SDR VALUATION BASKET NEW CURRENCY AMOUNTS

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SDR VALUATION BASKET NEW CURRENCY AMOUNTS

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Overview

• The IMF publishes illustrative currency amounts to assist SDR users preparing for the changeover to the new SDR valuation basket.
• The illustrative currency amounts shown are based on exchange rates for the three-month period ending May 27, 2022.
• Details of the calculations are in an accompanying Excel file.

Illustrative Currency Amounts in New Special Drawing Right (SDR) Basket — As of May 27, 2022

• Assumed Transition Date = May 27, 2022
• SDR1 = US$ 1.349154

• U.S. dollar
  • Percentage Weights: 43.38
  • Base Period Average Exchange Rates (BEX): 1
  • Transition Date Exchange Rates (TEX) on; May 27, 2022: 1
  • Illustrative Currency Amounts: 0.59188
  • U.S. Dollar Equivalents on May 27, 2022: 0.591880

• Euro
  • Percentage Weights: 29.31
  • Base Period Average Exchange Rates (BEX): 1.08185
  • Transition Date Exchange Rates (TEX) on; May 27, 2022: 1.06995
  • Illustrative Currency Amounts: 0.36965
  • U.S. Dollar Equivalents on May 27, 2022: 0.395507

• Chinese yuan
  • Percentage Weights: 12.28
  • Base Period Average Exchange Rates (BEX): 0.154006
  • Transition Date Exchange Rates (TEX) on; May 27, 2022: 0.148447
  • Illustrative Currency Amounts: 1.0879
  • U.S. Dollar Equivalents on May 27, 2022: 0.161496

• Japanese yen
  • Percentage Weights: 7.59
  • Base Period Average Exchange Rates (BEX): 0.00806415
  • Transition Date Exchange Rates (TEX) on; May 27, 2022: 0.00786689
  • Illustrative Currency Amounts: 12.842
  • U.S. Dollar Equivalents on May 27, 2022: 0.101027

• Pound sterling
  • Percentage Weights: 7.44
  • Base Period Average Exchange Rates (BEX): 1.28797
  • Transition Date Exchange Rates (TEX) on; May 27, 2022: 1.25915
  • Illustrative Currency Amounts: 0.078815
  • U.S. Dollar Equivalents on May 27, 2022: 0.099240

Notes and Methodology

• Weights approved by the IMF Executive Board on May 11, 2022.
• Calculation is based on average exchange rates for the three-month period up to May 27, 2022.
• The value in U.S. dollars of one SDR is rounded to six significant digits.

Content in this bundle

• Excel file (XLSX)
• Daily FX rates for transition period (XLSX)

References

• IMF Executive Board Concludes Quinquennial SDR Valuation Review and Determines New Currency Weights for SDR Valuation Basket, May 14, 2022
• Factsheet: Special Drawing Rights (SDRs)