On September 18, 2012 NASDAQ OMX will begin disseminating NDAG10CI index. The index is the property of Nordea AB, calculated and distributed by NASDAQ OMX.
The NDAG10CI index is calculated from a rule based FX G10 Carry strategy that takes advantage of interest rate differentials between the G10 currencies. Short positions are taken in the lowest yielding currencies and long positions are taken in the highest yielding currencies. A multi-layer filter is applied to reduce negative Index performance in periods of risk aversion.
NDAG10CI index currency is Euro (EUR) and has a base date as of February 29, 2000 and a base value of 500.00. The index value will be disseminated once a day at CET 3 pm in the Genium Consolidated Feed. The index will be added to existing Nordic index products in GCF. No index weights- and components data will be available.
Calculation and dissemination dates is any scheduled WM/Reuters spot exchange rate fixing day which is not a Saturday, Sunday or a holiday defined by ECB Target Calendar.
|Code||Name||ISIN||Source ID||GCF ID||Source|
|NDAG10CI||Nordea G10 Alpha Carry Index||SE0004808863||4001||13916||ICS ID: 7|
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