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Triennial Central Bank Survey of foreign exchange and Over-the-counter (OTC) derivatives markets in 2016

Type
Publication
Series
Triennial survey
Date Published
11 December 2016

Trading in foreign exchange (FX) markets averaged $5.1 trillion per day in April 2016, according to the 2016 Triennial Central Bank Survey of FX and over-the-counter (OTC) derivatives markets. This is down from $5.4 trillion in April 2013. FX spot trading declined for the first time since 2001, even as activity in FX derivatives continued to increase. Trading in OTC interest rate derivatives averaged $2.7 trillion per day in April 2016, up from $2.3 trillion in April 2013.

Commentaries

The results of the 2016 Triennial Survey are summarised in commentaries about foreign exchange turnover and interest rate turnover. 

Detailed analyses have been published in the December 2016 issue of the BIS Quarterly Review.

More information

The Triennial Survey complements more frequent regional surveys conducted by foreign exchange committees in AustraliaCanadaLondonNew YorkSingapore and Tokyo as well as the semiannual survey of OTC derivatives markets coordinated by the BIS.

National survey results are also available on the websites of the central banks and other authorities that participated in the survey.

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