Money Market Survey
methods, notes and classification
- Area
- 00 World not allocated (geographically)
- Money market banks
- 00 Common Panel 2002
- 01 Not specified
- Money market segment
- 0 Derivatives
- 1 Euro money market - Repo market
- 2 Short-term securities - Outright transactions and issuance
- 3 Euro money market - Unsecured market
- Financial market data instrument
- 00 Bond total
- 01 Corporate bond
- 02 Government bond
- 03 Bank bond (MFIs)
- 04 Forward rate agreements
- 05 Futures
- 06 Options
- 07 Foreign exchange swaps
- 08 Interest rate swaps
- 09 Overnight interest rate swaps
- 0a Cross-currency swaps
- 0b Total borrowing activity
- 0c Total lending activity
- 0d Not specified
- Repo counterparty
- 0 Bilateral repo
- 1 Triparty repo
- 2 All repo
- 3 CCP Central Counterparty (subset of Bilateral repo)
- 4 Bilateral repo without CCP Central Counterparty (subset of Bilateral repo)
- 5 Not applicable
- Maturity category
- 00 Total
- 01 Up to 1 year
- 02 Over 1 and up to 2 years
- 03 Over 1 year
- 04 Over 5 years and up to 10 years
- 05 Over 2 years and up to 5 years
- 06 over 10 years
- 07 Spot/Next
- 08 Tomorrow/Next
- 09 Up to 1 week
- 0a Over 1 week and up to 1 month
- 0b Over 1 month and up to 3 months
- 0c Over 3 months and up to 6 months
- 0d Over 6 months and up to 1 year
- 0e Overnight
- Money market data type
- 00 Index, volume in 2003 = 100
- 01 Question 1 - Percentage of banks that find the market not efficient
- 02 Question 1 - Percentage of banks that find the market limitedly efficient
- 03 Question 1 - Percentage of banks that find the market sufficiently efficient
- 04 Question 1 - Percentage of banks that find the market significantly efficient
- 05 Question 1 - Percentage of banks that find the market extremely efficient
- 06 Question 2 - Percentage of banks that find the market liquidity has worsened significantly
- 07 Question 2 - Percentage of banks that find the market liquidity has worsened slightly
- 08 Question 2 - Percentage of banks that find the market liquidity has not changed
- 09 Question 2 - Percentage of banks that find the market liquidity has improved slightly
- 0a Question 2 - Percentage of banks that find the market liquidity has improved significantly
- 0b Question 3 - Percentage of the euro money market business (in nominal value) done with euro area counterparties (other than domestic)
- 0c Question 3 - Percentage of the euro money market business (in nominal value) done with national counterparties
- 0d Question 3 - Percentage of the euro money market business (in nominal value) done with counterparties other than euro area and national
- 0e Question 4 - Percentage of transactions with counterparties executed directly
- 0f Question 4 - Percentage of transactions with counterparties executed via electronic broker
- 0g Question 4 - Percentage of transactions with counterparties executed via voice broker
- 0h Share in bilateral repo segment
- 0i Index, OTC derivatives volume in 2003 = 100
- 0j Index, cash lending volume in 2003 = 100
- 0k Ratio of turnover times number of days in maturity bucket over average turnover times average maturity in the segment
- 0l Share of maturity bucket in market segment
- 0m Index, outright transactions in 2003 = 100
- 0n Percentage of the reported average daily turnover indexed on floating rate (e.g. EONIA)
- 0o Share in segment turnover
- 0p Share of turnover in CHF
- 0q Share of turnover in JPY
- 0r Share of turnover in currencies other than USD, CHF, JPY and GBP
- 0s Share of turnover in GBP
- 0t Total volume
- 0u Share of turnover in USD
- 0v Share in total turnover (all markets combined)
- Collaterals
- 0 All collaterals
- 1 Euro area collaterals (other than domestic)
- 2 National collaterals
- 3 Other collaterals
- 4 Not applicable
Variables