Fixed |
Fixed Short |
Fixed |
Indexed |
Foreign |
Variable |
Maturity | |
Australia |
0.707 |
0.348 |
0.359 |
0.036 |
0.255 |
0.052 |
5.610 |
Austria |
0.860 |
0.860 |
0.000 |
0.228 |
0.031 |
5.733 | |
Belgium |
0.876 |
0.417 |
0.460 |
0.000 |
0.064 |
0.037 |
4.240 |
Canada |
0.603 |
0.291 |
0.313 |
0.014 |
0.036 |
0.007 |
5.820 |
Germany |
0.967 |
0.396 |
0.571 |
0.000 |
0.000 |
0.015 |
5.000 |
Italy |
0.296 |
0.150 |
0.146 |
0.002 |
0.049 |
0.349 |
3.360 |
Netherlands |
0.910 |
0.158 |
0.752 |
0.000 |
0.000 |
0.000 |
5.210 |
Norway |
0.779 |
0.419 |
0.360 |
0.000 |
0.172 |
0.009 |
8.790 |
UK |
0.763 |
0.615 |
0.148 |
0.150 |
0.000 |
0.019 |
11.070 |
US |
0.745 |
0.485 |
0.259 |
0.023 |
0.007 |
0.000 |
4.500 |
Table 4 - Summary Statistics
First 6 columns show proportion of debt issued in different formats. “Maturity” shows average length of
bond issued
37