In order to give some more insight in the transactions concluded in ATHEX, both on-exchange and Over-The-Counter (OTC) via the ATHEXCSD, we provide on a quarterly basis summary statistics in the form of a file including both historic quarters and the latest available quarter period.

Please click here for a detailed presentation regarding OTC settlement instructions.
 

Table 1: Information regarding the breakdown of OTC Instructions

 

Click here for the latest version of data.
Explanations and definitions of available fields included in the file can be found below:
 

Column 1: Year - Quarter

The Year and the calendar Quarter over which the calculation was performed.
 

Column 2: AVERAGE DAILY VALUE OF ATHEX TRANSACTIONS

The average daily value of the ATHEX on-exchange transactions, during the quoted period.
It covers the values of all the on-exchange transactions, including both Central-Limit Order Book (CLOB) and bilateral on-exchange Block Trades), in all ISINs.
For more information regarding regulatory issues, see ATHEX Rulebook, Chapter 2.
For more information regarding pricing policy, see ATHEX BoD Resolution 24.
 

Column 3: AVERAGE DAILY VALUE OF ALL OTC TRANSACTIONS

The average daily value of all OTC transactions settled in ATHEXCSD, during the quoted period.
It covers the values of all types (based on the reason code of the ISO 2022 messages) of OTC transactions settled in ATHEXCSD, in all ISINs.
For more information regarding regulatory issues, see ATHEXCSD BoD Resolution 5, and ATHEXCSD Rulebook.
For more information regarding pricing policy, see ATHEXCSD BoD Resolution 18.
 

Column 4: OTC/ATHEX RATIO OF AVERAGE DAILY VALUE OF TRANSACTIONS

The ratio of the average daily OTC transactions versus the on-exchange transactions.
 

BREAKDOWN OF THE VARIOUS TYPES OF OTC TRANSACTIONS

Column 5: AVERAGE DAILY VALUE OF ALL OTC TRADE TRANSACTIONS

The average daily value of all the OTC transactions settled in ATHEXCSD, during the quoted period.
It covers the values of the OTC trade transactions due to transfer of securities between Securities Accounts, in all ISINs.
Technical information on the OTC transfer instruction: 
SWIFT reason code = TRAD (DSS reason code = 1)
 

Column 6: AVERAGE DAILY VALUE OF THE OTC Re-registrations (NCBO transfers between individual and omnibus accounts)

The average daily value of the OTC "NCBO transfers" which constitute no-change of beneficial owner (NCBO) type settled in ATHEXCSD, in all ISINs during the quoted period.
The OTC type is specifically used to facilitate transfer of securities between individual and omnibus accounts in cases where the beneficial ownership of the securities remains the same entity.
Technical information on the OTC transfer instruction: 
SWIFT reason code = PORT (DSS reason code = 6)
 

Column 7: AVERAGE DAILY VALUE OF THE OTC FAIL RECTIFICATIONS

The average daily value of the OTC "fail rectification" settled in ATHEXCSD, in all ISINs during the quoted period.
The OTC fail rectification is a special type of OTC transaction, that is related to the coverage of an on-exchange failed transaction.
Technical information on the OTC transfer instruction: 
SWIFT reason code = BSBK (DSS reason code = 8)
 

Column 8: AVERAGE DAILY VALUE OF THE OTC LENDING 

The average daily value of the OTC "lending" type settled in ATHEXCSD, in all ISINs during the quoted period.
The OTC lending is a special type of OTC transaction, that is related to the lending of securities in all ISINs.
Technical information on the OTC transfer instruction: 
For stock lending: SWIFT reason code = SECB for MT540 and SECL for MT542 (DSS reason code = 2). 
For stock lending return: SWIFT reason code = SECB for MT542 and SECL for MT540 (DSS reason code = 3)
 

Column 9: AVERAGE DAILY VALUE OF THE OTC CREATIONS & REDEMPTIONS

The average daily value of the OTC "creation & redemption" type settled in ATHEXCSD, in all ISINs, during the quoted period.
The OTC creation & redemption is a special type of OTC transaction, that is related to the creation or redemption of depository receipts or ETF units.
Technical information on the OTC transfer instruction:
For creation of DR/Units: SWIFT reason code = SUBS (DSS reason code = 9)
For redemption of DR/Units: SWIFT reason code = REDM (DSS reason code = 0)
 
Disclaimer: The information on this website is for general informational purposes only. Past data may vary from last report.
 

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