Equity U.S. Equity U.S. Market Cap

S&P 500 Futures VWAP (Europe-U.S. Close) Index

Description

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.

Documents

Methodology
S&P Futures Indices Methodology

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Characteristics

Constituents

Top 10 Constituents by Index Weight

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  • Constituent
  • Symbol
  • Sector*

Sector Breakdown

Sector
Index Weight

Maturity Breakdown

Maturity Range
Index Weight

Rating Breakdown

Rating
Index Weight

CONTENT TYPE
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