Standard & Poor’s launches Covered Call Select Index
Standard and Poor's has launched a new index designed to simulate a covered call strategy on commodities
The S&P GSCI Covered Call Select Index, designed to simulate a covered call strategy on commodities that have an active options market, has been launched by Standard and Poor’s. The new index forms part of the next generation of the S&P GSCI family of indexes and targets lower volatility exposure to commodities, according to the index provider.
The index is calculated on a hypothetical portfolio consisting of a long futures position and a short out-of-the-money call position, both of which are
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