CME Group Dollar Index (DXC)
Track the performance of the U.S. dollar against a basket of eight major currencies.
Trade-weighted basket
Features eight major global currencies, rebalancing annually using U.S. international trade flows and global currency turnover.
Institutional liquidity
Powered by EBS spot FX data, providing accurate pricing anchored in actual traded volumes from the primary market.
Macro perspective
Capture broad macro dollar movements in a single transparent and regulated index value.
Understanding the index
The CME Group Dollar Index (DXC) provides a trade-weighted measure of overall U.S. dollar performance of key global currencies. Calculated using institutional execution data from the EBS spot markets during a daily fixing window, DXC adjusts its currency weights annually to accurately reflect shifting global trade flows and FX market liquidity. The index is fully compliant with UK Benchmark Regulation (BMR) and adheres to IOSCO Principles, providing market participants a transparent, compliant benchmark for macro exposure.
Resources
Key Specifications
- Index ticker: DXC
- Basket composition: EURUSD, GBPUSD, AUDUSD, USDJPY, USDCNH, USDCHF, USDMXN, USDCAD
- Fixing window: Daily 3:55 to 4:00 p.m. London time (9:55 a.m. to 10:00 a.m. Central time), with publication shortly after 4:00 p.m. London time (10:00 a.m. CT)
- Index rebalance: The first business day of April using the latest U.S. Bureau of Economic Analysis (BEA) and the Bank for International Settlements (BIS) data
- Historical data: Available from September 12, 2017 with an initial value of 100.000
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