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US Cash index

johnpsteinjohnpstein ✭
in Data Issues
What does one use for a $UScash index? I used to use Barclays US Cash index, but that seems to have been discontinued. I've seen that with ticker BRCPCASH and with INDEXCME:CASHUS, but this series seems to have been discontinued at end of 2017. As an investment advisor I'm looking for a cash index that I can use for performance comparisons.

Comments

  • markdmarkd mod
    $USD looks like it is the continuous contract, probably the one you want. ^DXZ18 appears to be the most active current contract. Both are end of day. Both are from ICE.
  • johnpsteinjohnpstein ✭
    Thanks, but isn't $US an index of the the US Dollar in relation to other currencies? It seems to fluctuate that way. I'm looking for something that shows the return to holding cash in a brokerage account.
  • markdmarkd mod
    Yes, it is versus other currencies.

    Would it be similar to a short term US Treasury issue yield?

    To see those, enter "$UST" (without parens) in the symbol search window.
  • johnpsteinjohnpstein ✭
    How was the "Barclays Cash Index"? defined. And why was it discontinued as of 12/28/17?
  • markdmarkd mod
    edited July 2018
    Apparently Barclays discontinued that index. If you go to other sites, you will see the data stops on that date.

    I was unable to determine what a cash index is for the purpose you have stated. I would think it would be the interest paid on cash balances in the customer account, which I assume would be something like a money market fund. Those seem to pay something that approximates short term US Treasury issues.

    P.S. I do not work for Stockcharts, I am a subscriber to the service. This is a user-run "self help" site.
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