You have to validate the disclaimer to access this website.

SGI FX Forwards - AUD-USD

Index level: 163.44 as of 29/10/2020

Main characteristics

Bloomberg Code SGIXFAUU
Inception Date 26/03/2018
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 - AUD/USD is calculated and maintained by STOXX Limited, Zurich, Switzerland, specifically for SG

Login to add this product to your favorites