Benchmark Index Roll Information

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