Money market data
Norges Bank publishes aggregated money market data based on bank’s reporting to Norges Bank (RPD). Data are published at approximately at 11 am each working day.
Download data series
Foreign exchange swaps (xlsx, 9 MB)
Foreign exchange swaps (csv, 21 MB)
The data are also available for download through Norges Bank’s API. See the user guide (pdf) for more information about the datasets and examples.
About the money market data series
Content of the data series
Norges Bank publishes aggregated data based on banks’ RPD transactions. Only data reported by banks that report their transactions daily are included in the aggregated data published by Norges Bank. These aggregated data are published the same day as banks report their transactions to Norges Bank. As banks report their transactions with one business day’s delay, aggregated data published by Norges Bank include data up to and including the previous business day. Data are normally updated each day at approximately 11 am.
Data may be revised
Banks may revise and amend previously reported transaction data in their reporting to Norges Bank. The aggregated data published by Norges Bank are updated each day with the latest data reported by banks. This means that historical data may change, with effects on aggregated numbers, such as series for the outstanding volume in each market segment.
Three segments of data
Data is published for three different segments of the money market:
- Unsecured transactions. For unsecured transactions, only data marked as “deposit” in banks’ reporting are included in the calculation of aggregated data.
- FX-swaps. All reported transactions are included.
- Secured transactions. All transactions except transactions with Norges Bank as counterparty are included. Please note that due to insufficient data quality, data for volume weighted haircut in secured transactions are currently not available. These data, including historical data, will be made available when the data quality is sufficient.
Aggregated data from Norges Bank’s money market reporting are published with a view to enhancing transparency in the Norwegian money market and are intended to be used for analysis purposes. Norges Bank may not be held liable for any losses or costs incurred from the use of these data.