Data source for SWESTR

The data source for SWESTR is the daily reporting of money market transactions done by the Riksbank’s monetary policy counterparties. At present, nine banks contribute to the transaction dataset for SWESTR.

The Riksbank’s monetary policy counterparties are required to report information about their transactions on the short-end of the money market to the Riksbank on a daily basis. This requirement follows from the Riksbank’s Terms and Conditions for RIX and Monetary Policy Instruments and applies to all monetary policy counterparties. The Riksbank may however waive the requirement for a counterparty to report daily if the counterparty in question is assessed to be of minor significance in the market. In that case, the counterparty shall report similar information on an annual basis.

The daily reporting of transaction data from the money market is the data source for SWESTR. The Riksbank also uses the reported information to analyse the developments in the money market and to evaluate the implementation of the Riksbank’s monetary policy.

At present, the following banks contribute to the transaction dataset for SWESTR:

Danske Bank A/S
DNB Bank ASA
Länsförsäkringar Bank AB
Nordea Bank Abp
SBAB Bank AB
Skandinaviska Enskilda Banken AB
Skandiabanken Aktiebolag
Svenska Handelsbanken AB
Swedbank AB

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Updated 07/02/2022