The index methodology combines a modified market capitalization weighting approach that applies to two segments of the index, namely P2P and T&S, along with an equally-weighted approach that applies to the remaining two segments, FI and SN, in which the weights of a single constituent and/or the sum of the weights of the securities representing the defined segment are constrained to a maximum weight and are additionally subject to asset diversification and liquidity guidelines.
CBP2P AND CBP2PTR
INDEX CALCULATION/ PUBLICATION
TOTAL # OF HOLDINGS
Quarterly in March, June, September, and December
December 3, 2018
LAST REBALANCE DATE
March 22, 2019 effective April 1, 2019
FIRST VALUE DATE
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