Equity Index Products Research Center
Equity Index Statistics

 

Monthly Stock Index Update
View historical volatility, ADV & O.I., correlations and more.

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Order Execution Dashboard tools, Equity Index Futures
Interactive tools offer quantitative data to help enhance order execution strategy, analyze slippage rates, and more. Registration required.


Latest Roll Summary/Pace of the Roll Monitor

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Equity Quarterly Roll Analyzer page
Enhanced pace of roll tools for analyzing and executing quarterly roll strategies.

CME Group Research & Strategy Papers
 

Latest Research

Comparing E-minis and ETFs paper

New Paper: Select Sector Futures as Hedging/Replicating Tools

Understanding Sector Spreading Opportunities

Implied Financing in S&P 500 Futures

Relative Value Spreads with Select Sector futures product presentation

Risk Management for Equity Asset Managers

 

North American Equity Markets

Updated Look at Strategies for Hedging Russell 1000 and 3000 Indexes

Inter-market Stock Index Spreading

Using Equity Index Options on Futures to Rebalance a Portfolio (PDF)

Leveraged ETFs vs. Futures: Where Is the Missing Performance? (PDF)

Box Spreads on Equity Index Options as a Financing Tool (PDF)

Revisiting the Combo Hedge for the Russell 1000 (PDF)

Spreading Euro- vs. USD-denominated E-mini S&P 500 futures (PDF)

Hedging the Russell 3000 Index (PDF)

Hedging the Equal Weight S&P 500 Index (PDF)

Hedging the Russell 1000 Index (PDF)

Standard & Poor’s Paper: Comparing S&P SmallCap 600 vs. Russell 2000 Benchmarks (PDF)

 

International Equity Markets

S&P 500 vs. Ibovespa Index Futures Spreading Guide (PDF)

Spreading Yen- vs. USD-Based Nikkei 225 Futures - (ENGLISH) (PDF)

Spreading Yen- vs. USD-based Nikkei 225 Futures - (JAPANESE) (PDF)

Tracking Nikkei 225 Futures vs. the Cash Index (PDF)

 

Research by Market Segment/Style

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.

 

 

Feedback

Questions about the Research? Contact the CME Group Product Development & Research Team

Product questions? Contact the CME Group Equity Products team

Product News

E-mini Select Sector Futures Gain Traction
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New Resource Center: E-mini S&P Select Sector Futures
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Equity Index LinkedIn Group is now available
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