Statistik › Intraday und Marktmikrostruktur › Fail rates
European exchange traded fund settlement fails at twenty percent by volume against two and a half percent for sovereign bonds
| Kennzahl | By volume | By value |
|---|---|---|
| Exchange traded funds, June 2024 | about 20 percent | about 15 percent |
| Same, twelve month average to May 2024 | 19.27 percent | 17.32 percent |
| Sovereign bonds, June 2024 | about 2.5 percent | about 2 percent |
| All European instructions, March 2023 to February 2024 | 7.14 percent | not stated here |
| Settlement internalisers, late 2025 to early 2026 | 4.4 percent | 2.8 percent |
| Pre regime baseline, 2012 | 2.6 percent | 1.1 percent |
A fund fails about eight times as often as a government bond and sits in the catch all penalty band at 0.5 basis points a day, five times the sovereign rate. Lack of cash accounts for less than one percent of all failures, so this is overwhelmingly a securities availability problem rather than a funding one.
Across depositories the fail rate for all instruments ranged from 0.05 to 27.39 percent by volume in 2022, a five hundred fold spread. One depository reports fail rates between twenty and thirty percent on its fund and share instruments.
Nur für Mitglieder
Der restliche Teil dieser Seite ist für Mitglieder
Below this point there are 6 sections, 1 table and 6 named sources, roughly 600 words of it. Every figure carries the source it came from and the date the data is from.
Sie können weiterhin jede Statistik in der Bibliothek kostenlos durchsehen. Die Einleitung und die Zusammenfassung sind immer offen.