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The FTSE Cürex FX Index Series is an innovative series of independent benchmark indices for institutional foreign exchange, executable in real-time 24/5. The index series is designed to link institutional FX to global capital markets via executable Bid and Offer indices for over 200 currency pairs (FTSE Cürex FIX) and 8 benchmark currency baskets.
Based on multiple price inputs from major institutional FX liquidity providers, the FTSE Cürex FX Index Series is rules-based and published in real-time from 17:00 ET Sunday to 17:00 ET Friday. Additionally, a 'Snap' index is published every 15 minutes (96 x per day).
The indices provide independent time-stamped valuation metrics to support the creation of currency investment products, hedging tools and overlay strategies, whilst enhancing NAV calculation and performance benchmarking of currency strategies.
The index series is designed to be flexible and inclusive, providing a platform to meets the diverse and evolving needs of global capital market participants. The indices are fully customizable to meet specific client requirements.
The FTSE Cürex FIX provides executable benchmark for 199 currency pairs. FIX values are available in real-time 24/5, as 15 minute 'snap' indices and as an end of day product. The indices meet the need for more precise, independent benchmarking of foreign exchange prices, offering investors and fiduciaries the opportunity to "Rethink FX Execution"
A series of equally weighted currency baskets (FTSE Cürex Benchmark FX Basket Index Series) are designed to act as benchmarks for the performance of active currency strategies. The flagship USD/G8 Index measures the value of the US Dollar against seven developed market currencies and also includes the Chinese Renmimbi, providing exposure to currencies key to global finance, commodity trading and Asia's most important emerging reserve currency. The FTSE Cürex Benchmark FX Basket Index Series provide real-time, 15 minute 'snaps' and End of Day Indices which measure the value of the US Dollar against equally weighted basket of currencies. Baskets are rebalanced weekly under a transparent rule set. G7, G8, G20 and Emerging Market Benchmark FX Baskets are available. Click here for more information.
Click here to watch Bill Dale, Chairman and CEO of Cürex Group discuss the index series at FTSE's 2012 World Investment Forum.