Money market average daily turnovers
The Czech National Bank surveys average daily turnovers on the money market four times a year (in January, April, July and October) for its own purposes and also for international financial institutions – the European Central Bank (ECB) and the Bank for International Settlements (BIS). The survey always lasts one week. Banks and branches of foreign banks having a banking licence in the Czech Republic and operating on the Czech money market take part in the survey. In addition to total money market turnover, the CNB monitors the shares of individual instruments by type and maturity. All categories include interbank transactions only (i.e. excluding transactions with clients, the Czech Ministry of Finance and the Czech National Bank).
The CNB discloses information on average daily turnovers in aggregated form. The aggregated values are a simple sum of the data from each bank, except for transactions with residents, where each transaction is reported simultaneously by two survey participants and the total sum in this category is therefore divided by two.
In the table are included data provided by the important banks operating in the Czech Republic.
Deposit transactions – only CZK interbank transactions, both received and given.
Repo trasactions – only CZK interbank transactions, both received and given.
FRA – the principal values of CZK, interbank FRA contracts negotiated during survey period.
The interest period (FRA period) is taken as the contract duration.
IRS – the principal values of CZK, interbank IRS contracts negotiated during survey period.