Pages

Monday, 28 November 2011

Major Inflation-Linked Bond Markets

Major Inflation-Linked Bond Markets by Estimated Market Value ($bn) as at 31 December, 2009

                        $bn
US                   550
UK                 300    
Turkey           240      GDP $735  billion  (2010 estimate)
Chile               210     GDP $243  billion  (2011 estimate)
France           200      GDP $2808 billion  (2011 estimate)
Mexico            200
Poland            200
Colombia       160
South Korea  160
Brazil             150   GDP $2090 billion  (2011 estimate)
Italy               130
Japan               70
Germany          40
Canada             40
Sweden             30

Global estimated index-linked bond market: 2 680 $bn

Standard Life Investements, An Investor´s Guide to Inflation-Linked Bonds,

Chile, with less than one tenth of France´s GDP, has a bigger government inflation-indexed bond market. Chile´s 44-year history of inflation-indexing monetary items in terms of the Unidad de Fomento, which is a monetized daily indexed unit of account, most probably had a strong influence on this state of affairs. Chile was not plagued by hyperinflation and did not have to resort to Dollarization during that period while some of their regional neighbours had to.

Both Turkey´s and Brazil´s relatively big sovereign inflation-indexed bond markets may be a result of their recent experiences with hyperinflation. Brazil did not inflation-index a significant portion of their broad money supply - like Chile currently does – during their 30 years of very high and high inflation from 1964 to 1994, but, they measured most non-monetary items in their non-monetary or real economy daily in terms of a daily government supplied non-monetary index.

Both Brazil and Turkey have first-hand experience of how rapidly hyperinflation can destroy the purchasing power of money and other monetary items.


Nicolaas Smith Copyright (c) 2005-2011 Nicolaas J Smith. All rights reserved. No reproduction without permission.

No comments:

Post a Comment