FRB: September 2006 Statistical Supplement--Foreign Exchange Rates and Indexes of the Foreign Exchange Value of the U.S. Dollar

Statistical Supplement | September 2006

Statistical Supplement to the Federal Reserve Bulletin, September 2006

3.28 Foreign Exchange Rates and Indexes of the Foreign Exchange Value of the U.S. Dollar¹
Item		2003	2004	2005	2006
Currency units per U.S. dollar except as noted
Item		2003	2004	2005	Feb	Mar	Apr	May	June	July
		Exchange rates
Country/Currency Unit
1	Australia/dollar²	65.24	73.65	76.27	74.18	72.66	73.69	76.39	73.99	75.28
2	Brazil/real	3.0750	2.9262	2.4352	2.1587	2.1528	2.1281	2.1697	2.2493	2.1883
3	Canada/dollar	1.4008	1.3017	1.2115	1.1489	1.1573	1.1441	1.1100	1.1137	1.1294
4	China, P.R./yuan	8.2772	8.2768	8.1936	8.0512	8.0350	8.0143	8.0131	8.0042	7.9897
5	Denmark/krone	6.5774	5.9891	5.9953	6.2514	6.2025	6.0798	5.8398	5.8897	5.8826
6	European Monetary Union/euro³	1.1321	1.2438	1.2449	1.1940	1.2028	1.2273	1.2767	1.2661	1.2681
7	Hong Kong/dollar	7.7875	7.7891	7.7775	7.7593	7.7591	7.7561	7.7538	7.7636	7.7734
8	India/rupee	46.59	45.26	44.00	44.23	44.34	44.82	45.20	45.89	46.37
9	Japan/yen	115.94	108.15	110.11	117.86	117.28	117.07	111.73	114.63	115.77
10	Malaysia/ringgit	3.8000	3.8000	3.7869	3.7276	3.7040	3.6626	3.6091	3.6638	3.6679
11	Mexico/peso	10.793	11.290	10.894	10.484	10.749	11.049	11.091	11.393	10.983
12	New Zealand/dollar²	58.22	66.43	70.49	67.35	63.42	62.20	63.11	61.90	61.78
13	Norway/krone	7.0803	6.7399	6.4412	6.7526	6.6317	6.3922	6.1040	6.2070	6.2617
14	Singapore/dollar	1.7429	1.6902	1.6639	1.6286	1.6211	1.6008	1.5755	1.5912	1.5837
15	South Africa/rand	7.5550	6.4402	6.3606	6.1153	6.2436	6.0811	6.3128	6.9738	7.0688
16	South Korea/won	1,192.08	1,145.24	1,023.75	969.84	974.71	952.60	940.82	954.45	950.81
17	Sri Lanka/rupee	96.541	101.268	100.383	102.194	102.648	102.635	102.838	103.525	103.957
18	Sweden/krona	8.0787	7.3480	7.4710	7.8226	7.8109	7.6005	7.3050	7.2949	7.2654
19	Switzerland/franc	1.3450	1.2428	1.2459	1.3052	1.3050	1.2830	1.2190	1.2321	1.2376
20	Taiwan/dollar	34.405	33.372	32.131	32.319	32.459	32.288	31.737	32.440	32.617
21	Thailand/baht	41.556	40.271	40.252	39.343	38.947	37.952	37.947	38.349	37.969
22	United Kingdom/pound²	163.47	183.30	182.04	174.80	174.42	176.80	186.87	184.35	184.43
23	Venezuela/bolivar	1,613.43	1,886.13	2,107.13	2,144.62	2,144.60	2,144.60	2,144.55	2,144.60	2,144.57
		Indexes⁴
Nominal
24	Broad (January 1997=100)⁵	119.09	113.59	110.81	110.46	110.63	109.83	107.45	108.76	108.51
25	Major currencies (March 1973=100)⁶	93.00	85.37	83.78	85.22	85.17	84.05	80.78	81.67	82.09
26	Other important trading partners (January 1997=100)⁷	143.54	143.39	138.90	135.35	135.88	135.80	135.56	137.38	135.91

Real
27	Broad (March 1973=100)⁵	104.27^r	99.64^r	98.10^r	97.92^r	98.44^r	98.27^r	96.46^r	97.86^r	97.86
28	Major currencies (March 1973=100)⁶	97.56^r	90.60^r	90.49^r	92.99^r	93.03^r	92.10^r	88.66^r	89.83^r	90.62
29	Other important trading partners (March 1973=100)⁷	122.47^r	121.11^r	117.34^r	113.31^r	114.55^r	115.42^r	115.81^r	117.67^r	116.53

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: September 29, 2006