Dataset: CCP – Central Counterparty Clearing Statistics

Data Structure Definition: Central Counterparty Clearing Statistics

[ECB_CCP1 agency: ECB] Download SDMX 2.1 Data Structure Definition of the CCP 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 System in the central counterparty clearing context CCP_SYSTEM CL_CCP_SYSTEM
3. dimension Information type in securities settlement, clearing, trading context SSS_INFO_TYPE CL_SSS_INFO_TYPE
4. dimension Instrument in securities settlement, clearing and trading context SSS_INSTRUMENT CL_SSS_INSTRUMENT
5. dimension Counterpart area COUNT_AREA CL_AREA_EE
6. dimension System in securities settlement and clearing context SSS_SYSTEM CL_SSS_SYSTEM
7. dimension Currency of transaction CURRENCY_TRANS CL_CURRENCY
8. dimension Series denominat/spec calcul SERIES_DENOM CL_SERIES_DENOM
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 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 Source publication (public) PUBL_PUBLIC
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 Compiling organisation COMPILING_ORG CL_ORGANISATION
Time Series-level attribute Data dissemination organisation DISS_ORG CL_ORGANISATION
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.
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 Decimals DECIMALS CL_DECIMALS Number of decimals: used on the Data Table and Quick View pages.
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.


Code List Description

Code Code Description
1 Other financial derivatives, of which credit default swaps
A All securities settlement instruments
B Bonds
B1 Domestic sovereign government bonds
B2 Other sovereign government bonds
B3 Agency bonds
B4 State/municipal bonds
B5 Agency, state, municipal bonds
C Commodity derivatives, futures
C1 Cash deposited at a central bank of issue of the currency concerned
C10 Cash deposits at commercial banks (secured, including through reverse repo)
C11 Cash deposits at commercial banks (unsecured)
C12 Other forms of cash deposits
C13 Cash deposits at commercial banks and money market funds
C2 Cash deposited at other central banks
C3 Secured cash deposited at commercial banks (including reverse repo)
C4 Unsecured cash deposited at commercial banks
C5 Secured committed lines of credit including committed foreign exchange swaps and committed repos
C6 Cash deposited at central banks
C7 Cash deposits at central banks of issue of the currency deposited
C8 Cash deposits at other central banks
C9 Cash deposits at central banks
D Derivatives
E Equity
F Financial derivatives, futures
G Commodity derivatives, options
H Other commodity derivatives
I Equity, of which investment fund shares
J Repos, debt securities
K Repos, equity
L Other repos
L1 Unsecured committed lines of credit
L2 Highly marketable collateral held in custody and investments that are readily available and convertible into cash with prearranged and highly reliable funding arrangements even in extreme but plausible market conditions
M Debt securities
M1 Money market funds
N Securities settlement instruments other than debt
O Other securities settlement instruments
O1 Other instruments
O2 Other qualifying liquid resources
P Financial derivatives
Q Commodity derivatives
R Repos
S Short-term paper
S1 OTC (over-the-counter) traded instruments
S2 Exchange traded instruments
ST Total - OTC (over-the-counter) and exchange traded instruments
T Other financial derivatives
U Debt securities, equities and other securities
V Financial derivatives, options
W Equity excluding investment fund shares
X Securities other than debt and equities
Y Securities (outright transactions)
Z Not applicable