The Cboe Gold 10% Buffer Protect Index Series (the "Indices") is part of a family of Target Outcome Indices. The Indices are designed to provide target outcome returns to the gold market. The Indices measure the performance of a portfolio of hypothetical exchange traded Flexible Exchange® Options ("FLEX® Options") that are based on the SPDR Gold Trust ETF. Each series in the index is designed to track the returns of a hypothetical investment that over a period of approximately one year seeks to "buffer protect" against the first 10% of losses due to a decline in the SPDR Gold Trust ETF while providing participation up to a capped level.

Resources

• Cboe Buffer Protect Indices Methodology