Source: Cboe Global Markets<\/em><\/p>\n\n\n\n Past performance is not indicative of future results.<\/p>\n\n\n\n The Russell 2000\u00ae Index (RUT) measures the performance of small-cap segment of the U.S. equity universe. It is a subset of the Russell 3000\u00ae Index and includes approximately 2000 securities based on a combination of their market cap and current index membership. RUT options are valuable tools for increasing yields and managing risk. The Cboe S&P 500\u00ae Index option contract (SPX), is designed to track the underlying S&P 500 Index and help investors achieve broad market protection. SPX\u00ae options offer the potential opportunity to manage large-cap U.S. equity exposure and execute risk management, hedging, asset allocation, and income generation strategies.<\/p>\n\n\n\n Source: Cboe Global Markets<\/em><\/p>\n\n\n\n Past performance is not indicative of future results.<\/p>\n\n\n\n The VIX Index is based on real-time prices of options on the S&P 500\u00ae Index (SPX) and is designed to reflect investors’ consensus view of future (30-day) expected stock market volatility. Cboe 1-Day Volatility Index\u00ae (VIX1D Index) estimates expected volatility by aggregating the weighted prices of P.M.-settled S&P 500 Index (SPX) puts and calls over a wide range of strike prices. The Cboe 3-Month Volatility IndexSM (VIX3M) is designed to be a constant measure of 3-month implied volatility of the S&P 500\u00ae (SPX) Index options.<\/p>\n\n\n\n Source: Cboe Global Markets<\/em><\/p>\n\n\n\n The Cboe S&P 500 Dispersion Index (DSPX) measures the expected dispersion in the S&P 500 Index over the next 30 calendar days, as calculated from the prices of S&P 500 Index options and the prices of single stock options of selected S&P 500 Index constituents, using a modified version of the VIX\u00ae methodology. The Cboe S&P 500 Implied Correlation Indices including COR1M and COR6M are the first widely disseminated market estimates of the average correlation of the stocks that comprise the S&P 500. The Cboe S&P 500 Implied Correlation Indexes offers insight into the relative cost of SPX options compared to the price of options on individual stocks that comprise the S&P 500.<\/p>\n\n\n\n Source: Cboe Global Markets<\/em><\/p>\n\n\n\n Past performance is not indicative of future results.<\/p>\n\n\n\n The Cboe\u00ae MSCI Emerging Markets BuyWrite Index (BXEF) is a benchmark index designed to track the performance of a hypothetical buy-write strategy on the MXEF\u00ae index. The Cboe S&P 500 BuyWrite\u00ae Index (BXM) is a benchmark index designed to track the performance of a hypothetical buy-write strategy on the S&P 500 Index\u00ae. The Cboe S&P 500 Half BuyWrite Index (BXMH) is a benchmark index designed to track the performance of a hypothetical covered call strategy. The BXMH Index is similar in design to the Cboe S&P 500 BuyWrite Index (BXM). However, the difference in methodology is as follows: the strategy only writes half a unit of an ATM monthly SPX call option while the long SPX Index position remains unchanged. The Cboe Validus S&P 500\u00ae Dynamic Call BuyWriteSM Index (CALD) tracks the value of a hypothetical rules-based investment strategy which consists of overlaying a basket of S&P 500 a.m.-settled standard expiry short call options over a long position invested in the S&P 500 with dividends reinvested (total return).<\/p>\n\n\n\n Source: Cboe Global Markets<\/em><\/p>\n\n\n\n Past performance is not indicative of future results.<\/p>\n\n\n\n The Cboe S&P 500 PutWrite\u00ae Index (PUT) tracks the value of a hypothetical portfolio of securities (PUT portfolio) that yields a buffered exposure to S&P 500 stock returns. The PUT portfolio is composed of one- and three-month Treasury bills and of a short position in at-the-money put options on the S&P 500 index (SPX puts). The number of puts sold is selected to ensure that the value of the portfolio does not become negative when the portfolio is rebalanced. The Cboe Validus S&P 500 Dynamic PutWrite Index (PUTD) is designed to track the value of a rule-based investment strategy which consists of overlaying a basket of S&P 500 (SPX) a.m. settled standard-expiry short put options over a money market account invested at the 4-week daily Treasury Bill rate. The Cboe Russell 2000 PutWrite Index (PUTR) tracks the value of a hypothetical portfolio of securities (PUTR portfolio) that yields a buffered exposure to Russell 2000 Index stock returns. The PUTR portfolio is composed of an investment of $K in one-month Treasury bills and of a short position in an at-the-money puts on the Russell 2000 Index (RUT put), where K is the strike price of the put option.<\/p>\n\n\n\n Source: Cboe Global Markets<\/em><\/p>\n\n\n\n Past performance is not indicative of future results.<\/p>\n\n\n\n The Cboe HYG BuyWrite Index (BXHB) is designed to track the performance of a covered call strategy with a short iShares iBoxx $ High Yield Corporate Bond ETF (HYG) call option expiring monthly. The Cboe LQD BuyWrite Index (BXLB) is designed to track the performance of a covered call strategy with a short iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD) Call option expiring monthly. The Cboe TLT 2% OTM BuyWrite Index (BXTB) is designed to track the performance of a covered call strategy with a short iShares 20+ Year Treasury Bond ETF (TLT) Call option expiring monthly.<\/p>\n\n\n\n Source: Cboe Global Markets<\/em><\/p>\n\n\n\n Past performance is not indicative of future results.<\/p>\n\n\n\n The Cboe S&P 500 Enhanced Growth Index Series (SPEN) and Cboe S&P 500 Buffer Protect Index Series (SPRO)are part of a family of Target Outcome Indices. The Indices are designed to provide target outcome returns linked to the U.S. domestic stock market. The indices measure the performance of a portfolio of hypothetical exchange traded Flexible Exchange\u00ae Options (“FLEX\u00ae Options”) that are based on the S&P 500\u00ae Index.<\/p>\n\n\n\n Source: Cboe Global Markets<\/em><\/p>\n\n\n\n Past performance is not indicative of future results.<\/p>\n\n\n\n The Cboe VIX Tail Hedge Index (VXTH) tracks the performance of a hypothetical portfolio that:<\/p>\n\n\n\nVolatility Indices<\/strong><\/h2>\n\n\n\n
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Dispersion and Correlation Indices<\/strong><\/h2>\n\n\n\n
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BuyWrite Indices \u2013 Equity<\/strong><\/h2>\n\n\n\n
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PutWrite Indices<\/strong><\/h2>\n\n\n\n
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BuyWrite Indices \u2013 Fixed Income<\/strong><\/h2>\n\n\n\n
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Target Outcome Series<\/strong><\/h2>\n\n\n\n
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Protective Put Indices<\/strong><\/h2>\n\n\n\n
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