S&P/TSX 60 Covered Call 2% OTM Monthly Index

Description

The S&P/TSX 60 2% OTM Monthly Covered Call Index measures the performance of a strategy that is rebalanced monthly and comprised of a short position in 2% out-the-money call options on the iShares S&P/TSX 60 Index ETF (XIU) and a long position on the S&P/TSX 60 Index ETF (XIU).

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Constituents

Top 10 Constituents by Index Weight

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Sector Breakdown

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Maturity Breakdown

Maturity Range
Index Weight


Rating Breakdown

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