EURO STOXX® REVERSAL PREMIUM INDEX

Components1

Company Supersector Country Weight (%) SUEZ ENVIRONNEMENT Utilities France 4.50 VOPAK Industrial Goods & Services Netherlands 3.80 SIEMENS GAMESA Oil & Gas Spain 3.23 ORION B Health Care Finland 2.49 INGENICO Technology France 2.38 HENKEL PREF Personal & Household Goods 2.27 DEUTSCHE POST Industrial Goods & Services Germany 1.85 Chemicals Germany 1.71 BOLLORE Industrial Goods & Services France 1.69 ANHEUSER-BUSCH INBEV Food & Beverage Belgium 1.65 FRESENIUS MEDICAL CARE Health Care Germany 1.54 GEA GRP Industrial Goods & Services Germany 1.53 PRYSMIAN Industrial Goods & Services Italy 1.52 SOPRA STERIA GROUP Technology France 1.46 BMW Automobiles & Parts Germany 1.45 UNITED INTERNET Technology Germany 1.41 SOLVAY Chemicals Belgium 1.40 Chemicals Germany 1.39 ING GRP Banks Netherlands 1.38 CARREFOUR Retail France 1.34 DIALOG SEMICON Technology Germany 1.34 HEIDELBERGCEMENT Construction & Materials Germany 1.33 DAIMLER Automobiles & Parts Germany 1.31 FRESENIUS Health Care Germany 1.30 SAINT GOBAIN Construction & Materials France 1.30 ILIAD Telecommunications France 1.29 ATOS Technology France 1.26 PREF Chemicals Germany 1.24 ALTICE EUROPE NV A Telecommunications Netherlands 1.23 PUBLICIS GRP Media France 1.20 Industria de Diseno Textil SA Retail Spain 1.20 AEGON Insurance Netherlands 1.19 Chemicals Germany 1.19 BASF Chemicals Germany 1.15 CONTINENTAL Automobiles & Parts Germany 1.14 BAYER Health Care Germany 1.13 PROSIEBENSAT.1 MEDIA Media Germany 1.12 VOLKSWAGEN PREF Automobiles & Parts Germany 1.11 REXEL Industrial Goods & Services France 1.09 BOUYGUES Construction & Materials France 1.08 INTESA SANPAOLO Banks Italy 1.07 BANCO BPM Banks Italy 1.05 RENAULT Automobiles & Parts France 1.01 ESSILORLUXOTTICA Health Care France 0.99 MAPFRE Insurance Spain 0.98 WARTSILA Industrial Goods & Services Finland 0.96 VALEO Automobiles & Parts France 0.95 CRH Construction & Materials Ireland 0.93 CAIXABANK Banks Spain 0.90 CREDIT AGRICOLE Banks France 0.88 BNP PARIBAS Banks France 0.88 NOKIAN RENKAAT Automobiles & Parts Finland 0.87 FAURECIA Automobiles & Parts France 0.84 TENARIS Basic Resources Italy 0.83 FLUTTER ENTERTAINMENT Travel & Leisure Ireland 0.83 DEUTSCHE BANK Banks Germany 0.83 UNICREDIT Banks Italy 0.82 KLEPIERRE Real Estate France 0.81 ACCOR Travel & Leisure France 0.81 ELIS Industrial Goods & Services France 0.80 LEONARDO Industrial Goods & Services Italy 0.79 FREENET Telecommunications Germany 0.78 RYANAIR Travel & Leisure Ireland 0.77 Technology Germany 0.76 THYSSENKRUPP Industrial Goods & Services Germany 0.76 MERCK Health Care Germany 0.76 Banks Germany 0.76 BCO SABADELL Banks Spain 0.74 SPIE Industrial Goods & Services France 0.73 JERONIMO MARTINS Retail Portugal 0.72 GRP SOCIETE GENERALE Banks France 0.71

1 Based on the last periodic review implementation

EURO STOXX® REVERSAL PREMIUM INDEX

Components1

Company Supersector Country Weight (%) NATIXIS Banks France 0.71 TELEFONICA DEUTSCHLAND Telecommunications Germany 0.69 NOKIA Technology Finland 0.69 BCO BILBAO VIZCAYA ARGENTARIA Banks Spain 0.68 BCO SANTANDER Banks Spain 0.67 EUROFINS SCIENTIFIC Health Care France 0.66 TELECOM ITALIA Telecommunications Italy 0.63 BANK OF IRELAND GROUP Banks Ireland 0.62 UNIBAIL-RODAMCO-WESTFIELD Real Estate France 0.62 BANKINTER Banks Spain 0.57 VOESTALPINE Basic Resources Austria 0.55 VISCOFAN Food & Beverage Spain 0.51 ACKERMANS & VAN HAAREN Financial Services Belgium 0.48 TELEFONICA Telecommunications Spain 0.40 ARCELORMITTAL Basic Resources Luxembourg 0.40 ANDRITZ Industrial Goods & Services Austria 0.37 GLANBIA Food & Beverage Ireland 0.17 PROXIMUS Telecommunications Belgium 0.06

1 Based on the last periodic review implementation