S&P launches real-time currency indexes
The indexes are designed to provide exposure to emerging economic countries that lack a liquid currency futures market.
The indexes, which are the first in a series of currency beta indexes, replicate the performance of the Chinese renminbi and the Indian rupee versus the USD, and represent the performance of a rolling investment in three-month, non-deliverable forward currency contracts.
The three-month currency forward contracts, which are entered into after the close of trading on each
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