Euro money market

Since 1 July 2016, money market statistical reporting (MMSR) has been used on a daily basis to collect transactions carried out by monetary financial institutions on the euro money market. MMSR covers transactions effected by reporting agents in the secured, unsecured, foreign exchange swap and EONIA swap market segments.

At present, the largest 50 institutions in the euro area are required to submit reports. 12 banks of this Eurosystem sample are domiciled in Germany and submit their reports to the Bundesbank. Moreover, the Bundesbank collects data from 95 additional reporting MFIs domiciled in Germany. In total, the Bundesbank sample includes 107 institutions.

Since the MMSR data are collected on an individual transaction basis, they provide an important source of information for assessing the situation on the money market. The Euro Short-Term Rate provided by the ECB beginning in October 2019 will be calculated on the basis of MMSR.

Using the links on the right, you can access time series containing money market statistical data of the secured and unsecured market segment on an aggregated level per reserve maintenance period. The datasets available are divided by Eurosystem sample and Bundesbank sample. You can choose between transaction types (borrowing or lending) as well as different maturity tenors. In the unsecured segment, the data is also divided into interbank transactions and transactions with counterparties of all sectors (excluding private households).

Please note that the Euro Short-Term Rate cannot be derived from the data provided. Likewise, the different composition of samples does not allow conclusions about the Eurosystem sample from German data and vice versa.

Further information on money market statistical reporting (MMSR) and on the data collected is available under the following link to the reporting system.