Use this Equity style box tool to look up CME Group research available by market segment and style. Click on the category in which you’re interested to pull up related research on that segment/style.

			Large
			Medium
			Small
Value	Core	Growth

Large/Core Results:
Revisiting Combo Strategies for Hedging the Russell 1000 – R. Co and S. Su (PDF)
Spreading Euro- vs. USD-denominated E-mini S&P 500 futures – R. Co (PDF)
Hedging the Russell 1000 Index (PDF)
Box Spreads on Equity Index Options on Futures as a Financing Tool -R. Co (PDF)
Combo Hedge for the Russell 3000 Index (PDF)
Hedging the Equal Weight (EW) S&P 500 Index (PDF)
Monthly Stock Index Update (PDF)

 

International Equities
Updated Tracking Error History, E-mini MSCI EAFE – L.Wang (PDF)
Tracking Error Analysis for E-mini MSCI Emerging Markets – L.Wang (PDF)
Spreading Yen-denominated vs. Dollar-denominated Nikkei 225 Futures (PDF)
Tracking Performance of Nikkei 225 Futures vs. the Cash Index (PDF)

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Product-specific questions? Contact the CME Group Equity Product team