Bloomberg Currency Indices

Dynamic currency baskets

Benchmarks must keep pace with their changing environment. The Bloomberg Currency Indices offer a real time measure of the underlying currencies against a diversified, dynamic basket of emerging and developed market currencies. They include the Bloomberg Dollar Spot Index (BBDXY), the Bloomberg British Pound Index (POUND) and the Bloomberg Euro Index (EURO).

Bloomberg Dollar Spot Index

The Bloomberg Dollar Spot Index tracks the performance of a basket of 10 leading global currencies versus the U.S. Dollar. It has a dynamically updated composition and represents a diverse set of currencies that are important from trade and liquidity perspectives. It provides a better measure of the U.S. dollar compared to other indices that do not update their composition and comprise of a handful of currencies with concentrated weights.

The Bloomberg Dollar Spot Index 2021 target weights are effective after the close of business on December 31, 2020. To see the target weights, please select the Bloomberg Dollar Spot Index tab in the table below.

Bloomberg British Pound Index

The Bloomberg British Pound Index tracks the performance of GBP versus a basket of leading global currencies. Each currency in the basket and its weight is determined annually based on their share of international trade and liquidity.

The Bloomberg British Pound Index 2020-2021 target weights are effective after the close of business on June 30, 2020. To see the target weights, please select the Bloomberg British Pound Index tab in the table below.

Bloomberg Euro Index

The Bloomberg Euro Index tracks the performance of Euro versus a basket of leading global currencies. Each currency in the basket and its weight is determined annually based on their share of international trade and liquidity.

The Bloomberg Euro Index 2020-2021 target weights are effective after the close of business on June 30, 2020. To see the target weights, please select the Bloomberg Euro Index tab in the table below.

Resources

Access our resources page to view index methodology documents, Bloomberg currency Indices target weights, fact sheets and additional publications regarding the Bloomberg Currency Indices.

Bloomberg’s indexing capabilities

Cross-Asset Coverage

Bloomberg’s index team has a proven track record in creating strategic indices across asset classes, including fixed income, equity, commodity, multi-asset, currency, digital asset and reference rates. Explore our cross-asset coverage areas here.

Index Resources for Financial Advisors

Bloomberg’s indices are rules-based and transparent to help measure a wide array of market exposures. Advisors can use the indices for traditional benchmarking activities, including measuring portfolio performance and risk exposures, or look to our partners for opportunities to invest in licensed index products.

Customization

We offer a broad and evolving suite of unbiased index products, including custom datasets, factors and styles, from which investors can select or customize the most appropriate benchmark for their portfolio needs. In addition to our flagship indices, Bloomberg publishes thousands of bespoke benchmarks and actively works with index users in a consultative manner on benchmark design, methodology, back-testing, selection, and documentation of their custom indices.

Systematic Strategies

Indices have expanded beyond traditional benchmarks. Investors now use indices to efficiently measure, isolate, and gain access to risk premia factors, thematic exposure, enhanced beta and alpha through rigorous and transparent rules-based index products. Bloomberg brings these innovative capabilities to market based on our years of experience in systematic strategies research.

Thematics

Bloomberg’s thematic indices capture structural, macro trends disrupting the global economy. Our data-driven approach incorporates proprietary research delivered by expert analyst teams to form baskets which serve as the basis for index selection.

Index Research

The Bloomberg Portfolio & Index Research team addresses topics that are relevant to today’s financial market participants, within four main areas: risk premia strategies, ESG investing, portfolio and risk analytics and optimization. Access selections of their work here.

Index News & Announcements

Access the latest news from Bloomberg’s index team, including new product launches and more.

Data & Licensing

Index subscribers may choose to receive index data in various file formats. Accessing index data off-Terminal requires an additional license, and a separate product license is required for financial product creation and passive index replication.

Terminal Integration

Bloomberg Terminal users gain even more value from the Bloomberg Indices by using the integrated analytics, research and index publications available on the Terminal.

Regulation & Governance

For information regarding the scope of Bloomberg Index Services Limited’s (BISL) authorization and other BMR resources, please see our benchmark regulation resources page.