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CBOE BuyWrite Index Roll Information

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CBOE PutWrite Index Roll Information - December 21, 2012

Index
Name
Reference
Price
New Option Strike Price
New Option VWAP Price
Number of Puts Sold
TBill Discount Rates
PUT CBOE S&P 500 PutWrite Index 1429.17 1425              26.80478
          0.867291
 1m 0.0175
3m 0.0775