Money Market Statistical Reporting [MMSR]
Updated on DBnomics on April 6, 2024 (6:04 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]
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