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Currency indexes have been created by MSCI Barra

MSCI Barra created global currency indexes that they are offering for license for benchmarking purposes and portfolio management. They are also offering the currency indexes to serve as the basis of structured products as well as other index-linked investment vehicles such as currency trading ETFs.

The currency indexes track the performance of both interest rate returns and the currency of the emerging and developed markets currencies in regional or composite MSCI equity indexes, with the weights of each countries currency equal to the equivalent country weight in the corresponding MSCI equity index. The construction methodology of the index enables institutional investors to measure and track the overall investment performance of foreign currencies within an equity portfolio that tracks an MSCI equity index.

The MSCI leveraged and short indexes also aim to reflect the investment process of currency trading fund managers who employ both short and leveraged trading strategies by factoring in the main performance components: capital gains, interest, and cash dividends. Additionally, the MSCI short indexes will incorporate stock borrowing and funding costs.

The MSCI short & leveraged indexes as well as the MSCI global currency indexes available on request to eligible investors and clients directly from MSCI Barra. Flagship indexes for the MSCI leveraged and short were added on July 1 2008. Those currency trading indexes for the MSCI Global currency indices will be added to their current existing MSCI equity index products at a later time.

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