Extended Money Market Statistics - EMMS

Data - ECB

Info

Last observation: H: 2025-S2 (N = 12) · Q: 2025-Q4 (N = 25) · B: 2025-12-31 (N = 25) · M: 2025-12 (N = 6) · A: 2025 (N = 270)

First observation: M: 2010-01 (N = 2) · A: 2017 (N = 240) · B: 2017-01-02 (N = 13) · Q: 2017-Q1 (N = 25) · H: 2022-S1 (N = 12)

Last data update: 16 aoû 2026, 23:28. Last compile: 17 aoû 2026, 23:38

Structure

Overview

Code
freq_dominant <- EMMS |>
  filter(!is.na(OBS_VALUE)) |>
  count(FREQ, sort = TRUE) |>
  slice(1) |>
  pull(FREQ)

convert_fn <- switch(freq_dominant,
  "A" = year_to_date, "Q" = quarter_to_date, "M" = month_to_date,
  "H" = semester_to_date, "W" = week_to_date, "D" = day_to_date, "B" = day_to_date,
  year_to_date)

EMMS |>
  filter(!is.na(OBS_VALUE), FREQ == freq_dominant) |>
  group_by(TIME_PERIOD) |>
  summarise(OBS_VALUE = mean(OBS_VALUE, na.rm = TRUE), .groups = "drop") |>
  convert_fn() |>
  ggplot() + theme_minimal() + xlab("") + ylab("Average value across all series") +
  geom_line(aes(x = date, y = OBS_VALUE)) +
  scale_x_date(date_labels = "%Y")