FTSE Short and Leveraged Futures Indices

FTSE offers short and leveraged indices based on futures prices. The indices are calculated assuming a defined leverage multiple, either long or short, is applied on a daily basis to the underlying stock index futures performance.

FTSE offers short and leveraged indices based on futures prices. The indices are calculated assuming a defined leverage multiple, either long or short, is applied on a daily basis to the underlying stock index futures performance. The index series is provided with an infra-daily reset procedure in the event of very large market moves (full details are explained in the index rules).

Short and Leveraged Futures indices are built to be used as underlying of securitised derivatives (covered warrants, certificates), ensuring a perfect hedging and minimising trading costs for the issuer.

The Daily Short and Leveraged Futures indices performance is based on three aspects:

  • Capital gains associated with the underlying index
  • Interest income on the capital associated with the sale of the warrant/certificate
  • Operational costs coming from futures trading (fees, margins)

Index announcements

Stay up-to-date and read the latest index change notices and announcements.

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