The document provides a detailed guide on the DB Commodity WTI Short Volatility II Index, which is based on a systematic short volatility strategy. It includes information on index calculation, rebalancing, and market data sources. The index comprises three equally weighted sub-indices, each replicating a strategy to sell straddles on 3-month futures on WTI. The document also includes disclaimers and contact information for index development.
documents/EFTA01121231.pdf
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