The Money Market Statistical Reporting (MMSR) is a transaction-by-transaction dataset about the Euro money market. The collection of data is based on European Central Bank (ECB) regulation. Under this regulation, the 50 biggest Monetary Financial Institutes (MFIs) in the Eurozone are obliged to report money market transactions. The Deutsche Bundesbank provides access to the German subset of the MMSR. In total, this subset currently contains 115 Reporting Agents (including 14 MFIs based upon the ECB criterion). 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. Starting in October 2019, the MMSR data will be the base for the Euro Short-Term Rate which represents a new reference rate index by the Eurosystem.

A MFI has an obligation by the ECB to submit reports, if its total main balance sheet assets relative to the total main balance sheet assets for all euro area MFIs make up more than 0.35%, as of December 31, 2014.4) Under this criterion, 14 MFIs domiciled in Germany are obliged to report. In addition, the MMSR-regulation allows appointing further reporting agents by National Central Banks (NCBs). Deutsche Bundesbank enlarged the set of MFIs with an obligation to report due to the heterogeneous structure of the German banking sector. The enlarged set of MFIs with an obligation to report to Deutsche Bundesbank currently contains 115 institutes domiciled in Germany. Reporting criteria are: – usage of a TARGET2-Payment-Module-Account, – relevant balance sheet assets of more than 1 billion Euro (as of December 31, 2014). Generally, all relevant money market transactions conducted in Euro with the following entities have to be reported: 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.5) Reporting agents are required to report all transactions relating to money market instruments booked in their Union and European Free Trade Association (EFTA) -located branches. All transactions contain the following information: information about the attributes identifying the transaction, counterparty information, trading, settlement, and maturity dates, as well as volume and terms of the transaction. For the respective market segments, additional information is reported. Both sides of the trade are reportable if both counterparties are reporting agents, irrespective of whether it is the borrowing or lending party. If both transaction parties report, the transaction shows up twice.