S&P 500 Duo Swift Index

The S&P 500 Duo Swift Index is designed to measure the performance of a controlled volatility version of the S&P 500. The index features a risk control mechanism on S&P 500 E-mini futures, with a 10-year U.S. Treasury Bond futures overlay. The intraday rebalance methodology is based on time-weighted average prices (TWAPs) computed during different time windows in the day.

• S&P 500 Duo Swift Capped 0.5% Decrement Index
• S&P 500 Dynamic Intraday TCA Index (USD) ER
• S&P 500 Duo Swift Capped Index
• S&P 500 FC TCA 0.50% Decrement Index
• S&P 500 IQ Index