[MMSR] Money Market Statistical Reporting
Updated on DBnomics on November 13, 2024 (6:41 AM).
[FREQ] Frequency
- [B] Daily - businessweek
- [Q] Quarterly
[REF_AREA] Reference area
- [U2] Euro area (Member States and Institutions of the Euro Area) changing composition
[COUNTERPART_AREA] Counterpart area
- [_X] Not allocated/ unspecified
[COLL_ISSUER_AREA] Collateral issuer reference area
- [BE] Belgium
- [DE] Germany
- [ES] Spain
- [FR] France
- [IT] Italy
- [NL] Netherlands
- [_Z] Not applicable
[COUNTERPART_SECTOR] Counterpart sector
- [S12] Financial corporations
- [S122] Deposit taking corporations, except the Central Bank
- [S125E1] Central clearing counterparties, which are part of other OFIs
- [S1ZV] All sectors other than households and NPISH
[COLL_ISSUER_SECTOR] Collateral issuer sector
- [_Z] Not applicable
[MM_SEGMENT] Money market segment
- [O] Euro money market - Overnight Index Swap
- [T] Euro money market - Secured market
- [U] Euro money market - Unsecured market
[TRANS_TYPE_MMSR] Transaction type in the Money Market context
- [BO] Borrowing
- [LE] Lending
- [_X] Unspecified
[DATA_TYPE_MM] Data type in money market context
- [AT] Average daily turnover
- [CM] Calculation method
- [NB] Number of active banks
- [NT] Number of transactions
- [R25] Rate at 25th percentile of volume
- [R75] Rate at 75th percentile of volume
- [TT] Total volume
- [VL] Share of volume of the 5 largest active banks
- [WR] Weighted average rate
- [WT] Volume-weighted trimmed mean rate
[INSTR_TYPE_MMSR] Instrument type in the Money Market context
- [D76] Instruments eligible for Euro short-term rate
- [_X] Unspecified
[MATURITY] Maturity
- [AA] Total
- [FC] 1 month (bucket)
- [FD] 2 months (bucket)
- [FE] 3 months (bucket)
- [FF] 6 months (bucket)
- [FG] 9 months (bucket)
- [FH] 12 months (bucket)
- [FI] 2 years (bucket)
- [FJ] 3 years (bucket)
- [FK] 5 years (bucket)
- [FL] 10 years (bucket)
- [FM] Over 10 years (bucket)
- [FT] Forward 12M24M (bucket)
- [IM] IMM-dated trades
- [KS] Spot/Next
- [KT] Tomorrow/Next
- [MA] Overnight
- [MP] MP-dated trades
- [OA] All OIS transactions except novations
- [OF] All forward OIS transactions except novations
- [OS] All spot OIS transactions except novations
- [TA] 1 week (tenor)
- [TC] 1 month (tenor)
- [TE] 3 months (tenor)
- [TF] 6 months (tenor)
- [TG] 9 months (tenor)
- [TH] 12 months (tenor)
- [XX] Unspecified
[SETTL_PERIOD] Settlement period
- [DQ1] Delta quarter 1
- [DQ2] Delta quarter 2
- [DQ3] Delta quarter 3
- [DQ4] Delta quarter 4
- [DQ5] Delta quarter 5
- [DQ6] Delta quarter 6
- [DQ7] Delta quarter 7
- [DQ8] Delta quarter 8
- [MP1] Maintenance Period 1
- [MP2] Maintenance Period 2
- [MP3] Maintenance Period 3
- [MP4] Maintenance Period 4
- [MP5] Maintenance Period 5
- [MP6] Maintenance Period 6
- [MP7] Maintenance Period 7
- [MP8] Maintenance Period 8
- [_Z] Not applicable
[SETTL_YEAR] Settlement year
- [0] Settlement on the same year as trade date
- [1] Settlement 1 year after trade date year
- [_Z] Not applicable
[CURRENCY_TRANS] Currency of transaction
- [EUR] Euro
[FX_CURRENCY] FX Currency
- [_Z] Not applicable
Search filters
Frequency [FREQ] (2)
Reference area [REF_AREA] (1)
Counterpart area [COUNTERPART_AREA] (1)
Collateral issuer reference area [COLL_ISSUER_AREA] (7)
Counterpart sector [COUNTERPART_SECTOR] (4)
Collateral issuer sector [COLL_ISSUER_SECTOR] (1)
Money market segment [MM_SEGMENT] (3)
Transaction type in the Money Market context [TRANS_TYPE_MMSR] (3)
Data type in money market context [DATA_TYPE_MM] (10)
Instrument type in the Money Market context [INSTR_TYPE_MMSR] (2)
Maturity [MATURITY] (28)
Settlement period [SETTL_PERIOD] (17)
Settlement year [SETTL_YEAR] (3)
Currency of transaction [CURRENCY_TRANS] (1)
FX Currency [FX_CURRENCY] (1)
This dataset has 446 series:
- from
- 2018-03-13=17,346.77
- to
- 2024-10-22=19,420.32
- min:
- 12,491.96
- max:
- 23,449.07
- avg:
- 17,723.129
- σ:
- 2,799.368
- from
- 2018-03-13=11,639.86
- to
- 2024-10-22=12,119.01
- min:
- 9,287.96
- max:
- 17,085.9
- avg:
- 12,628.645
- σ:
- 1,816.439
- from
- 2018-03-13=2,817.37
- to
- 2024-10-22=1,508.48
- min:
- 1,149.68
- max:
- 3,584.74
- avg:
- 2,040.783
- σ:
- 549.297
- from
- 2018-03-13=2,637.14
- to
- 2024-10-22=5,548.55
- min:
- 1,085.35
- max:
- 5,548.55
- avg:
- 2,845.456
- σ:
- 1,083.797
- from
- 2018-03-13=165.29
- to
- 2024-10-22=211.39
- min:
- 27.7
- max:
- 385.26
- avg:
- 147.648
- σ:
- 110.731
- from
- 2018-03-13=87.11
- to
- 2024-10-22=32.89
- min:
- 13.89
- max:
- 109.73
- avg:
- 54.428
- σ:
- 26.148
- from
- 2018-03-13=520,403.11
- to
- 2024-10-22=485,508.07
- min:
- 312,299.03
- max:
- 882,478.78
- avg:
- 565,934.897
- σ:
- 118,384.349
- from
- 2018-03-13=349,195.76
- to
- 2024-10-22=302,975.17
- min:
- 232,199.09
- max:
- 598,096.19
- avg:
- 403,145.721
- σ:
- 79,891.628
- from
- 2018-03-13=84,521.15
- to
- 2024-10-22=37,712.02
- min:
- 33,354.95
- max:
- 107,041.31
- avg:
- 65,194.362
- σ:
- 19,812.153
- from
- 2018-03-13=79,114.14
- to
- 2024-10-22=138,713.86
- min:
- 35,290.64
- max:
- 209,919.23
- avg:
- 90,961.609
- σ:
- 37,137.619
Series code | 2018-03-13 | 2018-05-02 | 2018-06-19 | 2018-07-31 | 2018-09-18 | 2018-10-30 | 2018-12-18 | 2019-01-29 | 2019-03-12 | 2019-04-16 | 2019-06-11 | 2019-07-30 | 2019-09-17 | 2019-10-29 | 2019-12-17 | 2020-01-28 | 2020-03-17 | 2020-05-05 | 2020-06-09 | 2020-07-21 | 2020-09-15 | 2020-11-03 | 2020-12-15 | 2021-01-26 | 2021-03-16 | 2021-04-27 | 2021-06-15 | 2021-07-27 | 2021-09-14 | 2021-11-02 | 2021-12-21 | 2022-02-08 | 2022-03-15 | 2022-04-19 | 2022-06-14 | 2022-07-26 | 2022-09-13 | 2022-11 | 2022-12-20 | 2023-02-07 | 2023-03-21 | 2023-05-09 | 2023-06-20 | 2023-08 | 2023-09-19 | 2023-10-31 | 2023-12-19 | 2024-01-30 | 2024-03-12 | 2024-04-16 | 2024-06-11 | 2024-07-23 | 2024-09-17 | 2024-10-22 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
[B.U2._X.BE.S1ZV._Z.T.BO.AT._X.AA._Z._Z.EUR._Z] | 17346.77 | 14915.76 | 16209.79 | 15402.76 | 15525.59 | 15089.05 | 15831.37 | 14751.64 | 16182.15 | 16233.45 | 16961.52 | 13230.37 | 14981.17 | 13997.88 | 12764.53 | 13766.13 | 15526 | 13978.2 | 12491.96 | 14681.2 | 17942.14 | 16837.7 | 18348.62 | 18372.93 | 21865.36 | 21340.05 | 22036.95 | 21043 | 22306.46 | 22605.49 | 19638.8 | 19651.03 | 20794.21 | 18445.17 | 18324.06 | 18675.66 | 20178.45 | 17367.87 | 15959.54 | 15245.64 | 17803.73 | 19745.39 | 19698.22 | 18337.49 | 17446.28 | 16561.41 | 16381.07 | 17626.5 | 21987.28 | 23449.07 | 22627.66 | 21007.67 | 18110.44 | 19420.32 |
[B.U2._X.BE.S1ZV._Z.T.BO.AT._X.KS._Z._Z.EUR._Z] | 11639.86 | 11290.89 | 12276.88 | 12477.86 | 11280.73 | 11669.79 | 11277.02 | 11656.03 | 13333 | 12895.1 | 12915.17 | 10769.28 | 12122.29 | 11153.43 | 9568.97 | 9929.87 | 11337.34 | 9961.08 | 9287.96 | 10518.72 | 12188.47 | 11959.16 | 12022.83 | 12216.6 | 15411.86 | 14732.83 | 15786.14 | 15395.71 | 15598.57 | 17085.9 | 14878.66 | 13882.79 | 15244.25 | 13165.09 | 13506.86 | 12792.81 | 13238.28 | 11124.45 | 10327.74 | 10689.36 | 13033.63 | 14331.71 | 13389.95 | 12280.46 | 12084.54 | 11395.97 | 10591.38 | 12419.8 | 15134.85 | 15381.59 | 15335.8 | 14477.67 | 11360.82 | 12119.01 |
[B.U2._X.BE.S1ZV._Z.T.BO.AT._X.KT._Z._Z.EUR._Z] | 2817.37 | 1975.55 | 2075.86 | 1608.44 | 2160.15 | 1601.91 | 1862.36 | 1578.86 | 1528.62 | 1509.63 | 1959.71 | 1224.33 | 1402.33 | 1419.31 | 1480.02 | 1888.21 | 1758.51 | 1420.18 | 1334.2 | 1837.14 | 2234.57 | 1149.68 | 1792.97 | 2239.65 | 2829.14 | 3584.74 | 3058.32 | 2326.97 | 2831.27 | 2547.41 | 2262.84 | 2982.74 | 2563.61 | 2427.39 | 1994.87 | 2095.87 | 3001.11 | 2807.34 | 2228.34 | 2263.44 | 1692.16 | 2015.08 | 1974.9 | 2145.05 | 1622.97 | 1595.81 | 1633.52 | 1943.13 | 2204.75 | 2941.89 | 2420.55 | 1608.33 | 1230.69 | 1508.48 |
[B.U2._X.BE.S1ZV._Z.T.BO.AT._X.MA._Z._Z.EUR._Z] | 2637.14 | 1462.14 | 1688.93 | 1189.99 | 1936.35 | 1648.11 | 2553.88 | 1439.33 | 1176.35 | 1639.71 | 1963.61 | 1085.35 | 1334.65 | 1313.17 | 1610.93 | 1841.27 | 2333.75 | 2486.48 | 1754.05 | 2246.01 | 3441.26 | 3602.17 | 4405.43 | 3848.34 | 3474.11 | 2923.39 | 3062.23 | 3204.95 | 3758.54 | 2872.52 | 2451.5 | 2636.66 | 2722.29 | 2692.69 | 2591.19 | 3427.6 | 3540.56 | 3073.98 | 3061.68 | 1921.44 | 2602.74 | 3050.06 | 3934.72 | 3562.95 | 3317.25 | 3306.13 | 3862.71 | 2997.37 | 4299.09 | 4731.45 | 4518.09 | 4621.81 | 5247.98 | 5548.55 |
[B.U2._X.BE.S1ZV._Z.T.BO.AT._X.TA._Z._Z.EUR._Z] | 165.29 | 77.45 | 85.93 | 82.59 | 82.37 | 84.9 | 62.87 | 54.56 | 112.64 | 84.58 | 59.76 | 92.41 | 92.43 | 68.82 | 43.7 | 64.36 | 52.54 | 80.88 | NA | 53.79 | 51.69 | 112.8 | 111.24 | 27.7 | 70.52 | 54.44 | 51.33 | 77.86 | 63.88 | 41.76 | 29.05 | 45.93 | 166.54 | 88.26 | NA | NA | NA | 335.99 | 324.79 | 338.44 | 385.26 | 310.44 | 325.81 | 278.59 | 347.37 | 215.45 | 250.3 | 221.68 | 290.59 | 346.14 | 316.42 | 241.21 | NA | 211.39 |
[B.U2._X.BE.S1ZV._Z.T.BO.AT._X.TC._Z._Z.EUR._Z] | 87.11 | 109.73 | 82.19 | 43.88 | 65.99 | 84.34 | 75.25 | NA | 31.53 | 104.43 | 63.26 | 59.01 | 29.47 | 43.14 | NA | 42.42 | 43.86 | 29.57 | 31.33 | 25.54 | 26.15 | 13.89 | 16.15 | 40.64 | 79.73 | 44.64 | 78.94 | 37.51 | 54.19 | 57.91 | 16.76 | 102.91 | 97.52 | 71.73 | 43.06 | 99.57 | NA | 26.11 | 17 | 32.96 | 89.94 | 38.08 | 72.85 | 70.45 | NA | NA | NA | 44.52 | 58.01 | 48 | 36.8 | NA | 57.14 | 32.89 |
[B.U2._X.BE.S1ZV._Z.T.BO.TT._X.AA._Z._Z.EUR._Z] | 520403.11 | 492220.11 | 551132.97 | 462082.8 | 543395.78 | 452671.39 | 554098.07 | 398294.36 | 485464.47 | 405836.25 | 627576.4 | 463063.06 | 524341.05 | 419936.31 | 446758.72 | 371685.55 | 543409.97 | 447302.41 | 312299.03 | 440436.07 | 717685.75 | 589319.56 | 550458.48 | 514442.09 | 765287.73 | 597521.43 | 771293.4 | 631289.94 | 780725.97 | 791192.29 | 687358.09 | 687786.04 | 519855.14 | 424238.87 | 732962.21 | 560269.71 | 706245.92 | 607875.47 | 558584.07 | 518351.84 | 534111.96 | 631852.43 | 590946.62 | 550124.8 | 610619.76 | 496842.44 | 573337.43 | 475915.6 | 659618.49 | 539328.51 | 882478.78 | 630230.03 | 724417.62 | 485508.07 |
[B.U2._X.BE.S1ZV._Z.T.BO.TT._X.KS._Z._Z.EUR._Z] | 349195.76 | 372599.43 | 417414.05 | 374335.82 | 394825.61 | 350093.67 | 394695.65 | 314712.68 | 399990.01 | 322377.59 | 477861.41 | 376924.76 | 424280.27 | 334602.88 | 334914.07 | 268106.5 | 396806.97 | 318754.63 | 232199.09 | 315561.7 | 487538.81 | 418570.59 | 360684.83 | 342064.76 | 539415.08 | 412519.3 | 552514.73 | 461871.38 | 545949.8 | 598006.62 | 520753.15 | 485897.59 | 381106.26 | 302797.13 | 540274.21 | 383784.17 | 463339.87 | 389355.68 | 361470.85 | 363438.13 | 391009 | 458614.84 | 401698.49 | 368413.73 | 422958.92 | 341879.13 | 370698.37 | 335334.7 | 454045.53 | 353776.46 | 598096.19 | 434330.12 | 454432.77 | 302975.17 |
[B.U2._X.BE.S1ZV._Z.T.BO.TT._X.KT._Z._Z.EUR._Z] | 84521.15 | 65193.14 | 70579.26 | 48253.22 | 75605.15 | 48057.15 | 65182.5 | 42629.09 | 45858.73 | 37740.8 | 72509.45 | 42851.49 | 49081.46 | 42579.43 | 51800.79 | 50981.63 | 61547.69 | 45445.92 | 33354.95 | 55114.13 | 89382.99 | 40238.82 | 53789.1 | 62710.27 | 99020.01 | 100372.82 | 107041.31 | 69809.09 | 99094.59 | 89159.29 | 79199.54 | 104395.82 | 64090.28 | 55830.07 | 79794.86 | 62876.15 | 105039 | 98256.93 | 77991.87 | 76956.92 | 50764.86 | 64482.66 | 59246.97 | 64351.39 | 56803.86 | 47874.32 | 57173.26 | 52464.46 | 66142.44 | 67663.44 | 94401.33 | 48249.91 | 49227.75 | 37712.02 |
[B.U2._X.BE.S1ZV._Z.T.BO.TT._X.MA._Z._Z.EUR._Z] | 79114.14 | 48250.68 | 57423.68 | 35699.67 | 67772.29 | 49443.28 | 89385.82 | 38861.91 | 35290.64 | 40992.74 | 72653.54 | 37987.26 | 46712.73 | 39395.07 | 56382.56 | 49714.26 | 81681.37 | 79567.45 | 43851.21 | 67380.42 | 137650.21 | 126075.86 | 132162.81 | 107753.52 | 121593.95 | 81854.89 | 107177.94 | 96148.61 | 131548.98 | 100538.03 | 85802.39 | 92283.22 | 68057.14 | 61931.89 | 103647.55 | 102827.93 | 123919.47 | 107589.32 | 107158.79 | 65329.08 | 78082.33 | 97602.05 | 118041.58 | 106888.43 | 116103.9 | 99183.81 | 135194.72 | 80928.95 | 128972.56 | 108823.39 | 176205.56 | 138654.2 | 209919.23 | 138713.86 |
Showing results 1 - 10 / 446