Dollar Indexmacro

The U.S. Dollar Index (DXY) is a measure of the U.S. dollar’s value relative to a basket of six major currencies, calculated and published by ICE Data Indices.

What it measures

The U.S. Dollar Index (DXY) tracks the U.S. dollar’s value relative to a fixed basket of six major currencies. A higher reading indicates a stronger dollar relative to the basket; a lower reading indicates a weaker dollar.

Calculation and composition

The index is calculated by ICE Data Indices as a geometric mean of the dollar’s exchange rates against six currencies: euro (EUR), Japanese yen (JPY), British pound (GBP), Canadian dollar (CAD), Swedish krona (SEK), and Swiss franc (CHF). The weights are fixed and intended to reflect the basket’s relative importance in trade and global finance: EUR about 57.6%, JPY about 13.6%, GBP about 11.9%, CAD about 9.1%, SEK about 4.2%, and CHF about 3.6%. The base value is 100.00 on March 6, 1973. The index is reported intraday and as a daily close.

Uses and interpretation

Market participants use the DXY as a broad gauge of dollar strength or weakness against major currencies. Movements in the index can influence expectations for international trade costs, commodity prices (which are typically priced in dollars), and currency markets. Analysts often compare the DXY with exchange rates like EUR/USD to understand broader dollar dynamics and risk sentiment in financial markets.

Limitations and context

The DXY reflects a fixed basket and a long-run base date, so it may not capture shifts in global currency relationships over time. It is one of several measures of the dollar’s value and should be considered alongside other indicators when analyzing currency trends.

Example Usage

If the DXY rises from 105 to 110 in a day, it indicates the U.S. dollar strengthened against the basket of six currencies used in the index.

Related Terms

U.S. dollar index (DXY) · Euro (EUR) · Japanese yen (JPY) · British pound (GBP) · Canadian dollar (CAD) · Trade-weighted U.S. dollar index · Foreign exchange market

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