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Euro Stoxx® 50 Daily Leverage 5 Index

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Euro Stoxx® 50 Daily Leverage 5 Index LEVERAGE INDICES 1 EURO STOXX® 50 DAILY LEVERAGE 5 INDEX Stated objective Key facts The STOXX Leverage Indices are linked to the performance of the » Are an ideal tool to boost returns in bullish markets underlyings and reflect their development with a leverage factor which can range from one (i.e. leverage), three, four, five, six, seven up to eight. Example: for the EURO STOXX 50 Daily Leverage Index; if the underlying EURO STOXX 50 Index rose 2%, the EURO STOXX 50 Daily Leverage Index rose 4% (and vice versa less costs of cash borrowing based on EONIA). The interest rate depends on the region: for the Americas, Latin America, Asia, BRIC and Global region USD Libor is used; for UK GBP Libor, for Australia AUD Libor and for Europe, Eurozone EONIA. The cost of borrowing is also taken into account in the index calculation. STOXX calculates daily and monthly leverage indices. The monthly leverage indices replicate performance on a monthly basis, i.e. reduced costs due to only one transaction per month. Risk and return figures1 Index returns Return (%) Annualized return (%) Last month YTD 1Y 3Y 5Y Last month YTD 1Y 3Y 5Y EURO STOXX 50 Daily Leverage 5 Index 7.4 9.9 107.5 137.3 -53.1 135.2 14.9 104.6 32.4 -13.7 EURO STOXX 50 Index 1.9 5.1 20.9 56.7 41.4 24.6 7.6 20.4 15.7 7.0 Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2 EURO STOXX 50 Daily Leverage 5 Index 77.5 71.5 69.1 103.8 107.6 1.4 0.4 1.2 0.6 0.1 EURO STOXX 50 Index 16.3 14.3 13.9 20.8 21.5 0.1 0.5 1.2 0.7 0.3 Index to benchmark Correlation Tracking error (%) EURO STOXX 50 Daily Leverage 5 Index 1.0 1.0 1.0 1.0 1.0 62.0 57.2 55.2 83.1 86.1 Index to benchmark Beta Annualized information ratio EURO STOXX 50 Daily Leverage 5 Index 1.0 7.6 11.1 50.4 87.4 1.5 0.5 1.4 0.8 0.4 Performance and annual returns3 1 For information on data calculation, please refer to STOXX calculation reference guide. 2 Based on Euribor1m 3 STOXX data from Dec. 31, 2008 to Aug. 29, 2014 (EUR, gross return), all data as of Aug. 29, 2014 INNOVATIVE. GLOBAL. INDICES. LEVERAGE INDICES 2 EURO STOXX® 50 DAILY LEVERAGE 5 INDEX Methodology The detailed methodology including the calculation formula can be found in our rulebook : www.stoxx.com/indices/rulebooks.html Version and symbols Index ISIN Symbol Bloomberg Reuters Gross Return EUR CH0183709036 SX5GTDL5 SX5GTDL5 Index .SX5GTDL5 Gross Return USD CH0183709101 SX5GUDL5 SX5GUDL5 Index .SX5GUDL5 Complete list available here: www.stoxx.com/data/vendor_codes.html CONTACT DETAILS STOXX customer support P +41 58 399 5900 Zurich/headquarters: Frankfurt: P +49 69 211 13243 Madrid: P +34 91 369 1229 [email protected] P +41 58 399 5300 Hong Kong: P +852 6307 9316 New York: P +1 212 669 6426 www.stoxx.com London: P +44 207 862 7680 STOXX is part of Deutsche Boerse and SIX CUSTOMIZATION The index can be used as a basis for the definition of STOXX® Customized Indices, which can be tailored to specific client or mandate needs. STOXX offers customization in almost unlimited forms for example in terms of component selection, weighting schemes and personalized calculation methodologies. DISCLAIMER STOXX® indices are protected through intellectual property rights. 'STOXX' and 'EURO STOXX 50' are registered trademarks. The use of the STOXX® indices for financial products or for other purposes requires a license from STOXX. STOXX does not make any warranties or representations, express or implied with respect to the timeliness, sequence, accuracy, completeness, currentness, merchantability, quality or fitness for any particular purpose of its index data. STOXX is not providing investment advice through the publication of the STOXX® indices or in connection therewith. In particular, the inclusion of a company in an index, its weighting, or the exclusion of a company from an index, does not in any way reflect an opinion of STOXX on the merits of that company. Financial instruments based on the STOXX® indices are in no way sponsored, endorsed, sold or promoted by STOXX. BACKTESTED PERFORMANCE This document contains index performance data based on backtesting, i.e. calculations of how the index might have performed prior to launch if it had existed using the same index methodology and based on historical constituents. Backtested performance information is purely hypothetical and is provided in this document solely for information purposes. Backtested performance does not represent actual performance and should not be interpreted as an indication of actual performance. LEVERAGE INDICES 3 EURO STOXX® 50 DAILY LEVERAGE 5 INDEX Components4 Company Supersector Country Weight (%) TOTAL Oil & Gas FR 6.25 SANOFI Health Care FR 4.70 BCO SANTANDER Banks ES 4.42 BAYER Chemicals DE 4.18 SIEMENS Industrial Goods & Services DE 4.06 BASF Chemicals DE 3.91 DAIMLER Automobiles & Parts DE 3.35 ANHEUSER-BUSCH INBEV Food & Beverage BE 3.17 BCO BILBAO VIZCAYA ARGENTARIA Banks ES 2.72 ALLIANZ Insurance DE 2.71 SAP Technology DE 2.64 BNP PARIBAS Banks FR 2.64 ENI Oil & Gas IT 2.60 TELEFONICA Telecommunications ES 2.49 UNILEVER NV Food & Beverage NL 2.49 SCHNEIDER ELECTRIC Industrial Goods & Services FR 2.00 ING GRP Insurance NL 1.98 LVMH MOET HENNESSY Personal & Household Goods FR 1.90 DEUTSCHE TELEKOM Telecommunications DE 1.89 AXA Insurance FR 1.81 UNICREDIT Banks IT 1.74 DEUTSCHE BANK Banks DE 1.71 AIR LIQUIDE Chemicals FR 1.65 INTESA SANPAOLO Banks IT 1.61 GRP SOCIETE GENERALE Banks FR 1.59 DANONE Food & Beverage FR 1.54 GDF SUEZ Utilities FR 1.53 L'OREAL Personal & Household Goods FR 1.50 IBERDROLA Utilities ES 1.47 E.ON Utilities DE 1.45 BMW Automobiles & Parts DE 1.45 VINCI Construction & Materials FR 1.44 AIRBUS GROUP NV Industrial Goods & Services FR 1.42 VOLKSWAGEN PREF Automobiles & Parts DE 1.38 ENEL Utilities IT 1.38 ASML HLDG Technology NL 1.30 MUENCHENER RUECK Insurance DE 1.27 DEUTSCHE POST Industrial Goods & Services DE 1.21 VIVENDI Media FR 1.18 Industria de Diseno Textil SA Retail ES 1.16 ORANGE Telecommunications FR 1.12 ASSICURAZIONI GENERALI Insurance IT 1.07 PHILIPS Industrial Goods & Services NL 1.05 UNIBAIL-RODAMCO Real Estate FR 0.99 SAINT GOBAIN Construction & Materials FR 0.97 ESSILOR INTERNATIONAL Health Care FR 0.83 REPSOL Oil & Gas ES 0.80 CARREFOUR Retail FR 0.80 RWE Utilities DE 0.74 CRH Construction & Materials IE 0.73 4 Based on the last periodic review implementation.
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