Barclays launches carry trade strategy ETN

The index applies the carry trade strategy to a pool of G10 currencies which include the US dollar (USD), the euro (EUR), the Japanese yen (JPY), the Canadian dollar (CAD), the Swiss franc (CHF), the British pound sterling (GBP), the Australian dollar (AUD), the New Zealand dollar (NZD), the Norwegian krone (NOK) and the Swedish krona (SEK).

The index is composed of 10 cash-settled currency forward agreements, one for each index constituent currency, as well as a Hedged US dollar Overnight In

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