The FTSE Currency Forward Rate Bias (FRB) Index Series is designed to capture the passive return generated from a defined set of equally-weighted currency pairs. This passive return is attributable to the forward rate bias (FRB), which is also called “carry”, in the currency markets. FTSE will continue to enhance and develop this index series, within its line of alternative indexes, in response to market and investor requirements.
The objective of the series is to offer a new diversification option to investors, outside of traditional equity and fixed income investments. It also allows investors to consider sources of alternative beta in other markets.
Key Features and Coverage on RIMES
For this data source, RIMES hosts ten currencies/indexes (5 for Excess Return and 5 for Total Return), including:
- FTSE Currency FRB5 Chf Excess Return/Total Return Index, Eur Excess Return/Total Return Index, Gbp Excess Return/Total Return Index, Jpy Excess Return/Total Return Index, Usd Excess Return/Total Return Index
Some of the items available include:
- Index level time series items: Excess Return and Total Return Index
- Current index level items: Symbol, Description, Domain, Last Price Date, CCY
- Constituent level current items: Symbol, Domain, Last Price Date
- Constituent level portfolio items: Balance Rate, Contribution Month-to-date, Current Date Weights, Current Long Position, Current Rebalance Date, Current Roll Date, Current Set Pair Date, Main Rate, Next Fwd Expiry Date, Next Long Position, Next Rebalancing Date, Next Roll Date, Next Set Pair Date, P&L Conversion Rate, P&L Settlement Date, Position Size Rate, Previous Date, Previous Date Weights, Symbol, and Value Rate
Our Managed Data Services
- Working with 400+ data and 1400 data sets
- Superior data quality and accuracy
- 75,000 index, price & reference data feeds delivered daily
- Fully managed, validated and system-ready feeds
- Data delivered via API or file format for operational or analytical users
- Increase business agility and scalability
- Faster time to quality & market
- Global expert 24/7 support
Looking for specific data?
Get in touch. We can source specific data, just for you.