of where 怎么理解

Athough the dollar received a lift when markets were collapsing in late 2008 and early 2009, its trade-weighted index is within 2% of where it was when Lehman Brothers crumbled.
' {; i" k* F: Z) z% N7 s# X请问大家，在这里面这个where 是个什么用法，修饰的什么？。从trade-weighted 后的句子怎么解释？谢谢！
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