MMSR-Aggregats - Unsecured Market Segment [BBMMU]

Updated by DBnomics on
February 19, 2020

Dataset has 63 series. Add search filters to narrow them.

Dimensions 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
  • [BK] Credit Institution and Central Counterparty
[BBK_MAMM_INSTRUMENT_TYPE] Instrument Type
  • [A] all
[BBK_MAMM_MATURITY_BUCKETS_BANDS] Maturity Buckets and Maturity Bands
  • [T1] 1 month-Tenor
  • [TW] 1 week-Tenor
  • [TJ] 12 months-Tenor
  • [T3] 3 months-Tenor
  • [T6] 6 months-Tenor
  • [T9] 9 months-Tenor
  • [A] all
  • [ON] Overnight
  • [SN] Spot/Next
  • [TN] Tomorrow/Next
[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_DEAL_PRICE] Transactions Deal Price
  • [A] all
[BBK_MAMM_CALL_PUT] Call or Put
  • [A] all
[BBK_MAMM_FIRST_CP_DATE] First Call-/Put Date
  • [A] all
[BBK_MAMM_CP_NOTICE_PERIOD] Call/Put Notice Period
  • [A] all
Technical links