T2S Project in Operation AMI-SeCo, 6 December 2017 0 T2S Live - - PowerPoint PPT Presentation

AMI-SeCo, 6 December 2017

T2S Project – in Operation

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T2S Live Operations

Daily Average Volume per Transaction Type

181,992 194,578 181,016 363,467 357,005 351,414 365,538 349,113 333,773 312,370 345,676 374,954 46,696 52,008 45,476 183,080 128,239 135,953 137,032 141,108 129,582 120,249 150,338 146,679 8,180 8,139 7,804 17,820 13,411 13,838 14,781 13,988 13,818 12,715 13,699 14,942 97.12% 97.70% 97.84% 97.92% 97.80% 97.97% 97.67% 98.08% 97.86% 97.85% 97.96% 97.78%

70% 75% 80% 85% 90% 95% 100%

• 100,000

200,000 300,000 400,000 500,000 600,000 700,000 Nov-16 Dec-16 Jan-17 Feb-17 Mar-17 Apr-17 May-17 Jun-17 Jul-17 Aug-17 Sep-17 Oct-17 Settlement Efficiency Number of transactions

Daily average volume per transaction type

DvP FOP Cash & other transaction types Settlement Efficiency

Note: Settled and partially settled transactions

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T2S Live Operations

Daily Average Value DvP Transactions

97.05% 96.53% 97.86% 97.33% 97.38% 97.28% 97.13% 97.95% 98.12% 98.42% 97.73% 97.84% 70% 75% 80% 85% 90% 95% 100%

• 100

200 300 400 500 600 700 800 Nov-16 Dec-16 Jan-17 Feb-17 Mar-17 Apr-17 May-17 Jun-17 Jul-17 Aug-17 Sep-17 Oct-17 Settlement Efficiency Value (EUR bill.)

Daily Average value DvP transactions

DvP Settlement Efficiency

Note: Settled and partially settled transactions

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T2S Live Operations

DvP – NTS and RTS Breakdown

34% 33% 32% 32% 31% 31% 29% 30% 29% 27% 28% 32% 66% 67% 68% 68% 69% 69% 71% 70% 71% 73% 72% 68%

• 100

200 300 400 500 600 700 Nov-16 Dec-16 Jan-17 Feb-17 Mar-17 Apr-17 May-17 Jun-17 Jul-17 Aug-17 Sep-17 Oct-17 Value (EUR bill.)

Daily average value of DvP transactions by NTS/RTS

66% 67% 67% 69% 66% 66% 65% 64% 63% 63% 63% 63% 34% 33% 33% 31% 34% 34% 35% 36% 37% 37% 37% 37%

• 50,000

100,000 150,000 200,000 250,000 300,000 350,000 400,000 Nov-16 Dec-16 Jan-17 Feb-17 Mar-17 Apr-17 May-17 Jun-17 Jul-17 Aug-17 Sep-17 Oct-17 Number of DvP transactions

Daily average volume of DvP transactions by NTS/RTS

Night-time Settlement Real-time Settlement

Note: Settled and partially settled transactions

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T2S Live Operations

Auto-collateralisation – NTS and RTS Breakdown

25% 23% 24% 31% 29% 26% 24% 25% 25% 21% 26% 32% 75% 77% 76% 69% 71% 74% 76% 75% 75% 79% 74% 68% 200 400 600 800 1,000 1,200 1,400 Nov-16 Dec-16 Jan-17 Feb-17 Mar-17 Apr-17 May-17 Jun-17 Jul-17 Aug-17 Sep-17 Oct-17 Value (EUR bill.)

Total auto-collateralisation RTS/NTS

Night-time settlement Real-time settlement

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T2S Live Operations

Auto-collateralisation on Stock and on Flow

21% 19% 19% 23% 20% 13% 12% 12% 11% 10% 10% 11% 79% 81% 81% 77% 80% 87% 88% 88% 89% 90% 90% 89% 10 20 30 40 50 60 70 Nov-16 Dec-16 Jan-17 Feb-17 Mar-17 Apr-17 May-17 Jun-17 Jul-17 Aug-17 Sep-17 Oct-17 Value (EUR bill.)

Daily Average Auto-collateralisation On Stock / On Flow

On Flow On Stock

Thank you for your attention!

www.t2s.eu @T2SECB

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