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Benchmark World Carry Excess Return Index (BFXSW5UE)

Returns19-Jan-17

Index (Benchmark)
1-day%
mtd%
qtd%
ytd%
211.5520
0.399
-2.009
-2.009
-2.009
(213.6055)
(0.115)
(0.402)
(1.510)
(2.394)

Graph

1 Mth
Dec 20 2016 - Jan 20 2017
3 Mth
Oct 20 2016 - Jan 20 2017
6 Mth
Jul 20 2016 - Jan 20 2017
YTD
Jan 1 2017 - Jan 20 2017
1 Yr
Jan 20 2016 - Jan 20 2017
5 Yr
Jan 20 2012 - Jan 20 2017
Since Inception
Sep 14 2012 - Jan 20 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

19-Jan-17
211.5520
18-Jan-17
210.7123
17-Jan-17
211.3754
13-Jan-17
212.2984
12-Jan-17
212.9601
11-Jan-17
212.8930
10-Jan-17
213.9016
09-Jan-17
214.4363
06-Jan-17
214.8005
05-Jan-17
214.6944
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