[MMSR] Money Market Statistical Reporting

Name: Money Market Statistical Reporting
Creator: DBnomics

Updated on DBnomics on February 3, 2025 (10:42 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:

Trim NA Values

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	2024-12-17
[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	15864.85	15245.64	17803.73	19745.39	19698.22	18337.49	17446.28	16561.41	16381.07	17626.5	21986.22	23449.07	22627.66	21007.67	18110.44	19420.32	22705.53
[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	14381.58
[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	2001.17
[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	2966.98	1921.44	2602.74	3050.06	3934.72	3562.95	3317.25	3306.13	3862.71	2997.37	4298.02	4731.45	4518.09	4621.81	5247.98	5548.55	6121.51
[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	152.85
[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	48.42
[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	555269.64	518351.84	534111.96	631852.43	590946.62	550124.8	610619.76	496842.44	573337.43	475915.6	659586.67	539328.51	882478.78	630230.03	724417.62	485508.07	908221.13
[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	575263.02
[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	80046.89
[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	103844.35	65329.08	78082.33	97602.05	118041.58	106888.43	116103.9	99183.81	135194.72	80928.95	128940.74	108823.39	176205.56	138654.2	209919.23	138713.86	244860.32

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