MSCI Barra produces global currency indexes
MSCI Barra has launched global currency indexes that can be licensed for portfolio management and benchmarking purposes, as well as to serve as the basis of structured products and other index-linked investment vehicles such as ETFs.
The indexes reflect the performance of both the currency and interest rate returns of the developed and emerging markets currencies in regional or composite MSCI equity indexes, with the weights of each currency set equal to the relevant country weight in the corresponding MSCI equity index. The construction methodology enables institutional investors to measure the total investment performance of foreign currencies within an equity portfolio tracking an MSCI equity index.
The MSCI short &
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