FTSE Currency Forward Rate Bias Index Series

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