Cboe S&P 500 Multi-Week BuyWrite Index (BXMW) www.cboe.com/BXMW

The Cboe S&P 500 Multi-Week BuyWrite Index is designed to track the performance of a hypothetical weekly covered call strategy with staggered short positions in call options expiring in consecutive four week options.

The BXMW Index is constructed as a combined portfolio of four mini BuyWrite indexes. Expirations are staggered so that the BXMW Index sells four-week options on a rolling weekly basis. As a written option expires, a new ATM option position is written approximately four weeks out to expiration.

The BXMW Index rolls on a weekly basis, typically every Friday.

Cboe data is compiled for the convenience of site visitors and is furnished without responsibility for accuracy and is accepted by the site visitor on the condition that transmission or omissions shall not be made the basis for any claim demand or cause for action. Your use of Cboe data is subject to the Terms and Conditions of Cboe's Websites. Please see BXMW info on risk disclosures, prices, intellectual property and methodology changes at www.cboe.com/micro/BXMW.