180020

2.1

0.21

180021

2

0

180023

0.01

0.02

180027

0.3

0

180028

0

85.21

180203

745.26

16.81

180204

0

0

180206

1.4

0

180208

75.78

11.44

180210

8.75

2.6

180211

10.7

8.84

180212

28.36

513.57

180214

21.91

0

180313

0

0

180406

22.02

2.41

180408

1.02

8.47

180409

0.06

1.06

180412

5.8

0

190003

0

0

190004

0.01

0.01

190006

1.02

1.98

190007

0.01

227.22

190011

0

0

190012

1434.94

338.32

190013

0

38.51

190015

2

0

190016

2.98

5.11

1902001

0.9

3.43

190202

0.01

348.05

190203

397.14

79.64

190204

0.02

11.01

190205

366.2

39.03

190207

24.3

25.97

190208

994.2

19.5

190209

20.95

43.78

190210

4.58

0

190211

899.61

884.63

190212

17.11

3.71

190214

7.47

142.41

190215

29.9

116.02

190303

2

0

190305

0

1

190306

0

5

190307

669.69

0

190310

0.05

0

190403

0

0

190409

20.01

0

1905075

0

6.63

1905089

0

100

1905111

0

1

1905119

0

2

1905121

0.1

0.01

1905131

0

0.09

200010

100.7

40.63

200011

28.03

7.29

200201

3200.77

1072.85

200202

52.97

119.43

200203

1287.37

1425.83

200204

1102.98

562.82

200205

297.55

175.66

200206

2170.57

3088.45

200207

210.76

858.43

200208

320.05

230.6

200209

68.58

94.16

200210

31.96

16.34

200211

9199.8

12304.3

200212

712.98

8.37

2002120

4501.21

2127.65

200310

17.05

4.97

200403

0

0

2005740

37.09

165.36

2005814

190.44

1474.26

 

Author:Depository and Settlement Department of Opertion Center     Publish on :09/15/2020 17:32
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