MMSR-Aggregats - Unsecured Market Segment [BBMMU]
Updated on DBnomics on March 2, 2024 (2:12 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]
Instrument Type [BBK_MAMM_INSTRUMENT_TYPE]
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]
Transactions Deal Price [BBK_MAMM_DEAL_PRICE]
Call or Put [BBK_MAMM_CALL_PUT]
First Call-/Put Date [BBK_MAMM_FIRST_CP_DATE]
Call/Put Notice Period [BBK_MAMM_CP_NOTICE_PERIOD]
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
- [BK] Credit Institution and Central Counterparty
[BBK_MAMM_INSTRUMENT_TYPE] Instrument Type
- [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_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