Description

The S&P/TSX 60 ATM Monthly Put Write Index measures the performance of a strategy that is rebalanced monthly and comprised of a short position in at-the-money put options on the iShares S&P/TSX 60 Index ETF (XIU) and a long position in Canadian Treasury bills.


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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