Federal Reserve Board Reports provide selected interest rates and foreign exchange rates data from Federal Reserve Board’s H10, G5, H15, and other releases.
Foreign Exchange Rates
This query is based upon the Federal Reserve Board’s H.10 and G.5 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 (e.g. yen/$ and a few are also available in “inverted form” (e.g. $/pound).
Interest Rates
This query 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, plus a few other rates including SOFR. All rates are annualized. Daily figures are for Business days and Monthly figures are averages of Business days unless otherwise noted.
Products
| Product | Description |
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| frb_all |
Federal Reserve Board Foreign Exchange Rates, Interest Rates, and State Composite Indexes
Last updated February 19th, 2025. Data updated irregularly. |
