Note that the weights for each country are re-estimated every 3 years, and calculated on the basis of direction of trade statistics, taking into consideration import weights, export weights, and third party competition (for example, Japan and Korea compete in many of the same electronics markets, so their relative exchange rate performance matters more than just the direct trade between these two countries).
From: R-SIG-Finance <[hidden email]> on behalf of Christofer Bogaso <[hidden email]>
Sent: Wednesday, September 19, 2018 4:39:10 PM
To: [hidden email] Subject: [R-SIG-Finance] BIS currency index
Have you heard anything about BIS narrow and broad indices for currencies?
In that case appreciate if you can share the constituents. Thanks,