Benchmark Index Roll Information

Cboe PWT Index Roll Information - September 15, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceNumber of Puts SoldTBill Discount Rates
PWTCboe S&P 500 PWT Index4462.46446050.229055555555610.56942989836758881M 5.28 3M 5.29

Cboe PUTR Index Roll Information - September 15, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceTBill Discount Rates
PUTRCboe Russell 2000 PUTR Index1848.4358184531.8138888888888861M 5.28

Cboe PUT Index Roll Information - September 15, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceNumber of Puts SoldTBill Discount Rates
PUTCboe S&P 500 PUT Index4462.46446050.467857142857140.57927156433667591M 5.28 3M 5.29

Cboe PPUT3M Index Roll Information - September 15, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
PPUT3MCboe S&P 500 Tail Risk Index4451.26402022.0843137254901944467.007843137255

Cboe CLL3M Index Roll Information - September 15, 2023

IndexNameReference PriceNew Put Strike PriceNew Call Strike PriceNew Put VWAP PriceNew Call VWAP PriceUnderlying Index VWAP
CLL3MCboe S&P 500 3-Month Collar 95-110 Index4462.464240491043.5199999999999964.924461.818

Cboe CLL1M Index Roll Information - September 15, 2023

IndexNameReference PriceNew Put Strike PriceNew Call Strike PriceNew Put VWAP PriceNew Call VWAP PriceUnderlying Index VWAP
CLL1MCboe S&P 500 Risk Managed Income Index4462.464240446512.90821917808219272.887897595034914465.257460563745

Cboe BXY Index Roll Information - September 15, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXYCboe S&P 500 2% OTM BuyWrite Index4462.46455528.64468.1

Cboe BXRT Index Roll Information - September 15, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRTCboe Russell 2000 30-Delta BuyWrite V2 Index1848.4358190015.51846.1812

Cboe BXRH Index Roll Information - September 15, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRHCboe Russell 2000 Half BuyWrite Index1848.4358185036.6020947520248541844.836492655054

Cboe BXR Index Roll Information - September 15, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRCboe Russell 2000 BuyWrite Index1848.4358185036.6020947520248541844.836492655054

Cboe BXNTU Index Roll Information - September 15, 2023

IndexNameReference PriceNew Option Strike PriceNew Option TWAP PriceUnderlying Index TWAP
BXNTUCboe NASDAQ-100 BuyWrite V2 UCITS Index15237.367915250336.45926415245.28836875

Cboe BXNT Index Roll Information - September 15, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNTCboe NASDAQ-100 BuyWrite V2 Index15237.367915250348.1000314410480315246.413257449782

Cboe BXNH Index Roll Information - September 15, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNHCboe NASDAQ-100 Half BuyWrite V2 Index15237.367915250348.1000314410480315246.413257449782

Cboe BXN Index Roll Information - September 15, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNCboe NASDAQ-100 BuyWrite Index15237.367915250348.1000314410480315246.413257449782

Cboe BXMU Index Roll Information - September 15, 2023

IndexNameReference PriceNew Option Strike PriceNew Option TWAP PriceUnderlying Index TWAP
BXMUCboe S&P 500 BuyWrite 15% WHT4462.46446570.7750178754718.61

Cboe BXMH Index Roll Information - September 15, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMHCboe S&P 500 Half BuyWrite Index4462.46446572.887897595034914465.257460563745

Cboe BXM Index Roll Information - September 15, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMCboe S&P 500 BuyWrite Index4462.46446572.887897595034914465.257460563745

Cboe BXESG Index Roll Information - September 15, 2023

IndexNameReference PriceNew Option Strike PriceNew Option Bid PriceUnderlying Index Roll Price
BXESGCboe S&P 500 ESG BuyWrite Index396.314003.7395.3

Cboe BXDEH Index Roll Information - September 15, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index TWAP
BXDEHCboe DJIA Half BuyWrite Index347.123503.3225296766270977346.17

Cboe BXDE Index Roll Information - September 15, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXDEDJIA Cboe BuyWrite V2 Index347.123503.3208061749571183347.0610591766724

Cboe BXD Index Roll Information - September 15, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXDCboe DJIA BuyWrite Index347.123503.460272727272727347.29407272727275

Cboe BXRT Index Roll Information - September 14, 2023

IndexNameRebalance Date 1Rebalance Date 2VWAP RUT Rebalance 1Old Call VWAP Rebalance 1
BXRTCboe Russell 2000 30-Delta BuyWrite V2 Index9/14/20239/15/20231865.1880.15

Cboe BXNT Index Roll Information - September 14, 2023

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNTCboe NASDAQ-100 BuyWrite V2 Index9/14/20239/15/202315481.825812580333861.4811391388174

Cboe BXNH Index Roll Information - September 14, 2023

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNHCboe NASDAQ-100 Half BuyWrite V2 Index9/14/20239/15/202315481.825812580333861.4811391388174

Cboe BXLKH Index Roll Information - September 14, 2023

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLKH Cboe S&P Technology Select Sector Half BuyWrite Index 172.605910208045 173 3.4592

Cboe BXLFH Index Roll Information - September 14, 2023

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLFH Cboe S&P Financial Select Sector Half BuyWrite Index 35.0090240443448 35 0.5562

Cboe BXLVH Index Roll Information - September 14, 2023

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLVH Cboe S&P Health Care Select Sector Half BuyWrite Index 133.439065403735 133 2.0066

Cboe PWT Index Roll Information - August 18, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceNumber of Puts SoldTBill Discount Rates
PWTCboe S&P 500 PWT Index4356.54435564.326111111111160.5735799445297531M 5.28 3M 5.29

Cboe PUTR Index Roll Information - August 18, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceTBill Discount Rates
PUTRCboe Russell 2000 PUTR Index1854.34861850341M 5.28

Cboe PUT Index Roll Information - August 18, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceNumber of Puts SoldTBill Discount Rates
PUTCboe S&P 500 PUT Index4356.54435563.821818181818190.5834615746325191M 5.28 3M 5.29

Cboe CLL1M Index Roll Information - August 18, 2023

IndexNameReference PriceNew Put Strike PriceNew Call Strike PriceNew Put VWAP PriceNew Call VWAP PriceUnderlying Index VWAP
CLL1MCboe S&P 500 Risk Managed Income Index4356.544140436018.17126436781609383.293008581524494365.008055275113

Cboe BXY Index Roll Information - August 18, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXYCboe S&P 500 2% OTM BuyWrite Index4356.54444538.64364.62

Cboe BXRT Index Roll Information - August 18, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRTCboe Russell 2000 30-Delta BuyWrite V2 Index1854.3486191019.41860.0336

Cboe BXRH Index Roll Information - August 18, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRHCboe Russell 2000 Half BuyWrite Index1854.3486186043.317809011988421860.313242882734

Cboe BXR Index Roll Information - August 18, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRCboe Russell 2000 BuyWrite Index1854.3486186043.317809011988421860.313242882734

Cboe BXNTU Index Roll Information - August 18, 2023

IndexNameReference PriceNew Option Strike PriceNew Option TWAP PriceUnderlying Index TWAP
BXNTUCboe NASDAQ-100 BuyWrite V2 UCITS Index14623.7504314625366.45936614660.06025625

Cboe BXNT Index Roll Information - August 18, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNTCboe NASDAQ-100 BuyWrite V2 Index14623.7504314625378.4513906510851514657.279239621035

Cboe BXNH Index Roll Information - August 18, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNHCboe NASDAQ-100 Half BuyWrite V2 Index14623.7504314625378.4513906510851514657.279239621035

Cboe BXN Index Roll Information - August 18, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNCboe NASDAQ-100 BuyWrite Index14623.7504314625378.4513906510851514657.279239621035

Cboe BXMU Index Roll Information - August 18, 2023

IndexNameReference PriceNew Option Strike PriceNew Option TWAP PriceUnderlying Index TWAP
BXMUCboe S&P 500 BuyWrite 15% WHT4356.54436081.56063354608.29125

Cboe BXMH Index Roll Information - August 18, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMHCboe S&P 500 Half BuyWrite Index4356.54436083.293008581524494365.008055275113

Cboe BXM Index Roll Information - August 18, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMCboe S&P 500 BuyWrite Index4356.54436083.293008581524494365.008055275113

Cboe BXESG Index Roll Information - August 18, 2023

IndexNameReference PriceNew Option Strike PriceNew Option Bid PriceUnderlying Index Roll Price
BXESGCboe S&P 500 ESG BuyWrite Index386.023904.6386.58

Cboe BXDEH Index Roll Information - August 18, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index TWAP
BXDEHCboe DJIA Half BuyWrite Index344.533455.237478991596639345.0880000000001

Cboe BXDE Index Roll Information - August 18, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXDEDJIA Cboe BuyWrite V2 Index344.533455.237431693989071345.057482135351

Cboe BXD Index Roll Information - August 18, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXDCboe DJIA BuyWrite Index344.533455.246115702479338344.9783636363636

Cboe BXRT Index Roll Information - August 17, 2023

IndexNameRebalance Date 1Rebalance Date 2VWAP RUT Rebalance 1Old Call VWAP Rebalance 1
BXRTCboe Russell 2000 30-Delta BuyWrite V2 Index8/17/20238/18/20231850.31490.1

Cboe BXNT Index Roll Information - August 17, 2023

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNTCboe NASDAQ-100 BuyWrite V2 Index8/17/20238/18/202314714.159680.1

Cboe BXNH Index Roll Information - August 17, 2023

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNHCboe NASDAQ-100 Half BuyWrite V2 Index8/17/20238/18/202314714.159680.1

Cboe BXLKH Index Roll Information - August 17, 2023

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLKH Cboe S&P Technology Select Sector Half BuyWrite Index 166.390994754511 165 4.6987

Cboe BXLVH Index Roll Information - August 17, 2023

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLVH Cboe S&P Health Care Select Sector Half BuyWrite Index 134.204095626221 134 2.1691

Cboe BXLFH Index Roll Information - August 17, 2023

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLFH Cboe S&P Financial Select Sector Half BuyWrite Index 34.178613796095 34 0.7839

Cboe PWT Index Roll Information - July 21, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceNumber of Puts SoldTBill Discount Rates
PWTCboe S&P 500 PWT Index4544.59454044.325833333333290.56550527920683181M 5.27 3M 5.14

Cboe PUTR Index Roll Information - July 21, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceTBill Discount Rates
PUTRCboe Russell 2000 PUTR Index1965.69581965321M 5.27

Cboe PUT Index Roll Information - July 21, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceNumber of Puts SoldTBill Discount Rates
PUTCboe S&P 500 PUT Index4544.59454044.522222222222220.57531569412750721M 5.27 3M 5.14

Cboe CLL1M Index Roll Information - July 21, 2023

IndexNameReference PriceNew Put Strike PriceNew Call Strike PriceNew Put VWAP PriceNew Call VWAP PriceUnderlying Index VWAP
CLL1MCboe S&P 500 Risk Managed Income Index4544.59432045459.30133333333333463.0317529091359254546.4614211438475

Cboe BXY Index Roll Information - July 21, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXYCboe S&P 500 2% OTM BuyWrite Index4544.59464021.94550.36

Cboe BXRT Index Roll Information - July 21, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRTCboe Russell 2000 30-Delta BuyWrite V2 Index1965.6958202018.31969.332

Cboe BXRH Index Roll Information - July 21, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRHCboe Russell 2000 Half BuyWrite Index1965.6958197038.53064306593051966.7231353848651

Cboe BXR Index Roll Information - July 21, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRCboe Russell 2000 BuyWrite Index1965.6958197038.53064306593051966.7231353848651

Cboe BXNTU Index Roll Information - July 21, 2023

IndexNameReference PriceNew Option Strike PriceNew Option TWAP PriceUnderlying Index TWAP
BXNTUCboe NASDAQ-100 BuyWrite V2 UCITS Index15466.1274615475313.1595202515475.110477500002

Cboe BXNT Index Roll Information - July 21, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNTCboe NASDAQ-100 BuyWrite V2 Index15466.1274615475324.110286596876615475.45143912648

Cboe BXNH Index Roll Information - July 21, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNHCboe NASDAQ-100 Half BuyWrite V2 Index15466.1274615475324.110286596876615475.45143912648

Cboe BXN Index Roll Information - July 21, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNCboe NASDAQ-100 BuyWrite Index15466.1274615475324.110286596876615475.45143912648

Cboe BXMU Index Roll Information - July 21, 2023

IndexNameReference PriceNew Option Strike PriceNew Option TWAP PriceUnderlying Index TWAP
BXMUCboe S&P 500 BuyWrite 15% WHT4544.59454561.21633831254793.568749999999

Cboe BXMH Index Roll Information - July 21, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMHCboe S&P 500 Half BuyWrite Index4544.59454563.0317529091359254546.4614211438475

Cboe BXM Index Roll Information - July 21, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMCboe S&P 500 BuyWrite Index4544.59454563.0317529091359254546.4614211438475

Cboe BXESG Index Roll Information - July 21, 2023

IndexNameReference PriceNew Option Strike PriceNew Option Bid PriceUnderlying Index Roll Price
BXESGCboe S&P 500 ESG BuyWrite Index402.634054.5403.44

Cboe BXDE Index Roll Information - July 21, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXDEDJIA Cboe BuyWrite V2 Index352.873553.375161429186397352.9721911321567

Cboe BXD Index Roll Information - July 21, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXDCboe DJIA BuyWrite Index352.873553.524048442906574353.14076124567475

Cboe BXDEH Index Roll Information - July 21, 2023

Index Name Reference Price New Option Strike Price New Option VWAP Price Underlying Index TWAP
BXDEH Cboe DJIA Half BuyWrite Index 352.87 355 3.37509028374893 352.45

Cboe BXRT Index Roll Information - July 20, 2023

IndexNameRebalance Date 1Rebalance Date 2VWAP RUT Rebalance 1Old Call VWAP Rebalance 1
BXRTCboe Russell 2000 30-Delta BuyWrite V2 Index7/20/20237/21/20231967.197333

Cboe BXNT Index Roll Information - July 20, 2023

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNTCboe NASDAQ-100 BuyWrite V2 Index7/20/20237/21/202315474.840239996936300.15139399509803

Cboe BXNH Index Roll Information - July 20, 2023

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNHCboe NASDAQ-100 Half BuyWrite V2 Index7/20/20237/21/202315474.840239996936300.15139399509803

Cboe BXLFH Index Roll Information - July 20, 2023

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLFH Cboe S&P Financial Select Sector Half BuyWrite Index 35.280280770219 35 0.8259

Cboe BXLKH Index Roll Information - July 20, 2023

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLKH Cboe S&P Technology Select Sector Half BuyWrite Index 177.338589445512 177 4.347

Cboe BXLVH Index Roll Information - July 20, 2023

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLVH Cboe S&P Health Care Select Sector Half BuyWrite Index 135.243896020408 135 2.1415

Cboe PWT Index Roll Information - June 16, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceNumber of Puts SoldTBill Discount Rates
PWTCboe S&P 500 PWT Index4432.75443056.7271111111110.5715603378809621M 5.02 3M 5.14

Cboe PUTR Index Roll Information - June 16, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceTBill Discount Rates
PUTRCboe Russell 2000 PUTR Index1877.44187538.71M 5.02

Cboe PUT Index Roll Information - June 16, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceNumber of Puts SoldTBill Discount Rates
PUTCboe S&P 500 PUT Index4432.75443056.913142857142860.5814502874781881M 5.02 3M 5.14

Cboe PPUT3M Index Roll Information - June 16, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
PPUT3MCboe S&P 500 Tail Risk Index4431.52399025.171428571428574431.691428571428

Cboe CLL3M Index Roll Information - June 16, 2023

IndexNameReference PriceNew Put Strike PriceNew Call Strike PriceNew Put VWAP PriceNew Call VWAP PriceUnderlying Index VWAP
CLL3MCboe S&P 500 3-Month Collar 95-110 Index4432.754215490047.242857142857145.2285714285714284431.7814285714285

Cboe CLL1M Index Roll Information - June 16, 2023

IndexNameReference PriceNew Put Strike PriceNew Call Strike PriceNew Put VWAP PriceNew Call VWAP PriceUnderlying Index VWAP
CLL1MCboe S&P 500 Risk Managed Income Index4432.754215443512.93698630136986270.826113148245164431.758173127292

Cboe BXY Index Roll Information - June 16, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXYCboe S&P 500 2% OTM BuyWrite Index4432.75452527.94429.26

Cboe BXRT Index Roll Information - June 16, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRTCboe Russell 2000 30-Delta BuyWrite V2 Index1877.44194016.91871.5026

Cboe BXRH Index Roll Information - June 16, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRHCboe Russell 2000 Half BuyWrite Index1877.44188041.8340042372881341874.0826315148306

Cboe BXR Index Roll Information - June 16, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRCboe Russell 2000 BuyWrite Index1877.44188041.8340042372881341874.0826315148306

Cboe BXNTU Index Roll Information - June 16, 2023

IndexNameReference PriceNew Option Strike PriceNew Option TWAP PriceUnderlying Index TWAP
BXNTUCboe NASDAQ-100 BuyWrite V2 UCITS Index15191.8000215200357.5388104999999515192.920845

Cboe BXNT Index Roll Information - June 16, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNTCboe NASDAQ-100 BuyWrite V2 Index15191.8000215200368.562920664206615191.486143416974

Cboe BXNH Index Roll Information - June 16, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNHCboe NASDAQ-100 Half BuyWrite V2 Index15191.8000215200368.562920664206615191.486143416974

Cboe BXN Index Roll Information - June 16, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNCboe NASDAQ-100 BuyWrite Index15191.8000215200368.562920664206615191.486143416974

Cboe BXMU Index Roll Information - June 16, 2023

IndexNameReference PriceNew Option Strike PriceNew Option TWAP PriceUnderlying Index TWAP
BXMUCboe S&P 500 BuyWrite 15% WHT4432.75443568.831620187500014668.545

Cboe BXMH Index Roll Information - June 16, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMHCboe S&P 500 Half BuyWrite Index4432.75443570.826113148245164431.758173127292

Cboe BXM Index Roll Information - June 16, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMCboe S&P 500 BuyWrite Index4432.75443570.826113148245164431.758173127292

Cboe BXESG Index Roll Information - June 16, 2023

IndexNameReference PriceNew Option Strike PriceNew Option Bid PriceUnderlying Index Roll Price
BXESGCboe S&P 500 ESG BuyWrite Index393.213955.1393.11

Cboe BXDE Index Roll Information - June 16, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXDEDJIA Cboe BuyWrite V2 Index344.553454.974504057709648344.4047971145176

Cboe BXD Index Roll Information - June 16, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXDCboe DJIA BuyWrite Index344.553454.623366336633663343.9508316831683

Cboe BXRT Index Roll Information - June 15, 2023

IndexNameRebalance Date 1Rebalance Date 2VWAP RUT Rebalance 1Old Call VWAP Rebalance 1
BXRTCboe Russell 2000 30-Delta BuyWrite V2 Index6/15/20236/16/20231888.247757

Cboe BXNT Index Roll Information - June 15, 2023

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNTCboe NASDAQ-100 BuyWrite V2 Index6/15/20236/16/202315196.7960750823931352.0959653078924

Cboe BXNH Index Roll Information - June 15, 2023

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNHCboe NASDAQ-100 Half BuyWrite V2 Index6/15/20236/16/202315196.7960750823931352.0959653078924

Cboe BXLVH Index Roll Information - June 15, 2023

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLVH Cboe S&P Health Care Select Sector Half BuyWrite Index 131.87800511811 132 1.9277

Cboe BXLKH Index Roll Information - June 15, 2023

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLKH Cboe S&P Technology Select Sector Half BuyWrite Index 173.992524265574 175 3.9766

Cboe BXLFH Index Roll Information - June 15, 2023

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLFH Cboe S&P Financial Select Sector Half BuyWrite Index 33.4949423961932 33 0.9874

Cboe PWT Index Roll Information - May 19, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceNumber of Puts SoldTBill Discount Rates
PWTCboe S&P 500 PWT Index4209.02420563.145777777777790.59141257916687461M 5.38 3M 5.14

Cboe PUTR Index Roll Information - May 19, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceTBill Discount Rates
PUTRCboe Russell 2000 PUTR Index1786.2198178039.41M 5.38

Cboe PUT Index Roll Information - May 19, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceNumber of Puts SoldTBill Discount Rates
PUTCboe S&P 500 PUT Index4209.02420564.335664335664320.60162032035302361M 5.38 3M 5.14

Cboe CLL1M Index Roll Information - May 19, 2023

IndexNameReference PriceNew Put Strike PriceNew Call Strike PriceNew Put VWAP PriceNew Call VWAP PriceUnderlying Index VWAP
CLL1MCboe S&P 500 Risk Managed Income Index4209.024000421019.70446428571428457.701549841493484189.659631325584

Cboe BXY Index Roll Information - May 19, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXYCboe S&P 500 2% OTM BuyWrite Index4209.02429520.74191.15

Cboe BXRT Index Roll Information - May 19, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRTCboe Russell 2000 30-Delta BuyWrite V2 Index1786.2198184011.81772.2643

Cboe BXRH Index Roll Information - May 19, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRHCboe Russell 2000 Half BuyWrite Index1786.2198179031.364721345951631772.923978759201

Cboe BXR Index Roll Information - May 19, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRCboe Russell 2000 BuyWrite Index1786.2198179031.364721345951631772.923978759201

Cboe BXNTU Index Roll Information - May 19, 2023

IndexNameReference PriceNew Option Strike PriceNew Option TWAP PriceUnderlying Index TWAP
BXNTUCboe NASDAQ-100 BuyWrite V2 UCITS Index13826.1126813850253.0997410000000213800.006005

Cboe BXNT Index Roll Information - May 19, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNTCboe NASDAQ-100 BuyWrite V2 Index13826.1126813850261.5402743418966313798.236751538218

Cboe BXNH Index Roll Information - May 19, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNHCboe NASDAQ-100 Half BuyWrite V2 Index13826.1126813850261.5402743418966313798.236751538218

Cboe BXN Index Roll Information - May 19, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNCboe NASDAQ-100 BuyWrite Index13826.1126813850261.5402743418966313798.236751538218

Cboe BXMU Index Roll Information - May 19, 2023

IndexNameReference PriceNew Option Strike PriceNew Option TWAP PriceUnderlying Index TWAP
BXMUCboe S&P 500 BuyWrite 15% WHT4209.02421056.4099888754408.84875

Cboe BXMH Index Roll Information - May 19, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMHCboe S&P 500 Half BuyWrite Index4209.02421057.701549841493484189.659631325584

Cboe BXM Index Roll Information - May 19, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMCboe S&P 500 BuyWrite Index4209.02421057.701549841493484189.659631325584

Cboe BXESG Index Roll Information - May 19, 2023

IndexNameReference PriceNew Option Strike PriceNew Option Bid PriceUnderlying Index Roll Price
BXESGCboe S&P 500 ESG BuyWrite Index372.973754371.63

Cboe BXDE Index Roll Information - May 19, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXDEDJIA Cboe BuyWrite V2 Index336.373401.9433669262482822334.2745396243701

Cboe BXD Index Roll Information - May 19, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXDCboe DJIA BuyWrite Index336.373401.9970686456400741334.17946196660483

Cboe BXRT Index Roll Information - May 18, 2023

IndexNameRebalance Date 1Rebalance Date 2VWAP RUT Rebalance 1Old Call VWAP Rebalance 1
BXRTCboe Russell 2000 30-Delta BuyWrite V2 Index5/18/20235/19/20231784.27210000000010.05

Cboe BXNT Index Roll Information - May 18, 2023

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNTCboe NASDAQ-100 BuyWrite V2 Index5/18/20235/19/202313767.186214847758797.5658332083395

Cboe BXNH Index Roll Information - May 18, 2023

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNHCboe NASDAQ-100 Half BuyWrite V2 Index5/18/20235/19/202313767.186214847758797.5658332083395

Cboe BXLVH Index Roll Information - May 18, 2023

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLVH Cboe S&P Health Care Select Sector Half BuyWrite Index 129.959833449214 130 2.0365

Cboe BXLKH Index Roll Information - May 18, 2023

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLKH Cboe S&P Technology Select Sector Half BuyWrite Index 156.540135992993 155 4.2745

Cboe BXLFH Index Roll Information - May 18, 2023

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLFH Cboe S&P Financial Select Sector Half BuyWrite Index 32.4112453797518 32 0.9679

Cboe PWT Index Roll Information - April 21, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceNumber of Puts SoldTBill Discount Rates
PWTCboe S&P 500 PWT Index4119.41411557.689055555555580.59284510571751M 3.32 3M 4.7

Cboe PUTR Index Roll Information - April 21, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceTBill Discount Rates
PUTRCboe Russell 2000 PUTR Index1777.6515177531.91M 3.32

Cboe PUT Index Roll Information - April 21, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceNumber of Puts SoldTBill Discount Rates
PUTCboe S&P 500 PUT Index4119.41411557.5284810126582260.60290360868368931M 3.32 3M 4.7

Cboe CLL1M Index Roll Information - April 21, 2023

IndexNameReference PriceNew Put Strike PriceNew Call Strike PriceNew Put VWAP PriceNew Call VWAP PriceUnderlying Index VWAP
CLL1MCboe S&P 500 Risk Managed Income Index4119.413915412017.7171014492753676.504596735477684127.265451272204

Cboe BXY Index Roll Information - April 21, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXYCboe S&P 500 2% OTM BuyWrite Index4119.41420529.74123.31

Cboe BXRT Index Roll Information - April 21, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRTCboe Russell 2000 30-Delta BuyWrite V2 Index1777.6515183019.61785.6874

Cboe BXRH Index Roll Information - April 21, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRHCboe Russell 2000 Half BuyWrite Index1777.6515178044.6915178571428561785.5249195535714

Cboe BXR Index Roll Information - April 21, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRCboe Russell 2000 BuyWrite Index1777.6515178044.6915178571428561785.5249195535714

Cboe BXNTU Index Roll Information - April 21, 2023

Index Name Reference Price New Option Strike Price New Option TWAP Price Underlying Index TWAP
BXNTU Cboe NASDAQ-100 BuyWrite V2 UCITS Index 12952.47 12975 302.88745 12986.99036

Cboe BXNT Index Roll Information - April 21, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNTCboe NASDAQ-100 BuyWrite V2 Index12952.4712975313.4946754087744712985.587267281853

Cboe BXNH Index Roll Information - April 21, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNHCboe NASDAQ-100 Half BuyWrite V2 Index12952.4712975313.4946754087744712985.587267281853

Cboe BXN Index Roll Information - April 21, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNCboe NASDAQ-100 BuyWrite Index12952.4712975313.4946754087744712985.587267281853

Cboe BXMU Index Roll Information - April 21, 2023

Index Name Reference Price New Option Strike Price New Option TWAP Price Underlying Index TWAP
BXMU Cboe S&P 500 BuyWrite 15% WHT 4119.41 4120 75.0087554375 4336.99125

Cboe BXMH Index Roll Information - April 21, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMHCboe S&P 500 Half BuyWrite Index4119.41412076.504596735477684127.265451272204

Cboe BXM Index Roll Information - April 21, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMCboe S&P 500 BuyWrite Index4119.41412076.504596735477684127.265451272204

Cboe BXESG Index Roll Information - April 21, 2023

IndexNameReference PriceNew Option Strike PriceNew Option Bid PriceUnderlying Index Roll Price
BXESGCboe S&P 500 ESG BuyWrite Index362.863655.3363.43

Cboe BXDE Index Roll Information - April 21, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXDEDJIA Cboe BuyWrite V2 Index337.033403.7053788420300213337.52359542530377

Cboe BXD Index Roll Information - April 21, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXDCboe DJIA BuyWrite Index337.033403.550554528650647337.3540665434381

Cboe BXRT Index Roll Information - April 20, 2023

IndexNameRebalance Date 1Rebalance Date 2VWAP RUT Rebalance 1Old Call VWAP Rebalance 1
BXRTCboe Russell 2000 30-Delta BuyWrite V2 Index4/20/20234/21/20231789.19780.5

Cboe BXNT Index Roll Information - April 20, 2023

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNTCboe NASDAQ-100 BuyWrite V2 Index4/20/20234/21/202312993.999686340641472.3803220910624

Cboe BXNH Index Roll Information - April 20, 2023

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNHCboe NASDAQ-100 Half BuyWrite V2 Index4/20/20234/21/202312993.999686340641472.3803220910624

Cboe BXLVH Index Roll Information - April 20, 2023

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLVH Cboe S&P Health Care Select Sector Half BuyWrite Index 133.568369358058 134 1.8296

Cboe BXLKH Index Roll Information - April 20, 2023

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLKH Cboe S&P Technology Select Sector Half BuyWrite Index 149.469631089826 149 3.8448

Cboe BXLFH Index Roll Information - April 20, 2023

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLFH Cboe S&P Financial Select Sector Half BuyWrite Index 33.312236333895 33 0.9652

Cboe PWT Index Roll Information - March 17, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceNumber of Puts SoldTBill Discount Rates
PWTCboe S&P 500 PWT Index3918.233915100.545666666666560.61213456469521081M 3.93 3M 4.7

Cboe PUTR Index Roll Information - March 17, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceTBill Discount Rates
PUTRCboe Russell 2000 PUTR Index1731.154173057.11M 3.93

Cboe PUT Index Roll Information - March 17, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceNumber of Puts SoldTBill Discount Rates
PUTCboe S&P 500 PUT Index3918.233915101.035384615384660.62254512938908531M 3.93 3M 4.7

Cboe PPUT3M Index Roll Information - March 17, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
PPUT3MCboe S&P 500 Tail Risk Index3924.39353058.5285714285714253917.9114285714286

Cboe CLL3M Index Roll Information - March 17, 2023

IndexNameReference PriceNew Put Strike PriceNew Call Strike PriceNew Put VWAP PriceNew Call VWAP PriceUnderlying Index VWAP
CLL3MCboe S&P 500 3-Month Collar 95-110 Index3918.233725432094.6222222222222223.1444444444444423919.792222222222

Cboe CLL1M Index Roll Information - March 17, 2023

IndexNameReference PriceNew Put Strike PriceNew Call Strike PriceNew Put VWAP PriceNew Call VWAP PriceUnderlying Index VWAP
CLL1MCboe S&P 500 Risk Managed Income Index3918.233725392045.133168316831686109.557165373423863919.1737281765277

Cboe BXY Index Roll Information - March 17, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXYCboe S&P 500 2% OTM BuyWrite Index3918.23400063.433333333333323910.2766666666666

Cboe BXRT Index Roll Information - March 17, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRTCboe Russell 2000 30-Delta BuyWrite V2 Index1731.154181024.31727.181

Cboe BXRH Index Roll Information - March 17, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRHCboe Russell 2000 Half BuyWrite Index1731.154173559.490804091266721730.1688861211644

Cboe BXR Index Roll Information - March 17, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRCboe Russell 2000 BuyWrite Index1731.154173559.490804091266721730.1688861211644

Cboe BXNTU Index Roll Information - March 17, 2023

Index Name Reference Price New Option Strike Price New Option TWAP Price Underlying Index TWAP
BXNTU Cboe NASDAQ-100 BuyWrite V2 UCITS Index 12517.67 12525 396.033268 12509.1901

Cboe BXNT Index Roll Information - March 17, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNTCboe NASDAQ-100 BuyWrite V2 Index12517.6712525407.2385972921914612512.496073677581

Cboe BXNH Index Roll Information - March 17, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNHCboe NASDAQ-100 Half BuyWrite V2 Index12517.6712525407.2385972921914612512.496073677581

Cboe BXN Index Roll Information - March 17, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNCboe NASDAQ-100 BuyWrite Index12517.6712525407.2385972921914612512.496073677581

Cboe BXMU Index Roll Information - March 17, 2023

Index Name Reference Price New Option Strike Price New Option TWAP Price Underlying Index TWAP
BXMU Cboe S&P 500 BuyWrite 15% WHT 3918.23 3920 107.1851333125 4113.1425

Cboe BXMH Index Roll Information - March 17, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMHCboe S&P 500 Half BuyWrite Index3918.233920109.557165373423863919.1737281765277

Cboe BXM Index Roll Information - March 17, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMCboe S&P 500 BuyWrite Index3918.233920109.557165373423863919.1737281765277

Cboe BXESG Index Roll Information - March 17, 2023

IndexNameReference PriceNew Option Strike PriceNew Option Bid PriceUnderlying Index Roll Price
BXESGCboe S&P 500 ESG BuyWrite Index344.593457.7345.06

Cboe BXDE Index Roll Information - March 17, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXDEDJIA Cboe BuyWrite V2 Index318.543207.309110169491525318.835131826742

Cboe BXD Index Roll Information - March 17, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXDCboe DJIA BuyWrite Index318.543206.85318.052

Cboe BXRT Index Roll Information - March 16, 2023

IndexNameRebalance Date 1Rebalance Date 2VWAP RUT Rebalance 1Old Call VWAP Rebalance 1
BXRTCboe Russell 2000 30-Delta BuyWrite V2 Index3/16/20233/17/20231771.23840.35

Cboe BXNT Index Roll Information - March 16, 2023

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNTCboe NASDAQ-100 BuyWrite V2 Index3/16/20233/17/202312549.972749958131260.8977457712276

Cboe BXNH Index Roll Information - March 16, 2023

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNHCboe NASDAQ-100 Half BuyWrite V2 Index3/16/20233/17/202312549.972749958131260.8977457712276

Cboe BXLVH Index Roll Information - March 16, 2023

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLVH Cboe S&P Health Care Select Sector Half BuyWrite Index 127.289459336445 127 2.9135

Cboe BXLKH Index Roll Information - March 16, 2023

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLKH Cboe S&P Technology Select Sector Half BuyWrite Index 142.915047129909 143 4.4768

Cboe BXLFH Index Roll Information - March 16, 2023

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLFH Cboe S&P Financial Select Sector Half BuyWrite Index 32.1010141975643 32 1.1912

Cboe PWT Index Roll Information - February 17, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceNumber of Puts SoldTBill Discount Rates
PWTCboe S&P 500 PWT Index4056.32405577.821888888888760.58731017546486551M 4.53 3M 4.7

Cboe PUTR Index Roll Information - February 17, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceTBill Discount Rates
PUTRCboe Russell 2000 PUTR Index1935.9481193545.31M 4.53

Cboe PUT Index Roll Information - February 17, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceNumber of Puts SoldTBill Discount Rates
PUTCboe S&P 500 PUT Index4056.32405577.632000000000030.59722156624729221M 4.53 3M 4.7

Cboe CLL1M Index Roll Information - February 17, 2023

IndexNameReference PriceNew Put Strike PriceNew Call Strike PriceNew Put VWAP PriceNew Call VWAP PriceUnderlying Index VWAP
CLL1MCboe S&P 500 Risk Managed Income Index4056.323855406025.8505882352941284.373919107391914056.9971924686192

Cboe BXY Index Roll Information - February 17, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXYCboe S&P 500 2% OTM BuyWrite Index4056.324140434054.68

Cboe BXRT Index Roll Information - February 17, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRTCboe Russell 2000 30-Delta BuyWrite V2 Index1935.9481200019.51934.1726

Cboe BXR Index Roll Information - February 17, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRCboe Russell 2000 BuyWrite Index1935.9481194046.661290322580651935.8383838709676

Cboe BXNTU Index Roll Information - February 17, 2023

Index Name Reference Price New Option Strike Price New Option TWAP Price Underlying Index TWAP
BXNTU Cboe NASDAQ-100 BuyWrite V2 UCITS Index 12286.15 12300 322.995714 12269.5285025

Cboe BXNT Index Roll Information - February 17, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNTCboe NASDAQ-100 BuyWrite V2 Index12286.1512300333.8087884094889512266.913779652921

Cboe BXNH Index Roll Information - February 17, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNHCboe NASDAQ-100 Half BuyWrite V2 Index12286.1512300333.8087884094889512266.913779652921

Cboe BXN Index Roll Information - February 17, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNCboe NASDAQ-100 BuyWrite Index12286.1512300333.8087884094889512266.913779652921

Cboe BXMU Index Roll Information - February 17, 2023

Index Name Reference Price New Option Strike Price New Option TWAP Price Underlying Index TWAP
BXMU Cboe S&P 500 BuyWrite 15% WHT 4056.32 4060 82.93366875 4253.1825

Cboe BXMH Index Roll Information - February 17, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMHCboe S&P 500 Half BuyWrite Index4056.32406084.373919107391914056.9971924686192

Cboe BXM Index Roll Information - February 17, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMCboe S&P 500 BuyWrite Index4056.32406084.373919107391914056.9971924686192

Cboe BXDE Index Roll Information - February 17, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXDEDJIA Cboe BuyWrite V2 Index336.253404.5337.22

Cboe BXD Index Roll Information - February 17, 2023

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXDCboe DJIA BuyWrite Index336.253403.9336.23

Cboe BXESG Index Roll Information - February 17, 2023

Index Name Reference Price New Option Strike Price New Option Bid Price Underlying Index Roll Price
BXESG Cboe S&P 500 ESG BuyWrite Index 353.97 355 5.9 353.63

Cboe BXRH Index Roll Information - February 17, 2023

Index Name Reference Price New Option Strike Price New Option VWAP Price Underlying Index VWAP
BXRH Cboe Russell 2000 Half BuyWrite Index 1935.9481 1940 46.66129032258065 1935.8383838709676

Cboe BXRT Index Roll Information - February 16, 2023

IndexNameRebalance Date 1Rebalance Date 2VWAP RUT Rebalance 1Old Call VWAP Rebalance 1
BXRTCboe Russell 2000 30-Delta BuyWrite V2 Index2/16/20232/17/20231942.269542

Cboe BXNT Index Roll Information - February 16, 2023

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNTCboe NASDAQ-100 BuyWrite V2 Index2/16/20232/17/202312560.1421518151821138.6918481848186

Cboe BXNH Index Roll Information - February 16, 2023

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNHCboe NASDAQ-100 Half BuyWrite V2 Index2/16/20232/17/202312560.1421518151821138.6918481848186

Cboe BXLVH Index Roll Information - February 16, 2023

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLVH Cboe S&P Health Care Select Sector Half BuyWrite Index 131.626260477122 132 1.8822

Cboe BXLKH Index Roll Information -February 16, 2023

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLKH Cboe S&P Technology Select Sector Half BuyWrite Index 143.348043448487 143 4.1645

Cboe BXLFH Index Roll Information - February 16, 2023

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLFH Cboe S&P Financial Select Sector Half BuyWrite Index 36.574065779161 37 0.5194

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 BXRH Index Roll Information - January 20, 2023

Index Name Reference Price New Option Strike Price New Option VWAP Price Underlying Index VWAP
BXRH Cboe Russell 2000 Half BuyWrite Index 1846.4511 1850 47.184 1851.0571400000001

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