2. What is the methodology to calculate the mark prices?

The next mark price will be determined using the below steps:

1. If there have been transactions since the last recalculation, the new mark price will be the volume-weighted last prices.

2. If there are both Bid and Offer prices available, the new mark price will be determined by the volume-weighted order price for the best Bid and Offer.

3. If the order book has one-sided activity (either Bid or Offer), the new mark price will be set as the price of the best Bid or Offer.

To prevent price manipulation, the mark price will be updated based on the the following triggers, whichever occurs first:

1. Timer: the mark price will be recalculated every 2 minutes;

2. Randomness: the submission of LMT order could randomly trigger mark price recalculation if mark price is older than 1 minute.