Dataset: EST – Euro short-term rate

Data Structure Definition: Euro Short-Term Rate

[ECB_EST1 agency: ECB] Download SDMX 2.1 Data Structure Definition of the EST Dataflow

Click on the name of the codelist to see the full list of available codes.

Cube dimensions and attributes
  Concept description Concept Codelist Usage on SDW portal
1. dimension Frequency FREQ CL_FREQ Frequency dimension: used in Dimension Filters on Data Selection, Data Table and Quick View pages.
2. dimension Benchmark item BENCHMARK_ITEM CL_PROVIDER_FM_ID
3. dimension Data type in the Euro short-term rate context DATA_TYPE_EST CL_DATA_TYPE_MM
Observation-level attribute Observation value OBS_VALUE
Observation-level attribute Observation status OBS_STATUS CL_OBS_STATUS Observation status: displayed on the Data Table and Quickview pages, downloadable in SDMX format.
Observation-level attribute Confidentiality status CONF_STATUS CL_CONF_STATUS Observation confidentiality: displayed on the Data Table and Quickview pages, downloadable in SDMX format.
Observation-level attribute Pre-break value PRE_BREAK_VALUE Observation pre-break value: displayed on the Data Table and Quickview pages, downloadable in SDMX format.
Observation-level attribute Comments to the observation value COMMENT_OBS Observation comment: displayed on the Data Table and Quickview pages, downloadable in SDMX format.
Observation-level attribute Calculation start date CALCUL_START_DATE
Observation-level attribute Calculation end date CALCUL_END_DATE
Time Series-level attribute Breaks BREAKS
Time Series-level attribute Series comment including brief description of the underlying statistic COMMENT_TS
Time Series-level attribute Compiling organisation COMPILING_ORG CL_ORGANISATION
Time Series-level attribute Coverage COVERAGE
Time Series-level attribute Underlying compilation DATA_COMP
Time Series-level attribute Decimals DECIMALS CL_DECIMALS Number of decimals: used on the Data Table and Quick View pages.
Time Series-level attribute Data dissemination organisation DISS_ORG CL_ORGANISATION Source Agency: displayed on the Data Table, Data Chart and Quick View pages.
Time Series-level attribute Source publication (ECB only) PUBL_ECB
Time Series-level attribute Source publication (Euro area only) PUBL_MU
Time Series-level attribute Source publication (public) PUBL_PUBLIC
Time Series-level attribute Time period collection TIME_PER_COLLECT CL_TIME_COLLECT Collection attribute: used on the Data Table, Data Chart and Quick View pages, displayed on the Metadata page.
Time Series-level attribute Title TITLE Short title: used in the Search and displayed on Data Selection, Metadata and Quick View pages.
Time Series-level attribute Title complement TITLE_COMPL Long title/description: used in the Search and displayed on Data Selection, Metadata and Quick View pages.
Time Series-level attribute Unit index base UNIT_INDEX_BASE Unit index base: displayed on the Data Table, Metadata and Quick View pages, downloadable in CSV and SDMX format.
Time Series-level attribute Unit of measure UNIT_MEASURE CL_UNIT Unit: displayed on the Data Table, Metadata and Quickview pages, downloadable in CSV and SDMX format.
Time Series-level attribute Unit multiplier UNIT_MULT CL_UNIT_MULT Unit Multiplier: displayed on the Data Table, Metadata and Quick View pages, downloadable in CSV and SDMX format.


Code List Description

Code Code Description
02 Index, volume in 2002 = 100
03 Index, volume in 2003 = 100
10 Question 1 - Percentage of banks that find the market not efficient
11 Question 1 - Percentage of banks that find the market limitedly efficient
12 Question 1 - Percentage of banks that find the market sufficiently efficient
13 Question 1 - Percentage of banks that find the market significantly efficient
14 Question 1 - Percentage of banks that find the market extremely efficient
1A Question 1 - Number of answers
1Q Question 1 - Is the euro money market (for the different segments) in your opinion efficient
1Z Question 1 - Percentage of banks with no opinion
20 Question 2 - Percentage of banks that find the market liquidity has worsened significantly
21 Question 2 - Percentage of banks that find the market liquidity has worsened slightly
22 Question 2 - Percentage of banks that find the market liquidity has not changed
23 Question 2 - Percentage of banks that find the market liquidity has improved slightly
24 Question 2 - Percentage of banks that find the market liquidity has improved significantly
2A Question 2 - Number of answers
2Q Question 2 - Has the market liquidity in the euro money market changed with respect to last year
2Z Question 2 - Percentage of banks with no opinion
3A Question 3 - Number of answers
3E Question 3 - Percentage of the euro money market business (in nominal value) done with euro area counterparties (other than domestic)
3N Question 3 - Percentage of the euro money market business (in nominal value) done with national counterparties
3O Question 3 - Percentage of the euro money market business (in nominal value) done with counterparties other than euro area and national
4A Question 4 - Number of answers
4D Question 4 - Percentage of transactions with counterparties executed directly
4E Question 4 - Percentage of transactions with counterparties executed via electronic broker
4V Question 4 - Percentage of transactions with counterparties executed via voice broker
50 Question 5 - Percentage of banks that find the market trading not changed
52 Question 5 - Percentage of banks that find the market trading contracted
53 Question 5 - Percentage of banks that find the market trading expanded
5A Question 5 - Number of answers
5O Question 5 - Percentage of transactions with counterparties executed at non-standard settlement date (Forward) (question up to 2011)
5Q Question 5 - Has your interbank money market trading changed during the reporting period because of changes in your risk limits
5S Question 5 - Percentage of transactions with counterparties executed at standard settlement date (Spot) (question up to 2011)
60 Question 6 - Percentage of banks that find the market trading will not change
62 Question 6 - Percentage of banks that find the market trading will contract
63 Question 6 - Percentage of banks that find the market trading will expand
6Q Question 6 - Do you expect that your interbank money market trading will change because of foreseen changes in your risk limits
A1 Index, aggregated average daily turnover volume in 2002 = 100
AC Percentage share in the average daily turnover in the total for all the banks from certain country
AM Average maturity (volume weighted) of the reported average daily turnover
AP Percentage share in the average daily turnover in the total for all the banks from the panel
AS Percentage share in the average daily turnover in the total for all the banks participating in the survey
AT Average daily turnover
B1 Index, cash borrowing volume in 2002 = 100
BD Number of business days considered in the reporting period
CI Index of compounded interest
CM Calculation method
CR Compounded average rate
CS Share in bilateral repo segment
D1 Index, OTC derivatives volume in 2002 = 100
D3 Index, OTC derivatives volume in 2003 = 100
HT Herfindahl index on average daily turnover
IT Index compiled from average daily turnover
L1 Index, cash lending volume in 2002 = 100
L3 Index, cash lending volume in 2003 = 100
MP Ratio of turnover times number of days in maturity bucket over average turnover times average maturity in the segment
MR Median rate
MW Share of maturity bucket in market segment
NB Number of active banks
NE Percentage of the reported average daily turnover not indexed on EONIA
NT Number of transactions
O1 Index, outright transactions in 2002 = 100
O3 Index, outright transactions in 2003 = 100
PF Percentage of the reported average daily turnover indexed on floating rate (e.g. EONIA)
PS Number of participating banks in each segment
R10 Rate at 10th percentile of volume
R25 Rate at 25th percentile of volume
R50 Rate at 50th percentile of volume
R75 Rate at 75th percentile of volume
R90 Rate at 90th percentile of volume
RP Publication type
SC Share in segment turnover
SP Spread between EONIA and Euro short-term rate
ST Share of average daily turnover
TA Number of banks which reported non-zero turnover
TC Share of turnover in CHF
TJ Share of turnover in JPY
TO Share of turnover in currencies other than USD, CHF, JPY and GBP
TP Share of turnover in GBP
TS Turnover shares - Contribution to overall segment turnover (U, R, D, S)
TT Total volume
TU Share of turnover in USD
TW Share in total turnover (all markets combined)
U1 Index, unsecured transactions in 2002 = 100
US Index, unsecured transactions = 100
V10 10th percentile of volumes
V25 25th percentile of volumes
V50 50th percentile of volumes
V75 75th percentile of volumes
V90 90th percentile of volumes
VL Share of volume of the 5 largest active banks
WR Weighted average rate
WS Maturity weighted turnover shares - Contribution to overall segment turnover (U, R, D, S) (temporary value)
WT Volume-weighted trimmed mean rate