Featured Topics
Featured Products
Events
Our Services
Investment Themes
Explore new territories with greater confidence
Equity
Fixed Income
Commodities
Multi-Asset
Sustainability
Dividends & Factors
Thematics
Our Exchange Relationships
S&P DJI combines global reach with local expertise, working with exchanges around the world to build indices for both the local and international investment communities.
Education
SPIVA®
For over 20 years, our renowned SPIVA research has measured actively managed funds against their index benchmarks worldwide.
Events & Webinars
Register to attend complimentary webinars and deepen your knowledge of current trends and issues impacting the index universe today.
Governance
Methodologies
S&P Global / S&P Dow Jones Indices
S&P GLobal
Our Services
Professional Resources
Equity
Fixed Income
Commodities
Multi-Asset
Private Markets
Sustainability
Dividends & Factors
Thematics
Digital Assets
Indicators
Other Strategies
By Region
Our Exchange Relationships
S&P DJI combines global reach with local expertise, working with exchanges around the world to build indices for both the local and international investment communities.
Research & Insights
Education
Performance Reports
SPIVA®
For over 20 years, our renowned SPIVA research has measured actively managed funds against their index benchmarks worldwide.
Events & Webinars
Register to attend complimentary webinars and deepen your knowledge of current trends and issues impacting the index universe today.
Methodologies
SPICE
Your Gateway to Index Data
S&P Global Offerings
Featured Topics
Featured Products
Events
S&P U.S. Treasury Futures Long/Short Risk Aware Daily Risk Control 10% TCA Index
Description
The S&P U.S. Treasury Futures Long/Short Risk Aware Daily Risk Control 10% TCA Index measures the performance of either the S&P 10-Year U.S. Treasury Note Futures Index ER or the S&P 2-Year U.S. Treasury Note Futures Index ER in addition to a non-interest-bearing cash position. The index uses volatility observations from intraday high and low prices within a snapshot of each trading day to adjust the weights of these asset classes, with a 10% target volatility.
Research & Insights
SEE ALL
Characteristics
Constituents
Top 10 Constituents by Index Weight
Full 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 ...
Not Registered?
Access exclusive data and research, personalize your experience, and sign up to receive email updates.
RegisterNot Registered?
Access exclusive data and research, personalize your experience, and sign up to receive email updates.
Register