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
FXMJ
Australian Dollar |
Canadian Dollar |
Euro |
Pound Sterling |
Swedish Krona |
Swiss Franc |
US Dollar |
Yen |
FXEM
Brazilian Real |
Danish Krone |
Forint |
Hong Kong Dollar |
Indian Rupee |
Mexican Peso |
New Taiwan Dollar |
New Zealand Dollar |
Norwegian Krone |
Rand |
Russian Ruble |
Singapore Dollar |
Turkish Lira |
Won |
Yuan Renminbi |
Zloty |
All others are FXCR.