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Constant Maturity Collar EURPLN

Index level: 999.45 as of 21/01/2021

Main characteristics

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


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

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

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