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CMBOEA
 Cboe MSCI EAFE Covered Combo Index
Last Sale

118.59

Change

-0.26 (-0.22%)

Open

119.04

High

124.06

Low

118.3

Prev Close

118.59

Cboe MSCI EAFE Covered Combo Index
As of 2020-06-01 17:07:12 (ET)
  • Overview
  • Performance
     

Cboe® MSCI EAFE Covered Combo Index (CMBOEA℠)

The Cboe® MSCI EAFE Covered Combo Index (CMBOEA℠ Index) is designed to track the performance of a hypothetical short strangle strategy that consists of a rolling short position in monthly 2% Out-of-the-Money (OTM) MXEA Call option, a rolling short position in monthly At-the-Money (ATM) MXEA Put option, a long position indexed to the MXEA Index to cover the liability from the short MXEA Call option, and a rolling money market account invested in one-month Treasury bills to cover the liability from the short MXEA Put option.


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