SFTR week three figures
06 August 2020 London
Image: Peshkova / Shutterstock
For a third consecutive week, the International Capital Market Association (ICMA) has recorded that firms have reported a total of 1.38 million securities financing transactions (SFTs) with a cash value of €16.64 trillion and collateral market value of €35 trillion.
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 898,745 of the total transactions, representing 65.3 percent of the total number SFTs. The cash value equated to €814.6 billion (4.9 percent of the total) with a collateral market value of €234.97 billion.
Repos accounted for €15.83 trillion of the total value of transactions representing 95.1 percent of the total value of all reported trades and collateral value of €34.75 trillion.
The previous week of ICMA’s findings of SFTR data can be found here.
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 898,745 of the total transactions, representing 65.3 percent of the total number SFTs. The cash value equated to €814.6 billion (4.9 percent of the total) with a collateral market value of €234.97 billion.
Repos accounted for €15.83 trillion of the total value of transactions representing 95.1 percent of the total value of all reported trades and collateral value of €34.75 trillion.
The previous week of ICMA’s findings of SFTR data can be found here.
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