Daily Settlement Review(16/9/2020)

Table 1Overview of Daily Settlement in Interbank Bond Market

 

Sum

Spot

Outright Repo

Pledged Repo

Forward

Bond Lending

Number of Settlements

18517

10396

125

7805

0

191

Settlement Volume(100 million RMB)

45973.36

7551.38

257.11

37922.67

0

242.20

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

0.98%

-3.25%

-14.50%

2.12%

-

-15.46%

 

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

85

2198.01

Municipal Bonds

110

787.88

Policy Bank Bonds

140

4188.30

Central Bank Bills

0

0.00

Commercial Bank Bonds

31

76.50

Corporate Bonds

70

43.78

Commercial Papers

0

0.00

SME Collective Notes

0

0.00

Medium-term Notes

1

0.40

Asset-backed Securities

7

52.47

Commercial Papers issued by Securities Companies

0

0.00

Non-bank Financial Institution Bonds

6

6.00

International Institution Bonds

0

0.00

Others

29

198.04

Sum

479

7551.38

 

Table 3Daily Repo Rate Review

 

R01D

R02D

R03D

R07D

R14D

R21D

Weighted Average Rate(%)

1.426%

1.696%

-

2.239%

2.352%

-

Day-on-day Change(BP)

-31.1

-34.8

-

1.3

7.0

-

 

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)

1905155

0

8.57

1905198

3.95

0.05

1905218

0.12

43.6

1905226

1

0.01

1905232

0

0.03

1905285

30

1.05

1905333

0

0.01

2000001

2026.9

12.78

2000002

18.42

0.82

2000003

85.64

5.34

2000004

440.1

0.01

200001

413.97

1204.66

200002

0.1

1.1

200003

0

0

200005

1585.73

0.28

200006

427.61

0.17

200008

645.76

0.21

200009

1309.6

12.85

0700002

1.22

0.1

0700004

0.6

0.1

0700006

0

0

100034

139.64

0

100041

0.01

12.91

100411

0

0

110002

0

0

110008

1.4

62.61

110015

0

0

110019

0

0

110024

0

0

120004

0

0

120009

0

0

120015

0

0

120021

0

0

130005

0

0

130011

0

0

130018

0

0

130020

1.03

0

140003

6.35

0

140005

0

0

140006

0.63

0

140012

0

0

140013

0

0

140021

0

0

140024

0

0

140029

499.73

0.15

150002

0

0

150005

595.64

0

150007

0

0

150014

0

0

150016

0

0

150023

219.91

0.02

150026

0

0

150316

205.07

0

150412

0

0

160002

0

0.01

160004

0

0

160006

0

0

160007

0

0

160010

0.03

0.08

160014

0

0

160015

0

0

160017

76.11

0

160020

0

0

160021

0

0

160023

42.82

0.02

160025

0

0.01

1700003

20

0

170001

4.98

0

170004

0

10

170006

0

0

170007

0

0.01

170010

83.01

0

170013

0

0

170014

0

0

170018

0

0

170020

2328.13

0

170021

0

0

170023

2

0

170025

0.4

0

170027

493.39

0

170309

0

0

170409

18.5

0

170412

0

0

180001

0

0

180002

0

0

180004

0.2

0

180005

20.52

0

180007

0

1.1

180009

0

0

180011

0.03

0.01

180013

288.97

0

180014

0

59

180016

10

0

180019

0.51

0

180020

341.74

0

180021

7.67

0

180023

33.31

0.02

180027

0.3

0

180028

896.5

0.2

180203

159.57

0.12

180204

112.18

5.6

180206

80.1

1

180208

4.24

9.92

180210

221.83

3.01

180211

2658.48

3.11

180212

119.79

33.76

180214

10.63

6.82

180313

65

0

180406

3.83

0.1

180408

3.06

1.03

180409

0

0

180412

0

0

190003

109.69

0

190004

0.02

0.02

190006

758.72

0.01

190007

367.66

0

190011

0

0

190012

389.34

338.96

190013

659.28

1.65

190015

2073.09

0.01

190016

28.58

2.47

1902001

63.66

8.56

190202

102.6

140.91

190203

25.1

761.18

190204

7.46

0

190205

188.53

11.81

190207

529.51

23.69

190208

1754.73

2672.1

190209

124.4

7.94

190210

42.58

0.6

190211

1826.69

765.1

190212

1017.61

36.01

190214

261.67

74.23

190215

545.78

37.09

190303

0

0

190305

0

0

190306

0

0

190307

674.47

0

190310

3.02

0

190403

0

0

190409

0

0

1905075

0

0.06

1905089

0

0.51

1905111

0

0.11

1905119

0.1

0.1

1905121

0

1.1

1905131

0

0

200010

30049.6

164.33

200011

409.17

7.99

200201

3146.42

2115.6

200202

4080.9

5082.51

200203

3170.65

2780.98

200204

5.52

1242.68

200205

666.59

230.79

200206

2004.53

3997.68

200207

1235.14

1014.38

200208

1681.51

92.73

200209

90.38

39.25

200210

1548.52

12.38

200211

15315.83

11228.38

200212

1453.36

1.55

2002120

1600.08

1553.51

200310

274.22

8.01

200403

0

0

2005740

19.92

39.8

2005814

557.63

1052.36

 

Author:Depository and Settlement Department of Opertion Center     Publish on :09/16/2020 17:33
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