BLOOMBERG
DOLLAR SPOT
INDEX
2016 REBALANCE
2016 REBALANCE OVERVIEW
2016 WEIGHTS
Euro
No currencies added or deleted in 2016
3.0%
3.4%
Japanese Yen
2.1%
Canadian Dollar
4.4%
Mexican Peso
6.1%
Euro has largest percentage weight increase and
maintains largest weight in index
31.8%
9.5%
Australian Dollar
9.9%
Japanese Yen has largest percentage weight decrease
British Pound
11.5%
Swiss Franc
18.4%
South Korean Won
Chinese Renminbi
Brazilian Real
STEPS TO COMPUTE 2016 MEMBERS & WEIGHTS
Fed Reserve’s
Trade Data
BIS
Liquidity Survey
Remove pegged
currencies to USD
Remove currency
positions under
2%
Cap exposure of
Chinese Renminbi
to 3%
Average liquidity
& trade weights
Bloomberg Dollar Spot Index Members & Weights
2016 WEIGHTS
Currency
Ticker
2016 Weight
Currency
% Change
(from 2015 to 2016)
Euro
EUR
31.75%
Euro
0.176%
Japanese Yen
JPY
18.45%
Mexican Peso
0.150%
Canadian Dollar
CAD
11.48%
Swiss Franc
0.049%
Mexican Peso
MXN
9.87%
South Korean Won
0.031%
British Pound
GBP
9.46%
China Renminbi
0.000%
Australian Dollar
AUD
6.10%
British Pound
-0.014%
Swiss Franc
CHF
4.37%
Australian Dollar
-0.016%
South Korean Won
KRW
3.43%
Canadian Dollar
-0.017%
Chinese Renminbi
CNH
3.00%
Brazil Real
-0.063%
Brazilian Real
BRL
2.08%
Japanese Yen
-0.296%
GEOGRAPHIC DISTRIBUTION OF MEMBER CURRENCIES
Global
45.59%
23.43%
Asia/Pacific
30.98%
Asia Pacific
11.07%
9.68%
Americas
EMEA
Americas
EMEA
9.59%
8.89%
Japanese Yen
Euro
59.56%
19.69%
Australian
Dollar
South Korean
Won
Chinese
Renminbi
20.76%
69.65%
British
Pound
Swiss Franc
49.00%
42.11%
Canadian
Dollar
Mexican Peso
Brazilian Real
CURRENCY RANKINGS
LIQUIDITY: BIS TRIENNIAL SURVEY (2013)
TRADE WEIGHTS: FEDERAL RESERVE H.10 (2015)
Currency
Percentage Share
Rank
Country or Region
Currency
Trade Weight
Rank
EUR
33.41192
1
China
CNY
21.562
1
JPY
23.03742
2
Euro area
EUR
16.638
2
GBP
11.80972
3
Canada
CAD
12.664
3
AUD
8.63847
4
Mexico
MXN
12.119
4
CHF
5.154265
5
Japan
JPY
6.462
5
CAD
4.567056
6
Korea
KRW
3.929
6
MXN
2.53116
7
United Kingdom
GBP
3.322
7
CNY
2.237096
8
Taiwan
TWD
2.387
8
NZD
1.959659
9
Brazil
BRL
2.052
9
SEK
1.763845
10
India
INR
1.991
10
RUB
1.597392
11
Switzerland
CHF
1.804
11
HKD
1.448896
12
Singapore
SGD
1.665
12
NOK
1.435516
13
Malaysia
MYR
1.536
13
SGD
1.39594
14
Thailand
THB
1.381
14
TRY
1.315276
15
Russia
RUB
1.37
15
KRW
1.201133
16
Hong Kong
HKD
1.328
16
ZAR
1.11476
17
Australia
AUD
1.23
17
BRL
1.107047
18
Israel
ILS
1.01
18
INR
0.987233
19
Indonesia
IDR
1.007
19
DKK
0.783316
20
Saudi Arabia
SAR
0.957
20
Triennial Central Bank Survey
Foreign Exchange Rates - H.10 - Total Trade Weights
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