Cboe France Mid Cap 20 Index BFRM20P

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Cboe Exchange The Cboe FRM 20 index aims to be comprised of the next 20 largest French issuers i.e. companies ranked 41 to 60 by their market capitalisation. 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 France Mid Cap 20 DE000SLA2P87 BFRM20P .BFRM20P EUR Cboe France Mid Cap 20 - net DE000SLA2QG2 BFRM20N .BFRM20N EUR

Volatility Volatility (1y) 0.1595

Returns(%) 1M 3M 6M YTD 1Y 3Y 5Y BFRM20P -0.26 -0.01 4.54 6.43 16.6 2.84 43.69 BFRM20N -0.26 0.64 5.86 7.78 18.26 6.68 54.31

Top 5 Performers Country 1 month return % BOLLORE SA FRANCE 5.83 EURONEXT NV NETHERLANDS 5.23 ARKEMA SA FRANCE 4.37 BIOMERIEUX FRANCE 2.48 EIFFAGE SA FRANCE 2.13

Historical Performance Chart

100%

50%

2011 2013 2014 2016 2017 2018 2020 2021

Cboe France Mid Cap 20 (EUR) Cboe France 40 (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) 187,244 Largest 11,811 Total Market Cap (float adjusted) 118,154 Smallest 2,230 Number of constituents 20 Average 5,908

Top 5 Companies Country Weight % EDENRED FRANCE 10.00 EURONEXT NV NETHERLANDS 7.60 BUREAU VERITAS SA FRANCE 6.84 EIFFAGE SA FRANCE 6.57 ARKEMA SA FRANCE 6.42

Sector Weights

Finance (27%) Industrials (16%) Business Services (13%) Consumer Services (12%) Healthcare (9%) Consumer Non-Cyclicals (7%) Non-Energy Materials (6%) Technology (5%) Consumer Cyclicals (5%)

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