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).
| 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 |