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Benchmark World Carry Excess Return Index (BFXSW5UE)

Returns23-Feb-17

Index (Benchmark)
1-day%
mtd%
qtd%
ytd%
214.2890
-0.024
2.301
-0.742
-0.742
(213.6055)
(0.115)
(0.402)
(1.510)
(2.394)

Graph

1 Mth
Jan 24 2017 - Feb 24 2017
3 Mth
Nov 24 2016 - Feb 24 2017
6 Mth
Aug 24 2016 - Feb 24 2017
YTD
Jan 1 2017 - Feb 24 2017
1 Yr
Feb 24 2016 - Feb 24 2017
5 Yr
Feb 24 2012 - Feb 24 2017
Since Inception
Sep 14 2012 - Feb 24 2017
Custom

Data Download

Performance

Key Product Features

The Barclays World Carry Index reflects the performance of investing in 5 high yielding currencies and borrowing in 5 low yielding currencies from a universe of 25 currencies. The index is designed to isolate the carry component of currency returns while minimising the impact of moves in spot exchange rates. The World Carry Indices are available in volatility adjusted versions and various index currency versions based on the World Carry Excess Return Index. The total return indices earn an additional cash return in USD, which is converted into the index currency at spot

Base Data

Currency
USD
Inception Date
14-Sep-2012
Base Date
25-Jan-2002
Ticker
BFXSW5UE

Recent Index Level

23-Feb-17
214.2890
22-Feb-17
214.3396
21-Feb-17
213.7566
17-Feb-17
213.4280
16-Feb-17
214.1382
15-Feb-17
214.2088
14-Feb-17
213.9384
13-Feb-17
213.2451
10-Feb-17
212.7806
09-Feb-17
212.1087
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