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

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
 

Back-Up Surveys 

EMTA is currently responsible for the administration and publication of back-up surveys for the following currencies: 

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 

The Singapore Foreign Exchange Market Committee is currently responsible for the administration and publication of back-up surveys for a number of Asian Currency Pairs.  



MEXICO VRR REFERENCE PRICES
 

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.

METHODOLOGY  

EMTA VRR REFERENCE PRICES