FXTI™

These are the approximate component weightings currently included in the FXTI® as of the beginning of each month. Over time, the individual market components and related weightings, as well as other aspects of calculation of the FXTI®, are subject to change. However, there is no requirement for the weightings of the FXTI® to be adjusted in response to future changes in GDP, credit stability or liquidity.
FX Trends Index™ (FXTI®)

The FX Trends Index™ (FXTI®) is a quantitative, rules-based methodology designed to reflect price movements across a basket of 11 foreign exchange futures contracts. The contracts are represented on either a “long” or “short” basis depending on recent price trends. With the ability to take long or short positions, the FXTI® is designed to capture the economic benefit over long time periods derived from both rising and declining price trends within a basket of global currencies.

The key characteristics of the FXTI® include:
  • 11 FX futures weighted according to Gross Domestic Product (GDP), credit stability and liquidity, among other things
  • Long or short positions attempt to follow price trends by comparing the current component price to a customized weighted moving average
  • Directional position determination and component
    rebalancing occurs monthly