Commodities for Breakfast
Except for intermittent fasting groups or keto dieters who tend to skip it, breakfast is considered by many to be the most important meal of the day. Now, there is a reliable and publicly available benchmark for the performance of the most liquid commodities typically consumed at breakfast. The S&P GSCI Dynamic Roll Breakfast (OJ…
First Rebalance: The S&P/BVL Peru General ESG Index
Just over four months after its launch (on Nov. 8, 2021), the S&P/BVL Peru General ESG Index experienced its first annual rebalancing, effective after the market close on the last business day of April 2022. The S&P/BVL Peru General ESG Index is the first index of its kind in the Peruvian market, measuring the performance…
Bringing Transparency to Green Bonds
As the global green bond market continues to grow, how are indices helping investors assess greenium and the potential opportunity set? S&P DJI’s Brian Luke joins VanEck’s Bill Sokol and Phil Kirouac for a closer look at how indexing works for green bonds.
A Reliable Strategy in Unreliable Times
Try as one might, it is hard not to notice the woes of equities this year. Through May 19, 2022, the S&P 500® has declined 18%, losing 9% in the last three months alone. This pain was felt across most sectors of the index, with only Consumer Staples, Energy, and Utilities in positive territory for…
Hedging Inflation with the S&P/BMV IPC
Inflation in Mexico has reached levels not seen in over 20 years, as the S&P/BMV IPC has receded from its all-time high reached earlier this year (see Exhibit 1). In this environment, market participants may question how inflation may affect index performance and the effectiveness of equity allocations as a hedge against it. First, let’s…
- Categories Equities
- Tags inflation, Mexican equities, Mexico, S&P/BMV IPC, S&P/BMV IRT
- Categories
- Equities
Emerging Market-Listed Companies Enter the S&P Global Clean Energy Index
In October 2021, the S&P Global Clean Energy Index implemented most of the items addressed in the August 2021 consultation, which improved transparency, reduced the index’s carbon footprint and better aligned the index methodology with market trends.1 The latest rebalance (effective April 25, 2022), was a continuation of that consultation, with a focus on diversification…
The (Re)Balancing Act of the S&P 500 ESG Index
It is that time of year yet again: the seasons are changing, spring is in the air and the S&P 500® ESG Index has undergone its fourth annual rebalance. Just as it has in years past, the changes of the 2022 rebalance reflect the delicate balancing act of providing for broad-based market exposure but with…
Perspectives on the Current Crypto Slump
I’ll avoid the usual platitudes about the market downturn. Instead, I’d like to focus on how we can better understand the current cryptocurrency market movement by looking at the S&P Cryptocurrency Indices. First, to set the context for the current drawdown, we’ll take a look at the biggest declines in Bitcoin. Then, we’ll take a…
A Practical Look at Index Liquidity in Asia
What role does index liquidity play in helping market-participants in Asia participate in the U.S. equity ecosystem during Asia’s trading hours? Join S&P DJI and State Street Global Advisors for a practical look at using indices to assess the potential opportunity set. Learn more: Regional Relevancy of S&P 500 and Dow Jones Industrial Average Futures…
- Categories Equities, S&P 500 & DJIA
- Tags after-hours trading, DJIA futures, Dow Jones Industrial Average, ETFs, Index liquidity, institutional investors, Jean-Fancois Mesnard-Sense, S&P 500 futures, S&P Dow Jones Indices, State Street Global Advisors, Tianyin Cheng, U.S. equities, U.S. equity futures
- Categories
- Equities, S&P 500 & DJIA
S&P 500 Weekly Options Now Expire Five Days a Week
Since their debut in 1983, S&P 500 options have grown into the most liquid index options in the market today.1 In 2005, Cboe introduced PM-settled S&P 500 weekly options (SPXW) to meet market demand for additional trading frequency. The first weekly options expired only on Fridays, with Monday and Wednesday expirations added over time. On…
