S&P 500 Equity Index Methodology and Attributes

This document is a technical report detailing the S&P 500 equity index, which is recognized as a leading measure of large-cap U.S. equities. It includes an overview of the index attributes, its construction methodology, and specific criteria for company eligibility. The report states that the index, established in 1957, comprises 500 top companies, representing approximately 80% of the market capitalization available within the U.S. market. Key aspects such as the eligibility requirements based on market capitalization, public float, financial viability, and the necessary liquidity are outlined. Furthermore, the document discusses the sector representation and types of companies considered for index inclusion. Additional information includes index weighting, rebalancing frequency, calculation frequency, and fundamental metrics. It also provides details about the index's carbon characteristics and related investable products. The report is intended for institutional use and excludes retail investors.