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Forex and Money Market Data | Derived

Forward - FX Cross Forward (XFW)

Derived FX cross forward dataset covering cross-currency forward content for pricing, valuation and market analysis.

  1. Key facts
  2. Overview
  3. Description
  4. Access
  5. All categories
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Key facts for Forward - FX Cross Forward (XFW)

Coverage metric

Geography:
North America, Asia / Pacific, EMEA, Latin America and the Caribbean
History:
From 2005
Coverage count:
Asset Classes - 20000 RICs
Asset Class
FX & Money, Forex

Delivery metadata

Data Frequency
Real‑Time
Language
English
Delivery methods:
Excel, Web Service, API, Deployed/Onsite Servers, SFTP, Cloud, Desktop, FTP, Bulk, Website
Data formats:
PDF, GZIP, XML, JSON, CSV, Text, Python, HTML, Bitmap, MPEG, User Interface, PCAP
Minimum service frequency
Real‑Time

Overview of Forward - FX Cross Forward (XFW)

BUILT FOR FORWARD CURVE ANALYSIS

FX Data and Analytics Workflows

  1. Unify pricing across global sources into a single, trusted FX data foundation.
  2. Power analytics and decision-making with enriched metadata and market context.
  3. Enable efficient enterprise adoption through flexible, API-enabled delivery and integration.
CROSS-CURRENCY FORWARD RATES

Derived FX Cross Forward Content

  1. Cross forwards calculated from contributed composite forward data.
  2. Coverage across major and emerging currency pairs with intraday market updates.
  3. Comprehensive pricing, liquidity, and history across multiple currency pairs.
MANAGE CROSS-CURRENCY EXPOSURE

Comprehensive FX Forward Coverage

  1. Unify global FX liquidity into a comprehensive market perspective.
  2. Deliver greater transparency for pricing, valuation, and risk management.
  3. Empower faster decision-making with trusted FX insights and analytics.

Description of the dataset

  • For cross-currency exposures, LSEG delivers FX forward pricing for non-USD currency pairs across standard maturities. We support hedging, valuation and risk analysis where direct cross-pair forward curves are required.
  • Our XFW content provides outright forward rates and forward points from overnight tenors through longer-dated maturities. We include currency pair identifiers, tenor, settlement date and timestamps to support precise curve alignment.
  • LSEG standardizes cross forward observations so customers can compare non-USD currency pairs consistently across pricing workflows. We help trading and treasury teams evaluate forward levels without relying solely on manually constructed cross-rate calculations.

Accessing the dataset

This dataset can be used by the following products. Talk to us to learn more about different packages and offerings.

Datastream Data Loader (DDL)
Batch file delivery service of Datastream content using SFTP. Customers define required instruments, fields and file layouts, and retrieve files when updated data is available, on a schedule, or on demand for integration into internal databases and workflows.
  • Data formats:
    • PDF, CSV, HTML
  • Delivery methods:
    • API, SFTP, Desktop
  • Minimum service frequency:
    • End of Day
  • Service Frequency Description:
    • Daily, Real Time, Weekly

All categories

Full list of all categories