Description

The S&P/TSX 60 Delta Hedged Straddle 1% Vega Index is designed to measure the performance of a strategy comprising a short three-month at-the-money straddle on the iShares S&P/TSX 60 ETF (XIU), scaled using a 1% vega and delta hedged using S&P/TSX 60 futures.


Characteristics


Constituents

Top 10 Constituents by Index Weight

Full Constituents ListFull Constituents List
  • Constituent
  • Symbol
  • Sector*


Sector Breakdown

Sector
Index Weight


Maturity Breakdown

Maturity Range
Index Weight


Rating Breakdown

Rating
Index Weight



CONTENT TYPE
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