Cboe Portugal 20 Index BPT20P

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Cboe Exchange The Cboe PT 20 index aims to represent the performance of the largest 20 Portuguese issuers. The index base level is 10,000 as of December 31st, 2010. This is a price return index.

Objective The index is designed for use in the creation of index tracking funds, derivatives and as a performance benchmark. Investability Liquidity Transparency Availability Stocks are selected and Stocks are screened to Uses a transparent, rules-based Calculation is based on weighted to ensure that the ensure that the index is construction process. Index price and total return index is investable. tradable. Rules are freely available on the methodologies, both real cboe.com/europe/indices -time, intra-second and website. end of day. Statistics

Index ISIN Ticker RIC Currency Cboe Portugal 20 DE000SLA22W2 BPT20P .BPT20P EUR Cboe Portugal 20 - net DE000SLA22X0 BPT20N .BPT20N EUR

Volatility Volatility (1y) 0.1784

Returns(%) 1M 3M 6M YTD 1Y 3Y 5Y BPT20P 6.64 1.73 8.08 2.86 15.77 -3.05 11.96 BPT20N 6.64 1.75 11.14 5.78 19.16 6.82 31.81

Top 5 Performers Country 1 month return % NOS SGPS SA PORTUGAL 13.83 EDP RENOVAVEIS SA SPAIN 11.92 ALTRI SGPS SA PORTUGAL 10.23 SONAE SGPS SA PORTUGAL 10.19 BANCO COMERCIAL PORTUGUES SA PORTUGAL 9.08

Historical Performance Chart

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40%

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-40% 2011 2013 2014 2016 2017 2018 2020 2021

Cboe Portugal 20 (EUR) Cboe Eurozone 50 (EUR)

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Cboe Exchange Industry Classification Benchmark Index constituents are classified by the FactSet Revere Business Industry Classification (RBICS) consisting of 12 anchor industries.

Statistics Index Market Cap (billions) EUR Constituent Market Cap (millions, float adjusted) EUR Total Market Cap (full) 69,063 Largest 12,811 Total Market Cap (float adjusted) 32,162 Smallest 59 Number of constituents 15 Average 2,144

Top 5 Companies Country Weight % EDP ENERGIAS DE PORTUGAL SA PORTUGAL 39.83 EDP RENOVAVEIS SA SPAIN 16.75 JERONIMO MARTINS SGPS SA PORTUGAL 13.66 GALP ENERGIA SGPS SA CLASS B PORTUGAL 11.82 BANCO COMERCIAL PORTUGUES SA PORTUGAL 3.08

Sector Weights

Utilities (60%) Consumer Non-Cyclicals (16%) Energy (12%) Non-Energy Materials (5%) Finance (3%) Telecommunications (2%) Industrials (2%) Consumer Services (0%)

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