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MSR 500 – Exposure, Dollar Weighted Index

May 3, 2019 By

MSR 500 – Exposure, Dollar Weighted Index

The MSR 500 Dollar Weighted Exposure Index shows the total return of being long one S&P 500 futures contract (the “current” contract, which is the most liquid) through time. This is “dollar weighted” because an investor can simply divide the number of dollars they want to invest by the current dollar value of the S&P 500 contract and own that number of contracts for perpetuity. The “cash equivalent” version of this index will closely track the total return of the S&P 500 cash market index including dividends (which are by definition reinvested into the S&P 500 automatically when you invest via futures).

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