Barclays Capital to offer foreign exchange trend exposure

- Structured Products staff
- 01 Oct 2008

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Barclays Capital (BarCap) has launched the Barclays Adaptive FX Trend Index, which tracks the performance of a currency portfolio and a risk-free benchmark. The index is designed to be used as an underlying for structured products such as delta-1 certificates and principal guaranteed structures.

The index performs an analysis of trends in G-10 currencies through moving averages, and of the volatility environment. Long and short positions in currencies are set according to moving average and

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