FEDERAL RESERVE BANK REPORTS
The Federal Reserve Bank Reports in WRDS contain three databases collected from Federal
Reserve Banks. The WRDS Foreign exchange Rates database is based upon the Federal
Reserve Board’s H.10 release and contains Foreign Exchange rates for over 30 world
currencies and trade-weighted indices. WRDS carries all of these FX rates in currency units
per U.S. dollar. The WRDS Interest Rates database is based upon the Federal Reserve Board’s
H.15 release that contains selected interest rates for U.S. Treasuries and private money
market and capital market instruments. All rates are reported in annual terms. Daily figures
are for Business days and Monthly figures are averages of Business days unless otherwise
noted. Finally Philadelphia State Indexes is a set of coincident indexes for the 50 states has
been developed at the Federal Reserve Bank of Philadelphia, based on a national coincident
index methodology.
Access: The databases are accessible through the WRDS (Wharton Research Data Services)
website. Username and password needed. For registration guidelines and license please
contact Marios Kyriakou at 22893722.
Period covered: 1919 – 2010