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Date/Time: Sat, 18 May 2024 18:26:43 +0000

Post From: Market Statistics, US Dollar Index, other/new FX indices

[2014-03-16 07:51:27] Link To Thread - Link To Post [Go To First Post]
tobi - Posts: 351
Dear SC-Team, thank you for adding the FX-indices in version 1108 and adding them to the documentation! I've compared the FX-indices in the charts with the calculations (for Friday's closing quotes) and realized, that only the JPY-X shows the same result (please see the attached screenshots/Excel-file). Reasons for that can be, that we used different starting quotes for 12/31/2008 or we used different calculations. The starting quotes must be way off, to show such big differences, so this is pretty unlikley. So the reason is probalbly within the calculations. A simple verification: E.g. looking at the EUR-X index, all crosspairs are lower today than on 12/31/2008 (-0,2% to -32%) except the EUR/JPY (+11,3%), thus the EUR-X should clearly be below 1000! Would you please double-check/compare your calculations with the calculations in the attached Excel-file to find out what causes these different results. Note: Please be aware, that there are two different calculations for the "value at 12/31/2008" in the Excel-file, depending on which is the base or counter currency.


SC FX-Indices.png / V - Attached On 2014-03-16 06:55:27 UTC - Size: 83.21 KB - 563 views calc FX-indices_140314.xls - Attached On 2014-03-16 06:55:34 UTC - Size: 74.5 KB - 582 views quotes_friday-close.png / V - Attached On 2014-03-16 06:55:38 UTC - Size: 15.17 KB - 543 views