Forum Discussion
Excel 365 stock data for DXY
Hi all I've been struggling to find the correct codes to Query the US Dollar basket from Excel 365 stock types. After reading this - https://support.microsoft.com/en-us/office/about-the-stocks-f...
For those who follow later - the original data source is the Intercontinental Futures Exchange ( ICE ) and they seem to be pretty guarded with redistribution. Microsoft obtain their data from Refinitiv , but they don't seem to have ICE data.
More later
Use the currency crosses with this formula:
DXY = 50.14348112 × EUR/USD^(-0.576) × USD/JPY^(0.136) × GBP/USD^(-0.119) × USD/CAD^(0.091) × USD/SEK^(0.042) × USD/CHF^(0.036)
Note the negatives if currency cross has USD as denominator. I assume the 50.14... is a scaling factor to set the index at 100 from the starting point in 1973.