Euro foreign money market statistics: Fourth upkeep interval 2022


16 August 2022

chart 1

Every day Common Nominal Lending and Lending Turnover in Secured and Unsecured Wholesale Markets by Upkeep Interval (MP)

(billions of euros)

Knowledge for each day common nominal lending and lending turnover in secure and unsecured markets

unsecured market

chart 2

Weighted Common Charge for Wholesale Sector Lending within the Unsecured Section by Tenure and Upkeep Interval

(P.c)

Weighted Common Charge Figures for Unsecured Wholesale Sector Lending

Within the fourth upkeep interval of 2022, which started on 15 June 2022 and ended on 26 July 2022, the lending enterprise within the unsecured section averaged €128 billion per day. The full lending turnover for your entire interval was €3,849 billion. Borrowing from credit score establishments, ie on the interbank market, represents a turnover of €341 billion, ie 9% of the entire lending enterprise. Lending to credit score establishments amounted to €261 billion. In a single day lending transactions characterize 70% of the entire borrowed nominal quantity. The weighted common in a single day price for lending transactions was -0.59% for the interbank sector and -0.53% for the wholesale sector, as towards -0.59% and -0.55%, respectively, within the earlier upkeep interval.

secure market

chart 3

Weighted Common Charge Time period for Wholesale Sector Lending and Lending in Secured Section

(P.c)

Knowledge for secured wholesale sector lending and weighted common charges for lending

Within the fourth upkeep interval of 2022, the lending turnover within the secured section averaged €414 billion per day, whereas the entire lending turnover for your entire interval was €12,410 billion. Money lending represented a turnover of €10,319 billion and the each day common quantity was €344 billion. A lot of the enterprise was concentrated over intervals starting from in a single day to at least one week, with in a single day transactions representing roughly 25% and 22% of the entire nominal quantity on the lending and lending aspect, respectively. The weighted common in a single day charges for lending and lending transactions had been -0.90% and -0.85%, respectively, for the wholesale sector, as towards -0.74% and -0.71% within the earlier upkeep interval. Within the fourth upkeep interval of 2022, the weighted common price for spot/subsequent lending transactions for operations primarily based on collateral issued in Spain ranges from -0.63% to -0.90% for operations primarily based on collateral issued in Germany Was.

chart 4

Weighted Common Charge for Spot/Additional Lending in Secured Section for Collateral Issued by Upkeep Interval (MP)

(P.c)

Knowledge for the weighted common price for secured wholesale sector lending by collateral issuing nation

Desk 1

euro foreign money market statistics

enterprise

Common price O/N (share)

each day common

gross

mp3 2022

mp4 2022

mp3 2022

mp4 2022

mp3 2022

mp4 2022

susceptible

credit score, wholesale

129

128

5,141

3,849

-0.55

-0.53

of which, interbank

1 1

1 1

430

341

-0.59

-0.59

lending, interbank

8

9

310

261

-0.41

-0.41

Protected

credit score, wholesale

413

414

16,511

12,410

-0.74

-0.90

credit score, wholesale

344

344

13,753

10,319

-0.71

-0.85

For media queries, please contact Philippe RispalTel: +49 69 1344 5482.

notes

  • Cash market statistics can be found within the ECB’s Statistical Knowledge Warehouse.
  • Eurosystem collects transaction-by-transaction data from the 47 largest euro space banks when it comes to the banks’ whole core steadiness sheet property, damaged down by their borrowing and lending from their different counterparties. Unsecured transactions embrace all trades concluded by means of deposits, name accounts or short-term securities with monetary firms (besides in central banks the place the transaction isn’t for funding functions), with the overall authorities in addition to with non-financial firms. categorised as “bulk”. Basel III LCR framework. Secured transactions embrace all fixed-term and open-basis repurchase agreements and transactions made beneath these agreements, together with tri-party repo transactions denominated in euros with maturities of as much as one yr, between the reporting agent and monetary firms (besides central) Huh. banks the place the transaction isn’t for funding functions), common authorities in addition to non-financial firms are categorised as wholesale beneath the Basel III Liquidity Protection Ratio framework. As of the primary upkeep interval of 2019, the wholesale sector covers all counterparties within the areas listed above. Additional details about the relevant methodology, together with a listing of reporting brokers, is offered within the Statistics part of the ECB’s web site.
  • The weighted common price is calculated because the arithmetic imply of the charges weighted by the corresponding nominal quantity through the upkeep interval on all days on which TARGET2, the Trans-European Automated Actual-time Gross Settlement Specific Switch System is open.
  • Borrowing refers to transactions by which the reporting financial institution receives Euro-denominated funds, no matter whether or not the transaction is initiated by the reporting financial institution or its equal.
  • Lending refers to transactions by which the reporting financial institution gives Euro-denominated funds, no matter whether or not the transaction is initiated by the reporting financial institution or its equal.
  • The intervals O/N, T/N, S/N, 1W, 3M, 6M and 12M discuss with in a single day, tomorrow/subsequent, spot/subsequent, one week, three months, six months and twelve months respectively.
  • Collateral issuing nation refers back to the jurisdiction that points collateral used for transactions secured by a single collateral recognized by an Worldwide Securities Identification Quantity.
  • Lacking values ​​for intervals in some reserved upkeep intervals could also be resulting from confidentiality necessities.
  • Along with developments within the newest upkeep interval, this press launch comprises minor modifications to information from the earlier interval.
  • Knowledge is printed 15 working days after the tip of every upkeep interval. The discharge calendar and the indicative calendar for the Eurosystem reserve upkeep interval can be found on the ECB web site.
  • The subsequent press launch on Euro foreign money market information will likely be printed on 4 October 2022.



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