The “S&P 500 Futures Index Overview” provides a comprehensive analysis of the S&P 500 Futures Index and its role within the financial markets. This article offers an in-depth look at its construction, the S&P Factor Series, and how it measures the inherent risk premium between asset classes and financial markets. With detailed factsheets and methodologies, readers can gain a deeper understanding of this important index and how it influences investment decisions. Stay connected with the latest research and insights in your inbox by signing up for updates.

S&P 500 Futures Index Overview

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Introduction to S&P 500 Futures Index

The S&P 500 Futures Index is an important benchmark in the financial markets. It is constructed from the front-quarter E-mini futures contract on the S&P 500, making it a popular instrument for investors and traders. This article provides a comprehensive overview of the S&P 500 Futures Index and its various aspects.

Construction of the S&P 500 Futures Index

The S&P 500 Futures Index is constructed using the front-quarter E-mini futures contract on the S&P 500. This contract represents a portion of the value of the S&P 500 index and allows market participants to gain exposure to the performance of the index. The index is calculated based on the value of the E-mini futures contract, which is determined by market demand and supply.

Part of the S&P Factor Series

The S&P 500 Futures Index is part of the S&P Factor Series, which includes a range of indices designed to measure the risk premium between asset classes and financial markets. These indices provide investors with insights into the factors that drive returns in different segments of the market. The S&P 500 Futures Index, as part of this series, offers investors a way to gain exposure to the S&P 500 and assess the risk premium associated with it.

Factsheet for S&P 500 Futures Index (USD)

The factsheet for the S&P 500 Futures Index (USD) provides key information and data on the index. It includes performance analytics and trends, allowing investors to track the historical performance of the index. Comparative analysis with other indices is also provided, giving investors a broader perspective on market trends and dynamics.

Factsheet for S&P 500 Futures Index (ER) (USD)

The factsheet for the S&P 500 Futures Index (ER) (USD) provides additional information on the index, specifically focusing on the excess return (ER) version. This factsheet includes key data on the index’s performance and presents analysis on trends and comparative performance. Investors can use this information to assess the performance of the S&P 500 Futures Index and make informed investment decisions.

Methodology for S&P Futures Indices

The methodology for the S&P Futures Indices is crucial for understanding how the indices are constructed and calculated. This section provides insights into the Global Industry Classification Standard (GICS) used in classifying companies, as well as the S&P DJI Market Classification. Investors can access the documentation for these methodologies and legal documents, ensuring transparency and clarity in understanding the construction and calculation of the S&P Futures Indices.

Related Indices

The S&P 500 Futures Index is not the only index in the S&P family. This section explores related indices, including the S&P/TSX 60 Futures Index (CORRA) and the S&P/ASX 200 Futures Index (AONIA). These related indices offer investors exposure to different market segments and regions, providing diversified investment options.

Index News and Announcements

To stay informed about the latest developments in the S&P 500 Futures Index, investors can refer to the index news and announcements section. This section provides updates on the index, recent developments, and events. Additionally, it includes information on launches and decommissions of indices, ensuring investors are up to date with any changes in the index family.

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Index-Linked Products

The S&P 500 Futures Index is used as a basis for various index-linked products. This section explores these products and provides information on their types and countries/regions in which they are traded. Investors can use this information to identify products linked to the S&P 500 Futures Index and evaluate their suitability for their investment portfolios.

Characteristics and Constituents of S&P 500 Futures Index

Understanding the characteristics and constituents of the S&P 500 Futures Index is essential for investors looking to gain exposure to the index. This section provides an overview of the index’s characteristics, including its top 10 constituents by index weight. A full constituents list is also provided, along with a breakdown of sectors and country distribution within the index.

In conclusion, the S&P 500 Futures Index is a significant benchmark in the financial markets. It provides investors with exposure to the S&P 500 through the front-quarter E-mini futures contract. Understanding the construction, methodology, and characteristics of the index is essential for investors looking to make informed investment decisions.

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Source: https://www.spglobal.com/spdji/en/indices/other-strategies/sp-500-futures-index