[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=0
- to
- 2015=0
- min:
- 0
- max:
- 26.054
- avg:
- 3.013
- σ:
- 7.151
- from
- 2003=54.869
- to
- 2015=15.773
- min:
- 15.773
- max:
- 54.869
- avg:
- 41.058
- σ:
- 10.296
- from
- 2003=12.521
- to
- 2015=43.249
- min:
- 12.521
- max:
- 43.249
- avg:
- 23.012
- σ:
- 7.573
- from
- 2003=32.609
- to
- 2015=40.978
- min:
- 27.387
- max:
- 43.734
- avg:
- 35.93
- σ:
- 4.711
- from
- 2003=33.859
- to
- 2015=9.539
- min:
- 4.735
- max:
- 55.39
- avg:
- 28.237
- σ:
- 15.188
- from
- 2003=3.944
- to
- 2015=40.518
- min:
- 2.724
- max:
- 42.796
- avg:
- 22.955
- σ:
- 14.477
- from
- 2003=62.197
- to
- 2015=49.942
- min:
- 37.965
- max:
- 62.197
- avg:
- 48.808
- σ:
- 6.953
- from
- 2003=9.924
- to
- 2015=25.398
- min:
- 7.733
- max:
- 32.537
- avg:
- 20.573
- σ:
- 9.076
- from
- 2003=9.924
- to
- 2015=19.995
- min:
- 8.656
- max:
- 23.784
- avg:
- 16.112
- σ:
- 5.56
- from
- 2003=2,849,963.896
- to
- 2015=7,293,697.751
- min:
- 2,220,784.473
- max:
- 9,343,833.017
- avg:
- 5,908,135.476
- σ:
- 2,606,514.85
Series code | 2003 | 2004 | 2005 | 2006 | 2007 | 2008 | 2009 | 2010 | 2011 | 2012 | 2013 | 2014 | 2015 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
[A.Z5.P02.D.FR.Z.AA.24.Z] | 0 | 0.913798717269106 | 1.6871126550811248 | 0 | 0 | 26.05431438700055 | 9.998116791004406 | 0 | 0 | 0 | 0 | 0.5146472339050133 | 0 |
[A.Z5.P02.D.FR.Z.AA.3E.Z] | 54.86947712540764 | 53.948387002246314 | 49.9520476978593 | 46.57942562925668 | 43.7527010456786 | 46.10960268276073 | 41.96417483446017 | 42.098574641259894 | 38.26606789774066 | 39.41027192757054 | 32.07517711183638 | 28.959105036224386 | 15.773499389294331 |
[A.Z5.P02.D.FR.Z.AA.3N.Z] | 12.521328695833896 | 18.6644470072417 | 18.059978100211367 | 21.625765868177755 | 21.831983293541093 | 22.382137275677586 | 14.302120779831881 | 21.970101592585856 | 26.45326919622805 | 20.10719045625613 | 26.746291884204997 | 31.241233755788947 | 43.248710266950155 |
[A.Z5.P02.D.FR.Z.AA.3O.Z] | 32.609194178758436 | 27.387165990511996 | 31.98797420192932 | 31.7948085025655 | 34.41531566078031 | 31.508260041561694 | 43.73370438570795 | 35.931323766154264 | 35.28066290603129 | 40.48253761617333 | 41.17853100395864 | 39.79966120798666 | 40.97779034375551 |
[A.Z5.P02.D.FR.Z.AA.4D.Z] | 33.858876872350976 | 42.497756709211345 | 55.39004564579236 | 53.006037911115655 | 37.27436515813622 | 32.24282500643395 | 19.633220495607627 | 23.40485603636977 | 22.984594224210504 | 15.419158077269708 | 17.09571384426421 | 4.734557589369043 | 9.539407352473903 |
[A.Z5.P02.D.FR.Z.AA.4E.Z] | 3.943850401206998 | 6.463629752871891 | 2.724382148684815 | 9.028710908399267 | 18.115841303601695 | 17.668548944927966 | 27.114666948327802 | 18.940649218263065 | 28.723214187981245 | 42.795639406757225 | 42.389152768854544 | 39.98783216353634 | 40.51828023526211 |
[A.Z5.P02.D.FR.Z.AA.4V.Z] | 62.197272726441994 | 51.03861353791676 | 41.88557220552284 | 37.96525118048505 | 44.60979353826208 | 50.0886260486381 | 53.252112556064574 | 57.65449474536714 | 48.29219158780828 | 41.785202515973076 | 40.51513338688125 | 55.277610247094636 | 49.942312412263995 |
[A.Z5.P02.D.FR.Z.AA.D3.Z] | 9.924016223226845 | 9.962574913954997 | 7.73311590658476 | 11.1694420058351 | 10.321446700214619 | 20.248238862964556 | 26.243880737051512 | 23.251944155214858 | 30.468808673092653 | 30.937538627660246 | 32.536675490755854 | 29.254101684513838 | 25.39778658606478 |
[A.Z5.P02.D.FR.Z.AA.SC.Z] | 9.924016223226845 | 11.221174014509714 | 8.65555857904019 | 8.715122444710886 | 9.012707178363003 | 16.4829552324172 | 21.404545697417994 | 17.296377905306894 | 19.552374692007387 | 22.436121963660845 | 23.783767964651975 | 20.977833233005253 | 19.994717600998698 |
[A.Z5.P02.D.FR.Z.AA.TT.Z] | 2849963.896 | 2861037.1222000006 | 2220784.4729 | 3207623.3793927995 | 2964097.376347831 | 5814858.46244107 | 7536677.783383045 | 6677457.983097034 | 8749986.166811291 | 8884595.322766198 | 9343833.016666632 | 8401148.46 | 7293697.751036333 |
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