Transaction reporting

The Riksbank will collect data on transactions on the Swedish money market. This data is collected in order to support the Riksbank’s evaluation of the implementation of its monetary policy. Through the collection of data, the Riksbank will also get a better understanding of the Swedish Money Market. The collection of data will start In October 2019 and publication will start during 2020.

About the reporting

Reporting agents are the Riksbank’s Monetary Policy Counterparties. Reporting agents with a daily volume that on average equals at least 10 million Swedish Krona shall report daily, while reporting agents with a lower volume reports aggregated data annually.

Transactions with a maturity of up to 10 calendar days are to be reported for three different segments of the money market:

  • Unsecured transactions:
         o   Placed and received deposits, other unsecured borrowing and lending as well as issuance and purchase of short term debt instruments.
  • Secured transactions:
         o   repurchase agreements and reverse repurchase agreements as well as sell/buy-back and buy/sell-back agreements
  • Foreign exchange swaps:
         o   Transactions where SEK is sold/bought against foreign currency with an agreement to reverse the sale/purchase on a forward pre-agreed date.

Transactions to be reported are normally those between the reporting agent and credit institutions, other financial institutions, general government, foreign central banks and non-financial corporations.

Reporting is to be done in the form of xml-files according to ISO 20022: auth.013.01.02 for unsecured transactions, auth.012.01.02 for secured transactions and auth.014.01.02 for foreign exchange swaps. Further information is found in the User guide.

For the reporting is used secure file transfer using either SFTP or web browser (HTTPS). In order to be able to report, the reporting agent must request access to the file transfer service. For this purpose the form Request for TORA reporting access filled in, printed, duly signed, scanned and sent by e-mail to the Riksbank.

The reporting agebt will in turn receive information of user ID, password and other information in order to be able to connect to the file transfer service.

Further technical information is found in the Technical Documentation.

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Updated 20/12/2019