Yesterday I got the confirmation that performance on currency conversion is not addressed in SSAS 2005... So there will be no change soon and this makes currency conversion an Enterprise Feature with limited usability... Or better: the next Enterprise Feature (see http://sqljunkies.com/WebLog/tpagel/archive/2005/07/24/16197.aspx)
I don't want to be to negative, I still love SQL Server 2005, but there are some tasks to be finished before releasing SP1 ;-)
Thomas