Nasdaq-100 Volatility Control 10% NC Index

Index Description

The Nasdaq-100 Volatility Control 10% NC Index (XNDX10NC) is designed to deliver exposure to the Nasdaq-100 Total Return Index (ticker: XNDX) while targeting a volatility of 10%. The Index use the truVol® Risk Control Engine to dynamically adjust exposure on a daily basis to the Underlying Index with the aim of achieving the volatility target. The Index is rebalanced daily and calculated net of net costs and in excess of a daily accrual of a reference financing rate (Excess Return).

The index live date was August 23, 2024.