BIS 75th Annual Report - Statistics associated with the graphs

The data shown in each graph can be downloaded by following the links in the left side column, below.

Series description is to be found in the corresponding graph, that is linked in the right side column.

Note that the naming convention for each series, which is available in the frequency shown, is standard: Px_y, where x is the panel number (in ascending order from top left to bottom right), and y is the curve number (in the same order of the legend, if appropriate).

Download all statistics (ZIP format) here (630 kb).

Graphs Page
II.1 Contributions to world growth 12
II.2 World trade, industrial production and oil prices 12
II.3 Real interest rate, structural budget balance and output gap 13
II.4 Headline and core inflation 16
II.5 Episodes of rising commodity prices and inflation 17
II.6 Indicators of globalisation 18
II.7 Periods of US current account deficits 22
II.8 US asset prices and current account 23
II.9 Private sector assets and debt 25
II.10 Profit share and investment rate 26
II.11 Housing equity withdrawal 28
III.1 Actual and trend growth 34
III.2 Real short-term interest rates 36
III.3 Financial market conditions 37
III.4 Brent oil prices 39
III.5 Non-oil commodity prices and terms of trade 40
III.6 Inflation and growth in Asia following oil shocks 42
III.7 Contributions to GDP growth 43
III.8 Household credit and residential investment 44
III.9 Inflation 48
III.10 Inflation expectations and outcome 48
III.11 Banking indicators 50
III.12 Indicators of currency mismatch and credit to government 53
III.13 Indicators of performance 54
IV.1 Economic indicators for the United States 58
IV.2 Effective monetary policy tightening in the United States 59
IV.3 Economic indicators for the euro area 60
IV.4 Policy rates and market developments in the euro area 61
IV.5 Economic indicators for Japan 62
IV.6 Quantitative easing and the policy duration effect in Japan 63
IV.7 Inflation and policy rates in countries with explicit inflation targets 65
IV.8 Dispersion of inflation expectations 67
IV.9 Consumer prices in a historical perspective 67
IV.10 G10 real policy rate and broad money growth 68
IV.11 G10 output gap and inflation 69
IV.12 Output gap and unemployment, 1965-76 70
IV.13 G10 labour productivity and price developments 71
IV.14 G10 general government fiscal balance 72
IV.15 Debt, credit and asset prices in the G10 countries 75
V.1 Real effective exchange rates of the dollar, euro and yen 78
V.2 Exchange rates, implied volatilities and risk reversals of the dollar, euro and yen 78
V.3 Exchange rates of other industrial countries 79
V.4 Exchange rates in emerging markets 80
V.5 Current real effective exchange rates in a long-term perspective 81
V.6 The US current account deficit and its financing 82
V.7 Exchange rates and interest rate differentials 84
V.8 Exchange rate, interest differentials and turnover for Australia 85
V.9 Twelve-month forward rates 87
V.10 Currency co-movements 88
V.11 Measures of the US real effective exchange rate 91
V.12 (*) Global reserve composition and size of currency blocs 95 (*)
VI.1 Short- and long-term interest rates 98
VI.2 Macroeconomic news 99
VI.3 Forward curves 99
VI.4 Measures of inflation compensation and liquidity 100
VI.5 Swaptions¿ implied volatilities and term premia 102
VI.6 Foreign holdings of US Treasury securities 103
VI.7 Impact of foreign official investment on US Treasury yields 104
VI.8 Equity prices 106
VI.9 Earnings and valuations 107
VI.10 Oil prices and equity indices 108
VI.11 Volatility and risk appetite in equity markets 109
VI.12 Credit spreads 110
VI.13 Corporate credit quality 111
VI.14 Corporate financing 112
VI.15 Credit default swap market 113
VI.16 Risk aversion in credit markets 114
VI.17 CDOs and default correlation 116
VII.1 Market-based measures of default risk 121
VII.2 Relative bank equity prices 122
VII.3 The banking industry in Japan 123
VII.4 Insurance companies: equity holdings and performance 126
VII.5 Indicators of investment banking activity 127
VII.6 Hedge fund size, performance and leverage 128
VII.7 Public real estate equity and debt markets 130
VII.8 House price/rent ratios 132
VII.9 Pricing of risk in syndicated loan and bond markets 132
VII.10 Major investment banks¿ risk-taking 133
VII.11 Sectoral composition of bank credit 134

(*) Due to an error, Graph V.12 on page 95 of the original version of Chapter V. was inaccurate.
The data behind the graph has now been corrected.