S&P/TAIFEX RMB Indices
The S&P/TAIFEX RMB Indices (“The Indices”) are developed and co-branded by S&P Dow Jones Indices LLC(SPDJI) and Taiwan Futures Exchange (TAIFEX). The Indices are designed to track the performance of the inverse of the nearest quarterly month RTF or RHF futures contract traded on TAIFEX. For each index, both an excess return (ER) and total return (TR) version are calculated. The RTF and RHF futures contracts are quoted in Chinese renminbi (RMB) per U.S. dollar (USD), while the S&P/TAIFEX RMB Indices are denominated in USD. The Indices will move in the same direction with the RMB itself and are easy for investors to understand. 2 X leverage Daily Index and 1X Inverse Daily Index are also calculated.
 
Index Underlying Futures Contract Symbol
S&P/TAIFEX RTF RMB Index (ER,TR, 2X leverage and 1X Inverse) USD/CNT FX Futures RTF
S&P/TAIFEX RHF RMB Index (ER,TR, 2X leverage and 1X Inverse) USD/CNH FX Futures RHF
Announcements of the daily index values are made after the market close each day. For index methodology, please refer to S&P website.
 
Other information for the Indices:
Index Launch Date Base Date Base Value Bloomberg
(Ticker)
S&P/TAIFEX RTF RMB Index (ER) 2018/03/23 2015/07/31 100 SPTRTFUP
S&P/TAIFEX RTF RMB Index (TR) 2018/03/23 2015/07/31 100 SPTRTFUT
S&P/TAIFEX RHF RMB Index (ER) 2018/03/23 2015/07/31 100 SPTRHFUP
S&P/TAIFEX RHF RMB Index (TR) 2018/03/23 2015/07/31 100 SPTRHFUT
S&P/ TAIFEX RTF RMB 2X Leverage Daily Index (ER) 2018/07/26 2015/07/31 100 SPRT2LUP
S&P/TAIFEX RTF RMB 1X Inverse Daily Index (ER) 2018/07/26 2015/07/31 100 SPRT1IUP
S&P/TAIFEX RHF RMB 2X Leverage Daily Index (ER) 2018/07/26 2015/07/31 100 SPTR2LUP
S&P/TAIFEX RHF RMB 1X Inverse Daily Index (ER) 2018/07/26 2015/07/31 100 SPTR1IUP
S&P/ TAIFEX RTF RMB 2X Leverage Daily Index (TR) 2018/07/26 2015/07/31 100 SPTFU2LT
S&P/TAIFEX RTF RMB 1X Inverse Daily Index (TR) 2018/07/26 2015/07/31 100 SPTFU1IT
S&P/TAIFEX RHF RMB 2X Leverage Daily Index (TR) 2018/07/26 2015/07/31 100 SPTHU2LT
S&P/TAIFEX RHF RMB 1X Inverse Daily Index (TR) 2018/07/26 2015/07/31 100 SPTHU1IT
For questions regarding the Indices, please contact: index_services@spglobal.com
 
 
Index Value Date
S&P/TAIFEX RTF RMB Index (ER) 96.86 2019/09/20
S&P/TAIFEX RTF RMB Index (ER) 96.76 2019/09/19
 
Disclaimer:
The " S&P/TAIFEX RMB Indices" are products of S&P Dow Jones Indices LLC, a division of S&P Global, or its affiliates (“SPDJI”) and TAIFEX, and have been licensed for use by [Licensee].Standard & Poor’s® and S&P® are registered trademarks of Standard & Poor’s Financial Services LLC, a division of S&P Global (“S&P”); Dow Jones® is a registered trademark of Dow Jones Trademark Holdings LLC (“Dow Jones”); “TAIFEX” is trademark of the TAIFEX and these trademarks have been licensed for use by SPDJI and sublicensed for certain purposes by [Licensee]. [Licensee's Product(s)] is not sponsored, endorsed, sold or promoted by SPDJI, Dow Jones, S&P, their respective affiliates, or TAIFEX and none of such parties make any representation regarding the advisability of investing in such product(s) nor do they have any liability for any errors, omissions, or interruptions of the " S&P/TAIFEX RMB Indices".