Dataset: MMSR – Money Market Statistical Reporting

Data Structure Definition: Money Market Statistics

[ECB_MMSR1 agency: ECB] Download SDMX 2.1 Data Structure Definition of the MMSR 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 Reference area REF_AREA CL_AREA Country codes: used in Georgraphic Area filters on Data Selection pages.
3. dimension Counterpart area COUNTERPART_AREA CL_AREA
4. dimension Collateral issuer reference area COLL_ISSUER_AREA CL_AREA
5. dimension Counterpart sector COUNTERPART_SECTOR CL_SECTOR
6. dimension Collateral issuer sector COLL_ISSUER_SECTOR CL_SECTOR
7. dimension Money market segment MM_SEGMENT CL_MM_SEGMENT
8. dimension Transaction type in the Money Market context TRANS_TYPE_MMSR CL_TRANS_TYPE_MMSR
9. dimension Data type in money market context DATA_TYPE_MM CL_DATA_TYPE_MM
10. dimension Instrument type in the Money Market context INSTR_TYPE_MMSR CL_DEBT_TYPE
11. dimension Maturity MATURITY CL_MATURITY_CAT
12. dimension Settlement period SETTL_PERIOD CL_SETTL_PERIOD
13. dimension Settlement year SETTL_YEAR CL_SETTL_YEAR
14. dimension Currency of transaction CURRENCY_TRANS CL_CURRENCY
15. dimension FX Currency FX_CURRENCY CL_CURRENCY
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.
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 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
D Debt
D1 Bond
D11 Straight Bond
D111 Fixed income security
D112 Consol (UK)
D113 Other Straight Bond
D12 International Bond
D121 Alpine Bond
D122 Bulldog Bond
D123 Daimyo Bond
D124 Dragon Bond
D125 Geisha Bond
D126 Matador Bond
D127 Marathon bond
D128 Navigator Bond
D129 Samurai Bond
D12A Shibosai Bond
D12B Shogun Bond
D12C Yankee Bond
D12D Other International Bond
D13 Euro Market Bond
D131 Eurobond
D132 Brady Bond
D133 Other Euro Market Bond
D14 New/Classical Global Note (NGN/CGN)
D15 Perpetual Bond
D16 Linked Bond
D161 Commodity-Linked Bond
D162 Currency-Linked Bond
D163 Dual-Linked Bond
D164 Index-LinkedBond
D165 Inflation-Linked Bond
D166 Property-Index Certificates (PICs)
D167 Other-Linked Bonds
D17 Zero Coupon Bond
D171 Zero Coupon Bond
D172 Treasury Receipt
D173 Coupon Strip
D174 Principal Strip
D18 Certificate
D181 Basket Certificate
D182 Bond-Linked Certificate
D183 Commodity-Linked Certificate
D184 Currency-Linked Certificate
D185 Discount Certificate
D186 Equity-linked Certificate
D187 Guarantee Certificate
D188 Index-Linked Certificate
D189 Interest-Linked Certificate
D18A Knockout Certificate
D18B Other Certificate
D2 Asset backed security
D21 Covered Bond
D211 Covered Bond - Danish Mortgage Bond - Fixed Rate Callable [DK]
D212 Covered Bond - Danish mortgage bond - Non-callable bullet [DK]
D213 Covered Bond - Danish mortgage bond - Floater [DK]
D214 Covered Bond - Structured Covered Bond [UK]
D215 Other Covered Bond
D22 Mortgage Backed Security
D221 Mortgage Backed Security - CMO / REMIC
D222 Mortgage Backed Security - Residential Mortage Backed Security
D223 Mortgage Backed Security - Commercial Mortgage Backed Security
D23 Pfandbrief (D.23)
D231 Mortgage Pfandbrief
D232 Jumbo Pfandbrief
D233 Public Pfandbrief
D234 Ship Mortgage Pfandbrief
D24 Asset-Backed Commercial Paper
D25 Collateralised Debt Obligation (CDO)
D26 Collateralised Mortgage Obligation
D27 Whole Business Securitisation
D28 Other Asset backed Security
D3 Medium Term Note
D31 Bon a Moyen Terme Negociable (BMTN) [FR]
D32 Euro Medium Term Notes (EMTN)
D33 Other MTN
D4 Government Bond (D.4)
D41 Central Government Bond (D.41)
D411 Bon (du Tresor) a Taux Annuel Normalise (BTAN) [FR]
D412 Bundesschatzbrief [DE]
D413 Bundesschatzanweisung (Schaetze) [DE]
D414 Bundesobligation [DE]
D415 Bundesanleihen (Bunds) [DE]
D416 Fundierungsschuldverschreibung [DE]
D417 Obligation Assimilable du Tresor (OAT) [FR]
D418 Reichsmark-Anleihe [DE]
D419 Statsobligation [DK]
D42 Regional Government Bond
D421 Landesschatzanweisung [DE]
D422 Laenderjumbo [DE]
D43 Local Government Bond
D431 Stadtanleihe [DE]
D432 Gemeindeanleihe [DE]
D44 Other Government Bond
D5 Variable Rate Note (VRN)
D51 Stepped Coupon Bond
D52 Other VRN
D6 Floating Rate Note
D61 Perpetual FRN
D612 Fake Perpetual FRN
D62 Structured Floating Rate Note (SFRN)
D621 SFRN - Collared FRN
D7 Money Market Instrument
D71 Bankers Acceptance
D711 Bons des Institutions Financieres Specialisees (BISF) [FR]
D72 Certificate of Deposit
D721 Bull Certificate of Deposit
D722 Bear Certificate of Deposit
D723 Certificat de Depot (CD) [FR]
D724 Certificat de Depot Negociable (CDN) [FR]
D73 Commercial Bill
D731 Commercial Bill - Trade Bill
D732 Commercial Bill - Bill of Exchange
D74 Commercial Paper
D741 Dealer Commercial Paper
D742 Euro Commercial Paper (ECP)
D743 Pagares [ES]
D744 Papel Comercial [PT]
D745 Sterling CP (GBCP)
D746 United States CP (USCP)
D75 Treasury Bill
D751 Bilhetes do Tesouro (BT) [PT]
D752 Billet de Tresorerie [FR]
D753 Bon de Tresor a Taux Fixe et a Interets Precomptes (BTF) [FR]
D754 Buoni Ordinari del Tesoro (BOT) [IT]
D755 Cetes [ES]
D756 Dutch Treasury Certificates (DTC) [NL]
D757 Finanzierungsschaetze (Finsche) [DE]
D758 Letras Del Tesoro
D759 SBI
D75A Skatkammerbevis (SKBV) [DK]
D75B Tesobono [ES]
D75C Treasury Bill [US]
D75D Unverzinsliche Schatzanweisung des Bundes (Bubills) [DE]
D75E Other Treasury Bill
D76 Instruments eligible for Euro short-term rate
D8 Loan
D81 Generic Deposit
D82 Participating Certificate
D83 Tradable Loan
D831 Tradable Loan - Schuldschein [DE]
D832 Tradable Loan - Hybrid or Asian Floating Rate Note / Certificate of Deposit
D9 Other Bond
E Equity
E1 Ordinary Equity
E11 Ordinary Share / Common Stock
E111 Junge Aktie [DE]
E12 Bonus share
E121 Kapitalberichtigungsaktie [DE]
E2 Preference
E21 Preference/Preferred share
E22 Non-participating preference/preferred shares
E23 Permanent Interest Bearing Shares (PIBS)
E24 Participating preference/preferred share
E25 Preference/Preferred Convertible Share
E3 Depository Receipt
E31 American Depositary Receipt (ADR)
E32 American Depositary Shares (ADS)
E33 Global depositary receipt (GDR)
E4 Other Equity
E41 Genussschein (Equity) [DE]
E42 Subscription Right
E43 Other
F Fund
F1 Investment trust
F11 Ginnie Mae trust
F12 Term trust
F13 Unit investment trust
F14 Fixed investment trust
F15 Participating trust
F16 Unit Trust
F17 Municipal investment trust
F2 Mutual Fund
F22 Exchange Traded Fund (ETF)
F23 Special Investors Funds
F24 Societe d Investissement a Capital Variable (SICAV)
F25 Societa d Investimento a Capitale Variabile [IT]
F26 Unidades de Participacao [PT]
F3 Hedge Fund
F4 Real Estate Fund
F41 Open-end Real Estate Fund
F5 Real Estate Investment Trust (REIT)
F51 Equity REIT
F52 Mortgage REIT
F53 Real Estate Investment Trust
H Structured Product / Hybrid Instrument
H1 Exchangeable Bond
H2 Convertible Share
H3 Convertible Bond
H31 Reverse Convertible Note
H32 Aktienanleihe [DE]
H4 Bond With Warrant Attached
H41 Optionsanleihe Cum [DE]
H42 Optionsanleihe Ex [DE]
H5 Genussschein (Bond)[DE]
H6 Other Structured Product / Hybrid Instrument
_X Unspecified