RE: [amibroker] NYBOT USD Index (re-send)

["Richard Dale" <richard@xxxxxxxxxxxxxxx>]

Hi Chris,

 

The NYBOT documentation is rather cryptic, but the calculation of this one
is easy:

USDX = 50.14348112 * EURUSD ^ -0.576 * USDJPY ^ 0.136 * GBPUSD ^-0.119 *
USDCAD ^ 0.091 * USDSEK ^ 0.042 * USDCHF ^ 0.036

 

Current rates are:

EURUSD               1.2508

USDPJY                 119.62

GPDUSD              1.8559

USDCAD               1.1375

USDSEK                7.4094

USDCHF               1.273

 

So, USDX = 

50.14348112 *0.879062564 * 1.916819931 * 0.929056243 * 1.011792784 *
1.087754498 * 1.008727411

= 84.14

 

Best regards,
Richard Dale.
Norgate Investor Services
- Premium quality Stock, Futures and Foreign Exchange Data for
  markets in Australia, Asia, Canada, Europe, UK & USA -
www.premiumdata.net 

From: kris45mar [mailto:kris45mar@xxxxxxxxx] 
Sent: Saturday, 14 October 2006 1:22 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] NYBOT USD Index (re-send)

 

(Repeat post - original from Wed 11 still not through)

Hi group.

I want to use AB to calculate the USD index from the value of the EURUSD
USDCAD USDSEK USDJPY  GBPUSD USDCHF data.

Their site references the formula as per attachment.

I do not understand the II6=(spot rate.. part.

Is this Pi * 6

Or sum of the Spot Rate ^ currency weight?

Can anyone shed any light on this?

Regards

ChrisB

  

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