S&P GSCI Covered Call Select

The S&P GSCI Covered Call Select Index seeks to simulate a covered call strategy on the commodities with the most active options markets included in the S&P GSCI. There are 10 commodities in the index. For each commodity, a covered call index is created reflecting an investment in the rolling active futures contract and the systematic writing of out-of-the-money calls on the same contract.

• S&P GSCI Crude Oil Covered Call
• S&P GSCI Daily Risk Control 10%
• S&P GSCI Daily Risk Control 12%
• S&P GSCI Daily Risk Control 5%
• S&P GSCI Daily Risk Control 8%