[MMSR] Money Market Statistical Reporting
Updated on DBnomics on May 9, 2024 (6:13 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:
| 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 | 2020-07-21 | 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 | 2022-11 | 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 | 2020-06-09 | 2022-06-14 | 2022-07-26 | 2022-09-13 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| [B.U2._X.BE.S1ZV._Z.T.BO.TT._X.TA._Z._Z.EUR._Z] | 4958.82 | 2555.84 | 2921.49 | 2477.7 | 2882.93 | 2546.98 | 2200.47 | 1473.21 | 3379.12 | 2114.42 | 2211.3 | 3234.18 | 3235.09 | 2064.74 | 1529.64 | 1737.73 | 1838.92 | 2588.2 | 1613.62 | 2067.76 | 3948.09 | 3337.34 | 775.63 | 2468.13 | 1524.36 | 1796.42 | 2335.67 | 2235.85 | 1461.43 | 1016.58 | 1607.44 | 4163.43 | 2029.97 | 11759.8 | 11367.66 | 11506.99 | 11742.55 | 9934.22 | 9774.15 | 8357.74 | 12158.03 | 6463.57 | 8760.62 | 5985.41 | 8717.71 | 7983.76 | NA | NA | NA | NA |
| [B.U2._X.BE.S1ZV._Z.T.BO.TT._X.TC._Z._Z.EUR._Z] | 2613.24 | 3621.01 | 2794.5 | 1316.39 | 2309.8 | 2530.31 | 2633.62 | NA | 945.97 | 2610.7 | 2340.7 | 2065.37 | 1031.5 | 1294.2 | NA | 1145.43 | 1535.02 | 946.22 | 766.21 | 1045.97 | 486.21 | 484.4 | 1137.91 | 2790.56 | 1250.06 | 2762.99 | 1125.19 | 1896.73 | 2026.91 | 586.44 | 3601.98 | 2438.02 | 1649.82 | 913.74 | 594.91 | 1120.73 | 2698.1 | 1218.66 | 2185.42 | 2113.51 | NA | NA | NA | 1202.08 | 1740.25 | 1115.93 | 783.34 | 1722.55 | 2987.15 | NA |
| [B.U2._X.BE.S1ZV._Z.T.BO.WR._X.KS._Z._Z.EUR._Z] | -0.53 | -0.54 | -0.52 | -0.53 | -0.51 | -0.52 | -0.5 | -0.57 | -0.47 | -0.48 | -0.48 | -0.46 | -0.46 | -0.53 | -0.52 | -0.55 | -0.53 | -0.53 | -0.52 | -0.54 | -0.55 | -0.56 | -0.64 | -0.59 | -0.6 | -0.6 | -0.61 | -0.6 | -0.62 | -0.63 | -0.73 | -0.66 | -0.69 | 0.46 | 1.29 | 1.73 | 2.39 | 2.84 | 3.09 | 3.38 | 3.67 | 3.89 | 3.9 | 3.89 | 3.92 | 3.92 | -0.5 | -0.66 | -0.65 | -0.14 |
| [B.U2._X.BE.S1ZV._Z.T.BO.WR._X.KT._Z._Z.EUR._Z] | -0.54 | -0.54 | -0.51 | -0.53 | -0.51 | -0.54 | -0.51 | -0.57 | -0.47 | -0.48 | -0.49 | -0.48 | -0.49 | -0.53 | -0.53 | -0.54 | -0.55 | -0.55 | -0.52 | -0.53 | -0.56 | -0.56 | -0.6 | -0.59 | -0.59 | -0.59 | -0.6 | -0.59 | -0.61 | -0.63 | -0.74 | -0.66 | -0.66 | 0.47 | 1.32 | 1.74 | 2.38 | 2.83 | 3.09 | 3.38 | 3.67 | 3.88 | 3.89 | 3.88 | 3.9 | 3.92 | -0.52 | -0.67 | -0.64 | -0.15 |
| [B.U2._X.BE.S1ZV._Z.T.BO.WR._X.MA._Z._Z.EUR._Z] | -0.51 | -0.51 | -0.49 | -0.55 | -0.52 | -0.53 | -0.52 | -0.55 | -0.51 | -0.5 | -0.51 | -0.52 | -0.49 | -0.56 | -0.53 | -0.52 | -0.51 | -0.49 | -0.54 | -0.54 | -0.55 | -0.55 | -0.62 | -0.59 | -0.6 | -0.6 | -0.6 | -0.59 | -0.61 | -0.64 | -0.68 | -0.63 | -0.63 | 0.31 | 1.17 | 1.74 | 2.31 | 2.64 | 3.05 | 3.3 | 3.61 | 3.85 | 3.87 | 3.82 | 3.85 | 3.86 | -0.52 | -0.66 | -0.65 | -0.21 |
| [B.U2._X.BE.S1ZV._Z.T.BO.WR._X.TA._Z._Z.EUR._Z] | -0.55 | -0.59 | -0.57 | -0.57 | -0.57 | -0.56 | -0.55 | -0.7 | -0.49 | -0.5 | -0.51 | -0.52 | -0.49 | -0.55 | -0.54 | -0.55 | -0.55 | -0.58 | -0.55 | -0.55 | -0.58 | -0.57 | -0.6 | -0.61 | -0.61 | -0.62 | -0.63 | -0.63 | -0.65 | -0.67 | -0.66 | -0.67 | -0.68 | 0.54 | 1.35 | 1.89 | 2.4 | 2.86 | 3.11 | 3.41 | 3.68 | 3.9 | 3.91 | 3.91 | 3.92 | 3.92 | NA | NA | NA | NA |
| [B.U2._X.BE.S1ZV._Z.T.BO.WR._X.TC._Z._Z.EUR._Z] | -0.61 | -0.57 | -0.52 | -0.52 | -0.51 | -0.51 | -0.53 | NA | -0.48 | -0.48 | -0.48 | -0.46 | -0.48 | -0.53 | NA | -0.51 | -0.55 | -0.54 | -0.54 | -0.55 | -0.54 | -0.72 | -0.6 | -0.59 | -0.56 | -0.62 | -0.61 | -0.6 | -0.61 | -0.63 | -0.64 | -0.68 | -0.7 | 0.57 | 0.49 | 2.26 | 2.55 | 2.93 | 3.2 | 3.47 | NA | NA | NA | 3.9 | 3.93 | 3.94 | -0.54 | -0.69 | -0.42 | NA |
| [B.U2._X.BE.S1ZV._Z.T.LE.AT._X.AA._Z._Z.EUR._Z] | 9357.27 | 9255.28 | 9076.04 | 10252.78 | 9088.46 | 9217.94 | 8951.18 | 8011.8 | 9337.1 | 11778.35 | 12179 | 10510.63 | 10209.27 | 9183.47 | 7875.37 | 8323.66 | 9987.75 | 7756.74 | 7925.23 | 7617.43 | 8393.12 | 8925.3 | 8321.73 | 10271.37 | 10871.67 | 11406.64 | 12283.27 | 11423.69 | 13007.6 | 10837.56 | 9920.94 | 12564.96 | 11810.18 | 12064.31 | 11323.68 | 10438.95 | 13401.96 | 14898.81 | 15864.18 | 13619.74 | 13098.43 | 13075.59 | 12238.04 | 12778.74 | 15735.93 | 16045.42 | 7655.72 | 10823.12 | 11701.26 | 12849.56 |
| [B.U2._X.BE.S1ZV._Z.T.LE.AT._X.KS._Z._Z.EUR._Z] | 5823.66 | 5533.15 | 4730.23 | 6527.26 | 5708.68 | 5747.01 | 5382.32 | 5280.32 | 6135.42 | 8017.59 | 8166.37 | 7020.74 | 6931.78 | 6495.02 | 5654.14 | 5592.33 | 5874.84 | 5251.04 | 5442.14 | 5331.86 | 6250.78 | 6518.87 | 6190.32 | 7542.33 | 8315.73 | 8032.26 | 8670.05 | 8480.98 | 9943.61 | 7802.12 | 7326.25 | 9710.38 | 8958.57 | 8118.76 | 7790.3 | 7147.35 | 9107.65 | 10482.03 | 10547.7 | 8811 | 8755.94 | 8357.01 | 8025.21 | 9310.52 | 11712.01 | 11278.2 | 5217.77 | 7470.27 | 8144.54 | 9029.53 |
| [B.U2._X.BE.S1ZV._Z.T.LE.AT._X.KT._Z._Z.EUR._Z] | 1299.4 | 1378.05 | 1765.97 | 1208.77 | 764.44 | 988.36 | 1147.83 | 788.52 | 749.27 | 1229.19 | 1296.26 | 892.72 | 796.55 | 822.28 | 847.03 | 829.44 | 1063.15 | 666.15 | 787.36 | 562 | 480.72 | 630.96 | 708.21 | 931.01 | 835.97 | 967.97 | 732.59 | 699.21 | 936.64 | 954.77 | 713.3 | 936.15 | 735.95 | 1090.44 | 672.1 | 673.65 | 916.6 | 872.22 | 1244.71 | 1087.84 | 867.13 | 989.27 | 1025.79 | 1342.15 | 1261.11 | 1258.87 | 763.55 | 793.34 | 826.44 | 831.04 |
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