Money Market Statistical Reporting [MMSR]

Updated on DBnomics on March 1, 2023 (4:30 AM)

Frequency [FREQ]
Reference area [REF_AREA]
Counterpart area [COUNTERPART_AREA]
Collateral issuer reference area [COLL_ISSUER_AREA]
Counterpart sector [COUNTERPART_SECTOR]
Collateral issuer sector [COLL_ISSUER_SECTOR]
Money market segment [MM_SEGMENT]
Transaction type in the Money Market context [TRANS_TYPE_MMSR]
Data type in money market context [DATA_TYPE_MM]
Instrument type in the Money Market context [INSTR_TYPE_MMSR]
Maturity [MATURITY]
Settlement period [SETTL_PERIOD]
Settlement year [SETTL_YEAR]
Currency of transaction [CURRENCY_TRANS]
FX Currency [FX_CURRENCY]

Dataset has 446 series. Add search filters to narrow them.

Dimension codes and labels
[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
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