S&P 500 Market Agility 10 TCA Index

The S&P 500® Market Agility 10 TCA Index measures the performance of equity and fixed income component indices that each take long or short positions based on momentum and volatility indicators on a daily basis. The component indices (70% equity weight and 30% fixed income weight) include a transaction cost adjustment (TCA) and a risk control mechanism. A 10% volatility target risk control framework is applied to the 70/30 blended index.

• S&P 500 GARP 100 Index
• S&P 500 Daily Covered Call Index
• S&P/TSX Composite Banks Daily Risk Control 8% Index
• S&P/TSX Composite Banks Daily Risk Control 5% Index
• S&P/TSX 60 Delta Hedged Straddle 1% Vega Index