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Constant Maturity Collar EURAUD

Index level: 998.96 as of 21/03/2019

Main characteristics

Bloomberg Code SGMDVAUD
Inception Date 10/05/2017
Return Type Excess Return
Currency EUR

Objective

The Constant Maturity Collar EURAUD index aims to synthetically replicate a systematic long position in a 4-Week, Zero-cost Risk Reversal option strategy on EUR/AUD with a notional fixed in AUD.


The Constant Maturity Collar EURAUD Index is calculated and maintained by STOXX Limited, Zurich, Switzerland, specifically for SG

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