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S&P 500 30% Barrier Premium Income Index October Series
Description
The S&P 500® Premium Income 30% Barrier Index October Series measures the performance of a strategy that holds a long position in U.S. Treasuries and two out-of-the-money (OTM) put options that define a 30% barrier level on the downside. The option positions are initiated once a year on the last business day of September and are held to maturity. The index calculation uses theoretically priced options in order to achieve the desired payoff.
Characteristics
Constituents
Top 10 Constituents by Index Weight
Full Constituents List-
Constituent
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Symbol
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Sector*
Sector Breakdown
Maturity Breakdown
Rating Breakdown
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