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SPONSORED INDICES Exclusive Partnership with Natixis SPONSORED INDICES Exclusive Partnership with Natixis MARKET ACCESS INDEX RISK PREMIA INDEX SMART BETA INDEX SRI/CLIMATE INDEX THEMATIC INDEX THIS DOCUMENT IS FOR PROFESSIONAL INVESTORS ONLY SPONSORS/ INVESTMENT BLOOMBERG LAUNCH CALCULATION & REFERENCE WEIGHTING SYNTHETIC INDEX NAME RETURN(1) CURRENCY TICKER DATE AGENT UNIVERSE METHOD DIVIDEND MARKET ACCESS INDEX France CAC® Large 60 Equal Weight 24 April 60 largest market Equally Excess CLEWE 5.00% EUR Excess Return Index 2015 capitalisation weighted Return stocks Belgium & BeNe 40 Equal Weight 21 Sept. Netherlands Equally Excess BENEWE 4.50% EUR Excess Return Index 2015 40 most liquid weighted Return stocks Eurozone EURO iSTOXX® 70 Equal Weight 29 April 70 largest market Equally Excess ISX70D5 5.00% EUR 5% Decrement Index 2016 capitalisation weighted Return stocks United Kingdom FTSE Custom 150 03 May 150 largest market Equally Excess Equally Weighted UKX150EQ 5.00% GBP 2016 capitalisation weighted Return Discounted Return Index stocks Sweden OMX® Stockholm 40 Equal 07 Nov. Equally Excess OMXS40ER 40 largest and most 5.00% SEK Weighted Excess Return Index 2016 weighted Return liquid stocks Germany idDAX 50 Equal Weight 10 July 30 largest market Equally Excess DAX50D4 4.00% EUR Decrement 4% Index 2017 capitalisation + 20 weighted Return most liquid stocks Eurozone EURO iSTOXX® 50 16 Aug. 50 largest market Market Price SX5FLEP No EUR Futures Leveraged Price Index 2017 capitalisation Capitalisation Return stocks Korea KRX® SF-KOSPI 200 24 Aug. 200 largest market Market Price KOSPI3 No KRW Leverage 1.5x Index 2017 capitalisation Capitalisation Return stocks SGXNKY1 Japan SGXNKY2 225 Price- Price SGX® NKY Index Series SGXNKY3 Jan. 2018 No JPY price-weighted weighted Return SGXNKY4 stocks SGXNKY5 www.cib.natixis.com SPONSORS/ INVESTMENT BLOOMBERG LAUNCH CALCULATION & REFERENCE WEIGHTING SYNTHETIC INDEX NAME RETURN(1) CURRENCY TICKER DATE AGENT UNIVERSE METHOD DIVIDEND MARKET ACCESS INDEX Eurozone EURO iSTOXX® 25 Challengers 25 smallest market 20 June Equally Excess Equal Weight Decrement ISX25D5 capitalisation 5.50% EUR 2018 weighted Return 5.50% Index stocks from EURO STOXX 50® Index France Euronext® France 20-40 20 smallest 18 July Equally Excess Challengers Equal Weight FRECH market 5.50% EUR 2018 weighted Return Decrement 5.5% Index capitalisation stocks in CAC Index Eurozone 30 biggest EURO iSTOXX® Next 30 Equal 25 July Equally Excess ISX30D5 market 5.00% EUR Weight Decrement 5% Index 2018 weighted Return capitalisation stocks France next 40 biggest Euronext® France Next 40 Equal 15 Aug. market Equally Excess NEXT40 5.50% EUR Weight Decrement 5.50% Index 2018 capitalisation weighted Return stocks after CAC Index RISK PREMIA INDEX United States Solactive® U.S. Corporate 11 Oct. Equally Excess SOLUSCL 200 stocks (long/ No USD Leverage Strategy Index 2018 weighted Return short strategy) SMART BETA INDEX Eurozone EURO iSTOXX® 50 Style 01 July 50 largest market Excess SXESWDP Fundamentals 5.50% EUR Weighted Decrement Index 2015 capitalisation Return stocks United States S&P 500 Low Volatility 16 Nov. Inverse Price SPXLTBUP 100 least No USD Target Beta Index 2015 Volatility Return volatile stocks Europe Solactive Low Volatility Europe 02 Aug. Equally Total SOLELVEN 50 most liquid and No EUR Equal Weight 50 Index 2016 weighted Return least volatile stocks Solactive Europe Europe 19 Sep. Equally Excess Low Volatility Excess Return SOLELVTE 50 most liquid and 5.00% EUR 2016 weighted Return Target Beta Index least volatile stocks United States NASDAQ-100 Target 25 01 May Equally Excess XNDXT25E 25 stocks from the 2.50% USD Excess Return Index 2017 weighted Return NASDAQ-100 Index 50% Global Volatility MSCI World Select Countries 30 May Excess DE720576 60 high dividend & 50% 5.00% EUR Yield Low Volatility 60 Index 2018 Return low volatility stocks Dividend yield 50% Global Volatility MSCI World Select Countries 30 May Price ME720575 60 high dividend & 50% No EUR Yield Low Volatility 60 Index 2018 Return low volatility stocks Dividend yield SPONSORS/ INVESTMENT BLOOMBERG LAUNCH CALCULATION & REFERENCE WEIGHTING SYNTHETIC INDEX NAME RETURN(1) CURRENCY TICKER DATE AGENT UNIVERSE METHOD DIVIDEND SRI/CLIMATE INDEX Euronext® Climate Orientation Europe 04 July Equally Excess Priority 50 Equal Weight COP5E 50 low carbon & 5.00% EUR 2016 weighted Return Excess Return Index low volatility stocks Euronext® Climate Orientation Europe 04 July Equally Excess Priority 50 Equal Weight COP5D 50 low carbon & 4.50% EUR 2016 weighted Return Excess Return Index low volatility stocks France Corporate CAC 40® Governance 09 May 40 largest market Excess CAGOD Governance 5.00% EUR Decrement 5% Index 2017 capitalisation Return Score stocks Euronext® Climate Europe 29 May Equally Excess Objective 50 Equal Weight ECO50EW 50 low carbon 5.00% EUR 2017 weighted Return Decrement 5% Index stocks Global Volatility Solactive® Climate & Energy 8 June 40 low carbon, Price SOLCLET & Dividend No EUR Transition Index 2018 low volatility & high Return Yield dividend stocks Euronext® Climate Objective 50 Eurozone 05 Sept. Equally Excess Euro Equal Weight ECO5E 50 low carbon 5.00% EUR 2018 weighted Return Decrement 5% Index stocks CAC® Large 60 France Mirova/ 07 Nov. Excess Responsible Investment SW RCLEWE 60 stocks from ISS-oekom 5.00% EUR 2018 Return Decrement 5% Index CLEWE Index Score Euronext® France 40 France Mirova/ 07 Nov. Excess Responsible Investment RFRA40 40 stocks from ISS-oekom 5.00% EUR 2018 Return Decrement 5% Index CAC Index Score Euronext® Responsible Eurozone 05 Dec. Equally Excess Investment Euro 50 Equal ERI5E 50 responsible 5.00% EUR 2018 weighted Return Weight Decrement 5% Index investment stocks THEMATIC INDEX Solactive European Quality 11 April Europe Equally Price SOLEQIMN No EUR Market Neutral Index 2016 50 Quality stocks weighted Return Europe & Volatility Solactive Quality of Life 11 Aug. United States Price SOLQLIFE & Dividend No EUR Select 40 Index 2016 40 Quality of Return Yield Life stocks Global Volatility Solactive Global Infrastructure 16 May Price SOLINFGE 40 high dividend & & Dividend No EUR Select 40 Index 2017 Return low volatility stocks Yield Solactive Global Infrastructure Global Volatility 17 May Net Total Select 40 USD Net Total Return SOLINFTU 40 high dividend & & Dividend No USD 2017 Return Index low volatility stocks Yield Europe & Solactive Transatlantic Volatility 27 Oct. United States Price Infrastructure SOLTINFR & Dividend No EUR 2017 40 high dividend & Return Select 40 Index Yield low volatility stocks Global Solactive Transatlantic 29 Nov. 50 least Inverse Net Total SOLTHEAN No USD Healthcare Equity Index NTR 2018 volatile Healthcare Volatility Return stocks Global Solactive Transatlantic 12 Dec. 50 least Inverse Excess SOLHC12 2.00% USD Healthcare Equity Index 12% VT 2018 volatile Healthcare Volatility Return stocks & 3M Libor (1) Please check with your sales representatives for Excess Return, Price Return or Total Return versions. DISCLAIMER This document is for discussion and information purposes only. It is highly confidential and it is the property of Natixis. It should not be transmitted to any person other than the original addressee(s) without the prior written consent of Natixis. This document is a marketing presentation. It does not constitute an independent investment research and has not been prepared in accordance with the legal requirements designed to promote the independence of investment research. Accordingly there are no prohibitions on dealing ahead of its dissemination. The distribution, possession or delivery of this document in, to or from certain jurisdictions may be restricted or prohibited by law. Recipients of this document are therefore required to ensure that they are aware of, and comply with, such restrictions or prohibitions. Neither Natixis, nor any of its affiliates, directors, employees, agents or advisers nor any other person accept any liability to anyone in relation to the distribution, possession or delivery of this document in, to or from any jurisdiction. This Document is only addressed to Investment Professionals as set out in Article 19 of the Financial Services and Markets Act 2000 (Financial Promotion) Order 2005 or to persons regarded as professional investors under equivalent legislation under a jurisdiction of the European Economic Area. This document is not for distribution to retail client. This document is communicated to each recipient for information purposes only and does not constitute a personalised recommendation. It is intended for general distribution and the products or services described herein do not take into account any specific investment objective, financial situation or particular need of any recipient. It should not be construed as an offer or solicitation with respect to the purchase, sale or subscription of any interest or security or as an undertaking by Natixis to complete a transaction subject to the terms and conditions described in this document or any other terms and conditions. Any guarantee, funding, interest or currency swap, underwriting or more generally any undertaking provided for in this document should be treated as preliminary only and is subject to a formal approval and written confirmation in accordance with Natixis’ current internal procedures. Natixis has neither verified nor independently analysed the information contained in this document. Accordingly, no representation, warranty or undertaking, express or implied, is made to recipients as to or in relation to the accuracy or completeness
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