Cboe Brexit High 50 Index BUKHI50P

Page 1 August 2021

Cboe Exchange The Cboe Brexit High 50 index will be comprised of the 50 issuers in the Cboe UK 100 with the highest exposure to GBP revenues, as determined by FactSet's Geographic Revenue Exposure (GeoRevtm) data at the time of the index's review. The index base level is 10,000 as of December 31st, 2015. 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 Brexit High 50 DE000SLA3F88 BUKHI50P .BUKHI50P GBP Cboe Brexit High 50 - net DE000SLA3F96 BUKHI50N .BUKHI50N GBP

Volatility Volatility (1y) 0.1691

Returns(%) 1M 3M 6M YTD 1Y 3Y 5Y BUKHI50P 2.04 -1.14 7.7 8.3 19.17 -4.48 -2.95 BUKHI50N 2.71 -0.01 9.96 10.9 22.92 8.45 19.1

Top 5 Performers Country 1 month return % FLUTTER ENTERTAINMENT PLC IRELAND 14.73 JD SPORTS FASHION PLC UNITED KINGDOM 12.69 SSE PLC UNITED KINGDOM 12.64 TAYLOR WIMPEY PLC UNITED KINGDOM 10.40 TESCO PLC UNITED KINGDOM 9.02

Historical Performance Chart

40%

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-40% 2011 2013 2014 2016 2017 2018 2020 2021

Cboe Brexit High 50 (GBP) Cboe UK 100 (GBP) Cboe Brexit Low 50 (GBP)

Page 2 August 2021

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) GBP Constituent Market Cap (millions, float adjusted) GBP Total Market Cap (full) 715,015 Largest 78,722 Total Market Cap (float adjusted) 639,375 Smallest 2,029 Number of constituents 50 Average 12,787

Top 5 Companies Country Weight % HSBC HOLDINGS PLC UNITED KINGDOM 12.31 BP PLC UNITED KINGDOM 9.41 NATIONAL GRID PLC UNITED KINGDOM 5.23 BARCLAYS PLC UNITED KINGDOM 4.90 LLOYDS BANKING GROUP PLC UNITED KINGDOM 4.86

Sector Weights

Finance (45%) Energy (10%) Utilities (10%) Consumer Non-Cyclicals (10%) Consumer Services (7%) Industrials (6%) Consumer Cyclicals (6%) Technology (3%) Telecommunications (2%) Non-Energy Materials (1%)

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