[MMS] Money Market Survey
Updated on DBnomics on March 7, 2023 (4:45 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:
- min:
- 36.864
- max:
- 95.104
- avg:
- 67.33
- σ:
- 13.338
- min:
- 0
- max:
- 32.357
- avg:
- 13.873
- σ:
- 12.532
- min:
- 0
- max:
- 14.823
- avg:
- 4.963
- σ:
- 5.613
- min:
- 0
- max:
- 0.145
- avg:
- 0.025
- σ:
- 0.045
- min:
- 0.047
- max:
- 33.543
- avg:
- 5.492
- σ:
- 9.594
- min:
- 12.845
- max:
- 59.371
- avg:
- 36.291
- σ:
- 13.337
- min:
- 15.262
- max:
- 81.267
- avg:
- 44.014
- σ:
- 20.197
- min:
- 3.008
- max:
- 32.134
- avg:
- 14.178
- σ:
- 7.921
- min:
- 0
- max:
- 0.993
- avg:
- 0.119
- σ:
- 0.297
Series code | 2003 | 2004 | 2005 | 2006 | 2007 | 2008 | 2009 | 2010 | 2011 | 2012 | 2013 | 2014 | 2015 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
[A.Z5.P02.D.FT.Z.AA.22.Z] | 69.94879529395622 | 64.20203003441877 | 66.88132567781113 | 65.41485371973543 | 73.61458623529461 | 36.86390838610621 | 54.63308429246609 | 70.12714126865252 | 72.06031303621526 | 72.65654465726722 | 95.10381442534553 | 79.79105010238092 | 53.99052178309612 |
[A.Z5.P02.D.FT.Z.AA.23.Z] | 21.853295515935752 | 23.435878266287045 | 32.35748523796822 | 21.74977009103676 | 22.556413540791432 | 0.7106042018921445 | 26.826854322840035 | 2.2374555523430297 | 27.596252340861746 | 0 | 0 | 0.03611994699929331 | 0.9838838694179771 |
[A.Z5.P02.D.FT.Z.AA.24.Z] | 8.197909190108021 | 12.362091699294197 | 0.7611890842206448 | 12.835376189227816 | 3.8290002239139254 | 10.43735725332367 | 14.822529335549195 | 0.9628243529700138 | 0 | 0.3046843913066504 | 0 | 0 | 0 |
[A.Z5.P02.D.OP.Z.AA.10.Z] | NA | NA | NA | 0 | 0 | 0 | 0 | 0 | 0 | 0.14500420623783306 | 0.05327449696847309 | 0 | 0.052908207881880366 |
[A.Z5.P02.D.OP.Z.AA.11.Z] | NA | NA | NA | 2.4895849551374063 | 1.009165160569506 | 4.433088886380383 | 0.9524749157256377 | 33.54251851939221 | 4.779331607911138 | 6.771789807702676 | 0.4847471669232682 | 0.04696247570718742 | 0.40667758657787073 |
[A.Z5.P02.D.OP.Z.AA.12.Z] | NA | NA | NA | 35.02834509683349 | 32.87955246373439 | 59.37125528446422 | 52.68426488456861 | 24.031334583782233 | 42.7766185028455 | 43.809684047047654 | 36.057596885929215 | 12.845338090885035 | 23.426722661369542 |
[A.Z5.P02.D.OP.Z.AA.13.Z] | NA | NA | NA | 30.348228424425926 | 59.40281701426658 | 15.26241946206765 | 29.604818517782796 | 28.275380877036028 | 39.63996149192336 | 34.2358192687311 | 48.99938419689388 | 81.26665713456066 | 73.1051937549096 |
[A.Z5.P02.D.OP.Z.AA.14.Z] | NA | NA | NA | 32.13384152360319 | 6.708465361429501 | 20.93323636708779 | 16.758441681922942 | 14.150766019789518 | 12.804088397320006 | 15.037702670280764 | 14.404997253285181 | 5.841042298847148 | 3.0084977892610985 |
[A.Z5.P02.D.OP.Z.AA.20.Z] | NA | NA | NA | 0 | 0 | 0 | 0 | 0 | 0 | 0.19741741108808647 | 0 | 0 | 0.9929680778908081 |
[A.Z5.P02.D.OP.Z.AA.21.Z] | NA | NA | NA | 2.385379635671188 | 3.932600497125124 | 54.04838845488174 | 9.434033952477979 | 33.352953726298985 | 1.8255961310583448 | 56.21637673472739 | 12.023083541699085 | 28.91930758386443 | 67.59398760741749 |
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