Transactions processed by T2S
2020
Monthly statistics of transactions settled in T2S, liquidity transfers between T2S and the connected RTGS systems, auto-collateralisation and settlement efficiency.
Transactions settled in T2S
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Monthly Totals | ||||||||||||
| Value (in EUR billions) | 14,764.8 | 13,222.0 | 16,784.0 | 13,507.1 | 12,867.1 | 15,949.1 | 15,657.0 | 11,913.6 | 14,453.9 | 14,904.6 | 14,356.9 | 14,460.8 |
| Volume | 12,885,831 | 13,602,163 | 20,232,528 | 14,380,904 | 13,479,204 | 16,062,410 | 14,371,799 | 12,487,334 | 13,986,809 | 13,981,357 | 15,615,537 | 15,595,371 |
| Daily Averages | ||||||||||||
| Value (in EUR billions) | 671.1 | 661.1 | 762.9 | 675.4 | 643.4 | 725.0 | 680.7 | 567.3 | 657.0 | 677.5 | 683.7 | 657.3 |
| Volume | 585,720 | 680,108 | 919,660 | 719,045 | 673,960 | 730,110 | 624,861 | 594,635 | 635,764 | 635,516 | 743,597 | 708,881 |
Liquidity transfers between T2S and the connected RTGS systems
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Monthly Totals | ||||||||||||
| Value liquidity transfers to T2S (in EUR billions) | 3,086.5 | 2,648.9 | 3,375.6 | 2,993.2 | 3,136.4 | 3,434.5 | 3,619.3 | 2,834.6 | 3,184.9 | 3,235.6 | 2,875.7 | 3,128.4 |
| Volume liquidity transfers to T2S | 13,824 | 12,071 | 14,190 | 12,788 | 12,268 | 14,608 | 14,559 | 12,225 | 13,552 | 13,695 | 12,986 | 14,709 |
| Volume liquidity back transfers from T2S | 22,188 | 17,230 | 18,374 | 20,203 | 15,091 | 23,901 | 27,685 | 18,496 | 24,437 | 24,785 | 22,481 | 27,584 |
| Daily Averages | ||||||||||||
| Value liquidity transfers to T2S (in EUR billions) | 140.3 | 132.4 | 153.4 | 149.8 | 157.3 | 156.4 | 157.4 | 135.0 | 144.8 | 147.1 | 136.9 | 142.4 |
| Volume liquidity transfers to T2S | 628 | 604 | 645 | 642 | 613 | 664 | 633 | 582 | 616 | 623 | 618 | 669 |
| Volume liquidity back transfers from T2S | 1,009 | 862 | 835 | 1,026 | 755 | 1,086 | 1,204 | 881 | 1,111 | 1,127 | 1,071 | 1,254 |
Share of transactions using auto-collateralisation
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Value | 15.5% | 16.8% | 14.1% | 14.6% | 14.6% | 14.6% | 14.1% | 16.0% | 16.1% | 16.4% | 16.5% | 15.7% |
| Volume | 36.5% | 32.9% | 25.9% | 25.4% | 25.1% | 27.7% | 34.8% | 33.9% | 35.3% | 32.9% | 28.7% | 28.6% |
Settlement efficiency
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Value | 95.2% | 94.6% | 89.0% | 93.1% | 94.6% | 94.3% | 95.7% | 96.1% | 95.8% | 95.6% | 94.9% | 93.4% |
| Volume | 94.8% | 94.9% | 92.8% | 93.7% | 94.0% | 94.2% | 94.8% | 95.3% | 95.1% | 95.3% | 95.1% | 94.0% |
Settled transactions do not include technical transactions and liquidity transfers; auto-collateralisation includes NCB auto-collateralisation, both on-flow and on-stock, but not client auto-collateralisation; settlement efficiency includes Party-on-Hold transactions as unsettled transactions but excludes transactions that are internally generated by T2S, transactions related to corporate actions and liquidity transfers. Settlement restrictions are excluded from the reported statistics. All values include transactions settled in euro and in Danish kroner (converted at an exchange rate of DKK 1 = EUR 0.13).