BLOOMBERG DOLLAR INDEX
2018 REBALANCE 2018 REBALANCE HIGHLIGHTS
• Euro maintains largest weight 2018 BBDXY WEIGHTS Euro 3.0% Japanese Yen • Canadian dollar largest percentage weight 2.1% 3.7% Canadian Dollar decrease 4.5% 5.1% Mexican Peso • Swiss franc has largest percentage weight increase 31.5% British Pound 10.5% Australian Dollar 10.0% • Mexican peso’s weight continues to increase Swiss Franc 18.0% (2007: 6.98% to 2018: 10.04%) 11.4% South Korean Won
Chinese Renminbi
Indian Rupee STEPS TO COMPUTE 2018 MEMBERS & WEIGHTS
Fed Reserve’s BIS Remove pegged Trade Data Liquidity Survey currencies to USD
Remove currency Set Cap exposure Average liquidity positions under to Chinese & trade weights 2% Renminbi to 3%
Bloomberg Dollar Index Members & Weights 2018 TARGET WEIGHTS- BLOOMBERG DOLLAR INDEX
Currency Name Currency Ticker 2018 Target Weight 2017 Target Weights Difference
Euro EUR 31.52% 31.56% -0.04%
Japanese Yen JPY 18.04% 17.94% 0.10%
Canadian Dollar CAD 11.42% 11.54% -0.12%
British Pound GBP 10.49% 10.59% -0.10%
Mexican Peso MXN 10.05% 9.95% 0.09%
Australian Dollar AUD 5.09% 5.12% -0.03%
Swiss Franc CHF 4.51% 4.39% 0.12%
South Korean Won KRW 3.73% 3.81% -0.08%
Chinese Renminbi CNH 3.00% 3.00% 0.00%
Indian Rupee INR 2.14% 2.09% 0.06% GEOGRAPHIC DISTRIBUTION OF MEMBER CURRENCIES
GLOBAL
21.47% Americas 46.53% Asia/Pacific 32.01% EMEA
APAC EMEA AMER 6.70% 9.70% 9.37% Japanese Yen
Australian Dollar Euro Canadian Dollar 46.80% 11.67% South Korean Won 22.56% 56.36% British Pound 53.20% 15.90% 67.74% Mexican Peso Chinese Renminbi Swiss Franc Indian Rupee HISTORICAL TARGET WEIGHTS OF BBDXY
100% Indian Rupee 90% Brazilian Real 80% New Taiwan Dollar
70% Singapore Dollar Swedish Krona 60% Chinese Renminbi 50% South Korean Won 40% Australian Dollar Swiss Franc 30% Mexican Peso 20% British Pound 10% Canadian Dollar
0% Japanese Yen Euro CURRENCY RANKINGS
LIQUIDITY: BIS TRIENNIAL SURVEY (2017) TRADE WEIGHTS: FEDERAL RESERVE (2017)
Currency Share Ranking Country or Region Currency Trade Weight Ranking EUR 31.3911 1 China CNY 21.559 1 JPY 21.62171 2 Euro area EUR 17.199 2 GBP 12.80012 3 Mexico MXN 12.822 3 AUD 6.874189 4 Canada CAD 11.89 4 CAD 5.139336 5 Japan JPY 6.524 5 CHF 4.804041 6 Korea KRW 3.911 6 CNY 3.987705 7 United Kingdom GBP 3.595 7 SEK 2.216743 8 Taiwan TWD 2.259 8 NZD 2.05279 9 Switzerland CHF 2.182 9 MXN 1.915476 10 India INR 2.071 10 SGD 1.805479 11 Brazil BRL 1.833 11 HKD 1.730755 12 Singapore SGD 1.665 12 NOK 1.671953 13 Malaysia MYR 1.654 13 KRW 1.654686 14 Thailand THB 1.505 14 TRY 1.43699 15 Hong Kong HKD 1.44 15 RUB 1.146153 16 Australia AUD 1.136 16 INR 1.143721 17 Isreal ILS 0.967 17 BRL 1.00031 18 Indonesia IDR 0.949 18 ZAR 0.972872 19 Russia RUB 0.921 19 DKK 0.836402 20 Saudi Arabia SAR 0.76 20 Triennial Central Bank Survey Foreign Exchange Rates - H.10 - Total Trade Weights Bloombergindices.com For additional information and licensing:
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