Launch of New U.S. Treasury Covered Call Index Expands Bloomberg Indices' Multi-Asset Offerings
Bloomberg has launched the Bloomberg U.S. Treasury 20+ Year 12% Premium Covered Call 2.0 Index, expanding its Multi-Asset Indices offerings. The new index aims to generate consistent income through treasury holdings and weekly option premiums, targeting a 12% theoretical yield while maintaining exposure to potential long-term bond market gains.
The index has been selected as the benchmark for the new Amplify Bloomberg U.S. Treasury Target High Income ETF (TLTP). This follows Amplify ETFs' recent adoption of a Bloomberg equity index for their AI Value Chain ETF (AIVC). The strategy differentiates itself by modifying the ratio of call sales and implementing weekly options, potentially offering both steady income and enhanced total returns in uncertain interest rate environments.
Bloomberg ha lanciato il Bloomberg U.S. Treasury 20+ Year 12% Premium Covered Call 2.0 Index, ampliando la sua offerta di indici multi-asset. Il nuovo indice mira a generare reddito costante attraverso le partecipazioni in titoli di stato e i premi settimanali delle opzioni, mirano a un rendimento teorico del 12% mantenendo nel contempo l'esposizione ai potenziali guadagni a lungo termine del mercato obbligazionario.
L'indice è stato selezionato come benchmark per il nuovo Amplify Bloomberg U.S. Treasury Target High Income ETF (TLTP). Questo segue l'adozione recente da parte di Amplify ETFs di un indice azionario Bloomberg per il loro AI Value Chain ETF (AIVC). La strategia si distingue per la modifica del rapporto tra le vendite di opzioni call e l'implementazione di opzioni settimanali, offrendo potenzialmente sia un reddito costante che un aumento dei rendimenti totali in ambienti di incertezze sui tassi di interesse.
Bloomberg ha lanzado el Bloomberg U.S. Treasury 20+ Year 12% Premium Covered Call 2.0 Index, ampliando su oferta de índices multi-activos. El nuevo índice tiene como objetivo generar ingresos consistentes a través de tenencias de tesorería y primas de opciones semanales, buscando un rendimiento teórico del 12% mientras mantiene la exposición a posibles ganancias en el mercado de bonos a largo plazo.
El índice ha sido seleccionado como referencia para el nuevo Amplify Bloomberg U.S. Treasury Target High Income ETF (TLTP). Esto sigue la reciente adopción de un índice de acciones Bloomberg por parte de Amplify ETFs para su AI Value Chain ETF (AIVC). La estrategia se diferencia mediante la modificación de la proporción de ventas de llamadas e implementando opciones semanales, ofreciendo potencialmente tanto ingresos estables como un aumento en los rendimientos totales en entornos de tasas de interés inciertas.
블룸버그가 블룸버그 미국 재무부 20년 이상 12% 프리미엄 커버드 콜 2.0 지수를 출시하여 멀티 자산 인덱스 제공을 확장했습니다. 새로운 지수는 국채 보유와 주간 옵션 프리미엄을 통해 일관된 수익을 생성하는 것을 목표로 하며, 12%의 이론적 수익률을 목표로 하면서 장기 채권 시장의 잠재적 이익에 대한 노출을 유지합니다.
이 지수는 새로운 앰플리파이 블룸버그 미국 재무부 목표 고소득 ETF (TLTP)의 기준으로 선택되었습니다. 이는 앰플리파이 ETF가 AI 밸류 체인 ETF (AIVC)를 위해 블룸버그 주식 지수를 최근 채택한 데 이어서입니다. 이 전략은 콜 판매 비율을 조정하고 주간 옵션을 구현하여 불확실한 금리 환경에서 안정적인 수익과 높은 총 수익률을 모두 제공할 수 있습니다.
Bloomberg a lancé le Bloomberg U.S. Treasury 20+ Year 12% Premium Covered Call 2.0 Index, élargissant ainsi son offre d'indices multi-actifs. Le nouvel indice vise à générer des revenus constants grâce à des participations en obligations d'État et des primes d'options hebdomadaires, ciblant un rendement théorique de 12 % tout en maintenant une exposition aux gains potentiels du marché des obligations à long terme.
L'indice a été sélectionné comme référence pour le nouvel Amplify Bloomberg U.S. Treasury Target High Income ETF (TLTP). Cela fait suite à l'adoption récente par Amplify ETFs d'un indice boursier Bloomberg pour leur AI Value Chain ETF (AIVC). La stratégie se distingue par la modification du ratio des ventes de call et l'implémentation d'options hebdomadaires, offrant potentiellement à la fois des revenus stables et des rendements totaux améliorés dans des environnements de taux d'intérêt incertains.
Bloomberg hat den Bloomberg U.S. Treasury 20+ Year 12% Premium Covered Call 2.0 Index eingeführt und damit sein Angebot an Multi-Asset-Indizes erweitert. Der neue Index zielt darauf ab, durch Staatsanleihen und wöchentliche Optionsprämien einen konstanten Ertrag zu generieren und strebt eine theoretische Rendite von 12% an, während er weiterhin den Zugang zu potenziellen langfristigen Gewinnen im Anleihenmarkt aufrechterhält.
Der Index wurde als Benchmark für den neuen Amplify Bloomberg U.S. Treasury Target High Income ETF (TLTP) ausgewählt. Dies folgt der kürzlichen Annahme eines Bloomberg-Aktienindex durch Amplify ETFs für ihren AI Value Chain ETF (AIVC). Die Strategie unterscheidet sich, indem sie das Verhältnis von Call-Verkäufen anpasst und wöchentliche Optionen implementiert, was potenziell sowohl stabile Einnahmen als auch erhöhte Gesamtrenditen in unsicheren Zinsumfeldern bieten kann.
- Introduction of new index targeting 12% theoretical yield
- Strategic positioning for potential interest rate decline benefits
- Secured licensing agreement with Amplify ETFs for new ETF product
- Enhanced flexibility through weekly options vs traditional monthly options
- None.
Insights
Index selected as benchmark for new Amplify Bloomberg
With a goal of achieving a consistent
"Many current covered call strategies exhibit limitations of the upside potential due to the complete sale of monthly call options. By modifying the ratio of call sales and permitting the sale of weekly options, this new index may offer a consistent income stream while aiming to enhance the total return performance in a market environment characterized by uncertainty on interest rate levels," said Emanuele Di Stefano, Head of Index Product Development, Bloomberg Index Services Limited. "This launch demonstrates Bloomberg's continued commitment to providing our partners and clients with index solutions that target their varied, and often complex, investment goals."
The index has been licensed by Amplify ETFs as the underlying benchmark for the new Amplify Bloomberg
The Bloomberg Multi-Asset Indices are designed to provide broad measures of cross-asset market performance across the globe. These multi-asset benchmarks are comprised of Bloomberg Indices across major asset classes, with each index constructed as a composite of at least one fixed-income index and one equity index.
Bloomberg provides an independent, transparent approach to indexing for customers across the globe. Bloomberg clients can access the index on the Bloomberg Terminal at {BTSICTTT Index <GO>} and all research and methodology for the indices are available at Bloombergindices.com.
About Bloomberg Index Services Limited
Bloomberg's index team has a proven track record in creating industry-leading and bespoke indices across asset classes, including their flagship fixed income, commodity and equity indices. Bloomberg Index Services Limited (BISL) takes an innovative approach to delivering strategic benchmarks that help market participants address their evolving investment needs. The indices, which are seamlessly integrated with other Bloomberg solutions, draw on a comprehensive range of trusted data and reliable technology for calculations, analytics and workflow automation, along with distribution capabilities that can help amplify the visibility of our customers' products.
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SOURCE Bloomberg L.P.
FAQ
What is the target yield of Bloomberg's new U.S. Treasury Covered Call Index?
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How does the new Bloomberg Treasury Index differ from traditional covered call strategies?
