Fixed Income North America

S&P 10-Year U.S. Treasury Futures Quanto USD-BRL Currency Adjusted Index

Description

The S&P 10-Year U.S. Treasury Futures Quanto USD-BRL Currency Adjusted Index measures the performance of the 10-year U.S. Treasury Note futures contract trading in Brazilian reals on B3 (symbol: T10) with a three-day roll period. The index uses a quanto currency adjustment, which represents the return of an underlying contract from the perspective of a foreign party. The index uses the PTAX (BRLPTAX=CBBR) rate provided by Banco Central do Brasil.

Documents

Methodology
S&P Futures Indices Methodology

Related Indices

Research & Insights

SEE ALL

Characteristics

Constituents

Top 10 Constituents by Index Weight

Full Constituents ListFull Constituents List
  • Constituent
  • Symbol
  • Sector*

Sector Breakdown

Sector
Index Weight

Maturity Breakdown

Maturity Range
Index Weight

Rating Breakdown

Rating
Index Weight

CONTENT TYPE
DATES
No results match your criteria.
Load More
Processing ...