Nikkei 225 Covered Call Index
Monthly Factsheet
The Nikkei 225 Covered Call Index is designed to indicate the performance of "Covered Call strategy" on theNikkei Stock Average (Nikkei 225). The index is one of the indexes which consists of the "Nikkei Stock Average
Strategy Index Series" and is an index that would satisfy investors' needs to make their performances better incase that the stock market fluctuates in narrowed range.

■(info)Underlying index
Calculated fromCalculation base dateCalculation frequency

Nikkei 225
June 6, 2011 (calculated retroactively back to
December 28, 2001)
December 28, 2001 ＝ 10,000 points
End-of-day basis■Perfomance
Nikkei 225 Covered Call Index

Nikkei 225

250

200

150

100

500
2019/01

2020/01

2021/01

2022/01

2023/012024/012025/01■Annual Return

Nikkei 225 Covered Call Index
Nikkei 225

2019

2020

15.24
18.20

13.73
16.01

Annual Return(%)
2021
2022
4.98
4.91

-9.74
-9.37

2023

YTD

27.29
28.24

7.41
13.31

■Risk Return
1year

3years

5yearsAnnualized Standard
Deviation(%)
1year
3years
5years

13.55
19.03

6.69
8.79

9.22
11.75

15.03
16.01Annualized Returns(%)

Nikkei 225 Covered Call Index
Nikkei 225

13.92
15.34

15.22
16.67

■Vendor CodeQUICK
Bloomberg
Refinitiv

S101#CC/NKNJ
NKYCC.N225CC■Reference
Please refer to the "Index Guidebook" for the detail of the calculation method or constituents selection
rules.
→(URL) https://indexes.nikkei.co.jp/en/nkave/index/profile?idx=nk225cc(*) The data on the Monthly Factsheet are as of the end of the previous month.

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<<Disclaimer>>
The Nikkei 225 Covered Call Index, which is calculated by a method independently developed by Nikkei Inc.
(hereinafter "Nikkei"), is acopyrightable work. Nikkei owns the copyright and any other intellectual property rights
in the Nikkei 225 Covered Call Index itself, and the method for calculating the Nikkei 225 Covered Call Index and thelike. All ownership of trademarks and any other intellectual property rights with respect to marks representing"Nikkei Inc.," "Nikkei," and "Nikkei 225 Covered Call Index" belongs to Nikkei. Nikkei is not obliged to continuously
publish the Nikkei 225 Covered Call Index, nor is it liable for any error or delay in, or discontinuation ofthepublication thereof. Nikkei owns the right to change the content of the Nikkei 225 Covered Call Index, such as thecalculation method thereof, and the right to suspend the publication thereof. Nikkei does not give any warranty,
nor is it responsible for any and all financial instruments and the like, which are based on, or otherwise refer to, theNikkei 225 Covered Call Index.
<<Regarding this material>>
This material is a copyrightable work of Nikkei. It is prohibited to copy, reproduce, reprint, or circulate all orpart ofthis material in any form without Nikkei's permission. This material was prepared for in-depth understanding of theNikkei 225 Covered Call Index, but is not for the purpose of soliciting any sale or purchase of financial instruments
and the like, which are based on, or otherwise refer to, the Nikkei 225 Covered Call Index. This material wasprepared based on various types of information and data, which were deemed reliable as of the time of thepreparation of this material. However, Nikkei is not liable for its accuracy, appropriateness, completeness, and thelike. In addition, Nikkei assumes no liability for any costs or damages accrued from using information contained inthis material. It is not guaranteed that this material will always be kept updated, and this material may change
without any prior notice. Methods or the like different from this material may apply to the operation ofindicessubject to this material. In any event, the latest information disclosed by Nikkei prevails.

FS-CC0-20240930<<Contact>>
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