This paper proposes a context search system for exchange rate data,which supports users to grasp the relationship exchange rate and events. As the trend of exchange rate is influenced by various kinds of events, it is important to grasp how a certain type of events will influence the trend of exchange rate, and the type of events corresponding to time periods having similar trends. This paper defines a context search as the function of searching similar time period having similar trends with a specified time period, and that of summarizing events occurred in the time period. This paper examines the proposed functions based on the prototype system.