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S&P 500 Futures Estimated Funding Cost Indicator

Description

The S&P 500® Futures Estimated Funding Cost Indicator measures the estimated funding cost of the S&P 500 Futures Index, represented by a long position in the S&P 500 TR and a short position in the S&P 500 Futures Index ER.

Documents

Methodology
S&P Factor Indices Methodology

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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

CONTENT TYPE
DATES
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