Dataset: DCM – Dealogic DCM analytics data

Data Structure Definition: Dealogic

[ECB_DCM1 agency: ECB] Download SDMX 2.1 Data Structure Definition of the DCM 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_EE Country codes: used in Georgraphic Area filters on Data Selection pages.
3. dimension Securities issuing sector SEC_ISSUING_SECTOR CL_ESA95_SECTOR
4. dimension Securities item SEC_ITEM CL_ESA95_ACCOUNT
5. dimension Debt type DEBT_TYPE CL_DEBT_TYPE_DCM
6. dimension Maturity type MATURITY_TYPE CL_MATURITY_TYPE
7. dimension Maturity category MATURITY_CAT CL_MATURITY_CAT
8. dimension Securities valuation SEC_VALUATION CL_MUFA_VALUATION
9. dimension Securities data type DATA_TYPE_SEC CL_DATA_TYPE_SEC
10. dimension Currency of transaction CURRENCY_TRANS CL_CURRENCY
11. dimension Series denominat/spec calcul SERIES_DENOM CL_SERIES_DENOM
12. dimension Series suffix - SEC context SEC_SUFFIX CL_SEC_SUFFIX
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 Observation confidentiality OBS_CONF CL_OBS_CONF Observation confidentiality: displayed on the Data Table and Quickview pages, downloadable in SDMX format.
Observation-level attribute Pre-break observation value OBS_PRE_BREAK Observation pre-break value: displayed on the Data Table and Quickview pages, downloadable in SDMX format.
Observation-level attribute Observation comment OBS_COM Observation comment: displayed on the Data Table and Quickview pages, downloadable in SDMX format.
Time Series-level attribute Breaks BREAKS
Time Series-level attribute Collection indicator COLLECTION CL_COLLECTION Collection attribute: used on the Data Table, Data Chart and Quick View pages, displayed on the Metadata page.
Time Series-level attribute Compiling organisation COMPILING_ORG CL_ORGANISATION
Time Series-level attribute Data dissemination organisation DISS_ORG CL_ORGANISATION
Time Series-level attribute Domestic series ids DOM_SER_IDS
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 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.
Sibling-level attribute Compilation COMPILATION
Sibling-level attribute Coverage COVERAGE
Sibling-level attribute Decimals DECIMALS CL_DECIMALS Number of decimals: used on the Data Table and Quick View pages.
Sibling-level attribute National language title NAT_TITLE
Sibling-level attribute Source agency SOURCE_AGENCY CL_ORGANISATION Source Agency: displayed on the Data Table, Data Chart and Quick View pages.
Sibling-level attribute Title TITLE Short title: used in the Search and displayed on Data Selection, Metadata and Quick View pages.
Sibling-level attribute Title complement TITLE_COMPL Long title/description: used in the Search and displayed on Data Selection, Metadata and Quick View pages.
Sibling-level attribute Unit UNIT CL_UNIT Unit: displayed on the Data Table, Metadata and Quickview pages, downloadable in CSV and SDMX format.
Sibling-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
AA Total
BA Up to 3 months
BB Over 3 months
BC Up to 1 year
BD Over 1 and up to 2 years
BE Over 2 years
BF Over 1 and up to 5 years
BG Over 1 year
BH Up to 2 years
BI Over 5 years and up to 10 years
BJ Over 5 years
BK Over 2 years and up to 5 years
BL Over 2 years and up to 3 years
BM Over 3 years and up to 4 years
BN Over 4 years and up to 5 years
BO Over 5 years and up to 6 years
BP Over 6 years and up to 7 years
BQ Over 7 years and up to 8 years
BR Over 8 years and up to 9 years
BS Over 9 years and up to 10 years
BT Over 3 years and up to 5 years
BU Over 398 days up to 2 years
CA 2 years
CB 3 years
CC 4 years
CD 5 years
CE 6 years
CF 7 years
CG 8 years
CH 9 years
CI 10 years
CJ over 10 years
DA 0-3 days
DB 4-9 days
DC 10-40 days
DD 41-100 days
DE 101-200 days
DF 201-366 days
DG 0-7 days
DH 8-31 days
DI 32-91 days
DJ 92-183 days
DK 184-274 days
DL 275-366 days
FA 1 week (bucket)
FB 2 weeks (bucket)
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)
FN Forward (bucket)
FO Forward 1M2M (bucket)
FP Forward 3M4M (bucket)
FQ Forward 3M6M (bucket)
FR Forward 3M12M (bucket)
FS Forward 6M12M (bucket)
FT Forward 12M24M (bucket)
IM IMM-dated trades
KF Forward
KS Spot/Next
KT Tomorrow/Next
LA Up to 1 week
LB Over 1 week and up to 1 month
LC Over 1 month and up to 3 months
LD Over 3 months and up to 6 months
LE Over 6 months and up to 1 year
LM Up to 1 month
LN Tomorrow/Next up to 1 month
LO Over 3 months and up to 12 months
MA Overnight
MB 1 month (20-40 days)
MC 3 months (80-100 days)
MD 6 months (165-195 days)
ME 12 months
MF 2 months (50-70 days)
MG 4 months
MH 5 months
MI 7 months
MJ 8 months
MK 9 months
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)
TB 2 weeks (tenor)
TC 1 month (tenor)
TD 2 months (tenor)
TE 3 months (tenor)
TF 6 months (tenor)
TG 9 months (tenor)
TH 12 months (tenor)
UA Up to 1 week (2-8 days)
UB Up to 1 month (9-37 days)
UC Up to 2 months (38-68 days)
UD Up to 3 months (69-98 days)
UE Up to 4 months (99-129 days)
UF Up to 5 months (130-159 days)
UG Up to 6 months (160-197 days)
UH Up to 7 months (198-227 days)
UI Up to 8 months (228-258 days)
UJ Up to 9 months (259-288 days)
UK Up to 10 months (289-319 days)
UL Up to 11 months (320-349 days)
UM Up to 12 months (350-365 days)
UN Up to 13 months (366-397 days)
WA 1 week (4-9 days)
XX Unspecified
ZZ Not applicable