The S&P GSCI Covered Call Select Index seeks to simulate a covered call strategy on the commodities with the most active options markets included in the S&P GSCI. There are 10 commodities in the index. For each commodity, a covered call index is created reflecting an investment in the rolling active futures contract and the systematic writing of out-of-the-money calls on the same contract.
Top 10 Constituents by Index WeightFull Constituents List
The weightings for each sector of the index are rounded to the nearest tenth of a percent; therefore, the aggregate weights for the index may not equal 100%.
Based on GICS® sectors