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Constant Maturity Collar EURKHD

Index level: 1000.03 as of 21/01/2021

Main characteristics

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


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

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

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