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The S&P 500® Futures VWAP (Europe-U.S. Close) Index approximates the S&P 500 level as of 17:30 Central European Time (CET) by adjusting the previous trading day’s official S&P 500 closing value based on the price change of the E-mini S&P 500 futures contracts observed between the New York and European markets’ closing times on the following trading day.
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