T2S Project in Operation AMI-SeCo, 6 December 2017 0 T2S Live - PowerPoint PPT Presentation

T2S Project – in Operation AMI-SeCo, 6 December 2017 0

T2S Live Operations Daily Average Volume per Transaction Type Daily average volume per transaction type DvP FOP Cash & other transaction types Settlement Efficiency 700,000 100% 98.08% 97.92% 97.97% 97.96% 97.84% 97.80% 97.86% 97.85% 97.78% 97.70% 97.67% 97.12% 600,000 95% 17,820 14,942 14,781 13,699 500,000 13,988 13,838 13,411 13,818 Number of transactions 90% 183,080 Settlement Efficiency 146,679 12,715 137,032 128,239 141,108 150,338 135,953 400,000 129,582 120,249 85% 300,000 8,139 80% 8,180 7,804 52,008 46,696 45,476 200,000 374,954 365,538 363,467 357,005 351,414 349,113 345,676 333,773 312,370 75% 100,000 194,578 181,992 181,016 - 70% Nov-16 Dec-16 Jan-17 Feb-17 Mar-17 Apr-17 May-17 Jun-17 Jul-17 Aug-17 Sep-17 Oct-17 Note: Settled and partially settled transactions 1

T2S Live Operations Daily Average Value DvP Transactions Daily Average value DvP transactions DvP Settlement Efficiency 800 100% 98.42% 98.12% 97.95% 97.86% 97.84% 97.73% 97.38% 97.33% 97.28% 97.13% 97.05% 96.53% 700 95% 600 90% Settlement Efficiency 500 Value (EUR bill.) 400 85% 300 80% 200 75% 100 - 70% Nov-16 Dec-16 Jan-17 Feb-17 Mar-17 Apr-17 May-17 Jun-17 Jul-17 Aug-17 Sep-17 Oct-17 Note: Settled and partially settled transactions 2

T2S Live Operations DvP – NTS and RTS Breakdown Daily average value of DvP transactions by NTS/RTS 700 600 Value (EUR bill.) 500 400 68% 69% 71% 70% 72% 69% 71% 68% 300 68% 66% 67% 73% 200 100 32% 31% 31% 29% 30% 32% 28% 34% 33% 32% 29% 27% - Nov-16 Dec-16 Jan-17 Feb-17 Mar-17 Apr-17 May-17 Jun-17 Jul-17 Aug-17 Sep-17 Oct-17 Daily average volume of DvP transactions by NTS/RTS 400,000 Number of DvP transactions 350,000 31% 37% 300,000 35% 34% 34% 36% 37% 37% 37% 250,000 200,000 33% 150,000 34% 33% 69% 66% 65% 63% 66% 64% 63% 63% 100,000 63% 67% 66% 67% 50,000 - Nov-16 Dec-16 Jan-17 Feb-17 Mar-17 Apr-17 May-17 Jun-17 Jul-17 Aug-17 Sep-17 Oct-17 Night-time Settlement Real-time Settlement Note: Settled and partially settled transactions 3

T2S Live Operations Auto-collateralisation – NTS and RTS Breakdown Total auto-collateralisation RTS/NTS Night-time settlement Real-time settlement 1,400 1,200 1,000 Value (EUR bill.) 68% 800 76% 76% 75% 71% 74% 75% 77% 75% 600 79% 69% 74% 400 32% 200 29% 24% 25% 24% 26% 31% 25% 25% 23% 26% 21% 0 Nov-16 Dec-16 Jan-17 Feb-17 Mar-17 Apr-17 May-17 Jun-17 Jul-17 Aug-17 Sep-17 Oct-17 4

T2S Live Operations Auto-collateralisation on Stock and on Flow Daily Average Auto-collateralisation On Stock / On Flow On Flow On Stock 70 60 50 Value (EUR bill.) 40 81% 89% 88% 88% 30 80% 90% 81% 87% 89% 79% 77% 90% 20 10 19% 23% 20% 21% 19% 12% 13% 12% 11% 11% 10% 10% 0 Nov-16 Dec-16 Jan-17 Feb-17 Mar-17 Apr-17 May-17 Jun-17 Jul-17 Aug-17 Sep-17 Oct-17 5

Thank you for your attention! www.t2s.eu @T2SECB 6