The European Central Bank published a Working Paper analysing how the regulatory leverage ratio (LR) affects euro area banks’ demand for reserves and the pricing of overnight liquidity in money markets. Using transaction-level data, the authors find a statistically significant link between a bank’s LR and the spread between its overnight borrowing rate and the Eurosystem deposit facility rate (DFR) in unsecured markets and secured over-the-counter (OTC) trades, while the relationship is weaker for CCP-cleared transactions. The study uses Money Market Statistical Reporting (MMSR) data from January 2017 to February 2023 across unsecured overnight trades and secured trades split between OTC and CCP-cleared segments. A one standard deviation increase in a bank’s LR is associated with around a 0.9–1.1 basis point reduction in the (negative) spread to the DFR in the unsecured and secured OTC segments, with stronger effects for banks operating close to the 3% minimum requirement and for global systemically important banks (G‑SIBs) facing an LR add-on. The impact is dampened during the period when central bank reserves were temporarily excluded from the LR exposure measure, and is weaker for CCP-cleared transactions, which the authors link to netting treatment that lowers the Tier 1 capital needed to support gross exposures. The paper notes that these mechanisms can contribute to reporting-date dynamics in rates and spreads, with potential implications for monetary transmission, and does not represent the European Central Bank’s views.