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Cboe’s Strategy Benchmarks

Cboe offers dozens of benchmark indexes that show the performance of hypothetical strategies using index options or VIX® futures, including:

BuyWrite Indices

S&P 500

Ticker Index
BXM Cboe S&P 500 BuyWrite Index
BXMC Cboe S&P 500 Conditional BuyWrite Index
BXMD Cboe S&P 500 30-Delta BuyWrite Index
BXMW Cboe S&P 500 Multi-Week BuyWrite Index
BXY Cboe S&P 500 2% OTM BuyWrite Index

Russell 2000

Ticker Index
BXR Cboe Russell 2000 BuyWrite Index
BXRC Cboe Russell 2000 Conditional BuyWrite Index
BXRD Cboe Russell 2000 30-Delta BuyWrite Index

MSCI EAFE and Emerging Markets

Ticker Index
BDEA Cboe MSCI EAFE 20-Delta BuyWrite Index (on Cboe Global Indices Main & MSCI channels)
BDEF Cboe MSCI Emerging Markets BuyWrite Index (on Cboe Global Indices Main & MSCI channels)
BXEA Cboe MSCI EAFE BuyWrite Index (on Cboe Global Indices Main & MSCI channels)
BXEF Cboe MSCI Emerging Markets BuyWrite Index (on Cboe Global Indices Main & MSCI channels)
BYEA Cboe MSCI EAFE 2% OTM BuyWrite Index (on Cboe Global Indices Main & MSCI channels)
BYEF Cboe MSCI Emerging Markets 2% OTM BuyWrite Index (on Cboe Global Indices Main & MSCI channels)

DJIA

Ticker Index
BXD Cboe DJIA BuyWrite Index

Nasdaq

Ticker Index
BXN Cboe NASDAQ-100 BuyWrite Index
BXNT Cboe NASDAQ-100 BuyWrite V2 Index
BXNH Cboe NASDAQ-100 Half BuyWrite V2 Index

PutWrite Indices

S&P 500

Ticker Index
PUT Cboe S&P 500 PutWrite Index
WPUT Cboe S&P 500 PutWrite Index
PUTY Cboe S&P 500 2% OTM PutWrite Index

Russell 2000

Ticker Index
PUTR Cboe Russell 2000 PutWrite Index
WPTR Cboe Russell 2000 One-Week PutWrite Index

MSCI EAFE and Emerging Markets

Ticker Index
PDEA Cboe MSCI EAFE 20-Delta PutWrite Index (on Cboe Global Indices Main & MSCI channels)
PDEF Cboe MSCI Emerging Markets 20-Delta PutWrite Index (on Cboe Global Indices Main & MSCI channels)
PXEA Cboe MSCI EAFE PutWrite Index (on Cboe Global Indices Main & MSCI channels)
PXEF Cboe MSCI Emerging Markets PutWrite Index (on Cboe Global Indices Main & MSCI channels)

Combo Indices

Ticker Index
CMBO Cboe S&P 500 Covered Combo Index
CMBOEA Cboe MSCI EAFE Covered Combo Index (on Cboe Global Indices Main & MSCI channels)
CMBOEF Cboe MSCI Emerging Markets Covered Combo Index (on Cboe Global Indices Main & MSCI channels)

Butterfly & Condor Indices

Ticker Index
BFLY Cboe S&P 500 Iron Butterfly Index
BFLYEA Cboe MSCI EAFE Iron Butterfly Index (on Cboe Global Indices Main & MSCI channels)
BFLYEF Cboe MSCI Emerging Markets Iron Butterfly Condor (on Cboe Global Indices Main & MSCI channels)
CNDR Cboe S&P 500 Iron Condor Index
CNDREA Cboe MSCI EAFE Iron Condor Index (on Cboe Global Indices Main & MSCI channels)
CNDREF Cboe MSCI Emerging Markets Iron Condor Index (on Cboe Global Indices Main & MSCI channels)

Collar Indices

Ticker Index
CLL Cboe S&P 500 95-110 Collar Index
CLLR Cboe Russell 2000 Zero-Cost Put Spread Collar Index
CLLZ Cboe S&P 500 Zero-Cost Put Spread Collar Index

Put Protection Indices

Ticker Index
PPUT Cboe S&P 500 5% Put Protection Index
PPUTEA Cboe MSCI EAFE 5% Put Protection Index (on Cboe Global Indices Main & MSCI channels)
PPUTEF Cboe MSCI Emerging Markets 5% Put Protection Index (on Cboe Global Indices Main & MSCI channels)

Risk Reversal Index

Ticker Index
RXM Cboe S&P 500 Risk Reversal Index
Ticker Index
LOVOL Cboe Low Volatility Index
VPD Cboe VIX Premium Strategy Index
VPN Cboe Capped VIX Premium Strategy Index
VXTH Cboe VIX Tail Hedge Index

Target Outcome Indices

Ticker Index
GLDBUF Cboe Gold 10% (-5% to -15%) Buffer Protect Index
GLDPRO Cboe Gold 10% Buffer Protect Index Balanced Series
GLDTI Cboe Gold Target Income Index Monthly Series
RPEN Cboe Russell 2000 Enhanced Growth Balanced Series
RPRO Cboe Russell 2000 Buffer Protect Index Balanced Series
SPAI Cboe S&P 500 Dividend Aristocrats Target Income Index
SPATI Cboe S&P 500 Dividend Aristocrats Target Income Index Monthly Series
SPEN Cboe S&P 500 Enhanced Growth Balanced Series
SPENME Cboe S&P 500 Enhanced Growth Balanced Series
SPRF01 Cboe S&P 500 15% Buffer Protect Index January Series
SPRF04 Cboe S&P 500 15% Buffer Protect Index April Series
SPRF07 Cboe S&P 500 15% Buffer Protect Index July Series
SPRF10 Cboe S&P 500 15% Buffer Protect Index October Series
SPRO Cboe S&P 500 Buffer Protect Index Series
SPROME Cboe S&P 500 Buffer Protect Index Balanced Series
SPRS01 Cboe S&P 500 30% (-5% to -35%) Buffer Protect Index January Series
SPRS04 Cboe S&P 500 30% (-5% to -35%) Buffer Protect Index April Series
SPRS07 Cboe S&P 500 30% (-5% to -35%) Buffer Protect Index July Series
SPRS10 Cboe S&P 500 30% (-5% to -35%) Buffer Protect Index October Series
SVRPO Cboe S&P 500 Market-Neutral Volatility Risk Premia Index
TLTPRO Cboe 20 Year Treasury 10% Buffer Protect Index Balanced Series