FRB: September 2005 Statistical Supplement--Foreign Exchange Rates and Indexes of the Foreign Exchange Value of the U.S. Dollar

Statistical Supplement | September 2005

Statistical Supplement to the Federal Reserve Bulletin, September 2005

3.28 Foreign Exchange Rates and Indexes of the Foreign Exchange Value of the U.S. Dollar¹
Item		2002	2003	2004	2005
Currency units per U.S. dollar except as noted
Item		2002	2003	2004	Feb	Mar	Apr	May	June	July
		Exchange rates
Country/Currency Unit
1	Australia/dollar²	54.37	65.24	73.65	78.12	78.48	77.38	76.63	76.67	75.24
2	Brazil/real	2.9213	3.0750	2.9262	2.5971	2.7061	2.5760	2.4554	2.4148	2.3702
3	Canada/dollar	1.5704	1.4008	1.3017	1.2401	1.2160	1.2359	1.2555	1.2402	1.2229
4	China, P.R./yuan	8.2771	8.2772	8.2768	8.2765	8.2765	8.2765	8.2765	8.2765	8.2264
5	Denmark/krone	7.8862	6.5774	5.9891	5.7195	5.6488	5.7554	5.8628	6.1247	6.1943
6	European Monetary Union/euro³	0.9454	1.1321	1.2438	1.3013	1.3185	1.2943	1.2697	1.2155	1.2041
7	Hong Kong/dollar	7.7996	7.7875	7.7891	7.7994	7.7994	7.7984	7.7914	7.7755	7.7751
8	India/rupee	48.63	46.59	45.26	43.58	43.59	43.64	43.41	43.52	43.43
9	Japan/yen	125.22	115.94	108.15	104.94	105.25	107.19	106.60	108.75	111.95
10	Malaysia/ringgit	3.8000	3.8000	3.8000	3.8000	3.8000	3.8000	3.8000	3.8000	3.7872
11	Mexico/peso	9.663	10.793	11.290	11.137	11.155	11.112	10.976	10.820	10.672
12	New Zealand/dollar²	46.45	58.22	66.43	71.55	73.00	72.09	71.91	70.83	67.89
13	Norway/krone	7.9839	7.0803	6.7399	6.3960	6.2116	6.3147	6.3656	6.4936	6.5783
14	Singapore/dollar	1.7908	1.7429	1.6902	1.6381	1.6308	1.6511	1.6507	1.6723	1.6815
15	South Africa/rand	10.5176	7.5550	6.4402	6.0001	6.0328	6.1469	6.3267	6.7396	6.6966
16	South Korea/won	1,250.31	1,192.08	1,145.24	1,023.11	1,007.78	1,010.07	1,001.84	1,012.46	1,036.56
17	Sri Lanka/rupee	95.773	96.541	101.268	99.273	99.390	99.671	99.791	99.946	100.283
18	Sweden/krona	9.7233	8.0787	7.3480	6.9800	6.8954	7.0814	7.2382	7.6229	7.8263
19	Switzerland/franc	1.5567	1.3450	1.2428	1.1918	1.1756	1.1954	1.2172	1.2665	1.2945
20	Taiwan/dollar	34.536	34.405	33.372	31.498	31.106	31.480	31.265	31.347	31.886
21	Thailand/baht	43.019	41.556	40.271	38.446	38.594	39.521	39.801	40.917	41.700
22	United Kingdom/pound²	150.25	163.47	183.30	188.71	190.43	189.61	185.59	181.77	175.07
23	Venezuela/bolivar	1,161.19	1,613.43	1,886.13	1,915.20	2,124.65	2,144.60	2,144.60	2,144.60	2,144.60
		Indexes⁴
Nominal
24	Broad (January 1997=100)⁵	126.66	119.08	113.55	109.59	108.93	109.92	110.44	111.62^r	112.18
25	Major currencies (March 1973=100)⁶	105.98	93.00	85.36	81.81	80.89	82.23	83.34	84.95	85.79
26	Other important trading partners (January 1997=100)⁷	140.32	143.49	143.31	139.44	139.52	139.53	138.70	138.75^r	138.65

Real
27	Broad (March 1973=100)⁵	111.20^r	104.46	99.82^r	96.31^r	96.21^r	97.57^r	97.84^r	99.00^r	99.69
28	Major currencies (March 1973=100)⁶	110.57	97.56^r	90.60	87.68^r	86.94^r	88.70^r	89.64^r	91.40^r	92.69
29	Other important trading partners (March 1973=100)⁷	121.57	123.22	121.89^r	117.13^r	118.11^r	118.89^r	118.10^r	118.39^r	118.21

1. Averages of certified noon buying rates in New York for cable transfers. Data in this table also appear in the Board's G.5 (405) monthly statistical release. Return to table

2. U.S. cents per currency unit. Return to table

3. The euro is reported in place of the individual euro area currencies. By convention, the rate is reported in U.S. dollars per euro. The bilateral currency rates can be derived from the euro rate by using the fixed conversion rates (in currencies per euro) as shown below:

Euro equals: 13.7603 Austrian schillings; 40.3399 Belgian francs; 5.94573 Finnish markkas; 6.55957 French francs; 1.95583 German marks; .787564 Irish pounds; 1,936.27 Italian lire; 40.3399 Luxembourg francs; 2.20371 Netherlands guilders; 200.482 Portuguese escudos; 166.386 Spanish pesetas

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4. Starting with the January 2004 Statistical Supplement to the Federal Reserve Bulletin, revised index values resulting from the periodic revision of data that underlie the calculated trade weights are reported. For more information on the indexes of the foreign exchange value of the dollar, see Federal Reserve Bulletin, vol. 84 (October 1998), pp. 811-818. Return to table

5. Weighted average of the foreign exchange value of the U.S. dollar against the currencies of a broad group of U.S. trading partners. The weight for each currency is computed as an average of U.S. bilateral import shares from and export shares to the issuing country and of a measure of the importance to U.S. exporters of that country's trade in third country markets. The source for exchange rates not listed in the table above but used in the calculation of this index is Reuters Limited. Return to table

6. Weighted average of the foreign exchange value of the U.S. dollar against a subset of broad index currencies that circulate widely outside the country of issue. The weight for each currency is its broad index weight scaled so that the weights of the subset of currencies in the index sum to one. Return to table

7. Weighted average of the foreign exchange value of the U.S. dollar against a subset of broad index currencies that do not circulate widely outside the country of issue. The weight for each currency is its broad index weight scaled so that the weights of the subset of currencies in the index sum to one. The source for exchange rates not listed in the table above but used in the calculation of this index is Reuters Limited. Return to table

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Last update: October 17, 2005