Turnovers on the money market in the week of 17 – 21 January 2022
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 October figures the daily average turnover of deposit operations increased from CZK 55.6 bln. to CZK 69.5 bln. that was driven mainly by growth of trades with non-residents. Their share on the total volume reached almost 92 percent. In terms of maturity, the most significant were those with the maturity from 1W to 1M comprising 60 percent share of the total turnover. The volume of repo operations increased by 45 percent and their share on the total turnover reached 16.5 percent.
The turnover of derivative transactions IRS (Interest Rate Swap) decreased by 23 percent when the volume of trades with non-residents on the total volume increased from 81.5 to 96.5 percent. The FRAs (Forward Rate Agreement) were traded in the surveyed period only with non–residents.