Cboe NASDAQ-100 BuyWrite V2 Index
The Cboe NASDAQ-100 BuyWrite V2 Index (BXNT) measures the total rate of return of a NASDAQ-100 covered call strategy. This strategy (“BXNT covered call strategy”) consists of holding a portfolio indexed to the NASDAQ-100 and selling a succession of one-month at-the-money NASDAQ-100 (NDX) call options listed on the PHLX exchange. The BXNT index is based on the cumulative gross rate of return of this strategy since the inception of the index. The BXNT Index does not use contributed input data, and all of the input data is readily available via public sources. The BXNT Index is non-significant, as defined by EU Regulation 2016/1011 (“EU Benchmark Regulation” or “EU BMR”).