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.
For this data source, RIMES hosts ten currencies/indexes (5 for Excess Return and 5 for Total Return), including:
Some of the items available include:
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