Debt Trading Volume Survey

EMTA Rate Quotation Services

Mexico VRR Reference Prices

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 

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

Daily Surveys

EMTA sponsors or cosponsors several daily exchange rate surveys. A rate is published daily for each of the below surveys.

EMTA ARS Industry Survey

CME/EMTA ARS Industry Survey (historical)

CME/EMTA Ruble/USD Reference Rate

EMTA UAH Industry Survey

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 KZT/USD 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, PKR, TWD, VND)

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