Deutsche Bank launches tradeable FX Indices

TWIs have previously only been available on a bespoke over-the-counter basis due to the complexity of generating the basket of more than 10 currencies involved, said Torquil Wheatley, head of Deutsche Bank’s FX index group in New York. "We have replicated this, as close as possible, with only five or six currencies creating almost perfect correlation," he added.

The Deutsche Bank FX Indices (DBFXIs) are available for all G10 currencies with quarterly settlement dates, though these can be sol

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