Index Dashboard

PYEF
 Cboe MSCI Emerging Markets 2% OTM PutWrite Index
Last Sale

196.9

Change

0.76 (0.39%)

Open

196.35

High

197.93

Low

194.56

Prev Close

196.9

Cboe MSCI Emerging Markets 2% OTM PutWrite Index
As of 2020-06-01 17:04:31 (ET)
  • Overview
  • Performance
     

Cboe® MSCI Emerging Markets 2% OTM PutWrite Index (PYEF℠)

The Cboe® MSCI® Emerging Markets 2% OTM PutWrite Index (PYEFSM Index) is designed to track the performance of a hypothetical passive investment strategy that collects option premiums from writing a 2% Out-of-the-Money (OTM) MXEF® Put option on a monthly basis and holds a rolling money market account invested in one-month T-bills to cover the liability from the short MXEF Put option position, generally on the third Friday each month.


Links

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