MMSR-Aggregats - Secured Market Segment [BBMMS]

Updated on DBnomics on November 23, 2022 (5:10 AM)

Frequency (BBk) [BBK_STD_FREQ]
Reporting Agents [BBK_MAMM_REPORTING_AGENT]
Type of Aggregation [BBK_MAMM_DATA_TYPE]
Counterparty LEI [BBK_MAMM_CP_LEI]
Counterparty Sector and Location [BBK_MAMM_CP_SECTOR_LOCATION]
Maturity Buckets and Maturity Bands [BBK_MAMM_MATURITY_BUCKETS_BANDS]
Day [BBK_MAMM_DAY]
Nominal Amount (secured market segment) [BBK_MAMM_NOMINAL_AMOUNT_S]
Transactions Type and Rate Type [BBK_MAMM_TX_TYPE_RATE]
Deal Rate [BBK_MAMM_INTEREST_RATE]
Reference Rate Index [BBK_MAMM_REFERENCE_RATE]
Basis Point Spread [BBK_MAMM_BASIS_POINT_SPREAD]
Single, Multiple or Pool Collateral [BBK_MAMM_NUMBER_COLL]
Collateral Type [BBK_MAMM_COLL_TYPE]
Collateral Sector [BBK_MAMM_COLL_SECTOR]
Collateral Rating [BBK_MAMM_COLL_RATING]
Collateral ISIN [BBK_MAMM_COLL_ISIN]
Collateral Indicator and Pool-Status [BBK_MAMM_COLL_INDICATOR_POOL]
Collateral Nominal Amount [BBK_MAMM_COLL_NOMINAL_AMOUNT]
Collateral Haircut [BBK_MAMM_HAIRCUT]
Flag for Tri-Party-Transactions [BBK_MAMM_TRI_PARTY]

Dataset has 58 series. Add search filters to narrow them.

Dimension codes and labels
[BBK_STD_FREQ] Frequency (BBk)
  • [D] Daily
[BBK_MAMM_REPORTING_AGENT] Reporting Agents
  • [A] all
[BBK_MAMM_DATA_TYPE] Type of Aggregation
  • [ADT] average daily turnover
  • [SUV] sum of the transaction nominal amount
  • [VMR] volume-weighted average of the interest rate
[BBK_MAMM_CP_LEI] Counterparty LEI
  • [A] All
[BBK_MAMM_CP_SECTOR_LOCATION] Counterparty Sector and Location
  • [A] all
[BBK_MAMM_MATURITY_BUCKETS_BANDS] Maturity Buckets and Maturity Bands
  • [A] all
  • [ON] Overnight
  • [SN] Spot/Next
  • [T1] 1 month-Tenor
  • [T3] 3 months-Tenor
  • [T6] 6 months-Tenor
  • [T9] 9 months-Tenor
  • [TJ] 12 months-Tenor
  • [TN] Tomorrow/Next
  • [TW] 1 week-Tenor
[BBK_MAMM_DAY] Day
  • [A] Settlement Date
[BBK_MAMM_NOMINAL_AMOUNT_S] Nominal Amount (secured market segment)
  • [A] all
[BBK_MAMM_TX_TYPE_RATE] Transactions Type and Rate Type
  • [BA] borrowing with all interest rates
  • [LA] lending with all interest rates
[BBK_MAMM_INTEREST_RATE] Deal Rate
  • [A] all
[BBK_MAMM_REFERENCE_RATE] Reference Rate Index
  • [A] all
[BBK_MAMM_BASIS_POINT_SPREAD] Basis Point Spread
  • [A] all
[BBK_MAMM_NUMBER_COLL] Single, Multiple or Pool Collateral
  • [A] all
[BBK_MAMM_COLL_TYPE] Collateral Type
  • [A] all
[BBK_MAMM_COLL_SECTOR] Collateral Sector
  • [A] all
[BBK_MAMM_COLL_RATING] Collateral Rating
  • [A] all
[BBK_MAMM_COLL_ISIN] Collateral ISIN
  • [A] all
[BBK_MAMM_COLL_INDICATOR_POOL] Collateral Indicator and Pool-Status
  • [A] all
[BBK_MAMM_COLL_NOMINAL_AMOUNT] Collateral Nominal Amount
  • [A] all
[BBK_MAMM_HAIRCUT] Collateral Haircut
  • [A] all
[BBK_MAMM_TRI_PARTY] Flag for Tri-Party-Transactions
  • [A] all
Technical links