Reporting guidelines for the BIS Triennial Central Bank Survey

The 13th Triennial Survey of turnover in foreign exchange spot markets, as well as foreign exchange and interest rate OTC derivatives markets, will be conducted in April 2022. Data on the outstanding notional amounts and gross market values of foreign exchange, interest rate, equity, commodity, credit and other OTC derivatives contracts will be collected at end-June 2022 for markets worldwide. Data for the largest OTC derivatives markets are collected semi-annually, in the regular OTC derivatives market survey.

Reporting guidelines provide definitions and methodology for compiling the requested data. The strict observance of these guidelines is requested in order to ensure the comparability of the reported data across the different jurisdictions.

Reporting templates should be used by participating institutions for reporting data to their national central bank, and by central banks for reporting data to the BIS. The reporting templates include embedded data quality checks driven by Excel formulas and conditional formatting. Please download the reporting templates to your local drive before entering any data.

List of reporting dealers should be used to identify transactions with dealers participating in the Triennial Survey. Based on these data, the BIS adjusts the global figures for double-counting in interdealer trades. The lists are available to participating institutions from their national central bank.