Benchmark Index Roll Information

Cboe PWT Index Roll Information - January 20, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceNumber of Puts SoldTBill Discount Rates
PWTCboe S&P 500 PWT Index3919.53391567.2581111111110.59440492150215611M 4.49 3M 4.13

Cboe PUTR Index Roll Information - January 20, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceTBill Discount Rates
PUTRCboe Russell 2000 PUTR Index1846.4511184539.61M 4.49

Cboe PUT Index Roll Information - January 20, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceNumber of Puts SoldTBill Discount Rates
PUTCboe S&P 500 PUT Index3919.53391567.534166666666680.60446500952868461M 4.49 3M 4.13

Cboe CLL1M Index Roll Information - January 20, 2023

IndexNameReference PriceNew Put Strike PriceNew Call Strike PriceNew Put VWAP PriceNew Call VWAP PriceUnderlying Index VWAP
CLL1MCboe S&P 500 Risk Managed Income Index3919.533725392020.55352112676056589.487575674188223932.2787493120527

Cboe BXY Index Roll Information - January 20, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXYCboe S&P 500 2% OTM BuyWrite Index3919.53400049.041935483870973933.3291612903226

Cboe BXRT Index Roll Information - January 20, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRTCboe Russell 2000 30-Delta BuyWrite V2 Index1846.4511190521.81851.7481

Cboe BXR Index Roll Information - January 20, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRCboe Russell 2000 BuyWrite Index1846.4511185047.1841851.0571400000001

Cboe BXNTU Index Roll Information - January 20, 2023

Index Name Reference Price New Option Strike Price New Option TWAP Price Underlying Index TWAP
BXNTU Cboe NASDAQ-100 BuyWrite V2 UCITS Index 11406.74 11425 322.325732 11469.90239625

Cboe BXNT Index Roll Information - January 20, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNTCboe NASDAQ-100 BuyWrite V2 Index11406.7411425332.8022166326049411472.001278100928

Cboe BXNH Index Roll Information - January 20, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNHCboe NASDAQ-100 Half BuyWrite V2 Index11406.7411425332.8022166326049411472.001278100928

Cboe BXN Index Roll Information - January 20, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNCboe NASDAQ-100 BuyWrite Index11406.7411425332.8022166326049411472.001278100928

Cboe BXMU Index Roll Information - January 20, 2023

Index Name Reference Price New Option Strike Price New Option TWAP Price Underlying Index TWAP
BXMU Cboe S&P 500 BuyWrite 15% WHT 3919.53 3920 87.6147479375 4116.03625

Cboe BXMH Index Roll Information - January 20, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMHCboe S&P 500 Half BuyWrite Index3919.53392089.487575674188223932.2787493120527

Cboe BXM Index Roll Information - January 20, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMCboe S&P 500 BuyWrite Index3919.53392089.487575674188223932.2787493120527

Cboe BXDE Index Roll Information - January 20, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXDEDJIA Cboe BuyWrite V2 Index330.833354.05331.43

Cboe BXD Index Roll Information - January 20, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXDCboe DJIA BuyWrite Index330.833353.95331.21

Cboe BXRT Index Roll Information - January 19, 2023

IndexNameRebalance Date 1Rebalance Date 2VWAP RUT Rebalance 1Old Call VWAP Rebalance 1
BXRTCboe Russell 2000 30-Delta BuyWrite V2 Index1/19/20231/20/20231836.569815.3

Cboe BXNT Index Roll Information - January 19, 2023

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNTCboe NASDAQ-100 BuyWrite V2 Index1/19/20231/20/202311350.21162279966598.77072925398156

Cboe BXNH Index Roll Information - January 19, 2023

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNHCboe NASDAQ-100 Half BuyWrite V2 Index1/19/20231/20/202311350.21162279966598.77072925398156

Cboe BXLVH Index Roll Information - January 19, 2023

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLVH Cboe S&P Health Care Select Sector Half BuyWrite Index 133.19572936941 133 2.9791

Cboe BXLKH Index Roll Information - January 19, 2023

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLKH Cboe S&P Technology Select Sector Half BuyWrite Index 127.748001979753 128 4.1335

Cboe BXLFH Index Roll Information - January 19, 2023

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLFH Cboe S&P Financial Select Sector Half BuyWrite Index 34.6835206445373 35 0.7925