Sign up for free newsletter

 

Liquid

FTSE launches Super Liquid Index Series


FTSE Group has launched the FTSE Super Liquid Index Series (SLQ), a broad family of real-time free float market capitalisation weighted indices designed to mimic the characteristics of key FTSE indices via a smaller, highly liquid universe of stocks.

FTSE Super Liquid indices incorporate a novel methodology to determine the index size and select the most liquid stocks from within each industry of the underlying index.

The resulting basket exhibits reduced implementation, maintenance and replication costs, whilst retaining the industry weightings and performance characteristics of the parent index.
 
Peter Gunthorp, managing director, research and analytics, FTSE Group, says: “With the launch of the FTSE SLQ index series we are taking an innovative approach to creating index products by focusing on liquidity and diversification characteristics. The greater degree of liquidity is achieved by using two established liquidity measures; traded value and market impact, allowing investors to replicate an index in a cost-effective way. In addition, the indices are Ucits and CFTC compliant.”
 
Eleven global, regional and single country indices are calculated in price, net and total return variations.
 

events
1 week 4 days from now - Ulaanbaatar
1 week 6 days from now - New York
2 weeks 18 hours from now - San Francisco
2 weeks 6 days from now - Los Angeles
listingsdirectory
Edelman
Thu, 18/08/2016 - 10:14
Eden Rock Capital Management
Wed, 15/06/2016 - 17:30
UBS Global Asset Management
Fri, 06/05/2016 - 14:19
training
Wed, 21/09/2016   - London
Wed, 28/09/2016   - London
Thu, 29/09/2016   - London
specialreports
other gfm publications