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, fact sheets and additional publications regarding the Bloomberg Currency Indices.
Bloomberg Currency Indices Target Weights
| Currency | 2023-2024 Target Weights |
|---|---|
| USD | 39.28% |
| EUR | 37.35% |
| JPY | 6.81% |
| NOK | 3.99% |
| CAD | 3.50% |
| CHF | 3.43% |
| CNH | 3.00% |
| AUD | 2.63% |
| Currency | 2023-2024 Target Weights |
|---|---|
| USD | 48.77% |
| GBP | 12.85% |
| JPY | 8.97% |
| PLN | 7.45% |
| CHF | 6.83% |
| SEK | 4.36% |
| NOK | 3.91% |
| CAD | 3.85% |
| CNH | 3.00% |
| Currency | 2023/2024 Target Weights |
|---|---|
| EUR | 29.14% |
| JPY | 12.82% |
| CAD | 11.55% |
| GBP | 10.16% |
| MXN | 9.31% |
| CNH | 7.00% |
| CHF | 4.81% |
| AUD | 4.35% |
| KRW | 3.27% |
| INR | 2.73% |
| SGD | 2.61% |
| TWD | 2.25% |
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