Benchmark Index Roll Information

Cboe PWT Index Roll Information - November 18, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceNumber of Puts SoldTBill Discount Rates
PWTCboe S&P 500 PWT Index3950.4395089.668277777777850.57196982649796821M 3.8 3M 4.13

Cboe PUTR Index Roll Information - November 18, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceTBill Discount Rates
PUTRCboe Russell 2000 PUTR Index1852.42185053.21M 3.8

Cboe PUT Index Roll Information - November 18, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceNumber of Puts SoldTBill Discount Rates
PUTCboe S&P 500 PUT Index3950.4395089.332386363636360.58153681073782941M 3.8 3M 4.13

Cboe CLL1M Index Roll Information - November 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 Index3950.43755395533.2422535211267695.601534170153413946.889622036262

Cboe BXY Index Roll Information - November 18, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXYCboe S&P 500 2% OTM BuyWrite Index3950.4403063.43955.7

Cboe BXRT Index Roll Information - November 18, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRTCboe Russell 2000 30-Delta BuyWrite V2 Index1852.42193021.71848.9686

Cboe BXR Index Roll Information - November 18, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRCboe Russell 2000 BuyWrite Index1852.42185550.83964497041421845.1251029585799

Cboe BXNTU Index Roll Information - November 18, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNTUCboe NASDAQ-100 BuyWrite V2 UCITS Index11640.3311650362.468568336425511619.642527829314

Cboe BXNT Index Roll Information - November 18, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNTCboe NASDAQ-100 BuyWrite V2 Index11640.3311650362.468568336425511619.642527829314

Cboe BXNH Index Roll Information - November 18, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNHCboe NASDAQ-100 Half BuyWrite V2 Index11640.3311650362.468568336425511619.642527829314

Cboe BXN Index Roll Information - November 18, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNCboe NASDAQ-100 BuyWrite Index11640.3311650362.468568336425511619.642527829314

Cboe BXMU Index Roll Information - November 18, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMUCboe S&P 500 BuyWrite 15% WHT3950.4395595.601534170153413946.889622036262

Cboe BXMH Index Roll Information - November 18, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMHCboe S&P 500 Half BuyWrite Index3950.4395595.601534170153413946.889622036262

Cboe BXM Index Roll Information - November 18, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMCboe S&P 500 BuyWrite Index3950.4395595.601534170153413946.889622036262

Cboe BXDE Index Roll Information - November 18, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXDEDJIA Cboe BuyWrite V2 Index336.343405.355900621118012336.3744099378882

Cboe BXD Index Roll Information - November 18, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXDCboe DJIA BuyWrite Index336.343405.7046874999999995337.08875

Cboe BXRT Index Roll Information - November 17, 2022

IndexNameRebalance Date 1Rebalance Date 2VWAP RUT Rebalance 1Old Call VWAP Rebalance 1
BXRTCboe Russell 2000 30-Delta BuyWrite V2 Index11/17/202211/18/20221838.913355.5

Cboe BXNTU Index Roll Information - November 17, 2022

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNTUCboe NASDAQ-100 BuyWrite V2 UCITS Index11/17/202211/18/202211645.88551729846599.702135408045

Cboe BXNT Index Roll Information - November 17, 2022

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNTCboe NASDAQ-100 BuyWrite V2 Index11/17/202211/18/202211645.88551729846599.702135408045

Cboe BXNH Index Roll Information - November 17, 2022

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNHCboe NASDAQ-100 Half BuyWrite V2 Index11/17/202211/18/202211645.88551729846599.702135408045

Cboe BXLVH Index Roll Information - November 17, 2022

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLVH Cboe S&P Health Care Select Sector Half BuyWrite Index 133.275883694245 133 3.0192

Cboe BXLKH Index Roll Information - November 17, 2022

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLKH Cboe S&P Technology Select Sector Half BuyWrite Index 132.253336992008 132 4.6267

Cboe BXLFH Index Roll Information - November 17, 2022

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLFH Cboe S&P Financial Select Sector Half BuyWrite Index 35.0619178774588 35 1.0107

Cboe PWT Index Roll Information - October 21, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceNumber of Puts SoldTBill Discount Rates
PWTCboe S&P 500 PWT Index3677.32367599.578611111111120.59883253651492411M 3.44 3M 2.61

Cboe PUTR Index Roll Information - October 21, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceTBill Discount Rates
PUTRCboe Russell 2000 PUTR Index1704.341170050.91M 3.44

Cboe PUT Index Roll Information - October 21, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceNumber of Puts SoldTBill Discount Rates
PUTCboe S&P 500 PUT Index3677.32367599.883333333333330.60890198852738971M 3.44 3M 2.61

Cboe CLL1M Index Roll Information - October 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 Index3677.323495368040.68108108108108135.64024203971333714.4818329221007

Cboe BXY Index Roll Information - October 21, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXYCboe S&P 500 2% OTM BuyWrite Index3677.32375591.83709.4

Cboe BXRT Index Roll Information - October 21, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRTCboe Russell 2000 30-Delta BuyWrite V2 Index1704.341179031.21719.4324

Cboe BXR Index Roll Information - October 21, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRCboe Russell 2000 BuyWrite Index1704.341170573.118604651162781720.8449279069766

Cboe BXNTU Index Roll Information - October 21, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNTUCboe NASDAQ-100 BuyWrite V2 UCITS Index11046.7211050487.707781633742611167.191616390817

Cboe BXNT Index Roll Information - October 21, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNTCboe NASDAQ-100 BuyWrite V2 Index11046.7211050487.707781633742611167.191616390817

Cboe BXNH Index Roll Information - October 21, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNHCboe NASDAQ-100 Half BuyWrite V2 Index11046.7211050487.707781633742611167.191616390817

Cboe BXN Index Roll Information - October 21, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNCboe NASDAQ-100 BuyWrite Index11046.7211050487.707781633742611167.191616390817

Cboe BXMU Index Roll Information - October 21, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMUCboe S&P 500 BuyWrite 15% WHT3677.323680135.64024203971333714.4818329221007

Cboe BXMH Index Roll Information - October 21, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMHCboe S&P 500 Half BuyWrite Index3677.323680135.64024203971333714.4818329221007

Cboe BXM Index Roll Information - October 21, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMCboe S&P 500 BuyWrite Index3677.323680135.64024203971333714.4818329221007

Cboe BXDE Index Roll Information - October 21, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXDEDJIA Cboe BuyWrite V2 Index304.983059.529237288135594307.38046610169494

Cboe BXD Index Roll Information - October 21, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXDCboe DJIA BuyWrite Index304.983058.863333333333333306.4370833333333

Cboe BXRT Index Roll Information - October 20, 2022

IndexNameRebalance Date 1Rebalance Date 2VWAP RUT Rebalance 1Old Call VWAP Rebalance 1
BXRTCboe Russell 2000 30-Delta BuyWrite V2 Index10/20/202210/21/20221704.17990.05

Cboe BXNTU Index Roll Information - October 20, 2022

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNTUCboe NASDAQ-100 BuyWrite V2 UCITS Index10/20/202210/21/202211053.509090909090.26363636363636367

Cboe BXNT Index Roll Information - October 20, 2022

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNTCboe NASDAQ-100 BuyWrite V2 Index10/20/202210/21/202211053.509090909090.26363636363636367

Cboe BXNH Index Roll Information - October 20, 2022

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNHCboe NASDAQ-100 Half BuyWrite V2 Index10/20/202210/21/202211053.509090909090.26363636363636367

Cboe PWT Index Roll Information - September 16, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceNumber of Puts SoldTBill Discount Rates
PWTCboe S&P 500 PWT Index3851.493850116.448499999999830.58435422293134951M 2.68 3M 2.61

Cboe PUTR Index Roll Information - September 16, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceTBill Discount Rates
PUTRCboe Russell 2000 PUTR Index1794.3036179062.91M 2.68

Cboe PUT Index Roll Information - September 16, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceNumber of Puts SoldTBill Discount Rates
PUTCboe S&P 500 PUT Index3851.493850117.225000000000040.59412944028654191M 2.68 3M 2.61

Cboe PPUT3M Index Roll Information - September 16, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
PPUT3MCboe S&P 500 Tail Risk Index3845.03347070.972727272727273846.3945454545456

Cboe CLL3M Index Roll Information - September 16, 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 Index3851.4936604240116.3653846153846343.207692307692313848.1046153846155

Cboe CLL1M Index Roll Information - September 16, 2022

IndexNameReference PriceNew Put Strike PriceNew Call Strike PriceNew Put VWAP PriceNew Call VWAP PriceUnderlying Index VWAP
CLL1MCboe S&P 500 Risk Managed Income Index3851.493660385555.09259259259259118.527113510666313847.3105978404

Cboe BXY Index Roll Information - September 16, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXYCboe S&P 500 2% OTM BuyWrite Index3851.49393083.43858.3

Cboe BXRT Index Roll Information - September 16, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRTCboe Russell 2000 30-Delta BuyWrite V2 Index1794.3036188027.11790.0255

Cboe BXR Index Roll Information - September 16, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRCboe Russell 2000 BuyWrite Index1794.3036179559.4133333333333341781.05476

Cboe BXNTU Index Roll Information - September 16, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNTUCboe NASDAQ-100 BuyWrite V2 UCITS Index11747.6611750475.460076097295811749.420637314854

Cboe BXNT Index Roll Information - September 16, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNTCboe NASDAQ-100 BuyWrite V2 Index11747.6611750475.460076097295811749.420637314854

Cboe BXNH Index Roll Information - September 16, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNHCboe NASDAQ-100 Half BuyWrite V2 Index11747.6611750475.460076097295811749.420637314854

Cboe BXN Index Roll Information - September 16, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNCboe NASDAQ-100 BuyWrite Index11747.6611750475.460076097295811749.420637314854

Cboe BXMU Index Roll Information - September 16, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMUCboe S&P 500 BuyWrite 15% WHT3851.493855118.527113510666313847.3105978404

Cboe BXMH Index Roll Information - September 16, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMHCboe S&P 500 Half BuyWrite Index3851.493855118.527113510666313847.3105978404

Cboe BXM Index Roll Information - September 16, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMCboe S&P 500 BuyWrite Index3851.493855118.527113510666313847.3105978404

Cboe BXDE Index Roll Information - September 16, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXDEDJIA Cboe BuyWrite V2 Index306.443106.571966527196652306.17395397489537

Cboe BXD Index Roll Information - September 16, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXDCboe DJIA BuyWrite Index306.443106.7367647058823525306.5085294117647

Cboe BXRT Index Roll Information - September 15, 2022

IndexNameRebalance Date 1Rebalance Date 2VWAP RUT Rebalance 1Old Call VWAP Rebalance 1
BXRTCboe Russell 2000 30-Delta BuyWrite V2 Index9/15/20229/16/20221824.92310.35

Cboe BXNTU Index Roll Information - September 15, 2022

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNTUCboe NASDAQ-100 BuyWrite V2 UCITS Index9/15/20229/16/202211929.030.35

Cboe BXNT Index Roll Information - September 15, 2022

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNTCboe NASDAQ-100 BuyWrite V2 Index9/15/20229/16/202211929.030.35

Cboe BXNH Index Roll Information - September 15, 2022

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNHCboe NASDAQ-100 Half BuyWrite V2 Index9/15/20229/16/202211929.030.35

Cboe PWT Index Roll Information - August 19, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceNumber of Puts SoldTBill Discount Rates
PWTCboe S&P 500 PWT Index4231.67423083.235388888888780.56209171629903911M 2.16 3M 2.61

Cboe PUTR Index Roll Information - August 19, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceTBill Discount Rates
PUTRCboe Russell 2000 PUTR Index1959.6827195045.11M 2.16

Cboe PUT Index Roll Information - August 19, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceNumber of Puts SoldTBill Discount Rates
PUTCboe S&P 500 PUT Index4231.67423083.641162790697680.57137534217180241M 2.16 3M 2.61

Cboe CLL1M Index Roll Information - August 19, 2022

IndexNameReference PriceNew Put Strike PriceNew Call Strike PriceNew Put VWAP PriceNew Call VWAP PriceUnderlying Index VWAP
CLL1MCboe S&P 500 Risk Managed Income Index4231.674025423526.96122448979591785.369624474409164235.136381035233

Cboe BXY Index Roll Information - August 19, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXYCboe S&P 500 2% OTM BuyWrite Index4231.67432042.64231.45

Cboe BXRT Index Roll Information - August 19, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRTCboe Russell 2000 30-Delta BuyWrite V2 Index1959.68272030201959.8507

Cboe BXR Index Roll Information - August 19, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRCboe Russell 2000 BuyWrite Index1959.6827196050.55159235668791958.5774630573248

Cboe BXNTU Index Roll Information - August 19, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNTUCboe NASDAQ-100 BuyWrite V2 UCITS Index13247.2913250370.420544520072213261.344996527296

Cboe BXNT Index Roll Information - August 19, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNTCboe NASDAQ-100 BuyWrite V2 Index13247.2913250370.420544520072213261.344996527296

Cboe BXNH Index Roll Information - August 19, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNHCboe NASDAQ-100 Half BuyWrite V2 Index13247.2913250370.420544520072213261.344996527296

Cboe BXN Index Roll Information - August 19, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNCboe NASDAQ-100 BuyWrite Index13247.2913250370.420544520072213261.344996527296

Cboe BXMU Index Roll Information - August 19, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMUCboe S&P 500 BuyWrite 15% WHT4231.67423585.369624474409164235.136381035233

Cboe BXMH Index Roll Information - August 19, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMHCboe S&P 500 Half BuyWrite Index4231.67423585.369624474409164235.136381035233

Cboe BXM Index Roll Information - August 19, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMCboe S&P 500 BuyWrite Index4231.67423585.369624474409164235.136381035233

Cboe BXDE Index Roll Information - August 19, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXDEDJIA Cboe BuyWrite V2 Index337.453404.35521978021978337.57835164835166

Cboe BXD Index Roll Information - August 19, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXDCboe DJIA BuyWrite Index337.453404.2588122605363985337.2731800766283

Cboe BXRT Index Roll Information - August 18, 2022

IndexNameRebalance Date 1Rebalance Date 2VWAP RUT Rebalance 1Old Call VWAP Rebalance 1
BXRTCboe Russell 2000 30-Delta BuyWrite V2 Index8/18/20228/19/20222000.216208

Cboe BXNTU Index Roll Information - August 18, 2022

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNTUCboe NASDAQ-100 BuyWrite V2 UCITS Index8/18/20228/19/202213520.9678774762781599.3285000832363

Cboe BXNT Index Roll Information - August 18, 2022

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNTCboe NASDAQ-100 BuyWrite V2 Index8/18/20228/19/202213520.9678774762781599.3285000832363

Cboe BXNH Index Roll Information - August 18, 2022

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNHCboe NASDAQ-100 Half BuyWrite V2 Index8/18/20228/19/202213520.9678774762781599.3285000832363

Cboe PWT Index Roll Information - July 15, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceNumber of Puts SoldTBill Discount Rates
PWTCboe S&P 500 PWT Index3848.943845100.757499999999740.60494781481845151M 1.96 3M 1.04

Cboe PUTR Index Roll Information - July 15, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceTBill Discount Rates
PUTRCboe Russell 2000 PUTR Index1723.804172049.61M 1.96

Cboe PUT Index Roll Information - July 15, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceNumber of Puts SoldTBill Discount Rates
PUTCboe S&P 500 PUT Index3848.943845101.019247787610610.61487896221179581M 1.96 3M 1.04

Cboe CLL1M Index Roll Information - July 15, 2022

IndexNameReference PriceNew Put Strike PriceNew Call Strike PriceNew Put VWAP PriceNew Call VWAP PriceUnderlying Index VWAP
CLL1MCboe S&P 500 Risk Managed Income Index3848.943660385046.50769230769231106.587019170530013851.986751033705

Cboe BXY Index Roll Information - July 15, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXYCboe S&P 500 2% OTM BuyWrite Index3848.94393064.63852.13

Cboe BXRT Index Roll Information - July 15, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRTCboe Russell 2000 30-Delta BuyWrite V2 Index1723.8041800271735.718

Cboe BXR Index Roll Information - July 15, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRCboe Russell 2000 BuyWrite Index1723.804173062.11737.4062

Cboe BXNTU Index Roll Information - July 15, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNTUCboe NASDAQ-100 BuyWrite V2 UCITS Index11919.7111925425.8090687271248411930.058694591296

Cboe BXNT Index Roll Information - July 15, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNTCboe NASDAQ-100 BuyWrite V2 Index11919.7111925425.8090687271248411930.058694591296

Cboe BXNH Index Roll Information - July 15, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNHCboe NASDAQ-100 Half BuyWrite V2 Index11919.7111925425.8090687271248411930.058694591296

Cboe BXN Index Roll Information - July 15, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNCboe NASDAQ-100 BuyWrite Index11919.7111925425.8090687271248411930.058694591296

Cboe BXMU Index Roll Information - July 15, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMUCboe S&P 500 BuyWrite 15% WHT3848.943850106.587019170530013851.986751033705

Cboe BXMH Index Roll Information - July 15, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMHCboe S&P 500 Half BuyWrite Index3848.943850106.587019170530013851.986751033705

Cboe BXM Index Roll Information - July 15, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMCboe S&P 500 BuyWrite Index3848.943850106.587019170530013851.986751033705

Cboe BXDE Index Roll Information - July 15, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXDEDJIA Cboe BuyWrite V2 Index312.053155.509137426900584311.9919444444444

Cboe BXD Index Roll Information - July 15, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXDCboe DJIA BuyWrite Index312.053155.774561403508772312.35298245614035

Cboe BXRT Index Roll Information - July 14, 2022

IndexNameRebalance Date 1Rebalance Date 2VWAP RUT Rebalance 1Old Call VWAP Rebalance 1
BXRTCboe Russell 2000 30-Delta BuyWrite V2 Index7/14/20227/15/20221707.49970.3

Cboe BXNTU Index Roll Information - July 14, 2022

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNTUCboe NASDAQ-100 BuyWrite V2 UCITS Index7/14/20227/15/202211759.315774461029614.5877943615258

Cboe BXNT Index Roll Information - July 14, 2022

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNTCboe NASDAQ-100 BuyWrite V2 Index7/14/20227/15/202211759.315774461029614.5877943615258

Cboe BXNH Index Roll Information - July 14, 2022

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNHCboe NASDAQ-100 Half BuyWrite V2 Index7/14/20227/15/202211759.315774461029614.5877943615258

Cboe PWT Index Roll Information - June 17, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceNumber of Puts SoldTBill Discount Rates
PWTCboe S&P 500 PWT Index3650.513650101.52722222222210.61989222357729361M 1.18 3M 1.04

Cboe PUTR Index Roll Information - June 17, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceTBill Discount Rates
PUTRCboe Russell 2000 PUTR Index1657.8011165056.11M 1.18

Cboe PUT Index Roll Information - June 17, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceNumber of Puts SoldTBill Discount Rates
PUTCboe S&P 500 PUT Index3650.513650102.033571428571430.6300244957071261M 1.18 3M 1.04

Cboe PPUT3M Index Roll Information - June 17, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
PPUT3MCboe S&P 500 Tail Risk Index3686.65329076.314285714285723672.6071428571427

Cboe CLL3M Index Roll Information - June 17, 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 Index3650.5134704020118.7111111111111152.922222222222223671.4777777777776

Cboe CLL1M Index Roll Information - June 17, 2022

IndexNameReference PriceNew Put Strike PriceNew Call Strike PriceNew Put VWAP PriceNew Call VWAP PriceUnderlying Index VWAP
CLL1MCboe S&P 500 Risk Managed Income Index3650.513470365547.74561403508772122.021851435905663673.3129038986044

Cboe BXY Index Roll Information - June 17, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXYCboe S&P 500 2% OTM BuyWrite Index3650.513725793663.79

Cboe BXRT Index Roll Information - June 17, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRTCboe Russell 2000 30-Delta BuyWrite V2 Index1657.8011175024.71665.4713

Cboe BXR Index Roll Information - June 17, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRCboe Russell 2000 BuyWrite Index1657.80111660661670.4098

Cboe BXNTU Index Roll Information - June 17, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNTUCboe NASDAQ-100 BuyWrite V2 UCITS Index1113911150481.493987104513411248.325410106463

Cboe BXNT Index Roll Information - June 17, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNTCboe NASDAQ-100 BuyWrite V2 Index1113911150481.493987104513411248.325410106463

Cboe BXNH Index Roll Information - June 17, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNHCboe NASDAQ-100 Half BuyWrite V2 Index1113911150481.493987104513411248.325410106463

Cboe BXN Index Roll Information - June 17, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNCboe NASDAQ-100 BuyWrite Index1113911150481.493987104513411248.325410106463

Cboe BXMU Index Roll Information - June 17, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMUCboe S&P 500 BuyWrite 15% WHT3650.513655122.021851435905663673.3129038986044

Cboe BXMH Index Roll Information - June 17, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMHCboe S&P 500 Half BuyWrite Index3650.513655122.021851435905663673.3129038986044

Cboe BXM Index Roll Information - June 17, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMCboe S&P 500 BuyWrite Index3650.513655122.021851435905663673.3129038986044

Cboe BXDE Index Roll Information - June 17, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXDEDJIA Cboe BuyWrite V2 Index297.493006.866666666666666298.48

Cboe BXD Index Roll Information - June 17, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXDCboe DJIA BuyWrite Index297.493006.6298.31

Cboe BXNTU Index Roll Information - June 16, 2022

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNTUCboe NASDAQ-100 BuyWrite V2 UCITS Index6/16/20226/17/202211133.453.1

Cboe BXNT Index Roll Information - June 16, 2022

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNTCboe NASDAQ-100 BuyWrite V2 Index6/16/20226/17/202211133.453.1

Cboe BXNH Index Roll Information - June 16, 2022

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNHCboe NASDAQ-100 Half BuyWrite V2 Index6/16/20226/17/202211133.453.1

Cboe PWT Index Roll Information - May 20, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceNumber of Puts SoldTBill Discount Rates
PWTCboe S&P 500 PWT Index3880.773880120.77494444444430.59988427253236021M 0.65 3M 1.04

Cboe PUTR Index Roll Information - May 20, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceTBill Discount Rates
PUTRCboe Russell 2000 PUTR Index1760.4695176067.71M 0.65

Cboe PUT Index Roll Information - May 20, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceNumber of Puts SoldTBill Discount Rates
PUTCboe S&P 500 PUT Index3880.773880121.387583148558790.60960242855275781M 0.65 3M 1.04

Cboe CLL1M Index Roll Information - May 20, 2022

IndexNameReference PriceNew Put Strike PriceNew Call Strike PriceNew Put VWAP PriceNew Call VWAP PriceUnderlying Index VWAP
CLL1MCboe S&P 500 Risk Managed Income Index3880.773690388565.7055555555555597.430595378647333845.1833260246244

Cboe BXY Index Roll Information - May 20, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXYCboe S&P 500 2% OTM BuyWrite Index3880.77396069.33867.24

Cboe BXRT Index Roll Information - May 20, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRTCboe Russell 2000 30-Delta BuyWrite V2 Index1760.4695184023.51753.0874

Cboe BXR Index Roll Information - May 20, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRCboe Russell 2000 BuyWrite Index1760.4695177048.4068965517241451741.416575862069

Cboe BXNTU Index Roll Information - May 20, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNTUCboe NASDAQ-100 BuyWrite V2 UCITS Index11799.2711800368.3287281014100411631.82258225324

Cboe BXNT Index Roll Information - May 20, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNTCboe NASDAQ-100 BuyWrite V2 Index11799.2711800368.3287281014100411631.82258225324

Cboe BXNH Index Roll Information - May 20, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNHCboe NASDAQ-100 Half BuyWrite V2 Index11799.2711800368.3287281014100411631.82258225324

Cboe BXN Index Roll Information - May 20, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNCboe NASDAQ-100 BuyWrite Index11799.2711800368.3287281014100411631.82258225324

Cboe BXMU Index Roll Information - May 20, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMUCboe S&P 500 BuyWrite 15% WHT3880.77388597.430595378647333845.1833260246244

Cboe BXMH Index Roll Information - May 20, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMHCboe S&P 500 Half BuyWrite Index3880.77388597.430595378647333845.1833260246244

Cboe BXM Index Roll Information - May 20, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMCboe S&P 500 BuyWrite Index3880.77388597.430595378647333845.1833260246244

Cboe BXDE Index Roll Information - May 20, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXDEDJIA Cboe BuyWrite V2 Index310.633154.621428571428571308.3585714285714

Cboe BXD Index Roll Information - May 20, 2022

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXDCboe DJIA BuyWrite Index310.633154.95310.61

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