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Business Research: Exchange Rates: Historical Foreign Exchange Rate

Sources of Central Banks and Monetary Authorities

One of the most important sources for finding Historical Foreign Exchange information is the central bank or monetary authority of each country. A list of the central banks is available at the website of the Bank for International Settlements (BIS): http://www.bis.org/cbanks.htm . Some central banks providing historical foreign exchange rate data include:

US - Board of Governors of the Federal Reserve System

Foreign Exchange Rates H.10 Archive: http://www.federalreserve.gov/releases/h10/default.htm

It provides an archive of historical H.10 releases. The H.10 release contains daily bilateral exchange rates and nominal dollar indexes from the previous week.

  • Data Source: The data are noon buying rates in New York for cable transfers payable in the listed currencies. The information is based on data collected by the Federal Reserve Bank of New York from a sample of market participants. The rates have been certified by the Federal Reserve Bank of New York for customs purposes

  • Data Digits: rounded to four significant digits

  • Data Range: 1996-Present

  • Periodicity: daily

  • Currency Coverage: 24

  • Base Currency: US dollar

  • Format: HTML

Reminder: Be advised that past releases are not revised and may not reflect subsequent revisions to the data.

Country Data: http://www.federalreserve.gov/releases/h10/hist/

Daily bilateral exchange rates for selected countries

  • Data Source: as above

  • Data Digits: rounded to four significant digits

  • Data Range: 1971-Present

  • Periodicity: daily

  • Currency Coverage: 24

  • Base Currency: US dollar

  • Format: HTML

Data Download Program: http://www.federalreserve.gov/datadownload/Choose.aspx?rel=h10

The Data Download Program is designed to allow flexible access to data produced by the Federal Reserve Board.  Most data associated with the Board's statistical releases listed on the Statistics & Historical Data page are currently available, and more are added regularly.

How to Use: Please see User Guide

  • Data Source: as above

  • Data Digits: rounded to four significant digits

  • Data Range: 1971-Present if available

  • Periodicity: daily (business day), monthly or annual

  • Currency Coverage: 24

  • Base Currency: US dollar

  • Format: CSV, Excel, XML

  • Features: flexible selection by country, date range, frequency and formats

US - Federal Reserve Bank of New York

Foreign Exchange Rates Historical Search:

http://www.newyorkfed.org/markets/fxrates/historical/home.cfm

  • Date Source: it includes 10 AM Rates and 12 Noon Buying Rates. Daily 10 am spot rates are midpoints of buying rates and selling rates, and do not necessarily reflect rates at which actual transactions have occurred.Daily 12 noon buying rates in New York are certified by the New York Federal Reserve Bank for customs purposes.

  • Data Digits: rounded to four significant digits

  • Data Range: 10/05/1993 to 12/31/2008 (The New York Fed discontinued the publication of foreign exchange rates since December 31, 2008.)

  • Periodicity: daily

  • Currency Coverage: 36

  • Base Currency: US dollar

  • Format: Excel, XML

US - Federal Reserve Bank of St. Louis

Exchange Rates: http://research.stlouisfed.org/fred2/categories/15

  • Date Source: it contains data from Board of Governors of the Federal Reserve System H.10, G5 and G5A and Transitional Euro Country Exchange Rates data from Federal Reserve Bank of St. Louis.

  • Data Digits: rounded to four significant digits

  • Data Range: 1971-Present if available

  • Periodicity: daily, monthly and annual

  • Currency Coverage: 34

  • Base Currency: US dollar

  • Format: Excel, Text; PDF, Graphs (PNG, JPG, SVG)

  • Features: data visualization function and multiple data export options.

UK - Bank of England               

Statistical Interactive Database: - interest & exchange rates data and daily spot rates platform

  • Data Source: indicative middle market (mean of spot buying and selling) rates as observed by the Bank's Foreign Exchange Desk in the London interbank market around 4pm.

  • Data Digits: rounded to four significant digits

  • Data Range: 1963-Present if available

  • Periodicity: daily, month average, end month, quarterly average, end quarter, annual average, end year

  • Currency Coverage: against £ sterling(44)  against US dollars(45) against EURO (14)

  • Base Currency: Sterling; US dollar; EURO

  • Format: CSV, Excel, HTML, XML

Reminder: They are not 'official' rates and are no more authoritative than rates provided by any commercial bank operating in the London market. Spot rates are applicable to deals executed for settlement two working days later.

Canada - Bank of Canada

Exchange Rate: http://www.bankofcanada.ca/rates/exchange/

Including three platforms: Daily Noon Exchange Rates: 10-Year Lookup; 10-Year Currency Converter; CAD-USD Exchange Rate Lookup

  • Data Source: The noon exchange rate for the Canadian dollar against the U.S. dollar is calculated to reflect the trades that take place between 11:59 a.m. and 12:01 p.m. All other Canadian dollar noon exchange rates are derived from the US$/Can$ exchange rate and from indicative wholesale market quotes for a broad array of other currencies. All Bank of Canada exchange rates are indicative rates only, obtained from averages of transaction prices and price quotes from financial institutions.

  • Data Digits: rounded to four significant digits

  • Data Range: past ten years; CAD-USD All-Time Low/High October 1950 - Present

  • Periodicity: daily

  • Currency Coverage: 60+

  • Base Currency: CAD; Convertible

  • Format: SDMX, XML, CSV

Reminder: Bank of Canada exchange rates are released for statistical and analytical purposes only and are not intended to be used as the benchmark rate for executing foreign exchange trades. The Bank of Canada does not guarantee the accuracy or completeness of these exchange rates

Australia - Reserve Bank of Australia

Historical Data: Exchange Rate: http://www.rba.gov.au/statistics/historical-data.html#exchange-rates

  • Data Source: Since 1 July 2008, the rate shown for the US dollar is the WM/Reuters Australian Dollar Fix at 4.00 pm (Sydney) on the day concerned, sourced from page AUDFIX on Thomson Reuters and rounded to four decimals. Prior to that, the rate shown for the US dollar was the Reserve Bank's observation of mid-points of buying and selling rates quoted at 4.00 pm (Sydney) on the day concerned. Rates shown for most other currencies are calculated by crossing the rate for the US dollar with the Reserve Bank’s observations of mid-points of buying and selling rates quoted around the same time.

  • Data Digits: rounded to four significant digits

  • Data Range: Daily rates:1983-Present; Monthly rates: 1969-Present

  • Periodicity: daily, monthly

  • Currency Coverage: 25

  • Base Currency: AUD

  • Format: Excel, CSV (monthly)

Sources from International Organizations

Many international organizations collect Foreign Exchange data from member countries or related countries. They then disseminate this data based on their unique mission. 

International Monetary Fund (IMF)

Exchange Rate Archives: http://www.imf.org/external/np/fin/data/param_rms_mth.aspx

It includes Representative Rates for Selected Currencies, SDRs per Currency unit, and Currency units per SDR.

  • Data Source: These rates are reported daily to the Fund by the issuing central bank. Rates are normally reported for members whose currencies are used in Fund financial transactions.

  • Data Digits: rounded to six significant digits

  • Data Range: 1995-Present

  • Periodicity: daily rates by month/year

  • Currency Coverage: 51 (IMF members whose currencies are used in Fund financial transactions)

  • Base Currency: US dollar

  • Format: HTML, TSV (Tab Separated Value)

IMF Exchange Rate Query Tool:

http ://www.imf.org/external/np/fin/ert/GUI/Pages/CountryDataBase.aspx

This query tool allows the user to retrieve exchange rates data from the IMF rates database, and view, print, or save the data.

  • Data Source: These rates are reported daily to the Fund by the issuing central bank. Rates are normally reported for members whose currencies are used in Fund financial transactions.

  • Data Digits: rounded to six significant digits

  • Data Range: 1994-Present

  • Periodicity: daily

  • Currency Coverage: 71

  • Base Currency: US dollar

  • Format: Excel, XML, TSV

  • Features: flexible selection by country, currency, exchange rate type, data range and formats.

Organization for Economic Co-operation and Development (OECD)

Monthly Monetary and Financial Statistics (MEI): http://stats.oecd.org/#

(Table of Contents-Finance-Monthly Financial Statistics - Monthly Monetary and Financial Statistics (MEI) - Exchange rates)

  • Data Source: Data are calculated by the OECD as averages of daily interbank rates on national markets. Data are averages of daily closing rates. (Detailed information is available in the charts)

  • Data Range: 1950-Present if available

  • Periodicity: monthly, quarterly, annual

  • Currency Coverage: 28

  • Base Currency: US dollar

  • Format: CSV, Excel, PC-axis, XML

  • Features: data visualization function and multiple data export options.

The World Bank

World Development Indicators:

http://databank.worldbank.org/data/views/variableSelection/selectvariables.aspx?source=world-development-indicators

(Series-->O-->Official Exchange Rate-->view as table/chart)

  • Data source: Official exchange rate refers to the exchange rate determined by national authorities or to the rate determined in the legally sanctioned exchange market. It is calculated as an annual average based on monthly averages (local currency units relative to the U.S. dollar).

  • Data Digits: rounded to nine significant digits

  • Data Range: 1960-Present

  • Periodicity: annual

  • Currency Coverage: 214

  • Base Currency: US dollar

  • Format: CSV, Excel, Tabbed TXT,SDMX

  • Features: data visualization function and multiple data export options.

United Nations Conference on Trade and Development (UNCTD)

UNCTAD STAT: http://unctadstat.unctad.org/wds/ReportFolders/reportFolders.aspx

(Folders--> Economic Trends--> Exchange rates--> currency exchange rate)
It provides exchange rates for currencies used in over 190 world economies presented in a cross rates layout where countries are presented in both rows and columns.

  • Data Source: UNCTAD secretariat calculations, based on UN DESA Statistics Division, National Accounts Main Aggregates Database; IMF, International Financial Statistics; and other international and national sources.

  • Data Digits: rounded to nine significant digits

  • Data Range: 1970-Present

  • Periodicity: Annual

  • Currency Coverage: 190

  • Base Currency: cross rates

  • Format: CSV, Excel, ivt

Statistical Data Warehouse

Statistical Data Warehouse: http://sdw.ecb.europa.eu/browse.do?node=2018794

  • Data Source: The reference rates are usually updated by 3 p.m. C.E.T. They are based on a regular daily concentration procedure between central banks across Europe and worldwide, which normally takes place at 2.15 p.m. CET.

  • Data Digits: rounded to four significant digits

  • Data Range: 1999-present

  • Periodicity: daily, monthly, quarterly, half-yearly, annual

  • Currency Coverage: 45

  • Base Currency: EURO

  • Format: XML, Excel

Europe-European Central Bank

Europe – European Central Bank

Euro Foreign Exchange Reference Rates: http://www.ecb.europa.eu/stats/exchange/eurofxref/html/index.en.html

  • Data Source: The reference rates are usually updated by 3 p.m. C.E.T. They are based on a regular daily concentration procedure between central banks across Europe and worldwide, which normally takes place at 2.15 p.m. CET.

  • Data Digits: rounded to four significant digits

  • Data Range: 1999-present

  • Periodicity: daily

  • Currency Coverage: 45

  • Base Currency: EURO

  • Format: XML, Excel

Commercial Websites

Financial Times Data Archive: http://markets.ft.com/research/Markets/Data-Archive (Download data)

The data include closing mid and day’s change for exchange rates; currency futures; dollar against other currencies (closing mid-point, change on the day, change on the day%, day’s high, day’s low; change on the week; change on the week%; changes on the month; change on the month% change since the last year); Spot forward rates for US dollar, Euro euro and UK pound; exchange cross rate; FT guide to world currencies (world currencies against Sterling, Dollar, Euro and Yen and week change, ) and more.

  • Data Source: Rates are derived from WM/Reuters at 4pm (London time).

  • Data Digits: rounded to four significant digits

  • Data Range: October 5th, 2009 to present

  • Periodicity: daily

  • Currency Coverage: currency summary (50); dollar against other currencies (35); cross rates for 9 currencies; Guide to world currencies (210)

  • Base Currency: US dollar; EURO; Pound; World currencies (also including Yen)

  • Format: PDF

Wall Street Journal Data Center: https://www.wsj.com/market-data

Exchange Rates: New York Closing Snapshot

The data include New York closing rates in US dollar and per US dollar, change on the day %; forward rates for Canada dollar, Japan yen, Swiss franc and UK pound; exchange cross rates; currency futures (intraday and settlement); World Value of the Dollar.

  • Data Source: ICAP plc; historical data prior to 6/9/11: Thomson Reuters. World value of the dollar indicates the middle rates of interbank bid and asked quotes.

  • Data Digits: rounded to four significant digits

  • Data Range: May 1st, 2007 to present

  • Periodicity: daily; World Value of the Dollar (Weekly)

  • Currency Coverage: New York Closing (46); cross rates (7); world value of the dollar (135)

  • Base Currency: US dollar

  • Format: Excel

Quandl: https://www.quandl.com/

Quandl is a data-aggregation site that provides access to roughly 7,000,000 indicators taken from multiple open, publicly-available sources such as government agencies (domestic and foreign) and international organizations. While Quandl classifies individual indicators as individual datasets, you can create "supersets" of data combined from multiple indicators/datasets. There are also tools to read datasets into various applications such as Excel .

  • Data Source: This exchange rate is an amalgamation of rates from multiple sources. These include exchanges, brokerages, newspapers and central bank sources. High and Low rates are crudely estimated.

  • Data Digits: rounded to three significant digits

  • Data Range: 9/6/1999-Present

  • Periodicity: daily, weekly, monthly, quarterly, annual

  • Currency Coverage: G-10

  • Format: CSV, Excel, JSON, XML, and more

The Pacific Exchange Rate Service: http://fx.sauder.ubc.ca/data.html 

  • Data Source: The PACIFIC Exchange Rate Service receives the quotes of today's noon spot exchange rates through a data feed from the Bank of Canada at around 3pm Eastern Time, or around noon Pacific Time.

  • Data Digits: rounded to three significant digits

  • Data Range: 1971-Present if available

  • Periodicity: daily, weekly, monthly

  • Currency Coverage: 80+

  • Base Currency: selectable

  • Format: text, html, excel, CSV, tab spreadsheet, Latex table

X-RATES Historic Lookup: http://www.x-rates.com/historical

Frequently Asked Questions for using the data:  FAQ

It provides the middle point between buy and sell rate – effectively the wholesale rate that large financial institutions are trading at.  Daily rates are for the 24-hour period ending 4:00 UTC on the day prior to the posting.

  • Data Source: unknown (as indicated on its website: “rates from a large array of independent sources”).

  • Data Digits: rounded to six significant digits

  • Data Range: 2004-Present

  • Periodicity: daily

  • Currency Coverage: 56

  • Base Currency: Euro

  • Format: HTML

(Disclaimer: These values and dates are believed to be reliable but we do not guarantee their accuracy, completeness or correctness. Rounding or software errors may occur on this site, your mileage may vary.)

Bloomberg FX Fixings: http://www.bloomberg.com/markets/currencies/fx-fixings/

The Bloomberg BFIX rates are FX reference rates intended to represent FX market prices around specific publication times. BFIX rates are generated every 30 minutes on the hour and half-hour (liquidity permitting). The BFIX rates are created by taking a short-term Time-Weighted Average Price (TWAP) of the geometric mid-rates of Bloomberg Generic (BGN) prices leading up to and following the fixing time. BGN is a pricing algorithm that produces highly accurate bid and ask FX quotes in real-time.

  • Data Source: BGN quotes are designed to represent market-consensus executable prices and are derived from hundreds of quote providers, including top tier money-center and regional banks, broker-dealers, and inter-dealer brokers, as well as FX electronic trading platforms.

  • Data Digits: rounded to four significant digits

  • Data Range: 2007-Present

  • Periodicity: hours

  • Currency Coverage: 22

  • Base Currency: mainly US dollar

  • Format: HTML

(Disclaimer: the Service is provided for information purposes only and is not intended for trading purposes…Bloomberg does not guarantee the sequence, accuracy, completeness, or timeliness of the Service… inaccuracies or errors in or omissions from the Service including, but not limited to, quotes and financial data.)

OANDA Historical Exchange Rate: http://www.oanda.com/currency/historical-rates/

Frequently Asked Questions for using the data:  FAQ

Daily rates are for the 24-hour period ending 22:00 UTC on the day prior to posting. It contains Bid, Midpoint, or Ask exchange rates.

  • Data sources: data from OANDA fxTrade currency trading platform, market data vendors, and contributing financial institutions.

  • Data Digits: rounded to four significant digits

  • Data Range: 1990-Present

  • Periodicity: daily, weekly, monthly, quarterly, annual

  • Currency Coverage: 200+

  • Base Currency: selectable

  • Format: HTML

(Disclaimer: OANDA MAKES NO REPRESENTATIONS OR WARRANTIES OF ANY KIND REGARDING: (A) THE UP-TO-DATENESS, ACCURACY, TIMELINESS OR COMPLETENESS OF ANY INFORMATION CONTAINED WITHIN OR AVAILABLE THROUGH THE USE OF THE TOOLS OR WEB SITE, INCLUDING BUT NOT LIMITED TO ANY CURRENCY EXCHANGE RATES;…)

OANDA Average Exchange Rates: http://www.oanda.com/currency/average

  • Data sources: data from OANDA fxTrade currency trading platform, market data vendors, and contributing financial institutions.

  • Data Digits: rounded to four significant digits

  • Data Range: 1990-Present

  • Periodicity: weekly, monthly, quarterly, annual

  • Currency Coverage: 200+

  • Base Currency: Selectable

  • Format: HTML or CSV

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