The S&P Systematic Global Macro Index (S&P SGMI) is designed to represent the global macro and managed futures/Commodity Trading Advisor (CTA) universe. The index uses a quantitative methodology to track the prices of a globally diversified portfolio of over 30 commodity, foreign exchange and financial futures contracts.
Top 10 Constituents by Index WeightExport
The weightings for each sector of the index are rounded to the nearest tenth of a percent; therefore, the aggregate weights for the index may not equal 100%.
Based on GICS® sectors