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CNDREF
 Cboe MSCI Emerging Markets Iron Condor Index
Last Sale

94.23

Change

-0.38 (-0.4%)

Open

94.47

High

95.55

Low

93.63

Prev Close

94.23

Cboe MSCI Emerging Markets Iron Condor Index
As of 2020-06-01 17:09:31 (ET)
  • Overview
  • Performance
     

Cboe® MSCI Emerging Markets Iron Condor Index (CNDREF℠)

The Cboe® MSCI Emerging Markets Iron Condor Index (CNDREF℠ Index) is designed to track the performance of a hypothetical options trading strategy that consists of a rolling short position in monthly 20 delta MXEF Call option, a rolling short position in monthly -20 delta MXEF Put option, a rolling long position in monthly 5 delta MXEF Call option, a rolling long position in monthly -5 delta MXEF Put option, and a rolling money market account invested in one-month Treasury bills to limit the downside return of the CNDREF Index.


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