Euro foreign money market statistics: Fourth upkeep interval 2022


16 August 2022

chart 1

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

(billions of euros)

Knowledge for day by 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 Phase 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 phase averaged €128 billion per day. The whole lending turnover for the complete 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 overall lending enterprise. Lending to credit score establishments amounted to €261 billion. In a single day lending transactions characterize 70% of the overall borrowed nominal quantity. The weighted common in a single day fee 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 Phase

(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 phase averaged €414 billion per day, whereas the overall lending turnover for the complete interval was €12,410 billion. Money lending represented a turnover of €10,319 billion and the day by day common quantity was €344 billion. Many 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 overall nominal quantity on the lending and lending facet, 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 fee for spot/subsequent lending transactions for operations based mostly on collateral issued in Spain ranges from -0.63% to -0.90% for operations based mostly on collateral issued in Germany Was.

chart 4

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

(P.c)

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

Desk 1

euro foreign money market statistics

enterprise

Common fee O/N (share)

day by 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 by way of the banks’ complete core stability sheet property, damaged down by their borrowing and lending from their different counterparties. Unsecured transactions embody all trades concluded by the use of deposits, name accounts or short-term securities with monetary companies (besides in central banks the place the transaction shouldn’t be for funding functions), with the final authorities in addition to with non-financial companies. categorized as “bulk”. Basel III LCR framework. Secured transactions embody all fixed-term and open-basis repurchase agreements and transactions made underneath 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 companies (besides central) Huh. banks the place the transaction shouldn’t be for funding functions), common authorities in addition to non-financial companies are categorized as wholesale underneath 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 an inventory of reporting brokers, is offered within the Statistics part of the ECB’s web site.
  • The weighted common fee 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 Categorical Switch System is open.
  • Borrowing refers to transactions during 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 during 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 seek advice from 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 as a result of confidentiality necessities.
  • Along with developments within the newest upkeep interval, this press launch accommodates minor modifications to knowledge 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 following press launch on Euro foreign money market knowledge will likely be printed on 4 October 2022.



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