JP4612316B2 - JGB trading apparatus, system and method - Google Patents

Description

The present invention relates to a government bond trading apparatus, system, and method for performing settlement and securities / fund management related to government bonds and funds in government bond transactions.

  Traditionally, business corporations such as life insurance companies and non-life insurance companies, securities companies, etc. (hereinafter referred to as “customers”), when buying and selling government bonds, use their own or financial institution accounts held by the Bank of Japan. JGBs are purchased or sold through Business corporations other than financial institutions do not have current funds accounts at the Bank of Japan, so even after the implementation of immediate gross settlement (hereinafter referred to as “RTGS”), You cannot use the medium overdraft facility. Therefore, customers often hold large amounts of bonds such as corporate bonds and government bonds procured from the financial market against the backdrop of their ample financial power, but these bonds cannot be used more effectively. In such a case, it would be desirable for such customers to have a scheme in which these bonds are collateralized by the Bank of Japan and secured directly from the Bank of Japan to the Japan-China overdraft facility. It was practically impossible because of a problem related to monetary policy.

  The following settlement systems are known as settlement systems that solve this problem (see Patent Document 1). The settlement system accepts a collateral insertion instruction regarding a bond of a customer (Company A), and from the bond account (Company A account) of the government bond system provided at the Bank of Japan, the bond account of the financial institution itself ( To transfer the bond balance transferred to the financial institution's own bond account to the Bank of Japan's collateral account by accepting the government bond transfer request acceptance guide issued by the Bank of Japan by transferring the bond balance to the X bank account) The government bond that has already been transferred from Company A to the X bank account is transferred to the collateral account of the credit / collateral system. The credit / collateral system will increase the intraday overdraft facility allocated to the current bank account of Bank X. The credit / collateral system transmits a “reference number notification” to the P / O management system in order to notify the bank X that the credit / collateral system has been transferred to the collateral account. When this P / O management system accepts this “reference number notification”, the P / O management system increases the intraday overdraft limit for the company A dedicated account of the dedicated account system and has the same contents as the current fund account in the Bank of Japan. Change the contents of the mirror account so that In this way, a financial institution depositing a bond held by a customer as collateral can enjoy the intraday overdraft facility from the central bank based on this bond, thereby ensuring the intraday liquidity of the financial institution. Further, the customer can use the intraday overdraft facility enjoyed from the central bank based on the bond through the financial institution.

Japanese Patent Laid-Open No. 2001-195528 (page 7, FIG. 2)

  Therefore, although the problem of the present invention is that the settlement system described above has the advantage of good financial efficiency, in the government bond system of the Bank of Japan, the government bond is transferred from the A company account to the X bank account. In the event of an unforeseen event, the government bond may not be calculated as the asset of Company A because it is in the name of Bank X even though it is owned by Company A. (Hereinafter referred to as “Issue 1-1”), and in the transaction of buying and selling large amounts of government bonds, it is a daily occurrence that the transaction occurs in a complicated manner. It is necessary to instantly and reliably check whether there is a shortage of government bonds and funds (hereinafter referred to as “Issue 1-2”).

  By the way, due to the revision of the Securities and Exchange Law, the Japan Government Bond Clearing Corporation (hereinafter referred to as “clearing agency”) is scheduled to start operation in 2005. The clearing institution is an infrastructure that reduces settlement risk in the secondary market for government bonds, and has the function of offsetting (netting) selling and buying orders across multiple counterparties as counterparties to financial institutions participating in the clearing institution. ing. If market participants bring a government bond sales contract to a clearing house, orders will be offset and the total settlement volume will be reduced, which will help reduce the settlement risk of government bonds. Market participants can reduce administrative costs by having their counterparty a clearing house.

  Therefore, in the case of the above-mentioned problem 1, when performing settlement and management operations related to government bonds and funds in government bond transactions, the settlement and management operations are performed between the customer and the financial institution without using a collation organization and a clearing organization. Although it is to be performed, settlement and management operations are performed using a collation agency, securities (government bond) accounts and fund accounts are managed and linked in real time, the planned balance and actual balance are grasped, and reliable settlement is performed. In addition to building a system for managing securities and funds, and using the above netting function of the collation and clearing organizations, the securities (government bond) account and the fund account are managed in real time and linked to each other in real time. The goal is to establish a system for grasping the balance and performing reliable settlement and securities / fund management (hereinafter referred to as “Issue 2”).

The present invention performs the settlement and securities and fund management for government bonds and funds in government securities trading, is related to government bond trading system and method, the above-mentioned issues 1-1 of the present invention, settlement and on government bonds and funds in government bonds traded In the government bond transaction apparatus having the fund account file 14b and the securities account file 12e for performing management work, each account of the both account files of the government bond transaction apparatus is achieved by a government bond transaction apparatus having a scheduled balance and an actual balance . Also, the above-mentioned problems 1-2, to create a schedule balance confirmation information of the capital account or securities account by about constant information, to create a schedule balance update information by the schedule balance confirmation information, government bonds settlement from the planned balance update information A government bond comprising a function of creating request information and transmitting it to a settlement institution and creating instruction information for updating the actual balance and the planned balance and the planned balance based on the settlement completion notification information transmitted from the settlement organization. Achieved by transaction equipment .

The above object 2 of the present invention, prior Symbol bonds clearing system, contract information, and receives the reference number and payment amount information transmitted from the verification engine, further comprising the ability to create open items information from the information Achieved by the government bond trading system .

  According to the present invention, in the first embodiment of the present invention, it is possible to buy and sell government bonds using an A bank account without using the Bank of Japan government bond system, and also use an A bank account. Even if a large amount of government bond trading transactions occur in a complicated manner, the fund account management means 14a (or securities account management means 12c) manages the actual balance and planned balance of the fund account (or securities account). It is possible to always check whether or not there is a shortage of funds, and even if there is a shortage, the payment management means 12b has a function of retrying the planned balance shortage information so that other payments can be made. It became possible to continue without stopping the processing.

  In addition, settlement and management operations are performed using a collation agency, securities (government bond) accounts and fund accounts are managed and linked in real time, the planned balance and actual balance are grasped, and reliable settlement and securities / funds are confirmed. In addition to building a management system, using the netting function of the collation organization and clearing organization, the securities (government bond) account and the fund account are managed and linked in real time to grasp the planned balance and actual balance. As a result, reliable settlement and securities / cash management became possible.

Hereinafter, the best mode of the present invention will be described in detail with reference to the drawings.
The first embodiment is described as the best mode for achieving the above-described problem 1, and the second embodiment is described as the best mode for achieving the above-mentioned problem 2. By the way, since the above-described problem 2 is intended to enable the use of the functions of the collation organization and the clearing organization on the premise of the problem 1, many drawings described below show the second embodiment. It is a figure explaining, and it is used together also as a figure explaining 1st Embodiment.

  FIG. 1 is a schematic diagram of an overall transaction flow for performing settlement and management operations related to government bonds and funds in government bond transactions between B Securities and A Bank. In the first embodiment, since the customer performs settlement and management work with the financial institution without using the collation organization and the clearing organization, the first embodiment is shown in parentheses in FIGS. It is assumed that there are no items in When a contract for buying or selling government bonds is concluded with a trading partner company, B securities, which is a customer, the details of the agreement for buying or selling government bonds (A bank number, trustee name, fund account) from the terminal device of the B securities Number, securities account number, counterparty name, brand name, trading amount, etc.) (hereinafter referred to as “contract information”) at financial institutions via communication networks such as SWIFT, WEB and VPN. The government bond transaction apparatus which has transmitted to a certain bank A's government bond transaction apparatus and received the information requests the Bank of Japan, which is a settlement institution, via the Bank of Japan Net, and receives the result.

  FIG. 2 is a schematic diagram showing the flow of various information that is executed by the servers provided in each related organization between the A bank, the settlement organization, and the counterparty company, with the contract information transmitted from the B securities terminal device. FIG. When a contract is concluded between B Securities and the counterparty company, the contract information is transmitted to the A Bank from the terminal device of B Securities, and the purchase of government bonds and the sale of government bonds are received from the A bank and the counterparty company that received the information. The server of the settlement institution that has transmitted the information requesting the settlement and has received the information transmits the settlement information, which is information indicating that the settlement has been completed to both companies by simultaneously performing DVP settlement on the government bonds and funds.

  FIG. 3 shows a case where B Securities makes a “Government Purchase” contract with a counterparty company, in other words, when “Payment of Funds” is performed, in other words, the B Securities Terminal, Government Bond used in the second embodiment of the present invention FIG. 2 is a sequence chart (flow 1) for explaining various information processing procedures in the clearing system 12, the accounting system 14, the BOJ settlement system 13, the verification / clearing organization, and the settlement organization. The first embodiment will be described. Also used as a figure. Since the first embodiment does not use a collation / clearing organization, it does not use the information flows (1), (2) and (4) in FIG. The payment details information is not created just by receiving the information A1, and the content A1 of the information is the same as C1. Therefore, the contract information is transmitted to the payment management means 12b as the information of the information flow (5).

  After that, the settlement organization receives the government bond settlement request information from the counterparty's transaction financial institution, generates a receipt number, and adds the government bond delivery reception guide information added to the guidance for delivering the government bond ( Hereinafter, the information to which the receipt number is added is referred to as “acceptance guidance information”), and fund delivery request target notification information that is guidance for delivering funds is transmitted to the Bank of Japan settlement system 13 (6). The received government bond RTGS means 13a divides the guidance information into its own bank information and customer account management system classification, and transmits the customer information to the payment management means 12b (7). The settlement management means 12b extracts buying / selling classification data from the contract information to determine whether to buy or sell a government bond, and if so, creates information for confirming the planned balance including the fund account number, brand name, buying and selling amount, etc. To the fund account management means 14a (9). The fund account management unit 14a updates the balance amount of the B securities account information from the fund account file 14b, and returns the scheduled balance update information including the updated balance amount to the settlement management unit 12b (10). If not enough, the balance shortage notification information including the shortage amount is returned to the settlement management means 12b.

  The settlement management means 12b creates government bond settlement request information from the scheduled balance update information and transmits it to the settlement organization (11). The clearing institution performs DVP settlement according to the government bond settlement request information and transmits it to Bank A (12). The JGB RTGS means 13a that has received the information on the DVP payment separates the information into its own bank and the customer and transmits the information for the customer to the payment management means 12b (13) The payment management that has received the DVP payment The means 12b creates instruction information including the securities settlement amount and creates the instruction information including the money settlement amount and transmits it to the fund account management means 14a (14). The securities account management means 12c that has received the information updates the actual balance and the scheduled balance of the specified account (15). Receiving the information, the fund account management means 14a updates the actual balance of the specified account (16).

  FIG. 4 is a block diagram showing a functional configuration diagram of the government bond trading apparatus according to the first embodiment of the present invention, which is for buying a government bond. As shown in the figure, the government bond trading apparatus of the present invention comprises a settlement management means 12b, a fund account management means 14a, and a securities account management means 12c. However, as shown in FIG. 6, a financial institution generally uses a government bond clearing system server for managing settlement and a billing system server for managing funds. In the embodiment, the functions of the settlement management unit and the securities account management unit may be implemented in the server of the government bond clearing system, and the function of the fund account management unit may be implemented in the server of the accounting system. It will be apparent from the following detailed description that the functions of the above means may be implemented in the server.

  After the contract information transmitted from the terminal device of B securities is received by the settlement management means 12b of the government bond transaction device (1), the planned balance confirmation information is transmitted (2), and the fund account management means 14a receiving the information is Then, schedule balance update information or schedule balance shortage information is generated and transmitted to the settlement management means 12b (3). The settlement management means that has received the scheduled balance update information creates government bond settlement request information from the information and transmits it to the settlement organization (4), and the settlement management means by the settlement completion notification information (5) transmitted from the settlement organization. 12b generates update instruction information and transmits it to the fund account management means 14a and the securities account management means 12c (6).

  FIG. 5 is a block diagram showing a functional configuration diagram of the government bond trading apparatus according to the first embodiment of the present invention, which is for selling government bonds. The contract information transmitted from the terminal device of the B securities is received by the settlement management means 12b of the government bond transaction device (1) and then the scheduled balance confirmation information is transmitted (2). Then, schedule balance update information or schedule balance shortage information is generated and transmitted to the settlement management means 12b (3). The settlement management means that has received the scheduled balance update information creates government bond settlement request information from the information and transmits it to the settlement organization (4), and the settlement management means by the settlement completion notification information (5) transmitted from the settlement organization. 12b generates update instruction information and transmits it to the securities account management means 12c and the fund account management means 14a (6).

  FIG. 6 is a diagram for explaining a block diagram showing a functional configuration diagram of the government bond trading system according to the second embodiment, but as described above, it is also used as a diagram for explaining the first embodiment. Since the first embodiment does not use the collation / clearing organization, the collation information and the guidance information transmitted from the collation / clearing organization are not received, and as described above, the first embodiment of the present invention In the embodiment, the functions of the settlement management unit 12b and the securities account management unit may be implemented in the server of the government bond clearing system, and the function of the fund account management unit 14a may be implemented in the server of the accounting system. You may mount the function of said each means in a server. The information processing flow of FIG. 6 is the same as the case where the information flow of FIG. 3 is processed by the government bond trading system and the accounting system, and can be understood from the description of FIG. .

  FIG. 7 shows an example of the contents of data included in various information (A1 to K1) of the sequence chart described in FIG. The information indicated by the reference number A1 is contract information and includes data such as A bank number, fund account number, securities account number, and counterparty name. In the first embodiment, B1 and C1, which are information contents from the collation and clearing organization, are not used. The contents of each information will be described when explaining the second embodiment.

  FIGS. 8 and 10 show flowcharts for processing the functions of the payment management means 12b, that is, processing of contract information, scheduled balance update information or shortage information and payment completion information (see FIGS. 4 and 5). FIG. 12 is a flowchart for processing the function of the fund account management means, that is, the scheduled balance confirmation information and the update instruction information (see FIG. 4), and FIG. 12 shows the function of the securities account management means, ie, the update instruction. 6 shows a flowchart for processing information (see FIG. 5). These flowcharts of FIGS. 8 to 10 are for processing information related to a fund account in the case of buying a government bond, and processing information related to a securities account in the case of selling a government bond. Note that the selling process is illustrated in the same diagram.

  In FIG. 8, the settlement management means 12b receives the contract information, extracts the trade classification data in the contract information (step 1), and specifies whether or not the trade classification data is a purchase of a government bond (step 2) If it is a buy, the reception guide information described above is received (step 3) and the data of both information is collated to determine whether or not they match (step 4). If so, the bank number and the reception number of the reception guide information are extracted and associated with each other, and there is a fund for settlement of the funds settlement amount in the B securities fund account including the fund account number, the receipt number, the fund settlement amount, etc. Information (hereinafter referred to as “scheduled balance confirmation information”) is created and stored in the settlement details file, and the information is transmitted to the fund account management means 14a (step 5). If it is not buying a government bond in step 2, that is, if selling, the process proceeds to a government bond selling process.

  In FIG. 9, the fund account management means 14a (or the securities account management means 12c if it is a sale of government bonds) receives the planned balance confirmation information if it is a purchase of government bonds (step 1), and then the fund account file 14b (or The securities account file 12e) is searched for the account information of the securities B by the fund account number, the brand name, etc. (step 2), and the previous day balance data in the account information is extracted only at the start of the processing (step 3). (Step 3 is passed at the time of subsequent processing)) and the transaction amount is extracted from the scheduled balance confirmation information (Step 4), and the balance shortage information and settlement completion notification information stored in the queue of Step 8 are received. If this is the case, the data extracted and received, including this information, ie the balance data for the previous day, the amount data for buying government bonds (or the amount data for selling government bonds), or The fund payment data of the pre-completion notification information (or cash payment data), described in the schedule balance confirmation of the table (step 5). The actual balance (X = a + b−c) and the planned balance (Y = X−d) are calculated from the stored data (step 6), and it is determined whether the planned balance (Y) is 0 or more ( Step 7) If Yes, the balance amount of the scheduled balance of the account information is updated and stored in the fund account file 14b (securities account file 12e) (Step 9) ("scheduled balance confirmation table" and "planned" The process of “determining whether the balance (Y) is 0 or more” will be described in detail later.) Information that informs that the scheduled balance has been updated is created and sent back to the settlement management means 12b (step 10). If it is determined that there is a shortage in step 7, schedule balance shortage information including the shortage amount is created and sent back, and sent to the queue of settlement management means 12b (step 8).

  In FIG. 10, the settlement management means 12b receives the scheduled balance update information (step 1), creates government bond settlement request information based on the information, and transmits it to the settlement organization (step 2). The settlement completion notification information transmitted from the settlement organization is received (step 3), the receipt number is extracted from the information (step 4), and the instruction information for updating the actual balance and the planned balance and the actual balance is created to create a fund account And to the securities account management means (step 5).

  11 and 12 show processing in the case of buying a government bond. In FIG. 11, the fund account management means 14a receives actual balance update instruction information (step 1), extracts fund payment amount data from the information (step 2), and stores it in a scheduled balance confirmation table (to be described in detail later). The actual balance is calculated by the formula of X = a + b-c with the fund payment amount data described, the actual balance of the fund account is updated (step 5), and actual balance update notification information is transmitted (step 6). In FIG. 12, the securities account management means 12c receives the actual balance and the planned balance update information (step 1), extracts the government bond payout amount data from the information (step 2), and puts the government bond payment in the scheduled balance confirmation table. Calculate the actual balance with the formula of X = a + bc and the planned balance with the formula of Y = X-d, update the actual balance of the securities account (step 5) Update notification information is transmitted (step 6).

  In the case of selling bonds, the securities account management means performs the process of FIG. 11, the fund account management means performs the process of FIG. 12, and the information to be processed is related to information related to funds and securities. The information to be exchanged has changed. 3 and 20 showing the flowchart of the processing, the processing of selling bonds will be understood, so that it will be omitted.

  In FIG. 13, the settlement management means receives the actual balance update notification information or the actual balance and scheduled balance update notification information (step 1), determines whether there is a queue (step 2), and ends if there is no queue. If there is, a retry instruction is sent to the queue, that is, it is determined that the amount is insufficient in step 7 of FIG. 9, and the scheduled balance confirmation information stored in the queue of the settlement management means 12b is retransmitted (step 3).

  FIG. 14 specifically shows the procedure of the process of updating the fund account performed by the fund account management means 14a in the case of purchasing government bonds (corresponding to steps 1 to 7 in FIG. 9). The left column shows the data received by the fund account management means. The fund payment message transmission of reference number B (hereinafter referred to as reference numbers A to G is simply referred to as A to G) means that B securities purchases government bonds. This means that the amount to be paid is 500,000 yen. D reimbursement message reconciliation means confirming that the transaction has actually been processed by depositing 700,000 yen from the sale of government bonds owned by B Securities. is doing. E's money payment message retry means that it tried to buy a government bond with reference number C for 600,000 yen, but could not purchase it because of insufficient funds, so it would try again. In this case, if an overdraft facility is provided, settlement will not be stopped even if a shortage occurs within that range. F's funds payment message reconcile means that the payment request information for 500,000 yen of JGB has been settled at the clearing institution at B and actually paid 500,000 yen. As with F, G ’s financial reconciliation telegram is compatible with the purchase of 600,000 yen of JGBs.

  The center column is a table for calculating the actual balance and the planned balance according to the received data (hereinafter referred to as “scheduled balance confirmation table”). In this table, the actual balance W column includes the previous day balance a, the current day receipt total b, and the current day payout total c, and the settlement balance d. The actual balance X is calculated by the previous day's balance a plus the same day receipt total b minus the same day payout total c (X = a + b−c). The planned balance Y is calculated from the previous day balance a plus the same day receipt total b minus the same day payout total c minus the balance d during settlement (Y = X−d). The calculated result is written in the columns of actual balance X and scheduled balance Y.

  A corresponds to steps 3, 5 and 6 in FIG. 9. If the balance of the previous day is 1 million yen, 1 million is written in the a column, and b, c and d columns are 0, so the X column Is 1 million, and 1 million is entered in the Y column. B corresponds to steps 4 to 7 in FIG. 9, and the purchase amount (500,000 yen) is extracted from the scheduled balance confirmation information. Since 500,000 is the balance being settled, Scheduled balance Y = actual balance X (= a + bc) −Y is calculated as balance d during settlement, and 500,000 is written in the Y column. C corresponds to Steps 4 to 8 in FIG. 9, and if B is received the balance confirmation information to buy a government bond of 600,000 yen following B, column d will be 1.1 million with 500,000 plus 600,000. , Y value becomes −100,000, the planned balance is insufficient (corresponding to NO in step 7), and the process of C proceeds to step 8 because the planned balance is insufficient. Is stored in the queue of the payment management means 12b.

  D corresponds to steps 2 to 5 in FIG. 11, with 700,000 yen being deposited by selling government bonds, 700,000 is written in column b, and 500,000 in column d has not yet been settled, so the same value Is described. As a result, after 1.7 million is written in the X column and 1.2 million is written in the Y column, the fund account management means that has received the update notification information in FIG. A retry instruction is transmitted to the settlement management means. Subsequently, the process E is performed, and E corresponds to the process of FIG. The result is calculated with 700,000 in the b column and 1.1 million in the d column, 500,000 D and 600,000 in the C column. As a result, 1.7 million is written in the X column and 600,000 is written in the Y column. The The processing of F and G is as follows. The purchase of government bonds during the settlement of B and C is settled and 500,000 of F and 600,000 of G are paid out. Will be listed 600,000.

  FIG. 15 specifically shows the procedure of the process of updating the securities account performed by the securities account management means 12c in the case of government bond sales (corresponding to steps 1 to 7 in FIG. 9). Although the fund payment message and the funds deposit message in FIG. 13 are replaced with a government bond payout message and a government bond accept message, the processing method is the same and is omitted.

  As can be understood from the above description, the first embodiment of the present invention is capable of buying and selling government bonds using an account of A bank without using the JGB system of the Bank of Japan. Even if a large amount of JGB sales transactions occur using a complex account, the fund account management means 14a (or the securities account management means 12c) can determine the actual balance and the planned balance of the fund account (or securities account). By having a function to manage, it is possible to always check whether or not there is a shortage of funds, and even if it is insufficient, the payment management means 12b has a function to retry the planned balance shortage information again. It has become possible to continue without stopping other payment processing.

  By the way, the functions of the settlement management unit 12b, the fund account management unit 14a, and the securities account management unit 12e may be implemented in one server, or as described in the second embodiment, the settlement management unit 12b and Those skilled in the art will understand that it is possible to implement the securities account management means 12c on the server of the government bond clearing system 12 and the fund account management means 14a on the server of the account system 14. Further, although the payment management means 12b has a function for determining whether or not to buy a government bond, it can also be provided in the payment statement creation means 12a.

  Next, a second embodiment will be described as the best mode for achieving the above problem 2. FIG. 1 is a schematic diagram of an overall transaction flow for performing settlement and management operations related to government bonds and funds in government bond transactions between B Securities and A Bank. When a contract for buying or selling government bonds is concluded with a trading partner company, B securities, which is a customer, the details of the agreement for buying or selling government bonds (A bank number, trustee name, fund account) from the terminal device of the B securities Number, securities account number, counterparty name, brand name, trading amount, etc.) (hereinafter referred to as “contract information”) at financial institutions via communication networks such as SWIFT, WEB and VPN. The data is sent to a certain bank A's government bond trading system, and the government bond trading system sends the information to a server of the Japan Securities Depository Center, Inc. (hereinafter referred to as “verification organization”), a server of the Japan Government Bond Clearing Corporation (hereinafter referred to as “ To the clearing organization ”) and the Bank of Japan server (hereinafter referred to as“ settlement organization ”). When a government bond is bought or sold from the terminal device of the securities B, the mutual relationship between the government bonds and related organizations that process information on funds is shown based on the contract information. The government bond trading system is used as a general term for the government bond clearing system, account system, and BOJ settlement system described below.

  The collation organization has the business of streamlining and rationalizing the storage and delivery of securities such as stock certificates and providing the collation function for contract information in order to facilitate the smooth distribution of securities markets. As described above, the clearing organization has a function of becoming a trading partner of a financial institution participating in the clearing organization and offsetting (netting) orders for selling and buying across a plurality of counterparties.

  FIG. 2 shows various types of information that the contract information transmitted from the B securities terminal device is processed by the servers of each related organization among the A bank, the verification organization, the clearing organization, the settlement organization, and the counterparty company. This shows the flow. When the contract is concluded between the B securities and the counterparty company, the contract information is transmitted from the terminal device of the B securities to the A bank, and similarly, the contract information is transmitted from the server of the counterparty company to the verification organization. Bank A, which has received the information, transmits the contract information to the collation institution, and the collation institution that has received the contract information transmitted from each of the two companies checks whether the data of the two information matches, If they match, the information is sent to the clearing house as verified. Specifically, the collation organization receives the contract information transmitted from Bank A and the contract information transmitted from the counterparty company, and collates each data of the contract information. The information (hereinafter referred to as “collation information”) obtained by adding the collation number created by the collation organization to the contract information is transmitted to the partner company, and the collated information is transmitted to the clearing organization. It has a function.

  The clearing organization organizes a large amount of execution information sent from the collation organization into JGB purchases and JGB sales by issue, performs netting for each settlement date, calculates the settlement amount, and uses it as notification information for Bank A and its counterparties. Send to company server. After that, when the clearing house receives the information requesting the settlement of JGB purchase and JGB sale from Bank A and the counterparty company, the DVP settlement is simultaneously performed on the JGB and funds, and the settlement information that is the settlement completion information to both companies is received. Send. That is, the clearing organization 6 collects information on the purchase of government bonds and the sale of government bonds for each bank and counterparty company for each issue of the government bonds and performs netting, and includes information including the settlement amount (hereinafter referred to as “settlement”). "Notification information") is transmitted to the bank A or the server of the counterparty company. In addition, although B securities were illustrated as a customer, it is clear that various companies, such as a life insurance company, a non-life insurance company, and a regional bank, are objects, and a customer is not limited to a securities company.

  FIG. 6 is a block diagram showing a functional configuration diagram of the government bond trading system according to the second embodiment of the present invention. As shown in the figure, the transaction information transmitted from the terminal device of B securities, the verification information transmitted from the server of the verification / clearing organization, and the settlement information transmitted from the server of the BOJ The information flow in which the servers of the government bond clearing system 12, the Bank of Japan settlement system 13, and the billing system 14 constituting the above information are processed is shown.

  As shown in the figure, the government bond trading system 1 includes a government bond clearing system 12, a BOJ settlement system 13, and an account system 14. The government bond clearing system 12 has functions for managing government bonds and information on government bonds. It is a server to be provided, and includes, as a function of processing information, a payment details creation means 12a, a payment management means 12b, a securities account management means 12c, a payment details file 12d, and a database having a securities account file 12e. The Bank of Japan settlement system 13 is connected to the Bank of Japan Net, which handles online bond settlement and current account settlement with the Bank of Japan, and includes a government bond RTGS means 13a and a current account RTGS means 13b. The means 13a has the function of processing the information on the settlement of the government bonds at the matching / clearing institution and the Bank of Japan, and the current account RTGS means 13b has the function of processing the information on the settlement of the current account at the clearing house and the Bank of Japan. Have. The account system 14 is a server that provides information regarding the management of funds and funds of customers, and includes a database having a fund account management means 14a and a fund account file 14b as functions for processing the information.

  The terminal device 4 of the securities B transmits the contract information to the government bond transaction system of the bank A via a communication network such as SWIFT, WEB, and VPN, while the server of the verification organization is the server of the bank A and the counterparty company The data of the contract information transmitted from the private line through the dedicated line is collated, and if they match, the collation information including the collation number is returned to the government bond clearing system 12 (see FIGS. 2 and 3). The government bond clearing system 12 that has received the payment information from the payment institution via the BOJ payment system 13 creates instruction information for updating the actual balance and the scheduled balance using the contract information, the verification information, and the payment information. , And a function of transmitting the data to the accounting system 14. The payment details creation means 12a, the payment management means 12b and the like having various functions for processing various information of each server will be described in detail later.

  In the case where B Securities has concluded a “Government Purchase” contract with a counterparty company, in other words, when performing “Payment of funds”, the B Securities Terminal used in the best embodiment of the present invention, the JGB Clearing System 12, A sequence chart (flow 1) for explaining various information processing procedures in the account system 14, the Bank of Japan settlement system 13, the collation / clearing organization and the settlement organization is shown in FIG.

  The government bond transaction system includes a settlement statement creation unit 12a, a securities account management unit 12c, and a settlement management unit 12b, the account system 14 includes a fund account management unit 14a, and the BOJ settlement system 13 includes a government bond RTGS unit 13a and a current account RTGS unit 13b. I have. The above-mentioned means are arranged on the horizontal axis, the vertical axis is the time axis, and time is described as flowing from top to bottom. A to J in this figure represent various information processed by the server, and the contents of the data of the various information will be described later. Therefore, here, only the explanation of the flow of various information among the B securities terminal, the government bond trading system, the accounting system 14, the BOJ settlement system 13, the verification / clearing organization, and the settlement organization, the information included in each system described above. This processing function will be described in detail with reference to FIG.

  The settlement statement creating means 12a sends the contract information to the collation organization (1), and the collation organization collates each data of the contract information of the B securities and the counterparty company, and sets the collation number for the matched contract information. Add and reply (2). The creating means 12a creates settlement details information and stores it in a settlement details file (3). On the other hand, the clearing organization organizes a large amount of collated information for each financial institution and brand, and performs a netting process for each sorted financial institution and brand to calculate a settlement amount. The clearing house sends settlement notification information to bank A (4). Upon receipt of the settlement notification information, the settlement details creation means 12a of the A bank transmits the settlement details information to the settlement management means 12b (5).

  After that, the settlement organization receives the government bond settlement request information from the counterparty's trading financial institution, generates a receipt number and adds the government bond delivery guidance information added to the guidance for delivering the government bond, Then, the fund delivery request target notification information, which is a guide for delivering the funds, is transmitted to the BOJ settlement system 13 (6). The government bond RTGS means 13a which has received the guidance information separates the guidance information into its own bank and the customer and transmits the customer information to the settlement management means 12b (7). The settlement management means 12b stores the bank number and the receipt number in association with each other in the settlement statement file if the settlement details information and the reception guide information match (8), and the scheduled balance including the receipt number and the funds settlement amount, etc. Confirmation information is created and transmitted to the billing system 14 (9).

  The fund account management unit 14a of the account system 14 updates the balance amount of the B securities account information from the fund account file 14b, and returns the scheduled balance update information including the updated balance amount to the settlement management unit 12b (10). ). If not enough, the balance shortage notification information including the shortage amount is returned to the settlement management means 12b.

  The settlement management means 12b transmits the receipt number from the scheduled balance update information to the settlement organization (11). The settlement organization performs DVP settlement with the receipt number, and transmits information on fund delivery request notification and government bond fund simultaneous delivery acceptance guidance to bank A (12). The current account RTGS means 13b, which has received the information on the simultaneous receipt of government bond funds, divides the information into its own bank and the customer, and transmits the information for the customer to the settlement management means 12b (13).

  The settlement management unit 12b creates instruction information including the securities settlement amount and creates the instruction information including the fund settlement amount and transmits it to the fund account management unit 14a (14). The securities account management means 12c that has received the information updates the actual balance and the scheduled balance of the specified account (15). Receiving the information, the fund account management means 14a updates the actual balance of the specified account (16).

  FIG. 7 shows an example of the contents of data included in various information (A1 to K1) of the sequence chart described in FIG. The information indicated by the reference number A1 is contract information and includes data such as A bank number, fund account number, securities account number, and counterparty name. The information indicated by the reference number B1 is payment details information and includes data in which a verification number is added to the contract information. The information indicated by the reference number D1 is reception guide information, and includes data such as a payment date, a reception number, a payout destination, a payee, and a brand name. The information indicated by the reference number E1 includes data such as a transaction execution date, a receipt number, a fund payment requester, a fund payment destination, and a withdrawal amount. The information indicated by the reference number F1 includes data such as a fund account number and a fund settlement amount. The information indicated by the reference number G1 includes reception number data. The information indicated by the reference number H1 includes data such as a transaction execution date, a reception number, a fund payment destination, and a withdrawal amount. The information indicated by the reference number I1 includes data such as a payment date, a reception number, a payout destination, a payee, a brand name, a face value, and a money transfer amount. The information indicated by the reference number J1 includes data such as a securities account number, a receipt number, a securities settlement amount, and a brand name. The information indicated by the reference number K1 includes data such as a trustee code, a fund account number, a receipt number, and a fund settlement amount.

  FIG. 16 shows a functional configuration in which the government bond clearing system 12, the Bank of Japan settlement system 13 and the account system 14 process information in the government bond purchase (flow 1) sequence chart shown in FIG. It is a block diagram.

  Since the flow of information has been described with reference to FIG. 3, what kind of processing is being performed on the input information by each function realization means included in each system will be described. The settlement statement creating means 12a transmits the contract information transmitted from the B securities terminal to the collation organization (1), and the collation organization transmits each data of the contract information transmitted from the B securities and the counterparty's terminal. Are collated, a collation number is created for the matched contract information, and the collation number is returned to the settlement statement creation means 12a (2). The creation means creates settlement details information by adding the verification number to the contract information and stores it in the settlement details file. The settlement details information from other customers is similarly created and stored sequentially in the settlement details file (3). On the other hand, the clearing organization organizes a large amount of collated information received from the collation organization for each financial institution and issue, performs a netting process for each arranged financial institution and issue, and calculates a settlement amount. The clearing organization transmits information including the payment amount, the trading category, and the like (hereinafter referred to as “payment amount information”) to the payment statement creation means 12a (4). Upon receipt of the notification information, the settlement details creation means 12a transmits settlement details information relating to the purchase of government bonds or the sale of government bonds to the settlement management means 12b based on the information (5).

  After that, the settlement organization receives the government bond settlement request information from the counterparty's transaction financial institution, generates a receipt number, and adds the government bond delivery reception guide information added to the guidance for delivering the government bond ( Hereinafter, the information to which the receipt number is added is referred to as “acceptance guidance information”), and the fund delivery request target notification information which is the fund delivery guidance is transmitted to the BOJ settlement system 13 (6). The government bond RTGS means 13a which has received the guidance information separates the guidance information into its own bank and the customer and transmits the customer information to the settlement management means 12b (7).

  The settlement management means 12b compares each data of the settlement details information and the reception guide information to determine whether they match, and if they match, stores the bank number and the receipt number in association with each other in the settlement details file. (8) Create information on confirmation of the scheduled balance including the receipt number and the funds settlement amount and send it to the accounting system 14 (9).

  The fund account management means 14a of the account system 14 retrieves and calls the account information of B securities from the fund account file 14b, compares the balance amount described in the planned balance of the information with the received balance amount, If it is sufficient, the balance amount of the scheduled balance is updated, and the scheduled balance update information including the updated balance amount is returned to the settlement management means 12b (10). If not enough, the balance shortage notification information including the shortage amount is returned to the settlement management means 12b.

  Upon receiving the scheduled balance update information, the settlement management means 12b extracts the receipt number from the information and transmits the receipt number to the settlement organization via the checking account RTGS means 13b (11). The settlement organization performs DVP settlement with the receipt number, and transmits information on fund delivery request notification and government bond fund simultaneous delivery acceptance guidance to bank A (12). The current account RTGS means 13b, which has received the information on the simultaneous receipt of government bond funds, divides the information into its own bank and the customer, and transmits the information for the customer to the settlement management means 12b (13).

  The settlement management means 12b identifies the transaction by the receipt number from the settlement details file and sets the status as settled, and creates instruction information including the securities settlement amount to update the actual balance and the scheduled balance, Instruction information including the funds settlement amount is created in the management means 12c and transmitted to the fund account management means 14a (14). The securities account management means 12c that has received the information identifies the transaction by the receipt number from the securities account file, and updates the actual balance and the scheduled balance of the identified account. The fund account management means 14a that has received the information identifies the transaction by the receipt number from the fund account file 14b and updates the actual balance of the identified account.

  In FIG. 17, the settlement details creation means 12a receives the contract information (Step 1), receives the collation number information transmitted from the collation organization (Step 2), and then receives the settlement amount information (Step 3). The payment details information is created from the received information, stored in the payment details file, and the information is transmitted to the payment management means (step 4).

  In FIG. 18, the settlement management means 12b receives settlement details information, extracts trading category data in the settlement details information (step 1), and specifies whether or not the trading category data is a purchase of a government bond ( Step 2) If it is a buy, the reception guide information is received (Step 3), and the data of both information is collated to determine whether or not they match (Step 4). For example, the bank number and the reception number of the reception guide information are extracted and associated, and the scheduled balance confirmation information including the fund account number, the reception number and the amount of funds settlement is created and stored in the settlement details file, and the information is funded. It transmits to the account management means 14a (step 5). If it is not buying a government bond in step 2, that is, if selling, the process proceeds to a government bond selling process.

  The fund account management means 14a of the account system 14 is omitted because the processing steps after receiving the scheduled balance confirmation information are the same as steps 4 to 13 shown in FIG. In FIG. 19, the payment management means 12b that has received the scheduled balance update information (step 1) extracts the receipt number from the information and transmits the number to the payment organization (step 2). Thereafter, the settlement management means extracts the receipt number from the DVP settled information received from the settlement organization (Step 3) (Step 4), and updates the actual balance of the securities account and the planned balance and the actual balance of the fund account. Is transmitted to the securities account management means and the fund account management means (step 5).

  FIG. 20 shows a case where B Securities makes a contract for “government bond sale” with a counterparty company, in other words, when “fund receipt” is performed, and when the B securities terminal and the government bond transaction used in the second embodiment of the present invention are used. It is a sequence chart (flow 2) explaining the processing procedure of various information in the system, the accounting system 14, the Bank of Japan settlement system 13, the verification / clearing organization, and the settlement organization.

  The flow (1) to flow (5) of the government bond sale (flow 2) are the same as those of the government bond purchase (flow 1), and are omitted. The settlement management means 12b that has received the settlement details information transmits information for confirming the securities balance to the securities balance confirmation means (6). The stock balance confirmation means returns the scheduled balance update information including the updated balance amount to the settlement management means 12b (7). If not enough, the balance shortage notification information including the shortage amount is returned to the settlement management means 12b.

  Upon receiving the scheduled balance update information, the settlement management means 12b transmits the information to the settlement organization (8). The clearing organization generates an acceptance number and transmits the information added to the information including the funds delivery amount, that is, the acceptance guidance information to the settlement management means 12b (9). The settlement management means 12b associates the bank number and the receipt number and stores them in the settlement details file (10).

  The settlement institution performs DVP settlement and transmits a current account receipt notice and settlement completion notice information to bank A (11). The government bond RTGS unit 13a that has received the settlement completion notification information transmits information for the customer to the settlement management unit 12b (12). The settlement management means 12b creates update instruction information including the securities settlement amount and creates the update instruction information including the fund settlement amount and transmits it to the fund account management means 14a (13, 14). 15).

  FIG. 21 shows a functional configuration in which the government bond clearing system 12, the Bank of Japan settlement system 13, and the account system 14 process information in the government bond sale system (flow 2) sequence chart shown in FIG. It is a block diagram. Since the flow of information has been described with reference to FIG. 20, what processing is performed on the input information by each function realization means included in each system will be described.

Flows 1 to 5 are the same as those for buying government bonds (flow 1). The settlement management means 12b that has received the settlement details information transmits to the securities account management means 12c information for confirming a securities balance such as a securities account number, a brand name, and a settlement face amount necessary for selling a government bond from the information. .
The securities account management means 12c retrieves and calls the securities account information of the securities B from the securities account file 12e, compares the balance amount described in the planned balance of the information with the received balance amount, and determines whether the balance is sufficient. If it is sufficient, the balance amount of the scheduled balance is updated, and the scheduled balance update information including the updated balance amount is returned to the settlement management means 12b (7). If not enough, the balance shortage notification information including the shortage amount is returned to the settlement management means 12b.

  Upon receiving the scheduled balance update information, the settlement management means 12b creates government bond settlement request information and transmits it to the settlement organization via the government bond RTGS means 13a (8). The settlement institution creates the reception notification information to which the reception number is added and the reception guide information described above and transmits them to the bank A (9). The settlement management means 12b that has received the acceptance guidance information via the JGB RTGS means 13a associates the bank number with the receipt number and stores it in the settlement details file (10). Thereafter, the settlement organization performs DVP settlement, and sends a current account receipt notice and settlement completion notice information to the bank A (11). The government bond RTGS means 13a receiving these pieces of information cuts the information into its own bank and customers, and transmits the information for the customer to the payment management means 12b (12).

  The settlement management unit 12b creates update instruction information including the securities settlement amount and creates the update instruction information including the fund settlement amount and transmits it to the fund account management unit 14a (13). The securities account management means 12c receiving the information updates the actual balance of the specified account (14). Receiving the information, the fund account management means 14a updates the actual balance and the scheduled balance of the specified account (15).

  Next, a description will be given of the functions of the settlement details creation means 12a, settlement management means 12b, securities account management means 12c, etc. of the government bond sale (flow 2) (in other words, “fund receipt”), that is, a flowchart for processing information. . The processing of flows (6) and (7) of the government bond sale (flow 2) in FIG. 19 processes the information of the settlement management means 12b of the flows (9) and (10) of the purchase of government bonds (flow 1) in FIG. The processing of the securities account management means 12c of the flow (6) and (7) is the same as the function, and the information of the fund account management means 14a of the flows (9) and (10) of the government bond purchase (flow 1) is processed. It is the same function as The function of processing the information of the flows (13), (14) and (15) of the government bond sale (flow 2) is the same as that of the flows (14), (15) and (16) of the government bond purchase (flow 1) in FIG. This function is the same as the function for processing the information of the payment management means 12b. The flow (5) to (6) and the flow (8) to (12) of the government bond sale (flow 2) can be easily implemented by those skilled in the art from the description of the block diagram of FIG. The flowchart of the means is omitted.

  FIG. 22 shows an example of the contents of data included in various information (A2 to F2 and H2 to K2) of the sequence chart described in FIG. The information indicated by the reference number A2 is contract information and includes data such as A bank number, fund account number, securities account number, counterparty name and the like. The information indicated by the reference number B2 is payment details information, and includes data in which a verification number is added to the contract information. The information indicated by the reference number D2 includes data such as a trustee code, a brand name, and a settlement face value. The information indicated by the reference number F2 is reception guidance information, and includes data such as a payment date, a reception number, a payout destination, a payee, and a brand name. The information indicated by reference number H2 includes data such as transaction execution date and deposit amount. The information indicated by the reference number I2 includes data such as a payment date, a reception number, a payout destination, a payee, a brand name, a face value, and a money transfer amount. The information indicated by the reference number J2 includes data such as a fund account number, a receipt number, a fund settlement amount, and a brand name. The information indicated by the reference number K2 includes data such as a trustee code, a fund account number, a receipt number, and a fund settlement amount.

It is the schematic of the whole transaction flow which performs the settlement and management business regarding the government bond and funds in the government bond transaction between B securities and A bank. It is the schematic which showed the flow of the various information which the contract information transmitted from the terminal device of B securities is processed by the server with which each related organization is provided among A bank, a settlement organization, and a counterparty company. It is a sequence chart (flow 1) explaining the processing procedure of various information when B securities conclude "JGB purchase" with a counterparty company. It is a block diagram which shows the function block diagram in the case of buying a government bond of the government bond transaction apparatus which concerns on the 1st Embodiment of this invention. It is a block diagram which shows the function block diagram in the case of selling a government bond of the government bond transaction apparatus which concerns on the 1st Embodiment of this invention. It is a figure which shows the 1st and 2nd embodiment of this invention. It shows an example of the content of data included in various information (A1 to K1) of the sequence chart described in FIG. It is a flowchart which shows the function which the payment management means of a 1st Example has. It is a flowchart which shows the function which the fund account management means of a 1st Example has. It is a flowchart which shows the function which the payment management means of a 1st Example has. It is a flowchart which shows the function which the fund account management means of a 1st Example has. It is a flowchart which shows the function which the securities account management means of a 1st Example has. It is a flowchart which shows the function which the payment management means of a 1st Example has. In the case of purchase of government bonds, the procedure of processing for updating the fund account performed by the fund account management means is specifically shown. In the case of government bond sales, the procedure of processing for updating the securities account performed by the securities account management means is specifically shown. FIG. 4 is a block diagram showing a functional configuration in which the government bond clearing system, the Bank of Japan settlement system, and the billing system process information in the government bond purchase (flow 1) sequence chart shown in FIG. 3. It is a flowchart which shows the function which the payment statement preparation means of a 2nd Example has. It is a flowchart which shows the function which the payment management means of a 2nd Example has. It is a flowchart which shows the function which the payment management means of a 2nd Example has. It is a sequence chart (flow 2) explaining the processing procedure of various information when B securities conclude "government bond sale" contract with a trading partner company. FIG. 20 is a block diagram showing a functional configuration in which the government bond clearing system, the Bank of Japan settlement system, and the bill system of the government bond trading system process information in the sequence chart of government bond sales (flow 2) shown in FIG. 19. 20 shows an example of the contents of data included in various information (A2 to K2) of the sequence chart described in FIG.

Explanation of symbols

12 Factoring system 12a Settlement statement creation means 12b Settlement management means 12c Securities account management means 13 BOJ settlement system 13a JGB RTGS means 14 Current account RTGS means 14a Fund account management means

Claims (15)

In a government bond trading apparatus having a fund account file and a securities account file, which performs settlement and management operations related to government bonds and funds in government bond transactions, the fund account file of the fund account file and the securities account of the securities account file respectively have a planned balance and an actual balance. The government bond trading device has a balance, and is connected to a terminal device on the customer side, a verification organization, a clearing organization, and a settlement organization;
Create payment details information based on the execution information of the JGB transaction received from the terminal device on the customer side, the verification number information received from the verification organization, and the payment amount information received from the clearing organization. Means,
It is determined whether the data included in the settlement details information and the data included in the reception guide information received from the clearing organization match, and when they match, the government bond transaction is a buy transaction based on the execution information. Whether the government bond transaction is a buy transaction or not, and creates a planned balance confirmation information for the fund account. If the government bond transaction is a sell transaction, the planned balance confirmation information for the securities account is determined. A payment management means to be created;
Whether the planned balance of the fund account is calculated by receiving the planned balance confirmation information from the settlement management means when the JGB transaction is a buy transaction, and calculating the planned balance of the fund account based on the planned balance confirmation information. Making a determination, and when it is determined that it is sufficient, creating a planned balance update information and sending it to the settlement management means, a fund account management means,
When the government bond transaction is a sale transaction, the planned balance confirmation information is received from the settlement management means, and the planned balance of the securities account is calculated based on the planned balance confirmation information to determine whether the planned balance is sufficient. And a securities account management means for creating scheduled balance update information and transmitting it to the settlement management means when it is determined that it is sufficient,
When the settlement management means receives the scheduled balance update information from the fund account management means or the securities account management means, it creates government bond settlement request information from the scheduled balance update information and transmits it to the settlement organization, and the settlement When the settlement completion notification information indicating that the settlement of the government bond transaction has been performed based on the government bond settlement request information is received from the institution, when the government bond transaction is a purchase transaction, the actual balance and the scheduled balance of the securities account are updated. Instruction information and update instruction information of the actual balance of the fund account are created, and when the JGB transaction is a sale transaction, the update instruction information of the actual balance of the securities account, and an update instruction of the actual balance and scheduled balance of the fund account A government bond trading device configured to create information.   The fund account management means and the securities account management means are each configured to create planned balance shortage information and send it to the settlement management means when it is determined that the planned balance is insufficient. The government bond transaction apparatus according to claim 1. The fund account management means extracts the funds payment amount data from the planned balance confirmation information, writes the data in the planned balance confirmation table, and calculates the actual balance and the planned balance of the fund account. Is configured to determine whether or not
The securities account management means extracts the government bond payout amount data from the scheduled balance confirmation information, writes the data in the scheduled balance confirmation table, and calculates the actual balance and the scheduled balance of the securities account. The government bond transaction apparatus according to claim 1, wherein the government bond transaction apparatus is configured to determine whether or not it is present. The fund account management means further extracts information on the fund account from the fund account file, extracts balance data for the previous day from the information on the fund account, and determines whether the planned balance is sufficient. Composed of
The securities account management means further extracts the securities account information from the securities account file, extracts the previous day balance data from the securities account information, and determines whether the scheduled balance is sufficient. The government bond transaction apparatus according to claim 3, which is configured as follows.   If the fund account management means and the securities account management means determine that the planned balance is insufficient, the actual account balance and the schedule are described by retrying after the actual balance has increased and describing each data in the scheduled balance confirmation table. The government bond transaction apparatus according to claim 2, wherein the government bond trading apparatus is configured to determine again whether the scheduled balance is sufficient by calculating a balance.   When the JGB transaction is a buy transaction, the fund account management means extracts the fund payment amount data from the update instruction information of the actual balance of the fund account, and describes the fund payment amount data in a table of scheduled balance confirmation When the government bond transaction is a sale transaction, the government bond withdrawal data is extracted from the actual balance and scheduled balance update instruction information of the fund account, and the government bond withdrawal data is recorded in the scheduled balance confirmation table. The government bond transaction apparatus according to claim 1, wherein the apparatus is configured to calculate a balance and a scheduled balance and update the information of the fund account.   The securities account management means, when the government bond transaction is a buy transaction, extracts government bond payout data from the update instruction information of the actual balance and the planned balance of the securities account, and describes the government bond payout data in a table of scheduled balance confirmation When the government bond transaction is a selling transaction, the fund payment amount data is extracted from the update instruction information of the actual balance of the securities account, and the fund payment amount data is described in a table of scheduled balance confirmation, and the actual The government bond transaction apparatus according to claim 1, wherein the apparatus is configured to calculate a balance and a scheduled balance and update information of the securities account. In a government bond trading system having an account system having a fund account file and a government bond clearing system having a securities account file, which performs settlement and management related to government bonds and funds in government bond transactions, the fund account and securities account file of the fund account file Each of the securities accounts has a scheduled balance and an actual balance, and the government bond trading system is connected to a terminal device on the customer side, a verification organization, a clearing organization, and a settlement organization,
The government bond clearing system
Create payment details information based on the execution information of the JGB transaction received from the terminal device on the customer side, the verification number information received from the verification organization, and the payment amount information received from the clearing organization. Means,
Whether reception guidance information including a reception number is received from the clearing organization, and whether the data included in the payment specification information from the payment specification creation means matches the data included in the reception guidance information from the clearing organization Judgment is made to determine whether the government bond transaction is a buy transaction or a sell transaction based on the contract information when they match, and when the government bond transaction is a buy transaction, planned balance confirmation information for the fund account A settlement management means for creating scheduled balance confirmation information for the securities account when the government bond transaction is a selling transaction;
When the government bond transaction is a sale transaction, the planned balance confirmation information is received from the settlement management means, and the planned balance of the securities account is calculated based on the planned balance confirmation information to determine whether the planned balance is sufficient. Securities account management means for creating and transmitting scheduled balance update information including the receipt number to the settlement management means when it is determined that it is sufficient,
The accounting system is
Whether the planned balance of the fund account is calculated by receiving the planned balance confirmation information from the settlement management means when the JGB transaction is a buy transaction, and calculating the planned balance of the fund account based on the planned balance confirmation information. A fund account management means for making a decision and creating scheduled balance update information including the receipt number when it is judged to be sufficient, and sending it to the settlement management means;
When the settlement management means of the government bond clearing system receives the scheduled balance update information from the fund account management means or the securities account management means, it extracts the receipt number from the scheduled balance update information, and the receipt number When the settlement completion notification information indicating that the settlement of the government bond transaction has been performed based on the government bond settlement request information is received from the settlement organization. The fund account and the securities account are specified based on the receipt number included in the settlement completion notification information, and when the government bond transaction is a buy transaction, update instruction information for the actual balance and the scheduled balance of the securities account and the fund Update instruction information of the actual balance of the account, and when the JGB transaction is a sale transaction, update instruction information of the actual balance of the securities account, the actual balance of the fund account, and the planned balance Government bond trading system characterized by being configured to create an update instruction information and.   The fund account management means and the securities account management means are each configured to create planned balance shortage information and send it to the settlement management means when it is determined that the planned balance is insufficient. The government bond transaction system according to claim 8. The fund account management means extracts the funds payment amount data from the planned balance confirmation information, writes the data in the planned balance confirmation table, and calculates the actual balance and the planned balance of the fund account. Is configured to determine whether or not
The securities account management means extracts the government bond payout amount data from the scheduled balance confirmation information, writes the data in the scheduled balance confirmation table, and calculates the actual balance and the scheduled balance of the securities account. The government bond trading system according to claim 8, wherein the government bond trading system is configured to make a determination as to whether or not a banknote is present. The fund account management means further extracts information on the fund account from the fund account file, extracts balance data for the previous day from the information on the fund account, and determines whether the planned balance is sufficient. Composed of
The securities account management means further extracts the securities account information from the securities account file, extracts the previous day balance data from the securities account information, and determines whether the scheduled balance is sufficient. The government bond transaction system according to claim 10, wherein the system is configured as follows.   If the fund account management unit and the securities account management unit determine that the planned balance is insufficient, the actual account balance and the schedule are described by retrying after the actual balance has increased and describing each data in the planned balance confirmation table. The government bond trading system according to claim 9, wherein the system is configured to determine again whether the planned balance is sufficient by calculating a balance.   When the JGB transaction is a buy transaction, the fund account management means extracts the fund payment amount data from the update instruction information of the actual balance of the fund account, and describes the fund payment amount data in a table of scheduled balance confirmation When the government bond transaction is a sale transaction, the government bond withdrawal data is extracted from the actual balance and scheduled balance update instruction information of the fund account, and the government bond withdrawal data is recorded in the scheduled balance confirmation table. The government bond trading system according to claim 8, wherein the system is configured to calculate a balance and a scheduled balance and update the information of the fund account.   The securities account management means, when the government bond transaction is a buy transaction, extracts government bond payout data from the update instruction information of the actual balance and the planned balance of the securities account, and describes the government bond payout data in a table of scheduled balance confirmation When the government bond transaction is a selling transaction, the fund payment amount data is extracted from the update instruction information of the actual balance of the securities account, and the fund payment amount data is described in a table of scheduled balance confirmation, and the actual The government bond trading system according to claim 8, wherein the system is configured to calculate a balance and a scheduled balance and update the information of the securities account. In a method for conducting government bond transactions using a government bond trading system having an account system having a fund account file and a government bond clearing system having a securities account file, which performs settlement and management related to government bonds and funds in government bond transactions,
The government bond clearing system includes settlement details creation means, settlement management means, and securities account management means, and the accounting system includes fund account management means, the fund account of the fund account file and the securities of the securities account file. Each account has a scheduled balance and an actual balance, and the government bond trading system is connected via a network with a terminal device on the customer side, a verification organization, a clearing organization, and a settlement organization,
The execution information of the government bond transaction transmitted from the customer side terminal device, and the execution information transmitted from the verification organization in response to the transmission of the execution information to the verification organization. Creates payment details information based on the reference number information indicating that the transaction information matches the contract information from the counterparty and the payment amount information transmitted from the clearing organization, and transmits the payment details to the payment management means And steps to
The settlement management means receives receipt guidance information including a receipt number from the clearing organization, and includes the data included in the settlement details information transmitted from the settlement specification creation means and the acceptance guidance transmitted from the clearing organization. It is determined whether or not the data included in the information matches, and if they match, when the JGB transaction is a buy transaction, planned balance confirmation information is created for the fund account, and the JGB transaction is sold. Creating a scheduled balance confirmation information for the securities account at the time of the transaction;
When the JGB transaction is a buy transaction, the fund account management means calculates the planned balance of the fund account based on the planned balance confirmation information and determines whether the planned balance is sufficient, and the JGB transaction When the transaction is a sale transaction, the securities account management means calculates the planned balance of the securities account based on the planned balance confirmation information, determines whether the planned balance is sufficient, Creating scheduled balance update information including the receipt number when determined, and transmitting to the payment management means;
The settlement management means extracts the receipt number from the scheduled balance update information, creates government bond settlement request information including the receipt number, transmits it to the settlement organization, and responds to reception of the government bond settlement request information When the settlement completion notification information including the receipt number is received from the settlement organization, an instruction to extract the receipt number from the settlement completion notification information and update the securities account or the fund account specified by the receipt number Creating information. A method comprising:

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