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S&P DJI combines global reach with local expertise, working with exchanges around the world to build indices for both the local and international investment communities.
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For over 20 years, our renowned SPIVA research has measured actively managed funds against their index benchmarks worldwide.
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The S&P/TSX 60 ATM Quarterly Put Write Index measures the performance of a strategy that is rebalanced quarterly and comprised of a short position in at-the-money put options on the iShares S&P/TSX 60 Index ETF (XIU) and a long position in Canadian Treasury bills.
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