Tag Archives: futures
Tracking the Emerging Market Yield Landscape with Indices
The iBoxx USD Emerging Markets Broad Overall Indices represent the most comprehensive fixed income hard currency snapshot of the market due to their broad methodology construction. Join S&P DJI’s Anu Ganti and Cboe’s Mandy Xu as they explore why emerging market bonds are coming back into focus for some yield seekers and how these new…
- Categories Fixed Income
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Anu Ganti, corporate bonds, covered bonds, Derivatives, Emerging Market Bonds, emerging markets, fixed income, iBoxx, iBoxx USD Emerging Markets Broad Corporates Index, iBoxx USD Emerging Markets Broad Overall Indices, iBoxx USD Emerging Markets Broad Sovereigns & Sub-Sovereigns Index, iBoxx USD Liquid Emerging Markets Sovereigns & Sub-Sovereigns Index, sovereign bonds, sub-sovereign bonds
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- Fixed Income
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- Anu Ganti, corporate bonds, covered bonds, Derivatives, Emerging Market Bonds, emerging markets, fixed income, iBoxx, iBoxx USD Emerging Markets Broad Corporates Index, iBoxx USD Emerging Markets Broad Overall Indices, iBoxx USD Emerging Markets Broad Sovereigns & Sub-Sovereigns Index, iBoxx USD Liquid Emerging Markets Sovereigns & Sub-Sovereigns Index, sovereign bonds, sub-sovereign bonds
Tracking Potential Opportunities with Dispersion
Is it possible to track opportunity with an index? Find out as S&P DJI’s Tim Edwards and Cboe’s Mandy Xu discuss the design of and practical applications for the Cboe S&P 500 Dispersion Index.
- Categories Equities
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Meet the S&P 500 Dynamic Intraday TCA Index
Combining a trend-following mechanism with the ability to rebalance up to 13 times during the trading day, this innovative multi-asset index seeks to provide a more stable volatility experience by leveraging the next generation of risk control technology.
- Categories Multi-Asset
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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 Sustainability
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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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- Sustainability
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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 Multi-Asset
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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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