Tag Archives: futures
Exploring Two Decades of Fixed Income Innovation
Take a closer look at the latest SPIVA results as S&P DJI’s Brian Luke and BlackRock’s Stephen Laipply discuss how indexing works for fixed income, the iBoxx liquidity ecosystem, and what a growing range of passive tools could mean for yield seekers as income returns to fixed income.
- Categories Fixed Income
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Active vs. Passive, Bond ETFs, bond yields, Brian Luke, credit risk management, Derivatives, duration risk management, fixed income, Fixed Income ETFs, fixed income mutual funds, high yield corporates, iBoxx, income generation, indexing, interest rate management, investment grade corporates, iTraxx, liquidity, options, rising rates, S&P Indices vs. Active, SPIVA, total return swaps
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- Fixed Income
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- Active vs. Passive, Bond ETFs, bond yields, Brian Luke, credit risk management, Derivatives, duration risk management, fixed income, Fixed Income ETFs, fixed income mutual funds, high yield corporates, iBoxx, income generation, indexing, interest rate management, investment grade corporates, iTraxx, liquidity, options, rising rates, S&P Indices vs. Active, SPIVA, total return swaps
Spotlight on Commodities: Inflation and Innovation
What could the convergence of inflation and interest rate tightening mean for commodities? CME Group’s Blu Putnam takes a fundamental look at global commodity markets with S&P DJI’s Jim Wiederhold and Kelsey Stokes.
- Categories Commodities
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What Fixed Income Index Liquidity Means for Insurers
How are index-based strategies helping insurers measure and address liquidity in their portfolios? Take a closer look at the why index liquidity matters with S&P DJI’s Nick Godec, Morgan Stanley’s Meredith Shaw, and BlackRock’s James Winslow.
- Categories Fixed Income
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Green Pools: Evolving ESG Trading Ecosystems
Compared to the wide range of liquid, tradable instruments associated to more traditional benchmarks like the S&P 500®, the trading ecosystem of ESG-based investment products is still in its infancy. But, with the increased volume in listed futures linked to the S&P 500 ESG Index and S&P Europe 350® ESG Index, change is afoot. Of…
- Categories ESG
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2022, Canada FA, clean energy, climate, ecosystem, equities, ESG, ETF, ETFs, IET, Index Investment Strategy, liquidity, market efficiency, Net Zero, Option, options, passive management, S&P 500, S&P 500 ESG Index, S&P DJI ESG, S&P Europe 350 ESG, S&P Europe 350 ESG Index, Sherifa Issifu, Trading, Trading Volumes, U.S., U.S. Equities, US FA, volumes
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- ESG
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- 2022, Canada FA, clean energy, climate, ecosystem, equities, ESG, ETF, ETFs, IET, Index Investment Strategy, liquidity, market efficiency, Net Zero, Option, options, passive management, S&P 500, S&P 500 ESG Index, S&P DJI ESG, S&P Europe 350 ESG, S&P Europe 350 ESG Index, Sherifa Issifu, Trading, Trading Volumes, U.S., U.S. Equities, US FA, volumes
The S&P Systematic Global Macro Index – Trending to New Highs
The S&P Systematic Global Macro Index (S&P SGMI) is a trend-following strategy that takes long or short positions in 37 constituent futures across equites, commodities, fixed income, and FX. In 2020, the S&P SGMI did particularly well during the COVID-19-related drawdowns, finishing March up 11.3%, and closing the year at an all-time high. Thus far…
- Categories Strategy
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Core Considerations: Why Liquidity Matters
Learn how the liquidity and interconnectivity of the S&P 500 ecosystem benefits market participants. CME Group’s Tim McCourt and State Street Global Advisors’ Rob Forsyth join S&P DJI’s Craig Lazzara to discuss. Learn more: https://www.spglobal.com/spdji/en/research/article/a-window-on-index-liquidity-volumes-linked-to-sp-dji-indices/
- Categories Equities
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Assessing Gold’s Ascent
What’s driving demand for gold this year? S&P DJI’s Jim Wiederhold and CME Group’s Blu Putnam explore what’s pushing gold prices up and how investors are putting the precious metal to work in portfolios.
- Categories Commodities
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- Commodities
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Why S&P 500 and DJIA Futures Could Be Useful for Asian Investors during the COVID-19 Selloff
The co-movement of returns that emerged from the interconnection of global markets has important consequences in terms of portfolio hedging and risk management. In our paper, Regional Relevancy of S&P 500® and Dow Jones Industrial Average Futures® in Asia, we highlighted three characteristics of S&P 500 and Dow Jones Industrial Average (DJIA®) futures could potentially…
- Categories S&P 500 & DJIA
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- S&P 500 & DJIA
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The S&P Systematic Global Macro Index – Catching the Trend
Trend-following strategies have the potential to outperform during periods of crisis, and that is exactly what the S&P Systematic Global Macro Index (S&P SGMI) did during the COVID-19-related drawdowns. Here we will examine this index and attribute its performance YTD. The S&P SGMI is a trend-following strategy that takes long or short positions in 37…
- Categories Commodities, Equities, Fixed Income
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- Commodities, Equities, Fixed Income
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A Cast of Crude Oil Indices
Over the past two decades, innovation in futures-based commodity indexing has allowed for the launch of commodity indices beyond broad market beta indices and into more sophisticated strategies with non-traditional roll mechanisms or contract selection. In that vein, S&P Dow Jones Indices (S&P DJI) offers a wide variety of oil indices that offer exposure at…
- Categories Commodities, Equities
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- Commodities, Equities
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