The Extended Money Market Statistics (EMMS) provide additional insights into the euro money market.
The series were used to generate part of the Euro Money Market Study 2024 charts and have been integrated into a money market dashboard in the ECB Data Portal.
The EMMS cover the five key segments of the euro money market: (i) secured transactions – repurchase agreements (repos) and reverse repos, (ii) unsecured cash transactions, (iii) short-term securities issuance, (iv) foreign exchange swaps, and (v) overnight index swaps.
In comparison to the MMSR data series already being published, the new series cover additional breakdowns, frequencies and concepts.
The series focus on money markets indicators that are particularly relevant for understanding market dynamics, e.g. for exploring the spread between one-day rates and the deposit facility rate, the transmission of ECB rate changes to money market rates, or quarter-end and year-end effects on borrowing and lending volumes and rates.
Daily, monthly, quarterly, half-yearly or annual, depending on the series.
For information about the naming convention (series key dimensions and metadata), refer to the EMMS underlying DSD (ECB_EMMS1) maintained by the ECB.
EMMS - Extended Money Market Statistics
Most of the series are based on data collected under the Money Market Statistical Reporting (MMSR) Regulation. They are complemented by data from the Centralised Securities Database (CSDB), the Securities Holdings Statistics (SHS) and the European Market Infrastructure Regulation (EMIR).
DG-S/SFI/FIMA
Statistics are published annually.
Download the series catalogue containing a full list of series and associated metadata of the dataset EMMS in CSV format (zipped)