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CBOE S&P 500 PutWrite Index
The CBOE S&P 500 PutWrite Index (ticker symbol PUT) is a benchmark index that measures the performance of a hypothetical portfolio that sells S&P 500 Index (SPX) put options against collateralized cash reserves held in a money market account.
==Description==
The PUT strategy is designed to sell a sequence of one-month, at-the-money, S&P 500 Index puts and invest cash at one- and three-month Treasury Bill rates. The number of puts sold varies from month to month, but is limited so that the amount held in Treasury Bills can finance the maximum possible loss from final settlement of the SPX puts. The PUT Index was (introduced in 2007 ) by the Chicago Board Options Exchange (CBOE).
The Index is (calculated and disseminated daily ) by the CBOE and the daily price history of the PUT Index (dates back to June 30, 1986 ).
抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』
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