[MMS] Money Market Survey

Name: Money Market Survey
Creator: DBnomics

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:

Trim NA Values

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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