S&P/TSX 60 Covered Call 2% OTM Monthly Index

The S&P/TSX 60 2% OTM Monthly Covered Call Index measures the performance of a strategy that is rebalanced monthly and comprised of a short position in 2% out-the-money call options on the iShares S&P/TSX 60 Index ETF (XIU) and a long position on the S&P/TSX 60 Index ETF (XIU).