# Where to find Greeks for futures to form delta-hedged futures portfolio of S&P 500 index/futures

I can't find S&P 500 index (SPX) futures data with Greeks to create delta-hedged portfolios. Do these data exist? I have access to most of the common data sources.

In the meantime, I am trying to form so these delta=hedged portfolios "manually". Unfortunately, I can't find SPX data with maturity, so I use a continuous e-mini S&P 500 future from Datastream and form the delta-neutral portfolio based on guidance from Chapter 14 of Hull. $$H_{fut} = H_{index} \exp \left( -(R_f - R_{div})T \right)$$ where $R_{div}$ is the continuous dividend yield on SPX, $R_f$ is the one-month US Treasury bill, and $H$ are the dollar holdings of each asset. Of course this won't work without the right time to maturity. Is there a "correct" time to maturity to use with an e-mini? Or is there a better source for futures data? Thanks!

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The delta factor you seek is the spot to futures price ratio without having to use all those parameters.

Note that you can infer $R_{div}$ from the futures contract price and the interest rates (which won't always be 1 month T-bills).
@richardh if you need any assistance with Bloomberg functions or tickers do let me know ;) anyway FYI: there's a very responsive Analytics team for 24 hour on help help. They have been very helpful to us so far. Much better than Reuters...no offense. So for this question, you can even shoot it to their port * risk team called Alpha. –  bonCodigo Jan 6 '13 at 23:11