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 |