Bond Market Data
Market Watch and Major Regional Movers display comprehensive comparable data on local and foreign benchmark bond issues; currency, commodity, and interest rates; and sovereign ratings.
| Start Date | Data Frequency | Latest Date Available | |
|---|---|---|---|
| Government Bond Yields | - | daily | 19-Nov-2009 |
| Money Market Interest Rates | - | daily | 19-Nov-2009 |
| Currency Exchange Rates | - | daily | 19-Nov-2009 |
| Commodity Prices | - | daily | 19-Nov-2009 |
| Policy Rate and Inflation Trends | - | daily | 19-Nov-2009 |
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 | Dec 2000 | quarterly/annual | Sep 2009 |
| Size of FCY Bond Market in USD | Dec 1995 | quarterly/annual | Sep 2008 |
| Size of LCY Bond Market in % of GDP | Dec 2000 | quarterly/annual | Jun 2009 |
| Size of FCY Bond Market in % of GDP | Dec 1995 | quarterly/annual | Sep 2008 |
| Issuance Volume of LCY Bond Market in USD | Mar 1995 | quarterly | Jun 2009 |
| Government Securities Maturity Profile - LCY | Dec 2000 | quarterly | Sep 2009 |
| Investor Profile - Government Bonds | Mar 1996 | quarterly | Jun 2009 |
| Foreign Holdings in LCY Government Bonds | Mar 1996 | quarterly | Jun 2009 |
| Domestic Financing Profile | Dec 1995 | quarterly/annual | Dec 2008 |
| Market Liquidity | Start Date | Data Frequency | Latest Date Available |
| Trading Volume | Mar 2004 | quarterly | Sep 2009 |
| Bonds Turnover Ratio | Mar 2004 | quarterly | Sep 2009 |
| Yields Returns and Volatility | Start Date | Data Frequency | Latest Date Available |
| Interest Rate Spread - 2yrs vs 10yrs - LCY Bond | 02-Jan-2006 | daily | 19-Nov-2009 |
| Yield Volatility - 10yr LCY Bonds | 02-Jan-2006 | daily | 19-Nov-2009 |
| Credit Spread - LCY Corp. Bonds vs Govt. Bonds | Aug 2003 | monthly | Oct 2009 |
| HSBC Asian LCY Bond Returns Index | Dec 2000 | monthly | Aug 2009 |
| iBoxx ABF Index Family | 31-Dec-2000 | daily | 19-Nov-2009 |
| Liquidity Survey | Start Date | Data Frequency | Latest Date Available |
| Bid-Ask Spreads (Survey data) | 2000 | annual | 2007 |
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 | |||
| Sovereign Credit Ratings | Start Date | Data Frequency | Latest Date Available |
| Long Term Local and Foreign Currency Rating | 1989 | annual | 2009 |