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PYEF
 Cboe MSCI Emerging Markets 2% OTM PutWrite Index
Last Sale

219.31

Change

-15.21 (-6.94%)

Open

234.53

High

234.53

Low

213.89

Prev Close

219.31

Cboe MSCI Emerging Markets 2% OTM PutWrite Index
  • Overview
  • Performance
     

Cboe® MSCI Emerging Markets 2% OTM PutWrite Index (PYEF℠)

The Cboe® MSCI® Emerging Markets 2% OTM PutWrite Index (PYEFSM Index) is designed to track the performance of a hypothetical passive investment strategy that collects option premiums from writing a 2% Out-of-the-Money (OTM) MXEF® Put option on a monthly basis and holds a rolling money market account invested in one-month T-bills to cover the liability from the short MXEF Put option position, generally on the third Friday each month.


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The performance quoted represents past performance and does not guarantee future results.