ECMI data on capital markets
The European Capital Markets Institute provides comparative statistics on European and global capital markets, including disaggregated data on equity markets and MiFID (Markets in Financial Instruments Directive) statistics for pan-European and national equity markets.
- ECMI covers for 40 international stock exchanges
- Capital markets' transaction data is from 1990 to 2014
- Data are presented in over 150 tables and 120 figures.
The database is structured in eight primary sections, each with multiple sub-divisions:
Section 1 - Equity Market: domestic market capitalisation; MiFID statistics; value of share trading; exchange traded funds
Section 2- Debt Securities Market: amount outstanding (by issuer and segment); net issuance (by issuer and segment); bond market by exchange; covered bond market; securitisation (issuances and amounts outstanding)
Section 3 - Exchange-Traded Derivatives Market: turnover (by exchange, risk category, maturity and location); open interest (by risk category)
Section 4 - Over-the-counter derivatives market: notional amounts outstanding and gross market values foreign exchange; single-currency interest rates; equity-linked commodities; comparison of OTC and exchange-traded derivatives
Section 5 - Asset Management: mutual funds, mutual funds excluding funds of funds; UCITS market (Undertakings for Collective Investment of Transferable Securities); non-UCITS market; comparison of EU UCITS and non-UCITS markets; pension funds (total assets); insurance companies (total assets)
Section 6 - Gross domestic product
Section 7 - Exchange rates
Section 8 - Global comparative data.
The ECMI research division has structured the database "to overcome the existing data fragmentation on the evolution of European capital markets by offering a ‘one-stop-shop’ for market participants, regulators, academics and students... enabling users to trace trends so as to highlight the ongoing transformations of capital markets, including the structural changes brought about by competitive forces, innovation, and regulation."
- ECMI updated: 2015
- Coverage: 1990-2014.
- Further details about the ECMI database are at this link
- Two annex files (final and penultimate tabs; lower right of Excel file) provide further details
- Annex I: Explanatory notes to the tables
- Annex II: Glossary of abbreviations and symbols.
Access to ECMI data is restricted to current EUI members who have completed the registration procedure as follows:
- Complete the Library's Micro Data Registration Form (selecting 'ECMI' from the dropdown menu)
- Sign the EUI 'Conditions of Use' agreement at the Badia Library (Economics Office, 085) or the Economics Department information desk (VSP)
- Current EUI members can access the data on the Library restricted server. (Details provided on registration.)
Data is in Excel format. Explanatory notes to the tables and a glossary of abbreviations are in the final two tabs (lower right) of the Excel file. A description of the database is in ECMI 'Docs' dossier.
Please read, and abide by, the terms and conditions of use for licensed data resources.
European statistical data resources (EUI Library).
Contact: Thomas Bourke at [email protected]