Money Market Statistical Reporting – MMSR (German Part)

MMSR is a transaction-by-transaction dataset about the Euro money market. Data contains detailed information about the secured and unsecured money market, foreign exchange swaps and Euro overnight index (EONIA) swaps. The German subset of the data, to which Deutsche Bundesbank provides access, comprises 115 reporting agents domiciled in Germany. Reporting agents are obliged to report to Deutsche Bundesbank all money market transactions conducted with financial corporations (except central banks where the transaction is not for investment purposes), general government or non-financial corporations classified as “wholesale” according to the Basel III LCR framework. Data is available from July 2016 onwards.

Available modules

The MMSR is divided into four segments that can be applied for individually or together:

  • OIS
  • FX
  • Secured
  • Unsecured

Units worth protecting

In all four segments reporting institutions and counterparties must be protected, Reporting institutions are contained in variables “BAID” and “LEI_RA_HASHED”. Counterparties are contained in variables “LEI_CP_HASHED” and “LEI_TRIPARTY_HASHED”.