S&P 500 components weight

Discussion in 'Index Futures' started by solk, Dec 31, 2010.

  1. solk


    Where can I find a list of the index components with their individual weight?

    I've searched everywhere (even on s&p site) and nothing...

    Thank you
  2. nLepwa


  3. solk


    The document only specify the methodology of the index.
    Since they aren't balancing it on a minute basis, I need to find out the current weight of the components.
    If I'll calculate it myself it will be right only for now and not for backtest.

    On their site, S&P only list the top 10 heavy weight stocks of the index
  4. Big AAPL

    Big AAPL

    This site used to list an updated version on a daily basis, but alas, no more S&P weightings. Here is a link to the Dow weighting to see if this is the format you are looking for. You might want to try and contact the administrator and see where you might get what you are looking for.

  5. nLepwa


    As I said, if you can't compute it yourself you need to buy it.
    I know that Bloomberg sells it. However I'm not sure if they provide historical weights.

  6. solk


    BIG APPL - That is exactly what I am looking for. Their site lists dow and nasdaq, but he s&p was removed.

    nLepwa - You mean they don't publicly publish the components weight? Do you know the reason why?

    Thank you
  7. solk


    OK, I've contact indexarb and asked why they removed the weights, this is there reply:

    "S&P was threatening to launch a lawsuit against us unless we removed the index weights from the free portion of our website.

    We are still allowed to list the weights in our subscriber section.

    S&P wants those weights to be available only by subscription so those list are only available from S&P, us, and Bloomberg.

    Happy New Year to you as well,"
  8. s&p is being silly. you can get the weights every day using multiple regression. someone should just build a web site showing them every day.