FTB-C000197 / Financial concept

Currency-Hedged Index

A currency-hedged index combines an underlying index exposure with a rules-based currency hedge from a selected investor currency perspective.

Also known ashedged-currency index

Definitions

In plain terms

It aims to reduce specified exchange-rate effects while retaining the underlying asset exposure, but hedge gains, losses, and costs affect returns.

Technical

The methodology defines underlying index, investor currency, exposure snapshot, hedge ratio, forward tenors and rolls, rate sources, holidays, settlement, corrections, and return variant.

Scope

It is not the same as merely converting an index into another currency.

Examples

  • A governed methodology records currency-hedged index with its source, cutoff, units, parameters, and effective version.

Common misconceptions

  • Currency-Hedged Index does not have one universal implementation without the declared methodology, data basis, and constraints.

Concept relationships

Where this concept is used

Evidence and governance

  1. FTSE Currency Hedging Methodology Overview FTSE Russell, London Stock Exchange Group · first party methodology

    Supports: preferred label, short definition, technical definition

    Limits: Production rates, holidays, currencies, tenors, and calculation details require the full applicable methodology and data licenses.

  2. Fintech Builder Glossary Definition Contract The Fintech Builder · internal governed contract

    Supports: variant distinction

    Limits: Defines governed platform behavior rather than claiming these policies are universally prescribed by external McClellan methodology.

Reviewed by
fintech-builder-batch-004
Last reviewed
2026-07-27
Next review
2027-07-27
Record status
evidence reviewed

This record is evidence-reviewed and readable, but not yet promoted to published — it is served noindex,follow and excluded from the sitemap.