Bond Market Data
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 | Sep 2011 |
| Size of LCY Bond Market in % of GDP | Mar 1995 | quarterly/annual | Sep 2011 |
| Historical Growth of Asian LCY Bond Market | Dec 1995 | quarterly/annual | Sep 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 2000 | 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 | Jun 1997 | quarterly | Sep 2011 |
| Investor Profile - Government Bonds | Mar 1996 | quarterly | Sep 2011 |
| Foreign Holdings in LCY Government Bonds | Mar 1996 | quarterly | Dec 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 |
| Credit Spread - Major USD Issues vs. US Treasuries | - | daily | 09-Feb-2012 |
| HSBC Asian LCY Bond Returns Index | Dec 2000 | monthly | Dec 2011 |
| Liquidity Survey | Start Date | Data Frequency | Latest Date Available |
| Local Currency (LCY) Government Bid–Ask Spreads | 2000 | annual | 2011 |
| Local Currency (LCY) Bond Markets: Quantitative Indicators | 2009 | 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.
| Credit Default Swaps | Start Date | Data Frequency | Latest Date Available |
|---|---|---|---|
| Emerging East Asia CDS - Senior 5-year | 14-Dec-2007 | daily | 03-Feb-2012 |
| EU and North America CDS - Crossover 5-year | 03-Sep-2007 | daily | 22-Sep-2010 |
| Credit Rating Trends | Start Date | Data Frequency | Latest Date Available |
| Credit Rating Trends | 1Q 2006 | - | 4Q 2009 |
| Aggregate Bank Balance Sheet and Indicators | Start Date | Data Frequency | Latest Date Available |
| Private Sector Loans to Deposit Ratio | 2005 | annual | 2009 |
| Non-performing Loans Ratio | 2004 | annual | 2010 |
| Writedowns and Credit Losses versus Capital Raised | 3Q 2007 | - | 2Q 2011 |