BLOOMBERG DOLLAR INDEX 2018 REBALANCE

BLOOMBERG DOLLAR INDEX 2018 REBALANCE

2018 REBALANCE HIGHLIGHTS Euro maintains largest weight 2018 BBDXY WEIGHTS Euro Canadian dollar largest percentage weight decrease Swiss franc has largest percentage weight increase Mexican peso s weight continues to increase (2007: 6.98% to 2018: 10.04%) 5.1% 3.7% 4.5% 10.5% 10.0% 11.4% 3.0% 2.1% 31.5% 18.0% Japanese Yen Canadian Dollar Mexican Peso British Pound Australian Dollar Swiss Franc South Korean Won Chinese Renminbi Indian Rupee

STEPS TO COMPUTE 2018 MEMBERS & WEIGHTS Fed Reserve s Trade Data BIS Liquidity Survey Remove pegged currencies to USD Remove currency positions under 2% Set Cap exposure to Chinese Renminbi to 3% Average liquidity & trade weights Bloomberg Dollar Index Members & Weights

2018 TARGET WEIGHTS- BLOOMBERG DOLLAR INDEX Currency Name Currency Ticker 2018 Target Weight 2017 Target Weights Difference Euro EUR 31.52% 31.56% -0.04% Japanese Yen JPY 18.04% 17.94% 0.10% Canadian Dollar CAD 11.42% 11.54% -0.12% British Pound GBP 10.49% 10.59% -0.10% Mexican Peso MXN 10.05% 9.95% 0.09% Australian Dollar AUD 5.09% 5.12% -0.03% Swiss Franc CHF 4.51% 4.39% 0.12% South Korean Won KRW 3.73% 3.81% -0.08% Chinese Renminbi CNH 3.00% 3.00% 0.00% Indian Rupee INR 2.14% 2.09% 0.06%

GEOGRAPHIC DISTRIBUTION OF MEMBER CURRENCIES GLOBAL 21.47% 32.01% 46.53% Americas Asia/Pacific EMEA APAC EMEA AMER 9.37% 6.70% Japanese Yen 9.70% 11.67% 15.90% 56.36% Australian Dollar South Korean Won Chinese Renminbi Indian Rupee 22.56% 67.74% Euro British Pound Swiss Franc 46.80% 53.20% Canadian Dollar Mexican Peso

HISTORICAL TARGET WEIGHTS OF BBDXY 100% 90% 80% 70% 60% 50% 40% 30% 20% 10% 0% Indian Rupee Brazilian Real New Taiwan Dollar Singapore Dollar Swedish Krona Chinese Renminbi South Korean Won Australian Dollar Swiss Franc Mexican Peso British Pound Canadian Dollar Japanese Yen Euro

CURRENCY RANKINGS LIQUIDITY: BIS TRIENNIAL SURVEY (2017) Currency Share Ranking EUR 31.3911 1 JPY 21.62171 2 GBP 12.80012 3 AUD 6.874189 4 CAD 5.139336 5 CHF 4.804041 6 CNY 3.987705 7 SEK 2.216743 8 NZD 2.05279 9 MXN 1.915476 10 SGD 1.805479 11 HKD 1.730755 12 NOK 1.671953 13 KRW 1.654686 14 TRY 1.43699 15 RUB 1.146153 16 INR 1.143721 17 BRL 1.00031 18 ZAR 0.972872 19 DKK 0.836402 20 Triennial Central Bank Survey TRADE WEIGHTS: FEDERAL RESERVE (2017) Country or Region Currency Trade Weight Ranking China CNY 21.559 1 Euro area EUR 17.199 2 Mexico MXN 12.822 3 Canada CAD 11.89 4 Japan JPY 6.524 5 Korea KRW 3.911 6 United Kingdom GBP 3.595 7 Taiwan TWD 2.259 8 Switzerland CHF 2.182 9 India INR 2.071 10 Brazil BRL 1.833 11 Singapore SGD 1.665 12 Malaysia MYR 1.654 13 Thailand THB 1.505 14 Hong Kong HKD 1.44 15 Australia AUD 1.136 16 Isreal ILS 0.967 17 Indonesia IDR 0.949 18 Russia RUB 0.921 19 Saudi Arabia SAR 0.76 20 Foreign Exchange Rates - H.10 - Total Trade Weights

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