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ADMINISTRATIVE INFORMATION
  Title MMSR - Money Market Statistical Reporting

  Data source MMSR

  Contact email address Statistical Information Request form
 
TECHNICAL INFORMATION
  Dataset last update in SDW 2021-11-23 10:44:55
  Catalog Download the series catalogue of the dataset MMSR in CSV format, i.e. full list of series and associated metadata: Excel 2013 (zipped) or the earlier Excel versions.
 
SCOPE
  Data presentation - Summary description The publication of money market statistics covers the transactions reported in the unsecured and secured segments. The publication has a reserve maintenance period (MP) frequency and statistics are published 15 TARGET business days after the end of the MP. The time series start in 2017 and 2018, respectively, for unsecured and secured segment, with the first reference period being the first MP of the year. For each MP, aggregated total nominal amounts, daily average nominal amounts and weighted average rates are reported. Transactions are broken down by transaction type, counterparty sector, and tenor.

  Data presentation - Detailed description Total nominal amount, daily average nominal amount, weighted average rate

 
METHODOLOGICAL INFORMATION
  Data collection method The framework for the collection of Money Market Statistical Reporting is laid down in Regulation ECB/2014/48 with further amendments.

  Time period Reserve maintenance period

  Statistical concepts and definitions For information about the naming convention (series key dimensions and metadata), refer to the MMSR underlying DSD (ECB_MMSR1) maintained by the ECB.
 
DISSEMINATION
  Release policy - release calendar Statistics are published 15 TARGET business days after the end of the reserve maintenance period.

  Dissemination format

Extension of MMSR publication

The extension of the publication on the secured market will cover series on the total and daily average nominal amount and the weighted average rate on the borrowing and lending side for the tenors of one month or less for the following six countries: Belgium, Germany, Spain, France, Italy and the Netherlands.

A total of 204 additional series will start to be published. In line with the current MMSR publications, the new time series to be published will start in 2018 with the first reference period being the first MP of the year.

Schedule for implementation

The implementation of the new MMSR DSD is foreseen to take place according to the following schedule: On 5 October 2021, the last publication of MMSR data using the current DSD will take place.

Subsequently, on 6 October the existing series in SDW will be copied to a temporary DSD named MMSR0 to facilitate the migration of the users of MMSR data to the new DSD.

On 18-19 October the current MMSR DSD will be replaced by the new DSD and will be populated with all MMSR historical data available in the SDW up to and including the refence date of 5 October 2021.

The first MMSR publication using the new DSD is scheduled to take place on 23 November 2021.

Finally, on 1 December 2021 the temporary DSD named MMSR0 will be removed.

Any migration activities of users to the new MMSR DSD should therefore have concluded by that time. The subsequent MMSR publications will be based on the new DSD.

    Technical aspects

    The updated MMSR DSD will have the name as the current one, namely "MMSR".

    The Data flow, Data Set Identifier and DSD identifier used in the SDMX data files exchanged will be identical: MMSR.

    New DSD structure (new fields/codelists marked with *):

    OrderConcept identifierCode list identifier
    1FREQCL_FREQ
    2REF_AREACL_AREA
    3COUNTERPART_AREACL_AREA
    4*COLL_ISSUER_AREACL_AREA
    5COUNTERPART_SECTORCL_SECTOR
    6*COLL_ISSUER_SECTORCL_SECTOR
    7MM_SEGMENTCL_MM_SEGMENT
    8TRANS_TYPE_MMSRCL_TRANS_TYPE_MMSR
    9DATA_TYPE_MMCL_DATA_TYPE_MM
    10INSTR_TYPE_MMSRCL_DEBT_TYPE
    11MATURITYCL_MATURITY_CAT
    12*SETTL_PERIOD*CL_SETTL_PERIOD
    13*SETTL_YEAR*CL_SETTL_YEAR
    14CURRENCY_TRANSCL_CURRENCY
    15*FX_CURRENCYCL_CURRENCY
     
    MISCELLANEOUS
      Metadata last update 20/SEP/2021 10:24:37

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