S&P Indexes Blend Equities and Treasuries

The S&P Balanced Equity and Bond Indices combine investable S&P measures of the core asset classes of equity and fixed income, with U.S. Treasury pricing provided exclusively by BGCantor Market Data, L.P., resulting in regularly rebalanced multi-asset indices. 

The S&P Balanced Equity and Bond Indices are constructed with varying risk-reward profiles allowing investors a choice in the amount of risk embedded in the combined portfolio. Each index in the Series is allocated a pre-defined weight of equity exposure, as represented by the S&P 500 Total Return Index, and bond exposure, as represented by the S&P/BGCantor 7-10 Year U.S. Treasury Bond Index.    

The announcement said the indices currently included in the series are: 

• S&P Balanced Equity and Bond – Conservative Index.  Long position in the S&P 500 Total Return Index (25% weight), and long position in the S&P/BGCantor 7-10 Year U.S. Treasury Bond Index (75% weight). 
• S&P Balanced Equity and Bond – Moderate Index.  Long position in the S&P 500 Total Return Index (50% weight), and long position in the S&P/BGCantor 7-10 Year U.S. Treasury Bond Index (50% weight). 
• S&P Balanced Equity and Bond – Growth Index.  Long position in the S&P 500 Total Return Index (75% weight), and long position in the S&P/BGCantor 7-10 Year U.S. Treasury Bond Index (25% weight). 

All of the indices included in the S&P Balanced Equity and Bond Index Series are rebalanced quarterly on the last trading day of February, May, August, and November.