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.

Request details
  1. Overview
  2. Key resources
  3. Research and Insights
Request details

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)

Useful link

Key resources

Methodology

See all methodologies
Index announcements

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

View all index announcements

Research and Insights

Research

Understanding Shariah Compliant Indexing

In this paper, we provide an introduction to Islamic finance, show how this sector is growing, describe the role of the UK and LSEG in Islamic finance, describe the construction of a Shariah-compliant bond and equity index and profile FTSE Russell’s index range in this area.

Article

Divergence between Taiwan and Korea equity – the global growth bellwethers?

We explore why the equity performance of Taiwan and Korea, though both heavily weighted in Tech industries – diverged in the past one to two years.
•
4 min

Article

Which UK shares will the FTSE 100 include in future?

The UK Financial Conduct Authority has announced the biggest changes to the UK listing rules in 40 years. What does this mean for the FTSE UK Index Series, home of some of our best-known indices, such as the FTSE 100, FTSE 250 and FTSE All-Share?
•
8 min

Request details

Submit your details and one of our Sales experts will be in touch to start the conversation.

If you are an existing client and have a query about your service, contact a Client Service representative at our Help Desk

By submitting this form, you agree to your personal data being shared within the London Stock Exchange Group of companies (LSEG) for the purpose of receiving communications via post, phone and electronic means from LSEG about event, resources, products, and/or services.

For more information on how LSEG uses your data, see our Privacy Statement. You can adjust your preferences at any time through the preference link in any electronic communication that you receive from us.