You have to validate the disclaimer to access this website.

Constant Maturity Collar EURPLN

Index level: 999.39 as of 19/11/2019

Main characteristics

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

Objective

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

Login to add this product to your favorites