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SGI FX Forwards - CAD-USD

Index level: 114.52 as of 18/04/2019

Main characteristics

Bloomberg Code SGIXFCAU
Inception Date 08/08/2018
Return Type Excess Return
Currency USD
Calculated By Stoxx

Objective

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.

Mechanism

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 - CAD/USD is calculated and maintained by STOXX Limited, Zurich, Switzerland, specifically for SG

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