MMSR-Aggregats - Secured Market Segment [BBMMS]
Updated on DBnomics on February 21, 2024 (2:17 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]
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