Money Market Survey [MMS]

Updated on DBnomics on March 7, 2023 (4:45 AM)

Frequency [FREQ]
Reference area [REF_AREA]
Money market bank [MM_BANK]
Money market segment [MM_SEGMENT]
Financial market instrument [INSTRUMENT_FM]
Repo counterparty [REPO_CPARTY]
Maturity category [MATURITY_CAT]
Data type in money market context [DATA_TYPE_MM]
Collateral [COLLATERAL]

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

Series code 2003200420052006200720082009201020112012201320142015
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
Dimension 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
  • [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
Technical links