Benchmark Index Roll Information

Cboe BXRT Index Roll Information - May 19, 2022

IndexNameRebalance Date 1Rebalance Date 2VWAP RUT Rebalance 1Old Call VWAP Rebalance 1
BXRTCboe Russell 2000 30-Delta BuyWrite V2 Index5/19/20225/20/20221776.48010.05

Cboe BXNTU Index Roll Information - May 19, 2022

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNTUCboe NASDAQ-100 BuyWrite V2 UCITS Index5/19/20225/20/202211872.080.45

Cboe BXNT Index Roll Information - May 19, 2022

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNTCboe NASDAQ-100 BuyWrite V2 Index5/19/20225/20/202211872.080.45

Cboe BXNH Index Roll Information - May 19, 2022

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNHCboe NASDAQ-100 Half BuyWrite V2 Index5/19/20225/20/202211872.080.45

Cboe PWT Index Roll Information - April 14, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceNumber of Puts SoldTBill Discount Rates
PWTCboe S&P 500 PWT Index4428.144425102.236333333333330.5722248711877551M 0.23 3M 0.37

Cboe PUTR Index Roll Information - April 14, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceTBill Discount Rates
PUTRCboe Russell 2000 PUTR Index2018.7082201563.91M 0.23

Cboe PUT Index Roll Information - April 14, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceNumber of Puts SoldTBill Discount Rates
PUTCboe S&P 500 PUT Index4428.144425101.57653333333330.5814000983397051M 0.23 3M 0.37

Cboe CLL1M Index Roll Information - April 14, 2022

IndexNameReference PriceNew Put Strike PriceNew Call Strike PriceNew Put VWAP PriceNew Call VWAP PriceUnderlying Index VWAP
CLL1MCboe S&P 500 Risk Managed Income Index4428.144210443046.0886792452830292.535043668122274417.4131069869

Cboe BXY Index Roll Information - April 14, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXYCboe S&P 500 2% OTM BuyWrite Index4428.14452046.54421.37

Cboe BXRT Index Roll Information - April 14, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRTCboe Russell 2000 30-Delta BuyWrite V2 Index2018.7082209022.62011.0252

Cboe BXR Index Roll Information - April 14, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRCboe Russell 2000 BuyWrite Index2018.7082202053.077906976744192009.035130232558

Cboe BXNTU Index Roll Information - April 14, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNTUCboe NASDAQ-100 BuyWrite V2 UCITS Index14047.1514050411.012259819758514000.713722156097

Cboe BXNT Index Roll Information - April 14, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNTCboe NASDAQ-100 BuyWrite V2 Index14047.1514050411.012259819758514000.713722156097

Cboe BXNH Index Roll Information - April 14, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNHCboe NASDAQ-100 Half BuyWrite V2 Index14047.1514050411.012259819758514000.713722156097

Cboe BXN Index Roll Information - April 14, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNCboe NASDAQ-100 BuyWrite Index14047.1514050411.012259819758514000.713722156097

Cboe BXMU Index Roll Information - April 14, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMUCboe S&P 500 BuyWrite 15% WHT4428.14443092.535043668122274417.4131069869

Cboe BXMH Index Roll Information - April 14, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMHCboe S&P 500 Half BuyWrite Index4428.14443092.535043668122274417.4131069869

Cboe BXM Index Roll Information - April 14, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMCboe S&P 500 BuyWrite Index4428.14443092.535043668122274417.4131069869

Cboe BXDE Index Roll Information - April 14, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXDEDJIA Cboe BuyWrite V2 Index346.693475.8345.8

Cboe BXD Index Roll Information - April 14, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXDCboe DJIA BuyWrite Index346.693475.95346.09

Cboe BXRT Index Roll Information - April 13, 2022

IndexNameRebalance Date 1Rebalance Date 2VWAP RUT Rebalance 1Old Call VWAP Rebalance 1
BXRTCboe Russell 2000 30-Delta BuyWrite V2 Index4/13/20224/14/20222025.15620.1

Cboe BXNTU Index Roll Information - April 13, 2022

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNTUCboe NASDAQ-100 BuyWrite V2 UCITS Index4/13/20224/14/202214241.34493506493564.61892736892737

Cboe BXNT Index Roll Information - April 13, 2022

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNTCboe NASDAQ-100 BuyWrite V2 Index4/13/20224/14/202214241.34493506493564.61892736892737

Cboe BXNH Index Roll Information - April 13, 2022

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNHCboe NASDAQ-100 Half BuyWrite V2 Index4/13/20224/14/202214241.34493506493564.61892736892737

Cboe PWT Index Roll Information - March 18, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceNumber of Puts SoldTBill Discount Rates
PWTCboe S&P 500 PWT Index4411.64441094.55677777777770.56069645624518831M 0.2 3M 0.37

Cboe PUTR Index Roll Information - March 18, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceTBill Discount Rates
PUTRCboe Russell 2000 PUTR Index2066.8932206558.9076923076923151M 0.2

Cboe PUT Index Roll Information - March 18, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceNumber of Puts SoldTBill Discount Rates
PUTCboe S&P 500 PUT Index4411.64441095.039552238805970.56977381600104871M 0.2 3M 0.37

Cboe PPUT3M Index Roll Information - March 18, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
PPUT3MCboe S&P 500 Tail Risk Index4439.73397575.323076923076934425.584615384616

Cboe CLL3M Index Roll Information - March 18, 2022

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 Index4411.6441954860119.287518.9265306122448964429.965102040816

Cboe CLL1M Index Roll Information - March 18, 2022

IndexNameReference PriceNew Put Strike PriceNew Call Strike PriceNew Put VWAP PriceNew Call VWAP PriceUnderlying Index VWAP
CLL1MCboe S&P 500 Risk Managed Income Index4411.644195441540.6171428571428699.987904703726334424.442903685604

Cboe BXY Index Roll Information - March 18, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXYCboe S&P 500 2% OTM BuyWrite Index4411.64450051.74416.75

Cboe BXRT Index Roll Information - March 18, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRTCboe Russell 2000 30-Delta BuyWrite V2 Index2066.8932214021.22061.4916

Cboe BXR Index Roll Information - March 18, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRCboe Russell 2000 BuyWrite Index2066.8932207051.1989511111111142061.8577745244443

Cboe BXNTU Index Roll Information - March 18, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNTUCboe NASDAQ-100 BuyWrite V2 UCITS Index14213.114225405.51514083398914275.977403619198

Cboe BXNT Index Roll Information - March 18, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNTCboe NASDAQ-100 BuyWrite V2 Index14213.114225405.51514083398914275.977403619198

Cboe BXNH Index Roll Information - March 18, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNHCboe NASDAQ-100 Half BuyWrite V2 Index14213.114225405.51514083398914275.977403619198

Cboe BXN Index Roll Information - March 18, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNCboe NASDAQ-100 BuyWrite Index14213.114225405.51514083398914275.977403619198

Cboe BXMU Index Roll Information - March 18, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMUCboe S&P 500 BuyWrite 15% WHT4411.64441599.987904703726334424.442903685604

Cboe BXMH Index Roll Information - March 18, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMHCboe S&P 500 Half BuyWrite Index4411.64441599.987904703726334424.442903685604

Cboe BXM Index Roll Information - March 18, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMCboe S&P 500 BuyWrite Index4411.64441599.987904703726334424.442903685604

Cboe BXDE Index Roll Information - March 18, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXDEDJIA Cboe BuyWrite V2 Index343.423456.819047619047618345.0890476190476

Cboe BXD Index Roll Information - March 18, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXDCboe DJIA BuyWrite Index343.423455.5343.68

Cboe BXRT Index Roll Information - March 17, 2022

IndexNameRebalance Date 1Rebalance Date 2VWAP RUT Rebalance 1Old Call VWAP Rebalance 1
BXRTCboe Russell 2000 30-Delta BuyWrite V2 Index3/17/20223/18/20222064.25510.7

Cboe BXNTU Index Roll Information - March 17, 2022

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNTUCboe NASDAQ-100 BuyWrite V2 UCITS Index3/17/20223/18/202214096.08599580712991.36511949685534

Cboe BXNT Index Roll Information - March 17, 2022

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNTCboe NASDAQ-100 BuyWrite V2 Index3/17/20223/18/202214096.08599580712991.36511949685534

Cboe BXNH Index Roll Information - March 17, 2022

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNHCboe NASDAQ-100 Half BuyWrite V2 Index3/17/20223/18/202214096.08599580712991.36511949685534

Cboe PWT Index Roll Information - February 18, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceNumber of Puts SoldTBill Discount Rates
PWTCboe S&P 500 PWT Index4363.624360122.770055555555120.55481057231964531M 0.06 3M 0.37

Cboe PUTR Index Roll Information - February 18, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceTBill Discount Rates
PUTRCboe Russell 2000 PUTR Index2020.5011202073.61M 0.06

Cboe PUT Index Roll Information - February 18, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceNumber of Puts SoldTBill Discount Rates
PUTCboe S&P 500 PUT Index4363.624360123.530303030303050.563729561016611M 0.06 3M 0.37

Cboe CLL1M Index Roll Information - February 18, 2022

IndexNameReference PriceNew Put Strike PriceNew Call Strike PriceNew Put VWAP PriceNew Call VWAP PriceUnderlying Index VWAP
CLL1MCboe S&P 500 Risk Managed Income Index4363.624150436563.51538461538462104.410785520807694344.066739719281

Cboe BXY Index Roll Information - February 18, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXYCboe S&P 500 2% OTM BuyWrite Index4363.62445556.64340.47

Cboe BXRT Index Roll Information - February 18, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRTCboe Russell 2000 30-Delta BuyWrite V2 Index2020.50112100252007.6695

Cboe BXR Index Roll Information - February 18, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRCboe Russell 2000 BuyWrite Index2020.5011203056.883333333333332013.954533333333

Cboe BXNTU Index Roll Information - February 18, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNTUCboe NASDAQ-100 BuyWrite V2 UCITS Index14057.6314075426.969925950858313991.3297357792

Cboe BXNT Index Roll Information - February 18, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNTCboe NASDAQ-100 BuyWrite V2 Index14057.6314075426.969925950858313991.3297357792

Cboe BXNH Index Roll Information - February 18, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNHCboe NASDAQ-100 Half BuyWrite V2 Index14057.6314075426.969925950858313991.3297357792

Cboe BXN Index Roll Information - February 18, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNCboe NASDAQ-100 BuyWrite Index14057.6314075426.969925950858313991.3297357792

Cboe BXMU Index Roll Information - February 18, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMUCboe S&P 500 BuyWrite 15% WHT4363.624365104.410785520807694344.066739719281

Cboe BXMH Index Roll Information - February 18, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMHCboe S&P 500 Half BuyWrite Index4363.624365104.410785520807694344.066739719281

Cboe BXM Index Roll Information - February 18, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMCboe S&P 500 BuyWrite Index4363.624365104.410785520807694344.066739719281

Cboe BXDE Index Roll Information - February 18, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXDEDJIA Cboe BuyWrite V2 Index342.133455.45340.29

Cboe BXD Index Roll Information - February 18, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXDCboe DJIA BuyWrite Index342.133455.3340.6

Cboe BXRT Index Roll Information - February 17, 2022

IndexNameRebalance Date 1Rebalance Date 2VWAP RUT Rebalance 1Old Call VWAP Rebalance 1
BXRTCboe Russell 2000 30-Delta BuyWrite V2 Index2/17/20222/18/20222029.00611

Cboe BXNTU Index Roll Information - February 17, 2022

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNTUCboe NASDAQ-100 BuyWrite V2 UCITS Index2/17/20222/18/202214197.4002941176480.9348039215686275

Cboe BXNT Index Roll Information - February 17, 2022

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNTCboe NASDAQ-100 BuyWrite V2 Index2/17/20222/18/202214197.4002941176480.9348039215686275

Cboe BXNH Index Roll Information - February 17, 2022

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNHCboe NASDAQ-100 Half BuyWrite V2 Index2/17/20222/18/202214197.4002941176480.9348039215686275

Cboe PWT Index Roll Information - January 21, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceNumber of Puts SoldTBill Discount Rates
PWTCboe S&P 500 PWT Index4475.084475114.535555555555290.53611415426407381M 0.05 3M 0.05

Cboe PUTR Index Roll Information - January 21, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceTBill Discount Rates
PUTRCboe Russell 2000 PUTR Index2033.3017203071.11M 0.05

Cboe PUT Index Roll Information - January 21, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceNumber of Puts SoldTBill Discount Rates
PUTCboe S&P 500 PUT Index4475.084475113.228828828828810.54463481891416381M 0.05 3M 0.05

Cboe CLL1M Index Roll Information - January 21, 2022

IndexNameReference PriceNew Put Strike PriceNew Call Strike PriceNew Put VWAP PriceNew Call VWAP PriceUnderlying Index VWAP
CLL1MCboe S&P 500 Risk Managed Income Index4475.084255448060.792.883031123139384453.088054127199

Cboe BXY Index Roll Information - January 21, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXYCboe S&P 500 2% OTM BuyWrite Index4475.08456552.74459.38

Cboe BXRT Index Roll Information - January 21, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRTCboe Russell 2000 30-Delta BuyWrite V2 Index2033.3017212024.12022.5692

Cboe BXR Index Roll Information - January 21, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRCboe Russell 2000 BuyWrite Index2033.3017204060.82029.8046

Cboe BXNTU Index Roll Information - January 21, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNTUCboe NASDAQ-100 BuyWrite V2 UCITS Index14777.2914800401.634558823529414687.092494485294

Cboe BXNT Index Roll Information - January 21, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNTCboe NASDAQ-100 BuyWrite V2 Index14777.2914800401.634558823529414687.092494485294

Cboe BXNH Index Roll Information - January 21, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNHCboe NASDAQ-100 Half BuyWrite V2 Index14777.2914800401.634558823529414687.092494485294

Cboe BXN Index Roll Information - January 21, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNCboe NASDAQ-100 BuyWrite Index14777.2914800401.634558823529414687.092494485294

Cboe BXMU Index Roll Information - January 21, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMUCboe S&P 500 BuyWrite 15% WHT4475.08448092.883031123139384453.088054127199

Cboe BXMH Index Roll Information - January 21, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMHCboe S&P 500 Half BuyWrite Index4475.08448092.883031123139384453.088054127199

Cboe BXM Index Roll Information - January 21, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMCboe S&P 500 BuyWrite Index4475.08448092.883031123139384453.088054127199

Cboe BXD Index Roll Information - January 21, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXDCboe DJIA BuyWrite Index347.883505.3346.59

Cboe BXRT Index Roll Information - January 20, 2022

IndexNameRebalance Date 1Rebalance Date 2VWAP RUT Rebalance 1Old Call VWAP Rebalance 1
BXRTCboe Russell 2000 30-Delta BuyWrite V2 Index1/20/20221/21/20222024.57521.55

Cboe BXNTU Index Roll Information - January 20, 2022

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNTUCboe NASDAQ-100 BuyWrite V2 UCITS Index1/20/20221/21/202214847.440.95

Cboe BXNT Index Roll Information - January 20, 2022

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNTCboe NASDAQ-100 BuyWrite V2 Index1/20/20221/21/202214847.440.95

Cboe BXNH Index Roll Information - January 20, 2022

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNHCboe NASDAQ-100 Half BuyWrite V2 Index1/20/20221/21/202214847.440.95