Financial indexes and instruments based thereon

摘要

In accordance with the principles of the present invention, various financial instruments are provided. In one embodiment, a financial instrument measures the performance of a covered call strategy by selling out-of-the-money call options on an underlying asset. In another embodiment, a financial instrument measures the total return of a put protected strategy on an underlying asset. In another embodiment, a financial instrument measures the total return of a collar strategy on an underlying asset.