Option Overlay Matrices

“Shifting the Investment Paradigm” article was published in Investments & Wealth Monitor, Nov/Dec 2011 edition - View the article written by Senior Portfolio Manager, Tom Lee, CFA

Tom Lee, CFA, Senior Portfolio Manager & Principal at Clifton was quoted in an article in Nonprofit News. Read more in the article: Hybrid Equity Strategies Generating Interest As Institutions Look To Increase Downside Protection

Clifton's response to the downgrade of U.S. sovereign debt

“The Benefits of Rebalancing in High-Volatility Environments” article was published in The Journal of Index Investing, Summer 2011 edition - View the article written by Portfolio Manager, Alex Zweber, CFA

The Clifton Group Names Andrew Spellar Portfolio Manager of Risk Parity Strategies - Read more in the Press Release

Equity index Options

Published each Monday, the Equity Option Overlay Matrices provide timely option premium pricing on major indices: the S&P 500, Russell 2000, MSCI EAFE, and MSCI Emerging Markets. The pricing data can be used to estimate the cost of various hedging strategies such as spreads and collars.

	S&P 500
	Russell 2000
	MSCI EAFE
	MSCI Emerging Markets

Swaptions

Published each Monday, the Swaption Overlay Matrix provides indicative pricing for various option tenors on the 10 year swap rate. The pricing data can be used to estimate the cost of various interest rate strategies such as inflation/deflation hedging and duration extension.

10yr Swaption

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Past Performance is not indicative of future results. There is a risk of loss. The information provided is general information and does not take into account any investor's particular investment objectives, strategies, tax status or investment horizon. We encourage you to consult with your legal and tax advisors regarding possible legal and tax issues.

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