FRB: January 2007 Statistical Supplement--Foreign Exchange Rates and Indexes of the Foreign Exchange Value of the U.S. Dollar

Statistical Supplement | January 2007

Statistical Supplement to the Federal Reserve Bulletin, January 2007

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	June	July	Aug	Sept	Oct	Nov
		Exchange rates
Country/Currency Unit
1	Australia/dollar²	0.6524	0.7365	0.7627	0.7399	0.7528	0.7631	0.7549	0.7544	0.7728
2	Brazil/real	3.0750	2.9262	2.4352	2.2493	2.1883	2.1553	2.1679	2.1458	2.1555
3	Canada/dollar	1.4008	1.3017	1.2115	1.1137	1.1294	1.1182	1.1161	1.1285	1.1359
4	China, P.R./yuan	8.2772	8.2768	8.1936	8.0042	7.9897	7.9722	7.9334	7.9018	7.8622
5	Denmark/krone	6.5774	5.9891	5.9953	5.8897	5.8826	5.8236	5.8633	5.9085	5.7858
6	European Monetary Union/euro³	1.1321	1.2438	1.2449	1.2661	1.2681	1.2810	1.2722	1.2617	1.2888
7	Hong Kong/dollar	7.7875	7.7891	7.7775	7.7636	7.7734	7.7762	7.7825	7.7849	7.7816
8	India/rupee	46.59	45.26	44.00	45.89	46.37	46.45	46.01	45.36	44.73
9	Japan/yen	115.94	108.15	110.11	114.63	115.77	115.92	117.21	118.61	117.32
10	Malaysia/ringgit	3.8000	3.8000	3.7869	3.6638	3.6679	3.6730	3.6699	3.6762	3.6413
11	Mexico/peso	10.793	11.290	10.894	11.393	10.983	10.874	10.989	10.885	10.913
12	New Zealand/dollar²	0.5822	0.6643	0.7049	0.6190	0.6178	0.6348	0.6551	0.6621	0.6693
13	Norway/krone	7.0803	6.7399	6.4412	6.2070	6.2617	6.2423	6.5008	6.6591	6.3991
14	Singapore/dollar	1.7429	1.6902	1.6639	1.5912	1.5837	1.5754	1.5803	1.5775	1.5558
15	South Africa/rand	7.5550	6.4402	6.3606	6.9738	7.0688	6.9503	7.4465	7.6300	7.2455
16	South Korea/won	1,192.08	1,145.24	1,023.75	954.45	950.81	960.95	952.29	952.64	935.41
17	Sri Lanka/rupee	96.541	101.268	100.383	103.525	103.957	103.669	102.595	105.718	107.720
18	Sweden/krona	8.0787	7.3480	7.4710	7.2949	7.2654	7.1890	7.2844	7.3338	7.0612
19	Switzerland/franc	1.3450	1.2428	1.2459	1.2321	1.2376	1.2318	1.2455	1.2602	1.2356
20	Taiwan/dollar	34.405	33.372	32.131	32.440	32.617	32.761	32.904	33.194	32.808
21	Thailand/baht	41.556	40.271	40.252	38.349	37.969	37.587	37.427	37.281	36.501
22	United Kingdom/pound²	1.6347	1.8330	1.8204	1.8435	1.8443	1.8941	1.8839	1.8765	1.9125
23	Venezuela/bolivar	1,613.43	1,886.13	2,107.13	2,144.60	2,144.57	2,144.60	2,144.60	2,144.60	2,144.60
		Indexes⁴
Nominal
24	Broad (January 1997=100)⁵	119.11^r	113.63^r	110.71^r	108.62^r	108.37^r	107.64^r	107.92^r	108.21^r	107.34
25	Major currencies (March 1973=100)⁶	92.99^r	85.37^r	83.71^r	81.51^r	81.94^r	81.18^r	81.59^r	82.36^r	81.48
26	Other important trading partners (January 1997=100)⁷	143.52^r	143.38^r	138.89^r	137.35^r	135.92^r	135.39^r	135.37^r	134.79^r	134.06

Real
27	Broad (March 1973=100)⁵	104.15^r	99.52^r	97.88^r	97.64^r	97.57^r	96.91^r	96.55^r	96.10^r	94.83
28	Major currencies (March 1973=100)⁶	98.11^r	91.11^r	90.91^r	90.22^r	90.90^r	90.06^r	90.23^r	90.63^r	89.38
29	Other important trading partners (March 1973=100)⁷	121.20^r	119.86^r	116.16^r	116.51^r	115.40^r	114.93^r	113.82^r	112.18^r	110.78

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. dollars 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. Return to table

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: January 26, 2007