The S&P Risk Premia Rates Momentum (Cross-Sectional) Index is designed to measure the performance of a long-short momentum strategy in major global government bond futures.
Top 10 Constituents by Index WeightExport
*Based on GICS sectors
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 to 100%.
*Based on GICS Sectors