Morgan Stanley

MSFXSM Currency Indices

The MSFX Indices suite consists of tradable indices (together, the “MSFX Indices” and individually, an “MSFX Index”) relating to six (6) developed market and two (2) emerging market currencies, each valued relative to the U.S. dollar, as well as nine (9) developed market currencies valued relative to the Euro and nine (9) developed market currencies valued relative to the Pound sterling (“cross-currencies”) (together, the “MSFX Currencies” and individually, an “MSFX Currency”).

The MSFX Indices are designed as a tradable benchmark for foreign exchange rate performance of the related MSFX Currency pairs. The MSFX Indices were created by and are calculated and disseminated daily on a real time basis by or for the Index Sponsor using an objective and systematic methodology that uses publicly available data sources that reflect actual quotes or trades by market participants.

The Index Provider is currently only publishing live and closing levels on 58 indices but plans to add more indices subject to market conditions.

Historical Data (XLS, up to December 15 2021)

Index Methodology as of 15 December 2021

Index Methodology as of 21 September 2022

Index Methodology as of 29 March 2023

Index Methodology as of 28 September 2023

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