Record All-time Month-end Highs for 7 Indexes (including BXM and PUT)

Today seven CBOE benchmark indexes closed at their all-time record month-end highs —

Closing Value Index Microsite URL

908.92 BXM – CBOE S&P 500 BuyWrite Index www.cboe.com/BXM

1204.41 PUT – CBOE S&P 500 PutWrite Index www.cboe.com/PUT

1163.04 BXY – CBOE S&P 500 2% OTM BuyWrite www.cboe.com/BXY

176.03 BXR – CBOE Russell 2000 BuyWrite Index www.cboe.com/BXR

234.88 BXD – CBOE DJIA BuyWrite Index www.cboe.com/BXD

196.91 VPD – CBOE VIX Premium Strategy Index www.cboe.com/VPD

196.73 VPN – CBOE Capped VIX Premium Strategy Index www.cboe.com/VPN

YEAR-TO-DATE % CHANGES

All 7 of the indexes are up by 6% or more this year –

6.0% BXM – CBOE S&P 500 BuyWrite Index www.cboe.com/BXM

6.9% PUT – CBOE S&P 500 PutWrite Index www.cboe.com/PUT

9.2% BXY – CBOE S&P 500 2% OTM BuyWrite www.cboe.com/BXY

9.3% BXR – CBOE Russell 2000 BuyWrite Index www.cboe.com/BXR

6.3% BXD – CBOE DJIA BuyWrite Index www.cboe.com/BXD

24.8% VPD – CBOE VIX Premium Strategy Index www.cboe.com/VPD

23.1% VPN – CBOE Capped VIX Premium Strategy Index www.cboe.com/VPN

5 – Year Chart – CBOE S&P 500 PutWrite Index www.cboe.com/PUT

To learn more about CBOE options benchmark indexes and options strategies, please visit –

www.cboe.com/benchmarks (with new research papers)

http://www.cboe.com/Strategies, and

http://www.cboe.com/LearnCenter

Any returns or performance provided within are for illustrative purposes only and do not demonstrate actual performance. Past performance is not a guarantee of future investment results. 

RISK MANAGEMENT CONFERENCE IN EUROPE

The topic of volatility will be covered by several speakers at CBOE’s inaugural Risk Management Conference (RMC) in Europe. Now in its 28th year in the U.S., the first RMC Europe will be held on 5 – 7 September 2012 at The Ritz-Carlton Powerscourt, County Wicklow, Ireland. www.cboermc.com/Europe

Matt Moran

CBOE