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

Statistical Supplement | September 2007

Statistical Supplement to the Federal Reserve Bulletin, September 2007

3.28 Foreign Exchange Rates and Indexes of the Foreign Exchange Value of the U.S. Dollar¹
Currency units per U.S. dollar except as noted
Item		2004	2005	2006	2007
Item		2004	2005	2006	Feb	Mar	Apr	May	June	July
		Exchange rates
Country/Currency Unit
1	Australia/dollar²	0.7365	0.7627	0.7535	0.7830	0.7932	0.8273	0.8254	0.8423	0.8677
2	Brazil/real	2.9262	2.4352	2.1738	2.0939	2.0883	2.0302	1.9836	1.9323	1.8812
3	Canada/dollar	1.3017	1.2115	1.1340	1.1710	1.1682	1.1350	1.0951	1.0651	1.0502
4	China, P.R./yuan	8.2768	8.1936	7.9723	7.7502	7.7369	7.7247	7.6773	7.6333	7.5757
5	Denmark/krone	5.9891	5.9953	5.9422	5.6981	5.6232	5.5155	5.5120	5.5463	5.4199
6	European Monetary Union/euro³	1.2438	1.2449	1.2563	1.3080	1.3246	1.3513	1.3518	1.3421	1.3726
7	Hong Kong/dollar	7.7891	7.7775	7.7681	7.8114	7.8132	7.8154	7.8187	7.8142	7.8197
8	India/rupee	45.26	44.00	45.19	44.02	43.79	42.02	40.57	40.59	40.27
9	Japan/yen	108.15	110.11	116.31	120.50	117.26	118.93	120.77	122.69	121.41
10	Malaysia/ringgit	3.8000	3.7869	3.6661	3.4949	3.4894	3.4364	3.4002	3.4444	3.4397
11	Mexico/peso	11.290	10.894	10.906	10.995	11.114	10.980	10.822	10.833	10.815
12	New Zealand/dollar²	0.6643	0.7049	0.6492	0.6934	0.6995	0.7345	0.7334	0.7570	0.7862
13	Norway/krone	6.7399	6.4412	6.4095	6.1860	6.1401	6.0098	6.0220	5.9980	5.7807
14	Singapore/dollar	1.6902	1.6639	1.5882	1.5333	1.5242	1.5150	1.5231	1.5367	1.5156
15	South Africa/rand	6.4402	6.3606	6.7668	7.1755	7.3525	7.1026	7.0148	7.1515	6.9730
16	South Korea/won	1,145.24	1,023.75	954.32	936.90	942.88	930.69	927.56	927.87	918.12
17	Sri Lanka/rupee	101.268	100.383	103.940	108.684	109.294	109.360	110.800	110.966	111.672
18	Sweden/krona	7.3480	7.4710	7.3718	7.0200	7.0171	6.8371	6.8094	6.9485	6.6933
19	Switzerland/franc	1.2428	1.2459	1.2532	1.2393	1.2178	1.2124	1.2211	1.2330	1.2069
20	Taiwan/dollar	33.372	32.131	32.507	32.968	33.010	33.145	33.278	32.974	32.810
21	Thailand/baht	40.271	40.252	37.876	33.888	32.642	32.421	32.818	32.318	30.387
22	United Kingdom/pound²	1.8330	1.8204	1.8434	1.9589	1.9474	1.9879	1.9842	1.9867	2.0355
23	Venezuela/bolivar	1,886.13	2,107.13	2,144.60	2,144.60	2,144.60	2,144.60	2,144.60	2,144.60	2,144.60
		Indexes⁴
Nominal
24	Broad (January 1997=100)⁵	113.63	110.71	108.52	107.23	106.67	105.30	104.40	104.12	102.77
25	Major currencies (March 1973=100)⁶	85.37	83.71	82.46	82.07	81.23	79.87	79.20	78.93	77.51
26	Other important trading partners (January 1997=100)⁷	143.38	138.89	135.38	132.77	132.80	131.64	130.48	130.23	129.26

Real
27	Broad (March 1973=100)⁵	99.46^r	97.82^r	96.67^r	94.65^r	94.93^r	94.29^r	93.91^r	93.69^r	92.14
28	Major currencies (March 1973=100)⁶	91.00	90.81^r	90.74^r	90.30^r	89.98^r	88.85^r	88.47^r	88.24^r	86.63
29	Other important trading partners (March 1973=100)⁷	119.96^r	116.26^r	113.52^r	109.20^r	110.32^r	110.26^r	109.84^r	109.60^r	108.01

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. 91 (Winter 2005), pp. 1-8. 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 Bloomberg LLP. 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 Bloomberg LLP. Return to table

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Last update: October 11, 2007