S&P 500 Futures 35% Volatility Compass Autocall Index

Description

The S&P 500® Futures 35% Volatility Compass Autocall Index measures the performance of a continuously refreshing portfolio of hypothetical weekly issued put-spread instruments on the S&P 500 Futures 35% Volatility Compass TCA 6% Decrement Index. Each instrument has an autocall feature that allows early redemption at fair value when the index recovers to level at issuance.


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.
Processing ...