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SGI FX Forwards - TWD-USD

Index level: 83.99 as of 21/10/2020

Main characteristics

Bloomberg Code SGIXFTWU
Inception Date 04/09/2018
Return Type Excess Return
Currency USD
Calculated By Stoxx


SGI FX Forwards range of indices aims to replicate the performance of a strategy rolling foreign exchange forwards on currency pairs. Each index tracks a given pair and is denominated in USD. The objective is to provide a simple way to access the performance of a currency vs. another one across all regions. SGI FX Forwards indices can be used as a benchmark and as an underlying for financial instruments.


The SGI FX Forwards indices track the performance of a systematic roll of 1-month currency 1/currency 2 forwards. The prices of the forwards are based on publicly observable midlevels.

The SGI FX Forwards - TWD-USD is calculated and maintained by STOXX Limited, Zurich, Switzerland, specifically for SG

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