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The bilateral exchange rate data set contains long time series on US dollar nominal exchange rates. They record the nominal value of one US dollar (USD) relative to a given currency. A decrease (increase) indicates an appreciation (depreciation) of the currency against the USD.

The data set features daily series for around 80 economies. Most daily series start around 1970, while 14 currencies have data going back to 1950. The data set also includes monthly, quarterly and annual series which cover approximately 190 economies. These series typically feature longer time spans than the daily series and start around 1957.

The time series are calculated as end-of-period or averages over daily data. The data set also includes long historical series, which are backdated with comparable low-frequency historical data.

The exchange rates series are compiled combining several sources, ensuring the highest possible level of consistency. The European Central Bank (ECB) is the primary source of daily data for the most recent periods, complemented by data from the US Federal Reserve. Data are also sourced from other BIS member central banks for periods not covered by the ECB or the Federal Reserve. The Deutsche Bundesbank and the International Monetary Fund (International Financial Statistics) are the main sources of historical data.

This data set serves as the input for calculating the BIS effective exchange rates and is also used for foreign exchange conversion into US dollars in other BIS data sets.

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Seasonal adjustment
Non seasonally adjusted
Frequencies
Annual
Quarterly
Monthly
Daily
Contact
BIS statistics
Units
Total (all currencies)
Collection Indicators
Average of observations through period
End of period
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Methodology

Long series on US dollar bilateral nominal exchange rates

The BIS nominal exchange rate data set contains USD exchange rates for the currencies of 190 economies at daily, monthly, quarterly and annual frequencies. The document explains which sources are used to generate the nominal exchange rate series which are compiled using more than one source. The document contains also the list of BIS non-member countries for which nominal exchange rate series are compiled using IMF International Financial Statistics only

Research and publications

Recent enhancements to the BIS statistics

The BIS regularly seeks to enhance its statistical offerings to support monetary and financial stability analysis, in close coordination with central banks and other national authorities and international organisations. The exposure of economies to foreign currency risk is one potential source of vulnerability that has received increased attention in recent years, and the relevant data gaps are being addressed in the second phase of the Data Gaps Initiative (DGI) endorsed by the G20 (BIS-FSB-IMF (2015), FSB-IMF (2017)). Concurrently with this issue of the Quarterly Review, the BIS is expanding the data it publishes on exchange rates, on the currency composition of cross-border positions and on ...

Glossary

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Related data sets

Effective exchange rates
Effective exchange rates

Measures the value of a currency against a basket of other currencies