ICSA members produce various capital market data. 

  Australia (AFMA)

AFMA provides comprehensive coverage and statistics on Australia's OTC market and the equity and futures exchanges in its annual reports.

http://www.afma.com.au/data/AFMR

   Europe (AFME)

AFME provides quarterly statistics on securitization, equity primary markets and trading, and government bond data for Europe.

http://www.afme.eu/en/reports/publications-and-data/

Research report are available at http://www.afme.eu/publications/reports

  Mexico (AMIB)

AMIB provides quarterly statistics on Mexico’s securities industry and equities market in its publications. (Only available in Spanish)  

http://www.amib.com.mx/staticContent/sboletinvalores

  Brazil (ANBIMA)

ANBIMA offers a platform that gathers market asset data and tools to help with decision making.

https://data.anbima.com.br/

  ASIFMA (Asia)

ASIFMA offers a Resources page.

https://www.asifma.org/resources/

  Italy (ASSOSIM)

ASSOSIM provides semi-annual statistics on the trading volume of bonds, futures, and options in the Italian financial market. (Only available in Italian) 

http://www.assosim.it/statistiche/

 International (ICMA)

ICMA provides semi-annual statistics on the size of the European repo market, produced by surveying financial institutions across Europe.

http://www.icmagroup.org/Regulatory-Policy-and-Market-Practice/repo-and-collateral-markets/ercc-publications/repo-market-surveys/

 Canada (SIMA)

 SIMA provides updated month-end industry stats, usually in the week following the 15th of each month. 

https://www.sima-amvi.ca/en/pg/industry-statistics/

Research reports are also available http://www.sima-amvi.ca/en/pg/research-reports/

  Denmark (FIDA)

Finance Denmark produce statistics and instruments that provide insight into mortgages, interests, and much more.

https://finansdanmark.dk/en/hard-figures/

Japan (JSDA)

JSDA provides a variety of capital market data, including on equities, bonds, derivatives, and the securitization market. JSDA also produces statistics on the Japanese securities industry. 

http://www.jsda.or.jp/en/statistics/index.html

Korea (KOFIA)

KOFIA provides data on equities, bonds, derivatives, and the securitization market, among other areas of the Korean capital market. KOFIA also produces statistics on Korea’s financial investment industry, including the securities, asset management, futures, real estate trust, and investment advisory sectors. 

http://freesis.kofia.or.kr/stat/engMain.do

New Zealand (NZFMA)

The NZdata Service collects, calculates and publishes the following reference rates and pricing information:

The following data is available without subscription:

• NZ Bank Bills (daily rates are on a 24 hour delay)
• Bank Bill Daily Transaction Reports
• WM/Reuters NZ Cross Rate Fixings (non-NZFMA data, published only).  View the WM/Reuters Spot & Forward Rates Methodology Guide HERE.
• Trade Weighted Index (TWI)

Link to free data page

U.S.A. (SIFMA)

SIFMA provides data on the U.S. capital market in areas such as equities, bonds, derivatives, and the securitization market, as well as quarterly and annual statistics on the U.S. financial industry. SIFMA also produces the SIFMA Fact Book, an annual reference containing comprehensive data on the securities industry, capital markets, market activity, investor participation, global markets, savings and investment, and much more.

Industry Statistics: http://www.sifma.org/research/statistics.aspx

SIFMA Fact Book: http://www.sifma.org/factbook/

Turkey (TCMA)

TCMA provides capital market fact sheets and statistics on Turkey’s brokerage and asset management firms’ trading volumes, portfolio management information, and firm profiles. 

https://www.tspb.org.tr/en/data-bank/