Published on
30 August 2018
Overview
At the end of June 2018, the Bank of England published an article proposing that the July 2018 publication of the current statistics published in Bank of England Bankstats Table D3.1 (Gilt repo and stock lending) would be the last. After this, only the new sterling money market statistics, based upon a separate Sterling Money Market (SMM) data set would be published. In the article, the Bank invited comments on the proposal.Conclusion
Due to the low level of responses received, the Bank will implement the proposed changes on the 29th of October 2018, at which point the first publication of the SMM data (covering data from Q3 2016 to Q3 2018) will take place. Following this, further updates to the SMM data will be published on a quarterly basis on the 21st working day of the month after the quarter end.Appendix - List of new time series (including IADB codes)
|
Measure & Maturity |
Unsecured |
Gilt Repo |
Gilt Reverse Repo |
|---|---|---|---|
|
Average daily number of transactions over the past quarter |
|||
|
Overnight |
YWQZM4A |
YWQZM53 |
YWQZM5U |
|
Tom next |
YWQZM4B |
YWQZM54 |
YWQZM5V |
|
2 weeks |
YWQZM4C |
YWQZM55 |
YWQZM5W |
|
1 month |
YWQZM4D |
YWQZM56 |
YWQZM5X |
|
3 months |
YWQZM4E |
YWQZM57 |
YWQZM5Y |
|
6 months |
YWQZM4F |
YWQZM58 |
YWQZM5Z |
|
9 months |
YWQZM4G |
YWQZM59 |
YWQZM62 |
|
1 year |
YWQZM4H |
YWQZM5A |
YWQZM63 |
|
Total |
YWQZM4I |
YWQZM5B |
YWQZM64 |
|
Average daily value of turnover over the past quarter, in pound sterling |
|||
|
Overnight |
YWQZM4J |
YWQZM5C |
YWQZM65 |
|
Tom next |
YWQZM4K |
YWQZM5D |
YWQZM66 |
|
2 weeks |
YWQZM4L |
YWQZM5E |
YWQZM67 |
|
1 month |
YWQZM4M |
YWQZM5F |
YWQZM68 |
|
3 months |
YWQZM4N |
YWQZM5G |
YWQZM69 |
|
6 months |
YWQZM4O |
YWQZM5H |
YWQZM6A |
|
9 months |
YWQZM4P |
YWQZM5I |
YWQZM6B |
|
1 year |
YWQZM4Q |
YWQZM5J |
YWQZM6C |
|
Total |
YWQZM4R |
YWQZM5K |
YWQZM6D |
|
Average daily value of transactions outstanding over the past quarter, in pound sterling |
|||
|
Overnight |
YWQZM4S |
YWQZM5L |
YWQZM6E |
|
Tom next |
YWQZM4T |
YWQZM5M |
YWQZM6F |
|
2 weeks |
YWQZM4U |
YWQZM5N |
YWQZM6G |
|
1 month |
YWQZM4V |
YWQZM5O |
YWQZM6H |
|
3 months |
YWQZM4W |
YWQZM5P |
YWQZM6I |
|
6 months |
YWQZM4X |
YWQZM5Q |
YWQZM6J |
|
9 months |
YWQZM4Y |
YWQZM5R |
YWQZM6K |
|
1 year |
YWQZM4Z |
YWQZM5S |
YWQZM6L |
|
Total |
YWQZM52 |
YWQZM5T |
YWQZM6M |