The Millburn Corporation in New York posted the highest reported foreign exchange (FX) returns of 14.9% for March, according to the Parker FX Index, which posted reported overall returns of 4.09%.

The Parker FX Index is a performance-based benchmark that measures both the reported and the risk-adjusted returns of global currency managers. All 43 managers in the index, which run more than $9bn (€10bn) in currency assets, reported March results.