Index description

The Index objective is to provide exposure to a portfolio of listed large- and mid-capitalization U.S. stocks. Index Components may include (a) up to 80.00% equities, options, futures, forwards and currencies and (b) up top 30.00% exchange traded and/or mutual funds and structured products; in each case (a) denominated in US-Dollars or Euros and (b) issued from within the United States, Europe or Asia. The Index Components must either be listed, tradable with regulated institutions within the European Economic Area or the United Kingdom or clearable and must be capable of being held in custody with a custodian incorporated in the European Economic Area. Non-clearable private market instruments are not eligible Index Components.