Deutsche Bank launches currency index
NEWS
The German bank joins Merrill Lynch in launching products tracking the performance of multiple FX trading strategies.
The Deutsche Bank Currency Return index is an average of three indexes – the DB Currency Carry index, launched in 2002, and the DB Currency Momentum and Currency Value indexes launched last Tuesday (March 27).
Each index is calculated from the average return of three long/short currency pairs. The pairs are selected every three months – monthly for the momentum index – based on
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