[MMS] Money Market Survey
Updated on DBnomics on September 10, 2024 (6:17 AM).
[FREQ] Frequency
- [A] Annual
[REF_AREA] Reference area
- [Z5] World not allocated (geographically)
[MM_BANK] Money market bank
- [P02] Common Panel 2002
- [XXX] Not specified
[MM_SEGMENT] Money market segment
- [D] Derivatives
- [R] Euro money market - Repo market
- [S] Short-term securities - Outright transactions and issuance
- [U] Euro money market - Unsecured market
[INSTRUMENT_FM] Financial market instrument
- [BA] Bond total
- [BC] Corporate bond
- [BG] Government bond
- [BM] Bank bond (MFIs)
- [FR] Forward rate agreements
- [FT] Futures
- [OP] Options
- [SF] Foreign exchange swaps
- [SI] Interest rate swaps
- [SO] Overnight interest rate swaps
- [SX] Cross-currency swaps
- [TB] Total borrowing activity
- [TL] Total lending activity
- [XX] Not specified
[REPO_CPARTY] Repo counterparty
- [2] Bilateral repo
- [3] Triparty repo
- [A] All repo
- [C] CCP Central Counterparty (subset of Bilateral repo)
- [D] Bilateral repo without CCP Central Counterparty (subset of Bilateral repo)
- [Z] Not applicable
[MATURITY_CAT] Maturity category
- [AA] Total
- [BC] Up to 1 year
- [BD] Over 1 and up to 2 years
- [BG] Over 1 year
- [BI] Over 5 years and up to 10 years
- [BK] Over 2 years and up to 5 years
- [CJ] over 10 years
- [KS] Spot/Next
- [KT] Tomorrow/Next
- [LA] Up to 1 week
- [LB] Over 1 week and up to 1 month
- [LC] Over 1 month and up to 3 months
- [LD] Over 3 months and up to 6 months
- [LE] Over 6 months and up to 1 year
- [MA] Overnight
[DATA_TYPE_MM] Data type in money market context
- [03] Index, volume in 2003 = 100
- [10] Question 1 - Percentage of banks that find the market not efficient
- [11] Question 1 - Percentage of banks that find the market limitedly efficient
- [12] Question 1 - Percentage of banks that find the market sufficiently efficient
- [13] Question 1 - Percentage of banks that find the market significantly efficient
- [14] Question 1 - Percentage of banks that find the market extremely efficient
- [20] Question 2 - Percentage of banks that find the market liquidity has worsened significantly
- [21] Question 2 - Percentage of banks that find the market liquidity has worsened slightly
- [22] Question 2 - Percentage of banks that find the market liquidity has not changed
- [23] Question 2 - Percentage of banks that find the market liquidity has improved slightly
- [24] Question 2 - Percentage of banks that find the market liquidity has improved significantly
- [3E] Question 3 - Percentage of the euro money market business (in nominal value) done with euro area counterparties (other than domestic)
- [3N] Question 3 - Percentage of the euro money market business (in nominal value) done with national counterparties
- [3O] Question 3 - Percentage of the euro money market business (in nominal value) done with counterparties other than euro area and national
- [4D] Question 4 - Percentage of transactions with counterparties executed directly
- [4E] Question 4 - Percentage of transactions with counterparties executed via electronic broker
- [4V] Question 4 - Percentage of transactions with counterparties executed via voice broker
- [CS] Share in bilateral repo segment
- [D3] Index, OTC derivatives volume in 2003 = 100
- [L3] Index, cash lending volume in 2003 = 100
- [MP] Ratio of turnover times number of days in maturity bucket over average turnover times average maturity in the segment
- [MW] Share of maturity bucket in market segment
- [O3] Index, outright transactions in 2003 = 100
- [PF] Percentage of the reported average daily turnover indexed on floating rate (e.g. EONIA)
- [SC] Share in segment turnover
- [TC] Share of turnover in CHF
- [TJ] Share of turnover in JPY
- [TO] Share of turnover in currencies other than USD, CHF, JPY and GBP
- [TP] Share of turnover in GBP
- [TT] Total volume
- [TU] Share of turnover in USD
- [TW] Share in total turnover (all markets combined)
[COLLATERAL] Collateral
- [A] All collaterals
- [E] Euro area collaterals (other than domestic)
- [N] National collaterals
- [O] Other collaterals
- [Z] Not applicable
Search filters
Frequency [FREQ] (1)
Reference area [REF_AREA] (1)
Money market bank [MM_BANK] (2)
Money market segment [MM_SEGMENT] (4)
Financial market instrument [INSTRUMENT_FM] (14)
Repo counterparty [REPO_CPARTY] (6)
Maturity category [MATURITY_CAT] (15)
Data type in money market context [DATA_TYPE_MM] (32)
Collateral [COLLATERAL] (5)
This dataset has 689 series:
- from
- 2003=100
- to
- 2015=255.922
- min:
- 77.923
- max:
- 327.858
- avg:
- 207.306
- σ:
- 91.458
- from
- 2003=0
- to
- 2015=0
- min:
- 0
- max:
- 0
- avg:
- 0
- σ:
- 0
- from
- 2003=8.707
- to
- 2015=2.439
- min:
- 0.039
- max:
- 33.263
- avg:
- 6.446
- σ:
- 9.272
- from
- 2003=34.231
- to
- 2015=77.597
- min:
- 6.042
- max:
- 83.808
- avg:
- 50.677
- σ:
- 20.431
- from
- 2003=13.44
- to
- 2015=19.964
- min:
- 7.045
- max:
- 51.46
- avg:
- 25.904
- σ:
- 14.934
- from
- 2003=43.622
- to
- 2015=0
- min:
- 0
- max:
- 43.622
- avg:
- 16.972
- σ:
- 15.464
- from
- 2003=0
- to
- 2015=23.929
- min:
- 0
- max:
- 23.929
- avg:
- 3.719
- σ:
- 7.293
- from
- 2003=15.011
- to
- 2015=65.03
- min:
- 4.049
- max:
- 65.03
- avg:
- 34.045
- σ:
- 18.47
- from
- 2003=57.945
- to
- 2015=9.666
- min:
- 9.666
- max:
- 83.633
- avg:
- 47.972
- σ:
- 22.38
- from
- 2003=27.044
- to
- 2015=1.375
- min:
- 0.628
- max:
- 29.218
- avg:
- 11.251
- σ:
- 11.383
Series code | 2003 | 2004 | 2005 | 2006 | 2007 | 2008 | 2009 | 2010 | 2011 | 2012 | 2013 | 2014 | 2015 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
[A.Z5.P02.D.FR.Z.AA.03.Z] | 100 | 100.38853917467311 | 77.92324934420853 | 112.54961453703972 | 104.00473425323106 | 204.03270618980045 | 264.4481845528279 | 234.29973946227963 | 307.0209478475193 | 311.74413596031735 | 327.8579433859127 | 294.78087325215716 | 255.92246137830838 |
[A.Z5.P02.D.FR.Z.AA.10.Z] | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
[A.Z5.P02.D.FR.Z.AA.11.Z] | 8.706870926025013 | 0.253054577384976 | 0.07604437660698424 | 0.038841503341955574 | 16.800647498238643 | 1.9831946952168746 | 0.043606803805895634 | 6.811457164556073 | 11.62566474380702 | 33.26260343082692 | 1.3023368404722904 | 0.46078373103444625 | 2.438915452927954 |
[A.Z5.P02.D.FR.Z.AA.12.Z] | 34.23149588122459 | 6.041935782803993 | 37.48493826523791 | 51.85404984101053 | 40.76099352165492 | 60.68383384562329 | 83.80796380312069 | 74.61404290626 | 51.36011954503394 | 32.107152684101145 | 50.583613673211524 | 57.677650344499774 | 77.59689256936062 |
[A.Z5.P02.D.FR.Z.AA.13.Z] | 13.439711018367667 | 51.45970579285845 | 44.25542518355923 | 23.72058442041103 | 7.045045411289362 | 20.294076343755155 | 8.815739159535754 | 17.48154961356352 | 32.74927734369662 | 9.739918345085796 | 45.93530770255734 | 41.857204507229305 | 19.964191977711426 |
[A.Z5.P02.D.FR.Z.AA.14.Z] | 43.62192217438271 | 42.24530384695257 | 18.183592174595884 | 24.38652423523648 | 35.39331356881707 | 17.03889511540466 | 7.332690233537701 | 1.092950315620376 | 4.264938367462449 | 24.890325539986094 | 2.178741783758863 | 0.004361417236483163 | 0 |
[A.Z5.P02.D.FR.Z.AA.20.Z] | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 11.690606133019724 | 12.730732092406813 | 23.928830471965153 |
[A.Z5.P02.D.FR.Z.AA.21.Z] | 15.011481735203565 | 5.747540365580466 | 16.71463937919608 | 29.857124029277987 | 43.52170755410467 | 35.373950710442436 | 49.717302499805 | 49.826682315212224 | 30.02761974802676 | 54.01353384010792 | 4.048814865913023 | 43.69238711393923 | 65.02975500369054 |
[A.Z5.P02.D.FR.Z.AA.22.Z] | 57.94453431570699 | 68.24022867393889 | 76.60910658606386 | 65.58369361581816 | 54.38979106377349 | 15.019947002675911 | 17.985237463870337 | 47.56153341658146 | 40.754197702253954 | 44.87132116884299 | 83.63269872911563 | 41.37405979002341 | 9.66635109767697 |
[A.Z5.P02.D.FR.Z.AA.23.Z] | 27.043983949089426 | 25.09843224321153 | 4.989141379658954 | 4.559182354903821 | 2.088501382121854 | 23.551787899881084 | 22.299343245320273 | 2.611784268206279 | 29.218182549719298 | 1.1151449910490372 | 0.6278802719516273 | 1.6881737697255381 | 1.37506342666734 |
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