Contents of the report

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 overnight index swaps.

Single transactions with a maturity date of not more than 397 days after the settlement date are to be reported (excluding transactions in the OIS market segment). In the OIS market segment transactions with all maturities need to be reported. Reporting agents are obliged to report to Deutsche Bundesbank all money market transactions conducted with financial corporations (except central banks where the transaction is related to Eurosystem monetary policy operations and standing facilities), general government or non-financial corporations classified as “wholesale” according to the Basel III LCR framework. Concerning lending in the unsecured market segment only transactions with other MFIs must be reported.

Reporting Agents

Reporting agents are domestic banks including all of the MFI’s Union and EFTA-located branches. The statistics on the money markets are collected on a sample basis.

Format of submitting reports

• XML data format

Methods of submitting reports

• via ExtraNet

Reporting Deadline

The reports for the statistics on the money markets must be submitted to the Bundesbank via ExtraNet once per day until 6:30 a.m. on the first TARGET2 settlement day after the trade date.

The first reporting took place on 1 July 2016.