The S&P U.S. Treasury Bond Futures Month-End Roll Index is designed to track the front-month futures contract on the U.S. Treasury Bond. The index is part of the S&P Factor Series, which is designed to measure the inherent risk premium between asset classes and financial markets, with the contract roll occurring on the last trading day of the month.
Top 10 Constituents by Index WeightFull Constituents List
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