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Constant Maturity Collar EURUSD

Index level: 999.47 as of 22/10/2019

Main characteristics

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

Objective

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


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

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