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BFLYEF
 Cboe MSCI Emerging Markets Iron Butterfly Index
Last Sale

31.25

Change

-0.25 (-0.8%)

Open

31.41

High

33.93

Low

30.83

Prev Close

31.25

Cboe MSCI Emerging Markets Iron Butterfly Index
As of 2020-06-01 17:06:41 (ET)
  • Overview
  • Performance
     

Cboe® MSCI Emerging Markets Iron Butterfly Index (BFLYEF℠)

The Cboe® MSCI Emerging Markets Iron Butterfly Index (BFLYEF℠ Index) is designed to track the performance of a hypothetical options trading strategy that consists of a rolling short position in monthly At-the-Money (ATM) MXEF Call option, a rolling short position in monthly At-the-Money (ATM) MXEF Put option, a rolling long position in monthly 5% Out-of-the-Money (OTM) MXEF Call option, a rolling long position in monthly 5% Out-of-the-Money (OTM) MXEF Put option, and a rolling money market account invested in one-month Treasury bills to limit the downside return of the BFLYEF Index.


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