Money Market Statistical Reporting [MMSR]
Updated on DBnomics on March 21, 2024 (6:55 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.
- Daily - businessweek – Euro area (Member States and Institutions of the Euro Area) changing composition – Not allocated/ unspecified – Belgium – All sectors other than households and NPISH – Not applicable – Euro money market - Secured market – Lending – Average daily turnover – Unspecified – Overnight – Not applicable – Not applicable – Euro – Not applicable (_Z) [ECB/MMSR/B.U2._X.BE.S1ZV._Z.T.LE.AT._X.MA._Z._Z.EUR._Z]
- min:
- 1,337.71
- max:
- 3,843.05
- avg:
- 2,342.034
- σ:
- 580.035
- Daily - businessweek – Euro area (Member States and Institutions of the Euro Area) changing composition – Not allocated/ unspecified – Belgium – All sectors other than households and NPISH – Not applicable – Euro money market - Secured market – Lending – Average daily turnover – Unspecified – 1 week (tenor) – Not applicable – Not applicable – Euro – Not applicable (_Z) [ECB/MMSR/B.U2._X.BE.S1ZV._Z.T.LE.AT._X.TA._Z._Z.EUR._Z]
- min:
- 2.83
- max:
- 244.85
- avg:
- 72.689
- σ:
- 68.229
- Daily - businessweek – Euro area (Member States and Institutions of the Euro Area) changing composition – Not allocated/ unspecified – Belgium – All sectors other than households and NPISH – Not applicable – Euro money market - Secured market – Lending – Average daily turnover – Unspecified – 1 month (tenor) – Not applicable – Not applicable – Euro – Not applicable (_Z) [ECB/MMSR/B.U2._X.BE.S1ZV._Z.T.LE.AT._X.TC._Z._Z.EUR._Z]
- min:
- 7.3
- max:
- 60.23
- avg:
- 24.861
- σ:
- 14.58
- Daily - businessweek – Euro area (Member States and Institutions of the Euro Area) changing composition – Not allocated/ unspecified – Belgium – All sectors other than households and NPISH – Not applicable – Euro money market - Secured market – Lending – Total volume – Unspecified – Total – Not applicable – Not applicable – Euro – Not applicable (_Z) [ECB/MMSR/B.U2._X.BE.S1ZV._Z.T.LE.TT._X.AA._Z._Z.EUR._Z]
- min:
- 191,392.92
- max:
- 476,762.02
- avg:
- 341,096.434
- σ:
- 73,588.373
- Daily - businessweek – Euro area (Member States and Institutions of the Euro Area) changing composition – Not allocated/ unspecified – Belgium – All sectors other than households and NPISH – Not applicable – Euro money market - Secured market – Lending – Total volume – Unspecified – Spot/Next – Not applicable – Not applicable – Euro – Not applicable (_Z) [ECB/MMSR/B.U2._X.BE.S1ZV._Z.T.LE.TT._X.KS._Z._Z.EUR._Z]
- min:
- 130,444.34
- max:
- 348,026.24
- avg:
- 233,400.544
- σ:
- 53,929.384
- Daily - businessweek – Euro area (Member States and Institutions of the Euro Area) changing composition – Not allocated/ unspecified – Belgium – All sectors other than households and NPISH – Not applicable – Euro money market - Secured market – Lending – Total volume – Unspecified – Tomorrow/Next – Not applicable – Not applicable – Euro – Not applicable (_Z) [ECB/MMSR/B.U2._X.BE.S1ZV._Z.T.LE.TT._X.KT._Z._Z.EUR._Z]
- min:
- 16,825.26
- max:
- 60,042.88
- avg:
- 29,386.331
- σ:
- 8,420.793
- Daily - businessweek – Euro area (Member States and Institutions of the Euro Area) changing composition – Not allocated/ unspecified – Belgium – All sectors other than households and NPISH – Not applicable – Euro money market - Secured market – Lending – Total volume – Unspecified – Overnight – Not applicable – Not applicable – Euro – Not applicable (_Z) [ECB/MMSR/B.U2._X.BE.S1ZV._Z.T.LE.TT._X.MA._Z._Z.EUR._Z]
- min:
- 39,136.37
- max:
- 115,291.4
- avg:
- 75,314.243
- σ:
- 21,199.533
- Daily - businessweek – Euro area (Member States and Institutions of the Euro Area) changing composition – Not allocated/ unspecified – Belgium – All sectors other than households and NPISH – Not applicable – Euro money market - Secured market – Lending – Total volume – Unspecified – 1 week (tenor) – Not applicable – Not applicable – Euro – Not applicable (_Z) [ECB/MMSR/B.U2._X.BE.S1ZV._Z.T.LE.TT._X.TA._Z._Z.EUR._Z]
- min:
- 99.04
- max:
- 8,569.84
- avg:
- 2,309.035
- σ:
- 2,212.713
- Daily - businessweek – Euro area (Member States and Institutions of the Euro Area) changing composition – Not allocated/ unspecified – Belgium – All sectors other than households and NPISH – Not applicable – Euro money market - Secured market – Lending – Total volume – Unspecified – 1 month (tenor) – Not applicable – Not applicable – Euro – Not applicable (_Z) [ECB/MMSR/B.U2._X.BE.S1ZV._Z.T.LE.TT._X.TC._Z._Z.EUR._Z]
- min:
- 214.97
- max:
- 1,806.9
- avg:
- 801.974
- σ:
- 472.442
- Daily - businessweek – Euro area (Member States and Institutions of the Euro Area) changing composition – Not allocated/ unspecified – Belgium – All sectors other than households and NPISH – Not applicable – Euro money market - Secured market – Lending – Weighted average rate – Unspecified – Spot/Next – Not applicable – Not applicable – Euro – Not applicable (_Z) [ECB/MMSR/B.U2._X.BE.S1ZV._Z.T.LE.WR._X.KS._Z._Z.EUR._Z]
- min:
- -0.73
- max:
- 3.89
- avg:
- 0.206
- σ:
- 1.498
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