USD/CHF Exchange Rate History: Francs per Dollar Since 1971

The Swiss franc is the archetypal safe-haven currency, and USD/CHF has trended structurally lower over five decades as the franc appreciated. This dataset tracks the Federal Reserve H.10 noon rate, expressed as Swiss francs per US dollar, distributed via FRED under the code DEXSZUS, with daily coverage since 1971. A higher number means a stronger dollar; a lower number means a stronger franc.

Dataset: USD/CHF Exchange Rate (1971–2026) · Updated 2026-05-29

Source: Federal Reserve Board · H.10 Foreign Exchange Rates (via FRED)

Macro Takeaway

Dataset Overview

Dataset Variables

The CSV and Excel files contain the following columns. Each row represents one business day.

Column names match the CSV headers exactly.

Download the Complete Dataset

The full dataset is available in CSV and Excel formats — daily observations spanning 1971–2026.

FRED Direct CSV Access

The underlying data is published in the Federal Reserve Economic Data (FRED) database under the series code DEXSZUS, sourced from the Federal Reserve Board’s H.10 release:

https://fred.stlouisfed.org/graph/fredgraph.csv?id=DEXSZUS

The Eco3min dataset mirrors the same daily series, packaged in a stable, versionable CSV with consistent column names — designed for direct ingestion in Python, R, or any data pipeline. The URL never changes, making it suitable for automated scripts.

Direct CSV Access — Eco3min Structured Dataset

https://eco3min.fr/dataset/usd-chf-exchange-rate.csv

This URL returns the complete dataset in CSV format. It can be used directly in pandas, R, curl, or any data tool.

Using the Dataset in Python

import pandas as pd

url = "https://eco3min.fr/dataset/usd-chf-exchange-rate.csv"
df = pd.read_csv(url, parse_dates=["date"])

print(df.head())
print(df["usd_chf"].describe())

df.plot(x="date", y="usd_chf", title="USD/CHF Exchange Rate", legend=False)

Using the Dataset in R

library(readr)

url <- "https://eco3min.fr/dataset/usd-chf-exchange-rate.csv"
df <- read_csv(url)

head(df)
summary(df$usd_chf)

Both examples load the dataset directly from the URL — no download or API key required.

Methodology

The Federal Reserve reports the Swiss francs per US dollar noon buying rate in New York, in its H.10 release.

The Federal Reserve publishes these rates daily in its H.10 release. Values are indicative noon or end-of-day rates, not transactable quotes, and there are no observations on weekends or US holidays. The series begins in 1971.

This dataset is updated via an automated pull from the FRED API (series DEXSZUS) by an Eco3min pipeline running on GitHub Actions, which regenerates the cleaned CSV and Excel files and refreshes the page metadata.

Data Quality & Provider Notes

The Federal Reserve H.10 rates are a standard, widely cited reference for bilateral exchange rates. A few provider-specific points matter when using this series.

• Indicative, not transactable. H.10 rates are reference rates collected at a set time of day. They will differ from the bid/ask a trader actually deals on, and from other fixings (ECB, WM/Refinitiv 4pm London).
• Gaps on non-business days. There are no observations on weekends or US public holidays, so the series is not strictly continuous in calendar time.
• Bilateral, not trade-weighted. This is a single currency pair. It is not the broad, trade-weighted dollar index, which aggregates many bilateral rates.
• Discontinued or restated quotes. The Federal Reserve has occasionally changed how a rate is reported; treat very long histories as broadly consistent rather than methodologically identical throughout.

Common Pitfalls When Using This Series

1. Reading the quotation direction backwards. This series is Swiss francs per US dollar, so the number rises when the dollar strengthens and falls when the franc strengthens. Note the SNB’s floor (2011-2015) was set against the euro, not the dollar, so its effect on this pair is indirect. Getting the direction wrong inverts every move and every regime described below.
2. Treating gaps as missing data. Weekends and holidays have no H.10 observation; this is by design, not a data error. Resample carefully before computing returns.
3. Confusing a bilateral rate with the dollar’s overall strength. One pair can move on currency-specific news while the broad, trade-weighted dollar barely moves, and vice versa.

Historical Regimes

1971–2000 — Secular franc strength. The franc, a perennial safe haven, appreciated steadily from over 4 per dollar.

2001–2011 — Crisis-driven surge. Global crises (dot-com, 2008, the euro crisis) drove safe-haven flows into the franc, pushing it below parity toward record strength.

2011–2014 — The SNB floor. In September 2011 the Swiss National Bank capped the franc at 1.20 per euro to fight deflationary appreciation.

2015 — The peg removed. On 15 January 2015 the SNB abandoned the floor without warning; the franc spiked roughly 20% in minutes.

2016–2026 — Managed strength. The franc has stayed strong, well below parity to the dollar, supported by safe-haven demand and a large SNB balance sheet.

Related Macroeconomic Datasets

Developed Markets (ex-US) Hub

This dataset is part of the Eco3min repository of exchange rates, government bond yields, and policy rates for the major developed economies outside the United States, all sourced from the Federal Reserve and the OECD via FRED.

Explore the Developed Markets (ex-US) Hub

Sources

• Federal Reserve Board — H.10 Foreign Exchange Rates, USD/CHF
• Federal Reserve Bank of St. Louis — FRED database, series DEXSZUS
• Federal Reserve H.10 noon buying rate, New York — basis underlying the FRED series

Dataset Reference

Eco3min Research. (2026). USD/CHF Exchange Rate — Daily (1971-2026). Source: Federal Reserve Board H.10 via FRED.<br> https://eco3min.fr/en/usd-chf-exchange-rate-history-dataset/