The Bank of International Settlement – Triennial Central Bank Survey September 2016 was used to determine the classification of G8 currency pairs as FXMJ, Non-G8 currency pairs as FXEM and all others as FXCR.
Any given currency pair is categorised as follows:
If both currencies are FXMJ à categorise as FXMJ
If both currencies are FXEMà categories as FXEM
If above criteria is not met à categorise as FXCR
|Hong Kong Dollar|
|New Taiwan Dollar|
|New Zealand Dollar|
All others are FXCR.