The S&P Currency Indices measure the performance of a given named currency versus the U.S. dollar. Each index represents the performance of a rolling investment in three-month, non-deliverable, forward currency contracts. The indices are rebalanced every three months on the valuation date of the previous three-month contract. Each index has an excess return version, reflecting changes in forwards prices, and a total return version which adds a risk-free rate to the excess return index.
For this data source, RIMES hosts the following indices:
Some of the data items available include:
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