Benchmark Index Roll Information

Cboe PWT Index Roll Information - February 16, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceNumber of Puts SoldTBill Discount Rates
PWTCboe S&P 500 PWT Index5019.94501548.064500000000080.52691349135861541M 5.28 3M 5.23

Cboe PUTR Index Roll Information - February 16, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceTBill Discount Rates
PUTRCboe Russell 2000 PUTR Index2041.19162040441M 5.28

Cboe PUT Index Roll Information - February 16, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceNumber of Puts SoldTBill Discount Rates
PUTCboe S&P 500 PUT Index5019.94501548.2200000000000060.53611161413525021M 5.28 3M 5.23

Cboe CLL1M Index Roll Information - February 16, 2024

IndexNameReference PriceNew Put Strike PriceNew Call Strike PriceNew Put VWAP PriceNew Call VWAP PriceUnderlying Index VWAP
CLL1MCboe S&P 500 Risk Managed Income Index5019.944770502010.1702702702702775.545864541832675028.8007187251

Cboe BXY Index Roll Information - February 16, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXYCboe S&P 500 2% OTM BuyWrite Index5019.94512527.75030.27

Cboe BXRT Index Roll Information - February 16, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRTCboe Russell 2000 30-Delta BuyWrite V2 Index2041.1916212023.82048.5327

Cboe BXRH Index Roll Information - February 16, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRHCboe Russell 2000 Half BuyWrite Index2041.1916205051.612621487119442047.4390133050351

Cboe BXR Index Roll Information - February 16, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRCboe Russell 2000 BuyWrite Index2041.1916205051.612621487119442047.4390133050351

Cboe BXNTU Index Roll Information - February 16, 2024

IndexNameReference PriceNew Option Strike PriceNew Option TWAP PriceUnderlying Index TWAP
BXNTUCboe NASDAQ-100 BuyWrite V2 UCITS Index17746.5509417750363.5204762500000617795.6678375

Cboe BXNT Index Roll Information - February 16, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNTCboe NASDAQ-100 BuyWrite V2 Index17746.5509417750374.8357131537242717787.914189453248

Cboe BXNH Index Roll Information - February 16, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNHCboe NASDAQ-100 Half BuyWrite V2 Index17746.5509417750374.8357131537242717787.914189453248

Cboe BXN Index Roll Information - February 16, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNCboe NASDAQ-100 BuyWrite Index17746.5509417750374.8357131537242717787.914189453248

Cboe BXMU Index Roll Information - February 16, 2024

IndexNameReference PriceNew Option Strike PriceNew Option TWAP PriceUnderlying Index TWAP
BXMUCboe S&P 500 BuyWrite 15% WHT5019.94502073.79579643755344.29375

Cboe BXMH Index Roll Information - February 16, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMHCboe S&P 500 Half BuyWrite Index5019.94502075.545864541832675028.8007187251

Cboe BXM Index Roll Information - February 16, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMCboe S&P 500 BuyWrite Index5019.94502075.545864541832675028.8007187251

Cboe BXESG Index Roll Information - February 16, 2024

IndexNameReference PriceNew Option Strike PriceNew Option Bid PriceUnderlying Index Roll Price
BXESGCboe S&P 500 ESG BuyWrite Index442.954455.2443.51

Cboe BXDEH Index Roll Information - February 16, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index TWAP
BXDEHCboe DJIA Half BuyWrite Index386.923903.4680009066183137386.4046666666666

Cboe BXDE Index Roll Information - February 16, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXDEDJIA Cboe BuyWrite V2 Index386.923903.4680009066183137387.48446509519493

Cboe BXD Index Roll Information - February 16, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXDCboe DJIA BuyWrite Index386.923903.483530534351145387.5174045801527

Cboe BXRT Index Roll Information - February 15, 2024

IndexNameRebalance Date 1Rebalance Date 2VWAP RUT Rebalance 1Old Call VWAP Rebalance 1
BXRTCboe Russell 2000 30-Delta BuyWrite V2 Index2/15/20242/16/20242061.122381.7

Cboe BXNT Index Roll Information - February 15, 2024

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNTCboe NASDAQ-100 BuyWrite V2 Index2/15/20242/16/202417829.544174336235743.4467211658077

Cboe BXNH Index Roll Information - February 15, 2024

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNHCboe NASDAQ-100 Half BuyWrite V2 Index2/15/20242/16/202417829.544174336235743.4467211658077

Cboe BXEMG Index Roll Information - February 15, 2024

Index Name REFERENCE VWAP New Option Strike
BXEMGCboe MSCI Emerging Markets IMI BuyWrite Index50.0833597122302250.0

Cboe BXLVH Index Roll Information - February 15, 2024

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLVH Cboe S&P Health Care Select Sector Half BuyWrite Index 144.760342809963 145 2.1367

Cboe BXLKH Index Roll Information - February 15, 2024

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLKH Cboe S&P Technology Select Sector Half BuyWrite Index 203.774075562126 205 4.0751

Cboe BXLFH Index Roll Information - February 15, 2024

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLFH Cboe S&P Financial Select Sector Half BuyWrite Index 39.5975739547231 40 0.55

Cboe BXWBW Index Roll Information - February 14, 2024

Index Name New Option Strike Price
BXWBWCboe FTSE Russell IWM 2% OTM BuyWrite Index2050.0

Cboe BXVBW Index Roll Information - February 14, 2024

Index Name New Option Strike Price
BXVBWCboe S&P 500 Enhanced 1% OTM BuyWrite Index5050.0

Cboe PWT Index Roll Information - January 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceNumber of Puts SoldTBill Discount Rates
PWTCboe S&P 500 PWT Index4798.58479550.991611111111140.54355511574930711M 5.26 3M 5.25

Cboe PUTR Index Roll Information - January 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceTBill Discount Rates
PUTRCboe Russell 2000 PUTR Index1917.8376191538.31M 5.26

Cboe PUT Index Roll Information - January 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceNumber of Puts SoldTBill Discount Rates
PUTCboe S&P 500 PUT Index4798.58479550.848113207547180.55302635896265561M 5.26 3M 5.25

Cboe CLL1M Index Roll Information - January 19, 2024

IndexNameReference PriceNew Put Strike PriceNew Call Strike PriceNew Put VWAP PriceNew Call VWAP PriceUnderlying Index VWAP
CLL1MCboe S&P 500 Risk Managed Income Index4798.58456048009.54246575342465874.741202410701164809.165665147729

Cboe BXY Index Roll Information - January 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXYCboe S&P 500 2% OTM BuyWrite Index4798.58489525.14798.66

Cboe BXRT Index Roll Information - January 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRTCboe Russell 2000 30-Delta BuyWrite V2 Index1917.8376198517.71916.2012

Cboe BXRH Index Roll Information - January 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRHCboe Russell 2000 Half BuyWrite Index1917.8376192046.0061484098939961919.8127301712423

Cboe BXR Index Roll Information - January 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRCboe Russell 2000 BuyWrite Index1917.8376192046.0061484098939961919.8127301712423

Cboe BXNTU Index Roll Information - January 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option TWAP PriceUnderlying Index TWAP
BXNTUCboe NASDAQ-100 BuyWrite V2 UCITS Index17099.3819117100363.356031517166.8506325

Cboe BXNT Index Roll Information - January 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNTCboe NASDAQ-100 BuyWrite V2 Index17099.3819117100367.968868569131817149.698720192926

Cboe BXNH Index Roll Information - January 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNHCboe NASDAQ-100 Half BuyWrite V2 Index17099.3819117100367.968868569131817149.698720192926

Cboe BXN Index Roll Information - January 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNCboe NASDAQ-100 BuyWrite Index17099.3819117100367.968868569131817149.698720192926

Cboe BXMU Index Roll Information - January 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option TWAP PriceUnderlying Index TWAP
BXMUCboe S&P 500 BuyWrite 15% WHT4798.58480074.27918843755107.2775

Cboe BXMH Index Roll Information - January 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMHCboe S&P 500 Half BuyWrite Index4798.58480074.741202410701164809.165665147729

Cboe BXM Index Roll Information - January 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMCboe S&P 500 BuyWrite Index4798.58480074.741202410701164809.165665147729

Cboe BXESG Index Roll Information - January 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option Bid PriceUnderlying Index Roll Price
BXESGCboe S&P 500 ESG BuyWrite Index425.244304.4427.55

Cboe BXDEH Index Roll Information - January 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index TWAP
BXDEHCboe DJIA Half BuyWrite Index375.953802.9671880492091387378.4873333333334

Cboe BXDE Index Roll Information - January 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXDEDJIA Cboe BuyWrite V2 Index375.953802.9671880492091387376.5435632688928

Cboe BXD Index Roll Information - January 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXDCboe DJIA BuyWrite Index375.953802.7141831238779175375.9621723518851

Cboe BXRT Index Roll Information - January 18, 2024

IndexNameRebalance Date 1Rebalance Date 2VWAP RUT Rebalance 1Old Call VWAP Rebalance 1
BXRTCboe Russell 2000 30-Delta BuyWrite V2 Index1/18/20241/19/20241923.6480.1

Cboe BXNT Index Roll Information - January 18, 2024

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNTCboe NASDAQ-100 BuyWrite V2 Index1/18/20241/19/202416956.523436361545315.6954302407932

Cboe BXNH Index Roll Information - January 18, 2024

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNHCboe NASDAQ-100 Half BuyWrite V2 Index1/18/20241/19/202416956.523436361545315.6954302407932

Cboe BXEMG Index Roll Information - January 18, 2024

Index Name REFERENCE VWAP New Option Strike
BXEMGCboe MSCI Emerging Markets IMI BuyWrite Index47.7913286640471548.0

Cboe BXLFH Index Roll Information - January 18, 2024

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLFH Cboe S&P Financial Select Sector Half BuyWrite Index 37.0201383697881 37 0.7697

Cboe BXLKH Index Roll Information - January 18, 2024

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLKH Cboe S&P Technology Select Sector Half BuyWrite Index 194.457479611448 194 4.7047

Cboe BXLVH Index Roll Information - January 18, 2024

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLVH Cboe S&P Health Care Select Sector Half BuyWrite Index 138.226453564487 138 2.6852

Cboe BXWBW Index Roll Information - January 17, 2024

Index Name New Option Strike Price
BXWBWCboe FTSE Russell IWM 2% OTM BuyWrite Index1950.0

Cboe BXVBW Index Roll Information - January 17, 2024

Index Name New Option Strike Price
BXVBWCboe S&P 500 Enhanced 1% OTM BuyWrite Index4785.0