Turnovers on the money market in the week of 18 – 22 October 2021
The survey on the daily average turnovers on the money market is carried out by the Czech National Bank regularly four times a year – always in January, April, July and October.
As compared to July figures the daily average turnover of deposit operations decreased from CZK 72.6 bln. to CZK 55.6 bln. that was driven mainly by drop in trades with non-residents. Their share on the total volume reached almost 93 percent. In terms of maturity, the most significant were those with the O/N maturity comprising 58 percent share of the total turnover. The volume of repo operations decreased by 68,2 percent and their share on the total turnover reached 14.5 percent.
The turnover of derivative transactions IRS (Interest Rate Swap) increased by 67 percent in comparison to July figures due to rise in trade volumes with non-residents and their share on the total volume reached to 81.5 percent. The FRAs (Forward Rate Agreement) were traded in the surveyed period only with non–residents.