Expansion of daily money and foreign exchange market data reporting from 2027
Norges Bank is expanding its daily reporting of money market data (RPD) with effect from 1 January 2027. Reporting banks will also be required to report transactions in OIS swaps, foreign exchange transactions (spot and forward), cross-currency basis swaps and central bank certificates, in addition to the existing secured, unsecured and FX swap segments. Following the expansion, the framework will be referred to as the Reporting of Money and Foreign Exchange Market Data (RPVD).
The purpose of the expansion is to provide Norges Bank with better insight into the Norwegian money and foreign exchange markets. The data will be used in analyses of liquidity management, banks' liquidity risk and Norges Bank's work to promote well-functioning markets.
The new Reporting guidelines and updated Technical documentation are available on the Reporting of money market data webpage.