New CBOE PDF on PUT, BXM, BXY, and LOVOL Indexes

CBOE recently published a new 2-page PDF of a paper on CBOE Benchmark Indexes that is available at

http://www.cboe.com/micro/buywrite/benchmark_qrg.pdf

Investors are searching for indexes with strong risk-adjusted performance. Here are the % changes for select indexes in period from Jun. 30, 1988 thru Dec. 31, 2012 —

  • Up 1100% PUT – CBOE S&P 500 PutWrite Index;
  • Up 1034% BXY – CBOE S&P 500 2% OTM BuyWrite Index;
  • Up 799% S&P 500 (TR);
  • Up 313% S&P GSCI (TR, commodities).

Please read closely the information and risk disclosures at www.cboe.com/benchmarks

Here are 4 charts from the new PDF —

1.bmp

2.bmp

3.bmp

4.bmp