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About foreign exchange statistics.

The BIS publishes three sets of statistics on foreign exchange markets: US dollar exchange rates, effective exchange rate indices, and spot and derivatives trading.


Metadata and methodology.

Data on exchange rates and central bank policy rates.

Deputy Head of Data Bank Services Marjorie Santos Beslmeisl explains BIS data sets first released in September 2022.

New data on exchange rates and central bank policy rates (8:15)

Marjorie Santos Beslmeisl, Deputy Head of Data Bank Services.

September 2022 / Introduction to Statistics Webinar.

About our data sets.

USD exchange rates Effective exchange rates FX trading.

The BIS nominal exchange rate data set - published since September 2022 - contains long time series on US dollar exchange rates for currencies of approximately 190 economies at daily, monthly, quarterly and annual frequencies. These exchange rate series, which draw on central bank data and other sources, are used for the calculation of the BIS nominal and real effective exchange rate series and as an input to the BIS international banking and financial statistics.

In the September 2022 BIS Quarterly Review , "Recent enhancements to the BIS statistics" summarised the characteristics of the data set.

Daily data are available for approximately 80 economies. While the starting date of most daily series ranges from 1970 to 1995, series starting in the 1950s are available for 14 currencies. For lower frequencies, more historical data are available: the monthly, quarterly and annual series are substantially longer than the daily ones for several currencies. These time series are calculated as end-of-period or averages over daily data, but extended backwards with the additional low-frequency historical data. Most monthly, quarterly and annual series start in 1957.

The BIS effective exchange rate (EER) indices cover 60 economies, including individual euro area countries and, separately, the euro area as an entity. The most recent weights are based on trade in the 2014-16 period, with 2010 as the indices' base year.

Nominal EERs are calculated as geometric weighted averages of bilateral exchange rates. Real EERs are the same weighted averages of bilateral exchange rates adjusted by relative consumer prices. The weighting pattern is time-varying (see broad and narrow weights). The EER indices are available as monthly averages. An increase in the index indicates an appreciation.

Broad indices comprise 60 economies. Narrow indices comprise 26 and 27 economies for the nominal and real indices, respectively. The BIS uses, whenever possible, the published USD exchange rates and consumer prices as input to the EER estimates.

The Triennial Central Bank Survey captures the turnover of foreign exchange instruments in spot and OTC derivatives markets. These statistics are collected every three years during the month of April and reported on an unconsolidated basis, by the sales desks of reporting dealers. Dealers in as many as 53 jurisdictions participate in the Triennial Survey, and the statistics are reported to the BIS at a country, rather than individual dealer, level. More frequent data on the turnover of foreign exchange futures and options are published in the BIS exchange-traded derivatives statistics.

Related information.

Release calendar Webinar: Introduction to BIS statistics.