Money Market Survey [MMS]

Updated by DBnomics on
August 1, 2020

Dataset has 689 series. Add search filters to narrow them.

Dimensions codes and labels
[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
  • [U] Euro money market - Unsecured market
  • [S] Short-term securities - Outright transactions and issuance
[INSTRUMENT_FM] Financial market instrument
  • [BM] Bank bond (MFIs)
  • [BA] Bond total
  • [BC] Corporate bond
  • [SX] Cross-currency swaps
  • [SF] Foreign exchange swaps
  • [FR] Forward rate agreements
  • [FT] Futures
  • [BG] Government bond
  • [SI] Interest rate swaps
  • [XX] Not specified
  • [OP] Options
  • [SO] Overnight interest rate swaps
  • [TB] Total borrowing activity
  • [TL] Total lending activity
[REPO_CPARTY] Repo counterparty
  • [A] All repo
  • [2] Bilateral repo
  • [D] Bilateral repo without CCP Central Counterparty (subset of Bilateral repo)
  • [C] CCP Central Counterparty (subset of Bilateral repo)
  • [Z] Not applicable
  • [3] Triparty repo
[MATURITY_CAT] Maturity category
  • [BD] Over 1 and up to 2 years
  • [LC] Over 1 month and up to 3 months
  • [LB] Over 1 week and up to 1 month
  • [BG] Over 1 year
  • [CJ] over 10 years
  • [BK] Over 2 years and up to 5 years
  • [LD] Over 3 months and up to 6 months
  • [BI] Over 5 years and up to 10 years
  • [LE] Over 6 months and up to 1 year
  • [MA] Overnight
  • [KS] Spot/Next
  • [KT] Tomorrow/Next
  • [AA] Total
  • [LA] Up to 1 week
  • [BC] Up to 1 year
[DATA_TYPE_MM] Data type in money market context
  • [L3] Index, cash lending volume in 2003 = 100
  • [D3] Index, OTC derivatives volume in 2003 = 100
  • [O3] Index, outright transactions in 2003 = 100
  • [03] Index, volume in 2003 = 100
  • [PF] Percentage of the reported average daily turnover indexed on floating rate (e.g. EONIA)
  • [14] Question 1 - Percentage of banks that find the market extremely efficient
  • [11] Question 1 - Percentage of banks that find the market limitedly efficient
  • [10] Question 1 - Percentage of banks that find the market not efficient
  • [13] Question 1 - Percentage of banks that find the market significantly efficient
  • [12] Question 1 - Percentage of banks that find the market sufficiently efficient
  • [24] Question 2 - Percentage of banks that find the market liquidity has improved significantly
  • [23] Question 2 - Percentage of banks that find the market liquidity has improved slightly
  • [22] Question 2 - Percentage of banks that find the market liquidity has not changed
  • [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
  • [3O] Question 3 - Percentage of the euro money market business (in nominal value) done with counterparties other than euro area and national
  • [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
  • [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
  • [MP] Ratio of turnover times number of days in maturity bucket over average turnover times average maturity in the segment
  • [CS] Share in bilateral repo segment
  • [SC] Share in segment turnover
  • [TW] Share in total turnover (all markets combined)
  • [MW] Share of maturity bucket in market segment
  • [TC] Share of turnover in CHF
  • [TO] Share of turnover in currencies other than USD, CHF, JPY and GBP
  • [TP] Share of turnover in GBP
  • [TJ] Share of turnover in JPY
  • [TU] Share of turnover in USD
  • [TT] Total volume
[COLLATERAL] Collateral
  • [A] All collaterals
  • [E] Euro area collaterals (other than domestic)
  • [N] National collaterals
  • [Z] Not applicable
  • [O] Other collaterals
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