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Old Mar 10th, 2008, 06:05 PM   #1
panta_rhei
 
 
Join Date: Nov 2007
Posts: 26
Hi

I'm looking for some historical forward rates (e.g. 1-, 3-, or 6-months) of some major currencies relative to the usd over the last years (5 or up to 20 if possible).

If there is anyone who would like to help out an eager "fx noob" for doing some empirical analysis, please send me an pm, I'd really appreciate it!! I don't think that these historical rates are publicly available anywhere for free or am I mistaken?

bye
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Old Mar 10th, 2008, 07:39 PM   #2
Pippi436
 
 
Join Date: Jun 2006
Posts: 932
eSignal has forward rates going back to 2000 (daily). The data is a bit spikey tho, because they aggregate quotes from a lot of sources.
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Old Mar 11th, 2008, 09:45 AM   #3
panta_rhei
 
 
Join Date: Nov 2007
Posts: 26
Quote:
Quote from Pippi436:

eSignal has forward rates going back to 2000 (daily). The data is a bit spikey tho, because they aggregate quotes from a lot of sources.
thanks, but I guess I need to be a member to get access to the data?
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