Securities statistics and syndicated loans
The BIS compiles a number of quarterly statistics on securities markets, including:
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international debt securities
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international equities
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domestic securities
The data are mainly derived from market sources and provide information on aggregates of amounts outstanding and new issues. The data are broken down according to criteria similar to those applied to the banking statistics. Only the borrower/issuer side of securities and syndicated loans issues is covered. The data allow analysts to assess the relative use of capital markets as opposed to banks in international financial intermediation and to monitor issuance in international markets by residents of different countries. Combined with pricing data, they can also be used to assess supply and demand factors in asset markets and potential financial strains.
Statistics on exchange traded derivatives
The main purpose of the Exchange Traded Derivatives statistics is to obtain extensive information of the size, structure and developments of the futures and options markets so as to complement and reinforce other more traditional sets of financial statistics compiled by the BIS. In conjunction with the semi-annual OTC derivatives statistics they provide a more comprehensive monitoring of the international financial market activity.
The value added by the BIS consists of aggregating highly detailed contract-level information according to specific standard criteria such as market risks categories, instrument types and location of trade. In addition, the BIS also calculates the notional amounts of the contracts which, in the case of the equity instruments, require tracking and maintaining a growing list of stock indexes.
Semi-annual OTC derivatives statistics at end-December 2011
The objective of the Semi-annual Over-The-Counter (OTC) Derivatives Markets Statistics is to obtain comprehensive and internationally consistent information on the size and structure of derivatives markets in the G10 countries and Switzerland. They provide data on notional amounts outstanding and gross market values and permit the evolution of particular market segments to be monitored. In conjunction with the banking and securities statistics, they offer a more comprehensive picture of activity in global financial markets as well.
Securities statistics and syndicated loans
Statistics on exchange traded derivatives
Semi-annual OTC derivatives statistics at end-December 2011
© BIS - Bank for International Settlements
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