FOREIGN EXCHANGE MARKET VOLUMES AND RATES
In October 2005, the daily/weekly report to the Bank of Canada on foreign exchange volumes was replaced by a semi-annual survey which is conducted during the months of April and October. This report is similar in nature to, but not directly comparable with, the BIS triennial survey. It includes only the largest participants in the Canadian foreign exchange market. Summary tables of the semi-annual data are posted below.
Triennial Survey
Another source of information on foreign exchange volumes is the global triennial survey of foreign exchange and derivatives markets. A summary press release and more detailed tables for the Canadian results can be found below for the last two surveys that were conducted in April (for turnover data) and as of 30 June (for amounts outstanding) of 2004 and 2001. Similarly, the global results of the last two surveys, as prepared by the Bank for International Settlements, can also be found below.
| Canadian Triennial Survey | Format | ||
|---|---|---|---|
| 2019 | Press Release | HTML | |
| 2016 | Press Release | Tables | HTML |
| 2013 | Press Release | Tables | HTML |
| 2010 | Press Release | Tables | HTML |
| 2007 | Press Release | Tables | HTML |
| 2004 | Press Release | Tables | HTML, PDF |
| 2001 | Press Release | Tables | HTML, PDF |
| Global Triennial Survey | Format | |
|---|---|---|
| 2019 | Results | HTML |
| 2016 | Results | HTML |
| 2013 | Results | HTML |
| 2010 | Results | HTML |
| 2007 | Results | HTML |
| 2004 | Results | HTML |
| 2001 | Results | HTML |
Selected Monthly Canadian Dollar Foreign Exchange Market Volumes
The tables which follow are compiled from the daily and weekly reports to the Bank of Canada by financial institutions on their foreign exchange business against Canadian dollars. The information may be helpful in indicating trends and broad orders of magnitude. While every effort is made to ensure the accuracy of the information presented, the informal nature of the reports, as well as some arbitrary adjustments made to translate weekly to monthly statistics, mean the data should not be interpreted precisely.
| Date | Format |
|---|---|
| FX Volumes, January 2000 - September 2005 (series discontinued) |
 PDF, 128 kb
|
Bank of Canada Exchange Rates
The Bank publishes a wide variety of exchange rate data.
| Rates | Format |
|---|---|
| Daily rates, past 10 years | HTML |
| Monthly average rates, past 10 years | HTML |
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