The Fund invests at least 80% of its total assets in the securities of the CBOE NASDAQ-100 BuyWrite V2 Index (the Underlying Index).The CBOE NASDAQ-100 BuyWrite Index (BXN Index) is a benchmark index that measures the performance of a theoretical portfolio that holds a portfolio of the stocks included in the NASDAQ-100 Index (Reference Index), and writes (or sells) a succession of one-month at-the-money Reference Index covered call options. The Underlying Index replicates the methodology used to calculate the BXN Index, with one exception: the written Reference Index covered call options are held until one day prior to the expiration dates (i.e., generally the Thursday preceding the third Friday of the month) and are liquidated at a volume-weighted average price determined at the close.