Money Market Statistical Reporting

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Daily statistical information relating to money market transactions is collected on the basis of Circular 312. The Money Market Statistical Reporting (MMSR) provides information on the secured, unsecured, foreign exchange swap (FX swaps) and overnight index swap (OIS) euro money market segments. The dataset consists of transaction-by-transaction data about operations that reporting agents have with selected counterparties. The reporting agents report on a consolidated basis, including for all their Union and EFTA-located branches daily statistical information relating to money market instruments denominated in euro.

The data collection supports also the request of information based on Regulation (EU) No 1333/2014 (MMSR Regulation), which entered into force on 1 January 2015. The regular data collection started on 1 July 2016.

In this context, a sample of euro area reporting agents report to the European Central Bank (ECB) or the relevant national central bank (NCB) statistical money market data covering the four money market segments. The sample currently consists of the largest euro area MFIs, based on the size of their total main balance sheet assets relative to the total main balance sheet assets for all euro area MFIs.