Index Dashboard

CMBOEF
 Cboe MSCI Emerging Markets Covered Combo Index
Last Sale

206.95

Change

-0.89 (-0.43%)

Open

206.81

High

217.68

Low

206.35

Prev Close

206.95

Cboe MSCI Emerging Markets Covered Combo Index
As of 2020-06-05 17:05:54 (ET)
  • Overview
  • Performance
     

Cboe® MSCI Emerging Markets Covered Combo Index (CMBOEF℠)

The Cboe® MSCI Emerging Markets Covered Combo Index (CMBOEF℠ 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) MXEF Call option, a rolling short position in monthly At-the-Money (ATM) MXEF Put option, a long position indexed to the MXEF Index to cover the liability from the short MXEF Call option, and a rolling money market account invested in one-month Treasury bills to cover the liability from the short MXEF Put option.


Links

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