Description

The S&P 500® Dynamic Participation Index measures the performance of a strategy that dynamically adjusts leverage with a multiplier of 50 to the S&P 500 PR when the index level at the market close is below the trailing 10-day moving average and subtracts a funding rate from the leverage portion.

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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



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