Sigma is an Israeli pioneer in derivatives, and our managers are world-renowned in the field.

"About Collars and Butterflies" – Diverse Financial Engineering Strategies

Sigma utilizes sophisticated option strategies. We emphasize the use of hedging strategies whereby the total investment and its chances of success are predetermined and limited.

Sigma has developed various hedging strategy families:

·Strategies used for "insuring" investment portfolios at a negligible or limited "insurance" cost.

·Strategies used to leverage investment portfolio yields, with a predetermined cost. The yield of these strategies is quite high and future positions are fully hedged.

Diverse Hedging Strategies

"Strategies" represent a structure comprised of several options. A basic strategy is comprised of two options classes, while more sophisticated strategies are comprised of at least four options classes. The options making up the strategy can be "purchased" or "written".

In constructing options, it is possible to create a range of diverse strategy types. Strategy building requires experience, know-how and precise planning, since a mistaken strategy can lead to losses.

Hedging strategies are characterized by the following parameters:

1. predetermined, fixed investment (a loss in a worst-case scenario)
2. predetermined expected yield (when successful)
3. predetermined, range of the MAOF index with in which an income is generated at options expiration.

"About Butterflies"

Sophisticated Short-Term Income Model

Doubling the interest on a solid investment without jeopardizing its capital through the use of hedging strategies.

"About ZCC (Zero Cost Collar)"

Dynamic Zero Cost Collar

"Insurance" and dynamic protection for investment portfolios comprised of a high proportion of securities.

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