The next round of the bi-annual ICMA European Repo Council survey of the European repo market will take place next week on 14 June 2006.
The survey, which aims to measure the size and composition of the repo market in Europe, including countries both in and outside of the euro-zone, is based on information supplied by banks on the outstanding size of their repo and related activities at close of business that day.
There have been changes to the survey questionnaire since the last round was completed in Dcember last year – a question was added about Japanese collateral – and the latest version can be found on ICMA’s website at www.icma-group.org.
As in previous surveys, ICMA is asking banks to give permission to the European Central Bank (ECB) to include the value of official repo transactions outstanding between them and the ECB on the survey date in an aggregate figure. The ECB will supply data to ICMA, but not reveal the value of its official repo transactions with individual institutions.
The completed survey form must be returned by Friday, 28 July 2006. E-mail, fax and postal addresses are provided in the Guidance Notes at the ICMA wb site. E-mail is recommended.
The results of the survey will be published on 4 October 2006, on the ICMA website (www.icma-group.org/surveys/repo.html). Banks participating in the survey will be sent, on a confidential basis, their own rankings among the survey participants in various categories of the survey.