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Forex and Money Market Data | Derived

Forward - FX Long Forward (LFW)

Derived FX long forward dataset for longer-dated currency forward rates and related forward market analysis.

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

Coverage metric

Geography:
North America, Asia / Pacific, EMEA, Latin America and the Caribbean
History:
From 2010
Coverage count:
Asset Classes - 500 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 Long Forward (LFW)

MANAGE LONG-TERM CURRENCY RISK

Comprehensive FX Long Dated 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.
LONG-DATED FX FORWARD RATES

FX Long Forward Analytics Dataset

  1. Long dated forwards calculated from currency basis swaps.
  2. Coverage across major currency pairs with intraday market updates.
  3. Comprehensive pricing, liquidity, and history across multiple currency pairs.
BUILT FOR FX 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.

Description of the dataset

  • LSEG delivers long-dated FX forward pricing for customers managing extended currency hedging and valuation horizons. We provide consistent forward levels across global currency pairs where maturities extend beyond standard short-term tenors.
  • Our LFW coverage standardizes extended tenors and maturities with outright forward levels for each currency pair. We include valuation date, tenor and settlement date so customers can align long-forward observations with curve and risk systems.
  • LSEG supports long-horizon hedge analysis, valuation and scenario workflows through normalized derived Forex pricing. We help customers build more consistent forward curves for strategic currency exposure management.

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