FTSE Currency Forward Rate Bias (FRB) Index Series

Our FTSE Currency Forward Rate Bias Index Series captures the return generated from a defined set of equally-weighted currency pairs.

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  1. Overview
  2. Key resources
  3. Research and Insights
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The FTSE Currency Forward Rate Bias (FRB) Index Series is designed to capture the return generated from a defined set of equally-weighted currency pairs. This return is attributable to the Forward Rate Bias (FRB), also known as “carry”, in the currency markets. The series aims to offer a diversification option outside of traditional equity and fixed income indices.

The FTSE Currency FRB5 Indices consist of ten currency pairs that can be created from the five most widely-traded currencies – US Dollar, Euro, Japanese Yen, Pound Sterling and Swiss Franc.

The FRB10 Indices consist of 45 currency pairs and introduces a further five currencies to those already featured in the FRB5 Indices. The additional currencies are Australian Dollar, Canadian Dollar, New Zealand Dollar, Norwegian Krona and Swedish Krone.

The FRB indices can be used as tools for index-tracking management and for benchmarking purposes.

Useful link

Key resources

Index announcements

Stay up-to-date and read the latest index change notices and announcements.

View all index announcements

Research and Insights

Article

T+1 settlement in the US—A European perspective

Learn how T+1 settlement for FX trades poses risks for European asset managers, with insights on solutions and regulatory challenges. Stay informed.
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13 min

Article

T+1 settlement in the US—An Asia-Pacific perspective

Learn about the impacts of the shortened US securities settlement period on the global FX market and strategies for investors to adapt. Read our LSEG FX white paper for more insights.
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11 min

Research

The market and index impact of shorter equity settlement cycles

What impact will shorter US equity settlement cycles (from two days after trade date, to one day) have on financial market activities and indices?

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