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BLUE-CHIP INDICES 1 STOXX 50® INDEX

Stated objective Key facts The ® Index represents the performance of the 50 » One of the most liquid indices for the : serves as largest companies among the 19 supersectors in terms of free-float underlying for financial products (options, futures, ETFs) and for market cap in 12 Eurozone countries. These countries include Austria, benchmarking purposes , , , , , Ireland, , Luxembourg, the , Portugal and . The index has a » Well-known and serves as an underlying not only for several fixed number of components and is part of the STOXX blue-chip subindices but also for many strategy indices, such as the EURO index family. The index captures about 60% of the free-float market STOXX 50 Risk Control Indices and Dividend Point products cap of the EURO STOXX Total Market Index (TMI). » Buffers are used to achieve the fixed number of components and to maintain stability of the indices by controlling index composition changes

» Selection methodology ensures a stable and up-to-date index composition. Fast-exit rules ensure the index accurately represents the performance of only the largest and most liquid companies in a sector

» Weighted by free-float market cap

Descriptive statistics Index Market cap (USD bn.) Components (USD bn.) Component weight (%) Turnover (%) Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 months EURO STOXX 50 Index 3,154.8 2,608.2 52.2 40.7 157.1 17.1 6.0 0.7 2.9 EURO STOXX Index 5,793.7 4,268.8 14.5 6.0 157.1 1.3 3.7 0.0 3.7 Supersector weighting (top 10) Country weighting

Risk and return figures1 Index returns Return (%) Annualized return (%) Last month YTD 1Y 3Y 5Y Last month YTD 1Y 3Y 5Y EURO STOXX 50 Index 0.3 0.5 20.7 43.4 29.8 3.4 0.7 20.3 12.4 5.2 EURO STOXX Index 0.0 -0.2 19.1 43.0 37.0 0.5 -0.2 18.7 12.3 6.3

Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2 EURO STOXX 50 Index 16.1 14.5 14.8 25.8 27.1 -1.0 0.0 1.1 0.5 0.2 EURO STOXX Index 14.9 13.7 13.7 24.4 25.6 -1.3 -0.0 1.1 0.5 0.2

Index to benchmark Correlation Tracking error (%) EURO STOXX 50 Index 1.0 1.0 1.0 1.0 1.0 2.5 2.3 2.3 2.9 3.0

Index to benchmark Beta Annualized information ratio EURO STOXX 50 Index 1.1 1.0 1.1 1.1 1.1 1.0 0.5 0.6 0.1 -0.2

1 For information on data calculation, please refer to STOXX calculation reference guide. 2 Based on Euribor1m (USD, gross return), all data as of Aug. 29, 2014

INNOVATIVE. GLOBAL. INDICES.

BLUE-CHIP INDICES 2 EURO STOXX 50® INDEX Fundamentals (for last 12 months) Index Price/earnings Price/earnings Price/ Dividend Price/ Price/ incl. negative excl. negative book yield (%) sales cash flow Trailing Projected Trailing Projected Trailing Trailing Trailing Trailing EURO STOXX 50 Index 25.6 14.5 16.4 14.5 1.5 3.2 0.9 7.2 EURO STOXX Index 25.6 15.4 16.8 15.3 1.5 2.8 0.9 7.1

Performance and annual returns3 Methodology From each of the 19 EURO STOXX Supersector indices the largest stocks are added to the selection list until the coverage is as close as possible to 60% of the free-float market cap of the corresponding EURO STOXX TMI Supersector index. Further, all current EURO STOXX 50 stocks are added to the selection list. The largest 40 stocks on the selection list in terms of free-float market cap are selected; the remaining 10 stocks are selected from the largest remaining current stocks ranked between 41 and 60; if the number of stocks selected is still below 50, then the largest remaining stocks are selected until there are 50 stocks. The EURO STOXX 50 serves as the basis for single subindices such as the EURO STOXX 50 ex Financials.

The detailed methodology including the calculation formula can be found in our rulebook: www.stoxx.com/indices/rulebooks.html

Version and symbols Quick facts Index ISIN Symbol Bloomberg Weighting Free-float market cap Gross Return CAD CH0148120857 SX5EGDA SX5EGDA Index .SX5EGDA 10% Net Return CAD CH0148120840 SX5EDA SX5EDA Index .SX5EDA Cap factor Price CAD CH0148120832 SX5ECA SX5ECA Index .SX5ECA No. of components 50 Gross Return EUR CH0102173264 SX5GT SX5GT Index .SX5GT Net Return EUR EU0009658152 SX5T SX5T Index .STOXX50ER Review frequency Annually (September) Price EUR EU0009658145 SX5E SX5E Index .STOXX50E Price (EUR/USD), net return (EUR/USD), gross return Gross Return GBP CH0148120790 SX5EGHB SX5EGHB Index .SX5EGHB Calculation/distribution (EUR/USD): realtime (every 15 seconds) Net Return GBP CH0148120782 SX5EHB SX5EHB Index .SX5EHB Realtime: 9:00 am - 6:00 pm CET Calculation hours Price GBP CH0148120774 SX5EGB SX5EGB Index .SX5EGB End of day: 6:00 pm CET Gross Return JPY CH0148120824 SX5EGLP SX5EGLP Index .SX5EGLP Price, net return (EUR/USD): 1,000 as of Dec. 31,1991 Base value/base date Gross return (EUR/USD) and price, net return, gross return Complete list available here: www.stoxx.com/data/vendor_codes.html EURO STOXX 50: price and net return: available daily back to History Dec. 31, 1986

Inception date Feb. 26, 1998

3 STOXX data from Jan. 02, 2001 to Aug. 29, 2014 (USD, gross return), all data as of Aug. 29, 2014

CONTACT DETAILS STOXX customer support P +41 58 399 5900 Zurich/headquarters: : P +49 69 211 13243 : P +34 91 369 1229 [email protected] P +41 58 399 5300 : P +852 6307 9316 : 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.

BLUE-CHIP INDICES 3 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

EURO STOXX 50® INDEX

Components4

Company Supersector Country Weight (%) TOTAL Oil & Gas FR 6.25 FR 4.70 BCO SANTANDER Banks ES 4.42 Chemicals DE 4.18 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 VIZCAYA ARGENTARIA Banks ES 2.72 Insurance DE 2.71 SAP Technology DE 2.64 BNP PARIBAS Banks FR 2.64 Oil & Gas IT 2.60 TELEFONICA Telecommunications ES 2.49 NV Food & Beverage NL 2.49 Industrial Goods & Services FR 2.00 ING GRP Insurance NL 1.98 LVMH MOET HENNESSY Personal & Household Goods FR 1.90 Telecommunications DE 1.89 Insurance FR 1.81 Banks IT 1.74 Banks DE 1.71 Chemicals FR 1.65 Banks IT 1.61 GRP SOCIETE GENERALE Banks FR 1.59 Food & Beverage FR 1.54 GDF SUEZ Utilities FR 1.53 L'OREAL Personal & Household Goods FR 1.50 Utilities ES 1.47 E.ON Utilities DE 1.45 BMW Automobiles & Parts DE 1.45 VINCI Construction & Materials FR 1.44 GROUP NV Industrial Goods & Services FR 1.42 PREF Automobiles & Parts DE 1.38 Utilities IT 1.38 ASML HLDG Technology NL 1.30 MUENCHENER RUECK Insurance DE 1.27 Industrial Goods & Services DE 1.21 Media FR 1.18 Industria de Diseno Textil SA Retail ES 1.16 ORANGE Telecommunications FR 1.12 Insurance IT 1.07 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 Oil & Gas ES 0.80 Retail FR 0.80 RWE Utilities DE 0.74 CRH Construction & Materials IE 0.73

4 Based on the last periodic review implementation