Cboe Switzerland Mid Cap 30 Index BCHM30P

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Cboe Exchange The Cboe CHM 30 index aims to be comprised of the next 30 largest Swiss issuers i.e. companies ranked 21 to 50 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 Switzerland Mid Cap 30 DE000SLA2QE7 BCHM30P .BCHM30P CHF Cboe Switzerland Mid Cap 30 - net DE000SLA2QN8 BCHM30N .BCHM30N CHF

Volatility Volatility (1y) 0.135

Returns(%) 1M 3M 6M YTD 1Y 3Y 5Y BCHM30P 1.08 4.37 15.48 17.06 29.14 11.76 56.94 BCHM30N 1.11 4.52 16.99 18.61 31.02 18.05 71.45

Top 5 Performers Country 1 month return % AMS AG AUSTRIA 7.74 VAT GROUP AG SWITZERLAND 7.71 CHOCOLADEFABRIKEN LINDT & SPRUENGLI AG SWITZERLAND 7.15 TECAN GROUP AG-REG SWITZERLAND 7.07 HELVETIA HOLDING AG SWITZERLAND 6.80

Historical Performance Chart

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2011 2013 2014 2016 2017 2018 2020 2021

Cboe Switzerland Mid Cap 30 (CHF) Cboe Switzerland 20 (CHF)

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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) CHF Constituent Market Cap (millions, float adjusted) CHF Total Market Cap (full) 281,045 Largest 18,656 Total Market Cap (float adjusted) 226,274 Smallest 2,134 Number of constituents 30 Average 7,542

Top 5 Companies Country Weight % SONOVA HOLDING AG SWITZERLAND 8.25 LOGITECH INTERNATIONAL SA SWITZERLAND 6.99 SWISS LIFE HOLDING AG SWITZERLAND 6.70 JULIUS BAER GRUPPE AG SWITZERLAND 5.93 SCHINDLER HOLDING AG SWITZERLAND 5.30

Sector Weights

Finance (29%) Consumer Non-Cyclicals (16%) Healthcare (15%) Industrials (12%) Non-Energy Materials (12%) Technology (9%) Business Services (3%) Consumer Cyclicals (3%) Utilities (1%)

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