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).


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