SFTR: Week four figures 12 August 2020London Reporter: Natalie Turner
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Transactions reported under the Securities Financing Transactions Regulation (SFTR) for the week starting 3 August includes a total of 1.45 trillion securities financing transactions (SFTs) with a cash value of €16.94 trillion and collateral market value of €28.3 trillion.
The fourth week of data since SFTR went live has been recorded by the International Capital Market Association (ICMA) and shows that the number of SFT transactions and cash value total increased slightly, while the reported collateral market value increased by more than €10 billion since the previous week.
Securities lending accounted for 966,523 of the total transactions, representing 65.3 percent of the total SFTs, the cash value equated to €569.75 billion.
Repos accounted for 484,181 transactions which accounted for 96.6 percent of the total value of transactions, with a total cash value of €16.3 trillion and collateral value of €28.6 trillion.
Total buy/sell backs accounted for 45,458 transactions, a slight increase from the week before. ICMA’s findings reported a total cash value of €1.3 million and collateral market value of €868.3 billion.
The previous week of ICMA’s findings of SFTR data can be found here.
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