BIS-Triennial Central Bank Survey of Foreign Exchange and Derivatives Market Activity

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The Bank for International Settlements (BIS) has been coordinating a Triennial Central Bank Survey of Foreign Exchange and OTC (over-the-counter) Derivatives Markets since 1989. The objective of the survey is to obtain information on the size of the foreign exchange and over-the-counter (OTC) derivatives markets. The data in this Survey include conventional foreign exchange market transactions (foreign exchange spot transactions, outright forwards, foreign exchange swaps) as well as foreign exchange and interest rate derivatives transactions.

The survey is composed of two parts. The first part conducted in April measures the daily volume of foreign exchange and derivatives transactions that banks carry out on their own behalf or through their customers’ accounts throughout the month.

The second part of the Survey is carried out in June and measures the balances of the derivatives transactions.

The first part of the BIS- Triennial Central Bank Survey of Foreign Exchange and OTC Derivatives Markets conducted in April includes nonconsolidated turnover data and the second part conducted in June includes consolidated amounts outstanding.

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