Commonly used abbreviations in time series

The following abbreviations are commonly used in the time series descriptions usually to indicate different types of percentage change.

Abbreviation	Description
Change P/P	The change compared to the previous period
PP=100	This is the same as 'Change P/P' + 100
Change Y/Y	The change compared to the same period of the previous year
CPPY=100	This is the same as 'Change Y/Y' + 100
Change Y/Y Moving Average	A one year moving average of the changes compared to the same period of the previous year
PY=100	The change compared to the average of the previous year + 100
Change YTD	The change compared to the last period of the previous year
DecPY=100	This is the same as 'Change YTD' + 100
Change YTD Y/Y	The change of the aggregated value from the start of the year compared to the corresponding value for the same period the previous year
Change YTD PY=100	This is the same as 'Change YTD Y/Y' + 100
Change MTD	The change compared to the last period of the previous month

Abbreviation	Description
AC	All Countries
AR	Annual Rate
CA	Calendar Adjusted
CCAdj	Capital Consumption Adjusted
CDS	Credit Default Swap
CIF	Cost, Insurance & Freight
DM	Developed Markets
EM	Emerging Markets
EPS	Earnings per Share
FOB	Free on Board
FRA	Forward Rate Agreement
FRN	Floating Rate Note
IMI	Investible Market Index
IRS	Interest Rate Swap
IVA	Inventory Valuation Adjustment
MFIs	Monetary Financial Institutions
MTD	Month to Date
NAV	Net Asset Value
O/N	Overnight
OIS	Overnight Interest Swap
P/CE	Price to Cash Earnings
P/E	Price to Earnings
PPP	Purchasing Power Parity
QTD	Quarter to Date
ROE	Return on Equity
SA	Seasonally Adjusted
T/N	Tomorrow Next
TMI	Total Market Index
YTD	Year to Date
YTM	Yield to Maturity