These are the approximate market sectors and sector weightings included in the FTI™ as of the beginning of each year. The FTI™ individual market components, sectors, and related weightings, as well as other aspects of the calculation of the FTI™, are subject to change at any time.
The FTI™ is a long/short rules-based index constructed of 8 financial futures, including 6 currencies and 2 interest rates.
The index is designed to capture both rising and falling price trends via long and short positions. The FTI™ is historically non-correlated to traditional bond and equity returns over long-term periods, making it a potentially valuable diversification tool.
FTI™ Product Update July 2010
FTI™ Recap July 2010