Bond Market Data
Market Watch and Major Regional Movers display comprehensive comparable data on local and foreign benchmark bond issues, currency and interest rates.
| Start Date | Data Frequency | Latest Date Available | |
|---|---|---|---|
| Government Bond Yields | - | daily | 09-Feb-2012 |
| Money Market Interest Rates | - | daily | 09-Feb-2012 |
| Currency Exchange Rates | - | daily | 09-Feb-2012 |
| Policy Rate and Inflation Trends | - | daily | 09-Feb-2012 |
Asia Bond Indicators contain key economic and financial data pertinent to the bond markets of ASEAN + 3 economies. For ease of navigation, we have conveniently divided the list of indicators into Size and Composition Indicators and Liquidity Indicators.
| Size and Composition | Start Date | Data Frequency | Latest Date Available |
|---|---|---|---|
| Size of LCY Bond Market in USD | Mar 1995 | quarterly/annual | Dec 2011 |
| Size of LCY Bond Market in % of GDP | Mar 1995 | quarterly/annual | Dec 2011 |
| Size of FCY Bond Market in USD (BIS) | Dec 1995 | quarterly/annual | Sep 2011 |
| Size of FCY Bond Market in % of GDP (BIS) | Dec 1995 | quarterly/annual | Sep 2011 |
| Size of FCY Bond Market in USD (Local Sources) | Mar 2005 | quarterly | Sep 2011 |
| Total Bills-to-Bonds Ratio | Mar 1995 | quarterly | Sep 2011 |
| Issuance Volume of LCY Bond Market in USD | Mar 1995 | quarterly | Sep 2011 |
| Breakdown of LCY Government Bond Market Issuance in USD | Mar 1995 | quarterly | Sep 2011 |
| G3 Currency Bond Issuance | Mar 2000 | quarterly | Dec 2011 |
| Government Securities Maturity Profile - LCY | Dec 2002 | quarterly | Sep 2011 |
| Domestic Financing Profile | Dec 2000 | quarterly/annual | Sep 2011 |
| Market Liquidity | Start Date | Data Frequency | Latest Date Available |
| Trading Volume | Sep 1995 | quarterly | Sep 2011 |
| Bonds Turnover Ratio | Sep 1995 | quarterly | Sep 2011 |
| Yields Returns and Volatility | Start Date | Data Frequency | Latest Date Available |
| Interest Rate Spread - 2yrs vs 10yrs - LCY Bond | 02-Jan-2006 | daily | 09-Feb-2012 |
| Yield Volatility - 10yr LCY Bonds | 02-Jan-2006 | daily | 09-Feb-2012 |
| HSBC Asian LCY Bond Returns Index | Dec 2000 | monthly | Dec 2011 |
| iBoxx ABF Index Family | 31-Dec-2000 | daily | 09-Feb-2012 |
| Liquidity Survey | Start Date | Data Frequency | Latest Date Available |
| Local Currency (LCY) Government Bid–Ask Spreads | 2000 | annual | 2011 |
| Government Bond Market Structural Issues | 2007 | annual | 2011 |
| Corporate Bond Market Structural Issues | 2007 | annual | 2011 |
Credit Risk Watch presents relevant and timely market data and stylized statistics on the current global financial turmoil. This section provides a comprehensive view of the growing credit risk and volatility issues, that affect Asian financial markets.
| Government Credit Indicators | Start Date | Data Frequency | Latest Date Available |
|---|---|---|---|
| Macroeconomic and Credit Indicators | 2006 | - | 4Q11 |
| Sovereign Credit Ratings | Start Date | Data Frequency | Latest Date Available |
| Long Term Local and Foreign Currency Rating | 1988 | annual | 2010 |