CBOE’s BXY, BXR and BXN Buy-write Indexes all are up More Than 7% Y-T-D – Mid-Year Update (Part 2) By Matt Moran

As of the end of June 2012, CBOE’s BXY, BXR and BXN indexes all have risen more than 7% year-to-date. www.cboe.com/benchmarks 

 

Please visit www.cboe.com/buywrite for links to the following studies on option-selling strategies —

Hewitt EnnisKnupp. The CBOE S&P 500 BuyWrite Index (BXM) – A Review of Performance (2012)

Asset Consulting Group. An Analysis of Index Option Writing for Liquid Enhanced Risk-Adjusted Returns (January 2012)

Callan Associates.”An Historical Evaluation of the CBOE S&P 500 BuyWrite Index Strategy.” (October 2006).

Cambridge Associates, LLC. Highlights from the Benefits of Selling Volatility (2011)

Fund Evaluation Group.”Evaluation of BuyWrite and Volatility Indexes: Using the CBOE DJIA BuyWrite Index (BXD) and the CBOE DJIA Volatility Index (VXD) for Asset Allocation and Diversification Purposes.”(2007).

Ibbotson Associates.”Highlights from Case Study on BXM Buy-Write Options Strategy.” (2004).

6-MONTH CHART ON CBOE S&P 500 2% OTM BUYWRITE INDEX (BXY) www.cboe.com/BXY