Annual Report 2007/08 - 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 (1.2 MB).

 

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Time Series	Graphs	Page
II.1	Global macroeconomic situation	11
II.2	Contribution to inflation	14
II.3	US housing and household sector	15
II.4	US business cycles	16
II.5	Global economic linkages	17
II.6	Housing and mortgage markets	18
II.7	Budget balance and output gap	20
II.8	Export competitiveness	21
II.9	Inflation in the G3 economies	22
II.10	Economic slack and import prices	24
II.11	Inflation expectations	26
II.12	Current lending conditions.	27
II.13	Real bank credit to the private sector	28
II.14	Historical transmission of tighter credit	30
III.1	Contributions to real GDP growth	35
III.2	Consumer price inflation	35
III.3	Headline vs core inflation	36
III.4	Inflation and possible drivers, 2007	36
III.5	Commodity prices	37
III.6	Composition of gross private capital inflows	40
III.7	Gross private capital outflows and increase in official reserves	42
III.8	Monetary conditions	44
III.9	Reserves, debt and bank credit	45
III.10	Exchange rate developments	46
III.11	Growth forecasts and equity markets	47
III.12	Growth relative to trend	48
III.13	China’s import developments	50
III.14	Indebtedness	51
III.15	Reliance on cross-border financing and cost of sovereign debt insurance	55
IV.1	Inflation rates	58
IV.2	Policy rates	59
IV.3	Central bank reaction functions	63
IV.4	Changes in policy rates and economic conditions	64
IV.5	Measures of stigma	70
IV.6	Share of longer-term reverse operations at selected central banks	71
V.1	Exchange rates and implied volatilities of the dollar, euro and yen	76
V.2	Nominal effective exchange rates	77
V.3	Real effective exchange rates in a long-term perspective	78
V.4	Implied volatilities and bid-ask spreads	79
V.5	Carry-to-risk ratios and FX futures positions	81
V.6	Exchange rates, interest rates and current account	82
V.7	Managed exchange rates and capital flows to the United States	84
V.8	Portfolio share of foreign equity and bond holdings	85
V.9	Foreign assets of mutual funds and uridashi bonds	86
VI.1	Major credit default swap indices	93
VI.2	Risk appetite in credit markets	93
VI.3	Corporate spread levels, default rates and default volumes	94
VI.4	US securitisation markets	97
VI.5	Subprime markets: loss projections and rating transitions	98
VI.6	Issuance volumes	98
VI.7	Asset-backed commercial paper (ABCP) markets	99
VI.8	Financial sector and municipal spreads	101
VI.9	Interest rate and bank credit spreads	104
VI.10	Funding in the US dollar interbank market and swap-implied rates	105
VI.11	Equity prices and earnings expectations	106
VI.12	Equity market volatility and valuations	107
VI.13	Interest rates	108
VI.14	Interest rates and spreads	109
VI.15	Policy rates and implied expectations	111
VI.16	Real bond yields and forward break-even inflation rates	112
VI.17	Emerging market financial indicators	113
VI.18	Sensitivity of emerging market equity indices to global factors	114
VI.19	Conditional correlation between emerging market and US credit spreads	115
VII.1	Price of insurance against systemic distress	118
VII.2	Indicators of investment banks’ activity and risk	121
VII.3	Hedge fund size, performance and leverage	123
VII.4	LBO loan market: size, risk and pricing	124
VII.5	Mortgage delinquency rates	125
VII.6	Inflation-adjusted house prices	126
VII.7	US commercial real estate sector	127
VII.8	Bank equity prices and cost of capital	129
VII.9	Pricing of risk in syndicated loan and bond markets	130
VII.10	Sectoral composition of bank credit	130
VII.11	Financial markets and the real economy	131
VII.12	International lending and interbank exposures	133
IX.1	Balance sheet total and customer placements by product	176
IX.2	Five-year graphical summary	251