About foreign exchange statistics
The BIS compiles and publishes three sets of statistics on foreign exchange markets: US dollar exchange rates, effective exchange rate (EER) indices, and spot and derivatives trading.
- US dollar exchange rates
Bilateral exchange rates against the US dollar are published for 191 economies. They are used for the calculation of the BIS EER indices and for adjusting the BIS international banking and financial statistics for exchange rate movements.
- Effective exchange rate indices
EERs are weighted averages of bilateral exchange rates, where the weights are based on manufacturing trade flows and capture direct bilateral trade as well as third-market competition. Nominal and real EER indices are calculated for 61 economies.
- Foreign exchange trading
The turnover of foreign exchange instruments in spot and OTC derivatives markets is surveyed every three years in the BIS Triennial Central Bank Survey. The BIS also publishes more frequent data on the turnover of exchange-traded derivatives.
US dollar exchange rates are available at daily, monthly, quarterly and annual frequencies. EER indices are available at daily and monthly frequencies. Daily data on US dollar and effective exchange rates are updated in the middle of each week, and the other frequencies are updated in the middle of each month.
The Triennial Central Bank Survey is conducted every three years. The last one took place in 2016. The Triennial Survey complements the semiannual survey of outstanding positions in OTC derivatives markets.
View our release calendar for advance notice of publication dates.
The following publications provide further information about the structure and uses of the BIS foreign exchange statistics:
- "Recent enhancements to the BIS statistics", BIS Quarterly Review, September 2017
- "The new BIS effective exchange rate indices", BIS Quarterly Review, March 2006
- "Measuring international price and cost competitiveness", BIS Economic Papers, no 39, November 1993
For queries on foreign exchange statistics, please write to statistics$bis.org (where "$" denotes "@").