The current publication of money market statistics covers the transactions reported in the unsecured, secured and OIS segments. For the unsecured and secured segments all statistics are calculated in reference to each reserve maintenance period (MP), i.e. reflecting transactions with a trade date within the relevant MP.
For the OIS segment the series on spot transactions are calculated with reference to each MP, while the statistics on forward-dated transactions are calculated with reference to each quarter. All MP aggregates are published 15 TARGET business days after the end of each MP. Quarterly statistics are published together with the next publication at MP frequency. The time series start in 2017 for the unsecured and OIS segments and in 2018 for the secured segment, with the first reference period being the first MP or quarter of the year.
Methodological notes are available in the MMSR webpage
Depending on the series, aggregated total nominal amounts, daily average nominal amounts and weighted average rates are published for each MP or quarter. The published breakdowns differ across market segments and include series by transaction type, counterparty sector and maturity.
The framework for the collection of Money Market Statistical Reporting is laid down in Regulation ECB/2014/48, as amended.
Reserve maintenance period or quarter, depending on the series.
For information about the naming convention (series key dimensions and metadata), refer to the MMSR underlying DSD (ECB_MMSR1) maintained by the ECB.
MMSR - Money Market Statistical Reporting
Statistics are published 15 TARGET business days after the end of the reserve maintenance period.
Download the series catalogue containing a full list of series and associated metadata of the dataset MMSR in CSV format (zipped)