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MMS - Money Market Survey


Contact , Data , Integrity , Methodology

 
Contact
  Dataset contact e-mail ECB_MMS1@ecb.europa.eu
 
Data Go to the top of MMS - Money Market Survey.
  Source agency European Central Bank (ECB)
  Data category (Euro) Money Market Study Statistics (MMS)
  Short presentation of data items MMS statistics currently contain: • Inter-bank transactions executed in the euro money market, e.g. total quarterly turnover for a variety of maturity ranges and market segments (unsecured, repo, derivatives and short-term securities market); • Qualitative data concerning developments in the euro money market, e.g. regarding integration and efficiency.
  Types of data source A voluntary survey is conducted among European banks, including the major players on the money market. The survey has been conducted since 2001.
  Reference period Q2 of every year.
  Seasonal adjustment Not seasonally adjusted.
  Periodicity Annual.
  Timeliness Publication in second half of reference year.
  Catalog Download the series catalogue (complete list of series) of the dataset MMS (Public) (including the metadata): Excel 2013 or the earlier Excel versions.
 
Integrity Go to the top of MMS - Money Market Survey.
  Revision policy Revisions are taken on board to improve data quality, as and when they occur.
 
Methodology Go to the top of MMS - Money Market Survey.
  Scope / Coverage of the data Interbank transactions in the euro money market: Total turnover during Q2 on the unsecured, repo, derivatives and short-term securities market.
  Geographic coverage World - all banks trading on the euro money market.
  Sector coverage MFI sector: only interbank transactions are considered
  Transactions coverage Transactions between MFIs (excluding intra-group operations) in the euro money market, total turnover during Q2.
  Basis for recording of transactions The total quarterly turnover for each maturity band. The turnover is allocated to each maturity band according to the initial maturity of the transactions (including forward transactions, regardless of the settlement date).
  Nature of the basic statistical data The primary data collected from reporting agents come from their business and accounting systems.
  Adjustments None.
  Aggregation The ECB aggregates data from individual MFIs to obtain the aggregated activity on the euro money market.
  Consolidation None.
  Estimation None.
  Sampling Data collection is based on a sample.
  Validation Based on the verification of formal plausibility constraints, plus checks on the plausibility of developments at various levels of aggregation based on time-series techniques and judgement.