Foreign Exchange Interbank Rates
Hourly & 4-Hourly Data from Jan 1997 (chf, jpy, gbp) and Jul 1998 (eur)
Format (1997 - 2003): Text files stored as [NY EST Time, Open, High, Low, Close]
Format (2003 - 2009): Text files stored as [Open, Low, High, Close, NY EST Time]
As from 1 January 2010 - updated on a monthly basis - the majors (eur, chf, jpy, gbp)
stored with format of [Open, Low, High, Close, NY EST Time]:
MAJORS (ending 19 February 2010).
Long-term historical data (available on request)
| Series |
Date Range |
| EURUSD |
1970 - 2007 |
| GBP1USD |
1660 - 2007 |
| USDCHF |
1819 - 2007 |
| USDJPY |
1862 - 2007 |
| EURJPY |
1970 - 2007 |
| USDCAD |
1757 - 2007 |
| AUDUSD |
1822 - 2007 |
| NZDUSD |
1892 - 2007 |
| USDZAR |
1844 - 2007 |
| USDINR |
1822 - 2007 |
| |
|
| USD
Trade-weighted Index |
1950 - 2007 |
| AUD
Trade-weighted Index |
1970 - 2007 |
| NZD
Trade-weighted Index |
1970 - 2007 |
| |
|
| GOLD London PM
fixing |
1257 - 2007 |
| GOLD New York |
1257 - 2007 |
| SILVER |
1800 - 2007 |
| Brent Oil
Price (US$/Barrel) |
1957 - 2007 |
| West Texas
Intermediate Oil Price (US$/Barrel) |
1860 - 2007 |
| |
|
| USA 10-year Bond Constant
Maturity Yield |
1800 - 2007 |
| UK 2 1/2% Consol Yield |
1700 - 2007 |
| Japan 7-year Government Bond
Yield |
1870 - 2007 |
| South Africa 20-year
Government Bond Yield |
1860 - 2007 |
| |
|
| Real
Estate Index (USA new home prices) |
1830 - 2006 |
|
|
