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 &

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact or view our subscription options here:

You are currently unable to copy this content. Please contact to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to View our subscription options

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here