Dataset on foreign exchange market activity

17/03/2019 |  Khatib Amir, Tayar Vered
All Press Releases In Subject:
The Foreign Exchange Market
The Bank of Israel monitors and analyzes activity in the foreign exchange market on an ongoing basis. The Information and Statistics Department manages a database of foreign exchange transactions divided by segment and instrument. The transaction data, which are collected on a daily basis, are processed into trading turnover, conversions, and exposures to foreign exchange. The data make it possible to monitor developments in sectors that operate in the foreign exchange market, and help the Bank of Israel make policy decisions. Some of the information and data that the Department produces for decision makers from the database are published on the Bank of Israel’s website, and are available for use by economists and analysts that monitor financial activity in the economy.This paper outlines the various indices in the database and the methodological framework of the main aggregates calculated from it. It also samples how the data are used, including international comparisons.