EMTA : Activities and Services : Market Data Activities and Services
Market Data

Debt Trading Volume Survey 

EMTA Rate Quotation Services 

Mexico VRR Reference Prices 



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.



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 21 foreign exchange rate quotations on a back-up, or a daily basis. 

Daily Surveys 

CME/EMTA Ruble/USD Reference Rate 

Back-Up Surveys

EMTA sponsors or supports certain back-up surveys, which are designed to be activated in only times of market disruption. 

EMTA ARS Indicative Survey 

EMTA BRL Industry Survey 

EMTA BRL Indicative Survey 

EMTA CLP Indicative Survey 

EMTA COP Indicative Survey 

EMTA EGP Indicative Survey 

EMTA GHS Indicative Survey 

EMTA KZT Indicative Survey 

EMTA NGN Indicative Survey 

EMTA PEN Indicative Survey 

EMTA RUB Indicative Survey 

EMTA UAH Indicative Survey 

SFEMC Indicative Surveys (includes CNY, IDR, INR, KRW, MYR, PHP, TWD) 



EMTA had previously 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 were 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.