Cboe's Strategy Benchmark Indexes www.cboe.com/Benchmarks

BuyWrite Indexes

S&P 500
Sym Last Pt. Change
BXM 1527.75 1.13
BXMC 1675.90 1.63
BXMD 2949.70 0.00
BXMW 175.44 0.00
BXY 2371.94 0.00
Russell 2000
Sym Last Pt. Change
BXR 286.48 0.00
BXRC 246.50 0.00
BXRD 354.11 0.00
MSCI EAFE and Emerging Markets
Sym Last Pt. Change
BXEF 245.75 -1.73
BXEA 142.01 -0.97
BYEF 259.61 0.00
BDEF 265.33 0.00
BYEA 159.55 0.00
BDEA 165.59 0.00
DJIA
Ticker Index
BXD Cboe DJIA BuyWrite Index
Sym Last Pt. Change
BXD 362.59 0.00
Nasdaq
Ticker Index
BXN Cboe Nasdaq BuyWrite Index
Sym Last Pt. Change
BXN 700.73 0.00

PutWrite Indexes

S&P 500
Sym Last Pt. Change
PUT 1992.86 0.00
WPUT 208.16 0.00
Russell 2000
Sym Last Pt. Change
PUTR 399.71 0.00
WPTR 118.16 0.13
MSCI EAFE and Emerging Markets
Sym Last Pt. Change
PXEF 220.99 -1.48
PXEA 142.56 -0.24
PYEF 234.98 0.00
PDEF 173.99 0.00
PYEA 155.65 0.00
PDEA 145.42 0.00

Combo Index

Delayed Quotes
Sym Last Pt. Change
CMBO 2119.19 0.00

Butterfly and Condor Indexes

Delayed Quotes
Sym Last Pt. Change
BFLY 412.17 0.00
CNDR 709.23 0.00

Collar Indexes

Delayed Quotes
Sym Last Pt. Change
CLL 1043.85 0.00
CLLR 270.69 0.00
CLLZ 1142.12 0.00

Put Protection Index

Delayed Quotes
Sym Last Pt. Change
PPUT 1041.79 0.00

Risk Reversal Index

Delayed Quotes
Sym Last Pt. Change
RXM 1154.02 0.00

VIX-related Benchmark Indexes

Delayed Quotes
Sym Last Pt. Change
VPD 496.49 0.00
VPN 441.56 0.00
VXTH 264.85 0.00
LOVOL 248.69 0.00
VSTG 165.33 0.00

Updated Price Charts

VXTH:



Target Outcome Indexes

Delayed Quotes
Sym Last Pt. Change
SPRO 2492.55 0.00
SPEN 3792.94 0.00
SPRI 5192.28 0.00
SPAI 441.63 0.00
SPATI 442.75 0.00
SUPDN 7031.42 0.00
SPEB01 2320.67 0.00
SPEB04 2236.80 0.00
SPEB07 2459.54 0.00
SPEB10 2319.43 0.00
SPEG01 3491.20 0.00
SPEG04 3548.36 0.00
SPEG07 3580.14 0.00
SPEG10 3110.58 0.00
SPRF01 2165.96 0.00
SPRF04 2017.24 0.00
SPRF07 2272.10 0.00
SPRF10 2094.79 0.00
SPRS01 2092.88 0.00
SPRS04 2095.19 0.00
SPRS07 2175.56 0.00
SPRS10 1824.06 0.00

The BXM, BXD, BXN, BXY, CLL and PUT indexes (the "Indexes") are designed to represent proposed hypothetical options strategies. The actual performance of investment vehicles such as mutual funds or managed accounts can have significant differences from the performance of the Indexes. Investors attempting to replicate the Indexes should discuss with their advisors possible timing and liquidity issues. Like many passive benchmarks, the Indexes do not take into account significant factors such as transaction costs and taxes. Transaction costs and taxes for strategies such as the Indexes could be significantly higher than transaction costs for a passive strategy of buying-and-holding stocks. Investors should consult their tax advisor as to how taxes affect the outcome of contemplated options transactions. Past performance does not guarantee future results. This web page contains index performance data based on back-testing, i.e., calculations of how the index might have performed prior to launch. Backtested performance information is purely hypothetical and is provided in this web page solely for informational purposes. Back-tested performance does not represent actual performance and should not be interpreted as an indication of actual performance. It is not possible to invest directly in an index. Cboe calculates and disseminates the Indexes. Supporting documentation for any claims, comparisons, statistics or other technical data is available from Cboe upon request. The methodologies of the Indexes are the property of Cboe Options Exchange, Incorporated (Cboe).

Copyright 2020 Cboe Options Exchange, All Rights Reserved