2. IT IS A MEASURE OF THE VALUE OF THE US DOLLAR RELATIVE TO A BASKET OF CURRENCIES OF THE
COUNTRY'S MOST SIGNIFICANT TRADING PARTNERS. THE INDEX CONTAINS SIX COMPONENT CURRENCIES
-THE EURO, JAPANESE YEN, CANADIAN DOLLAR, SWEDISH KRONA, SWISS FRANC AND THE BRITISH
POUND.
THE EURO HAS THE HIGHEST WEIGHTAGE VERSUS THE DOLLAR IN THE INDEX AT 57.6% FOLLOWED BY
THE YEN (13.6%) AND THE POUND (11.9%). THE INDEX WAS ORIGINALLY MEASURED AGAINST A
BASKET OF 10 CURRENCIES BUT IN 1999, THE EURO REPLACED OTHER EUROPEAN CURRENCIES THAT
WERE INCLUDED PREVIOUSLY , INCLUDING THE FRENCH FRANC, DEUTSCHE MARK, BELGIUM FRANC
AND THE ITALIAN LIRA. THE INTERNATIONAL CONTINENTAL EXCHANGE FUTURES COMPILES AND
MAINTAINS THE INDEX.
