Citigroup launches flow-weighted currency indexes
NEWS
Under the umbrella, CitiFX Flow-Weighted Indexes, the bank last week introduced indexes on the US dollar, yen, euro, Swiss franc, sterling, Australian dollar, Canadian dollar, New Zealand dollar, Swedish krona and Norwegian krone.
The indexes are constructed using customer flow data, from both corporates and investors, to determine the weightings of the five most actively traded currency pairs against each individual currency.
In doing so, the indexes differ to traditional trade-weighted indexes
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