BIS 77th 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 (768 kb).

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Time Series	Graphs	Page
II.1	Global macroeconomic developments	11
II.2	Commodity prices and terms of trade	12
II.3	Anatomy of the US housing market slowdown	14
II.4	Demand, output and asset market correlations	15
II.5	Propensity to consume	20
II.6	Household assets and indebtedness	21
II.7	Episodes of asset price falls	25
II.8	Headline inflation and food and energy prices	28
II.9	Indicators of economic slack and productivity trends	29
II.10	Inflation expectations	32
III.1	Commodity prices and consumer price inflation	37
III.2	Consumer price inflation	38
III.3	Monetary conditions	40
III.4	Private credit	41
III.5	Foreign reserve accumulation and monetary outcomes	42
III.6	Debt developments	43
III.7	Public finance developments	44
III.8	Capital flows in emerging markets	48
III.9	Asset prices	49
III.10	Volatility across asset classes	50
III.11	Correlations in asset markets	51
III.12	Trade	52
III.13	China's trade by trading partner and goods type	54
III.14	China's trade by level of sophistication of goods	55
III.15	Trade linkages	57
IV.1	Economic indicators for the United States	60
IV.2	Policy outlook for the United States	61
IV.3	Economic indicators for the euro area	62
IV.4	ECB communication and market uncertainty	64
IV.5	Economic indicators for Japan	65
IV.6	Deflation and recovery in Japan	66
IV.7	Inflation and policy rate targets	67
IV.8	Monetary policy, global liquidity and inflation	71
IV.9	Output gap, money growth and inflation	72
IV.10	Monetary aggregate targets	73
IV.11	Shifting velocity	74
IV.12	Money and price trends in the advanced industrial countries	75
IV.13	Japanese boom-bust experience, 1982-82	77
V.1	Exchange rates and interest rate differentials	80
V.2	Nominal effective exchange rates	81
V.3	Nominal effective exchange rates in emerging Asia	81
V.4	Current real effective exchange rates in a long-term perspective	82
V.5	Implied volatilities	83
V.6	Uridashi bond issuance and FX futures positions	84
V.7	Exchange rates, carry-to-risk ratios and FX turnover	86
V.8	Nominal effective exchange rates of commodity exporters and commodity prices	91
VI.1	Interest  rates	99
VI.2	Forward curves	100
VI.3	Forecasts for 2007 and inflation compensation measures	101
VI.4	Expected interest rates and term premia	102
VI.5	Long-term US interest rate volatility	103
VI.6	Equity prices	104
VI.7	Volatility and risk appetite in equity markets	105
VI.8	M&A and IPO activity	107
VI.9	Valuations in equity markets	108
VI.10	Corporate bond spreads	109
VI.11	US mortgage market	110
VI.12	Risk appetite in credit markets	111
VI.13	CDO issuance	112
VI.14	Default rates, spreads and earnings	113
VI.15	Corporate balance sheet health	114
VI.16	Emerging markets	115
VI.17	Investment in emerging market assets	117
VII.1	Credit growth	121
VII.2	Indicators of investment banking activity	122
VII.3	Hedge fund size, performance and leverage	123
VII.4	Size of private equity funds	124
VII.5	Private equity: cash flows and performance	126
VII.6	LBO loan size and risk	126
VII.7	Insurance companies: equity holdings and performance	128
VII.8	Pricing of risk in syndicated loan and bond markets	129
VII.9	Indicators of banking system health	130
VII.10	Pricing of risk in syndicated loan and bond markets	131
VII.11	Foreign banks' participation in national lending markets	132
VII.12	Local claims in host countries	133
VII.13	Funding of local claims	134
VII.14	International banking market	135