MARKET DATA

Debt Trading Volume Survey
Mexico VRR Reference Prices
EMTA Rate Quotation Services
 

 

DEBT TRADING VOLUME SURVEY

The Debt Trading Volume Survey is a comprehensive source of information about trading volume and liquidity in Emerging Markets debt instruments.  EMTA compiles information from industry participants in five categories: Brady bonds, sovereign and corporate Eurobonds, loans, local currency and USD-denominated local instruments, and debt options and warrants.

Surveys include trading volume data indexed by issuing country and instrument type, an analysis of market trends and historical information on volume breakdowns.

EMTA has published Annual Volume Surveys since 1992.  Publication of Quarterly Surveys began in the first quarter of 1997.  Data is collected from approximately 80-100 participants in the Emerging Markets debt industry.

VOLUME SURVEY ORDER FORM

 

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MEXICO VRR REFERENCE PRICES

Since March 1, 2001, EMTA has calculated a composite reference price for Mexico VRR's, Series A, based upon quotes received from six Reference Dealers.  The methodology used by EMTA in determining such EMTA VRR Reference Price is described below.

The most recent weekly EMTA VRR Reference Prices are published on EMTA's website every Monday for the preceding week (for historical EMTA VRR Reference Prices to date simply click and scroll down).  The last price posted was on June 13, 2003 since the Series A VRR's expired on June 30, 2003.

METHODOLOGY EMTA VRR REFERENCE PRICES


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EMTA RATE QUOTATION SERVICES

Commencing in August, 1998 EMTA began to publish a daily Ruble US Dollar foreign exchange rate quotation as reported by the Chicago Mercantile Exchange. In 2002 EMTA, also in conjunction with the Chicago Mercantile Exchange, began to host the publication of an ARS/USD rate quotation. EMTA’s involvement in the emerging markets fx area has continued to grow.  In 2004 EMTA worked closely with the Singapore Foreign Exchange Market Committee to develop back-up indicative survey mechanisms for seven Asian currencies.  EMTA is now pleased to be involved in the development, sponsorship and/or publication of 14 foreign exchange rate quotations on a back-up, or a daily basis.

EMTA ARS Industry Survey
EMTA ARS Indicative Survey
EMTA BRL Industry Survey
EMTA BRL Indicative Survey
EMTA CLP Indicative Survey
EMTA COP Indicative Survey
EMTA PEN Indicative Survey
CME/EMTA ARS Industry Survey (historical)
CME/EMTA Ruble/USD Reference Rate
SFEMC Indicative Surveys

 

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