Index description

Universe of Index Components
Nur Exchange Traded Funds (ETFs).
Index Components and their selection
Each instrument selected from the Universe of Index Components must fulfil the following criteria to be eligible for inclusion in the Index. The relevant instrument must:
(i) Have a price that is set regularly and publicly accessible;
(ii) be denominated in EUR or CHF;
(iii) have assets under management (AUM) at the time of inclusion in the Index in excess of 10 million EUR; and
(iv) be similar in the investment theme (e.g. cannot replace MSCI World with MSCI Germany)
(the "Index Component Selection Criteria").
The Index Component Selection Criteria are required to be fulfilled at the time of inclusion of the relevant instrument as Index Component in the Index. However, fulfilment of the Index Component Selection Criteria will not be monitored on an ongoing basis following such inclusion.
Allocation of Index Components
Step 1: BCP Analysis
Step 2: Estimation of the BCP Mean and Variance
Step 3: Orientation of the Feasible Set
Step 4: Calculation of the Hull of the Feasible Set
Step 5: Calculation of the Orientation of the Feasible Set
Step 6: Portfolio Weights