TOTAL MARKET INDICES 1 EURO STOXX® TOTAL MARKET INDEX Stated objective Key facts The STOXX Total Market (TMI) Indices cover 95% of the free-float » With 95% coverage of the free-float market cap of the relevant market cap of the relevant investable stock universe by region or investable stock universe per region, the index forms a unique country. The STOXX Global TMI serves as the basis for all regional benchmark for a truly global investment approach and country TMI indices. All TMI indices offer exposure to global equity markets with the broadest diversification within the STOXX equity universe in terms of regions, currencies and sectors. 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 Total Market Index 6,426.8 4,557.2 8.3 2.4 157.1 0.0 3.4 0.0 4.0 STOXX Europe Total Market Index 12,763.5 10,020.5 9.5 2.6 250.9 0.0 2.5 0.0 3.0 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 Total Market Index -0.1 -0.1 19.3 42.9 37.5 -0.7 -0.2 18.9 12.3 6.4 STOXX Europe Total Market Index 0.4 2.5 18.9 47.1 59.8 4.8 3.7 18.5 13.4 9.6 Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2 EURO STOXX Total Market Index 14.8 13.5 13.6 24.1 25.4 -1.4 -0.0 1.1 0.5 0.2 STOXX Europe Total Market Index 11.0 11.1 11.5 20.0 21.6 -0.9 0.3 1.4 0.7 0.4 Index to benchmark Correlation Tracking error (%) EURO STOXX Total Market Index 1.0 1.0 1.0 1.0 1.0 4.8 3.6 3.5 5.6 5.5 Index to benchmark Beta Annualized information ratio EURO STOXX Total Market Index 1.3 1.2 1.1 1.2 1.2 -2.0 -1.0 0.1 -0.0 -0.4 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. TOTAL MARKET INDICES 2 EURO STOXX® TOTAL MARKET 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 Total Market Index 28.1 15.5 16.9 15.2 1.5 2.7 0.8 4.1 STOXX Europe Total Market Index 17.9 15.6 14.3 15.3 1.8 3.1 1.0 6.1 Performance and annual returns3 Methodology The STOXX Global TMI Index comprises all shares of the eligible STOXX universe. The other regional TMI indices consist of components of the relevant Total Market Country indices. 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 Reuters Weighting Free-float market cap Gross Return EUR CH0147787235 BKXGT BKXGT Index .BKXGT No Net Return EUR CH0009119642 BKXT BKXT Index .BKXT Cap factor Price EUR CH0009119378 BKXE BKXE Index .BKXE No. of components Variable Gross Return USD CH0147789793 BKXGU BKXGU Index .BKXGU Net Return USD CH0009119667 BKXU BKXU Index .BKXU Review frequency Quarterly (March, June, September, December) Price USD CH0009119469 BKXK BKXK Index .BKXK To learn more about the inception date, currency versions, calculation hours and Complete list available here: www.stoxx.com/data/vendor_codes.html historical values, please see our data vendor code sheet. 3 STOXX data from Dec. 31, 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: Frankfurt: P +49 69 211 13243 Madrid: P +34 91 369 1229 [email protected] P +41 58 399 5300 Hong Kong: P +852 6307 9316 New York: 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. 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. TOTAL MARKET INDICES 3 EURO STOXX® TOTAL MARKET INDEX Components4 Company Supersector Country Weight (%) TOTAL Oil & Gas FR 3.58 SANOFI Health Care FR 2.70 BCO SANTANDER Banks ES 2.53 BAYER Chemicals DE 2.39 SIEMENS Industrial Goods & Services DE 2.33 BASF Chemicals DE 2.24 DAIMLER Automobiles & Parts DE 1.92 ANHEUSER-BUSCH INBEV Food & Beverage BE 1.81 BCO BILBAO VIZCAYA ARGENTARIA Banks ES 1.56 ALLIANZ Insurance DE 1.55 SAP Technology DE 1.51 BNP PARIBAS Banks FR 1.51 ENI Oil & Gas IT 1.49 TELEFONICA Telecommunications ES 1.43 UNILEVER NV Food & Beverage NL 1.42 SCHNEIDER ELECTRIC Industrial Goods & Services FR 1.15 ING GRP Insurance NL 1.14 LVMH MOET HENNESSY Personal & Household Goods FR 1.09 DEUTSCHE TELEKOM Telecommunications DE 1.08 AXA Insurance FR 1.04 UNICREDIT Banks IT 1.00 DEUTSCHE BANK Banks DE 0.98 AIR LIQUIDE Chemicals FR 0.95 INTESA SANPAOLO Banks IT 0.92 GRP SOCIETE GENERALE Banks FR 0.91 DANONE Food & Beverage FR 0.88 GDF SUEZ Utilities FR 0.88 L'OREAL Personal & Household Goods FR 0.86 IBERDROLA Utilities ES 0.84 E.ON Utilities DE 0.83 BMW Automobiles & Parts DE 0.83 VINCI Construction & Materials FR 0.83 AIRBUS GROUP NV Industrial Goods & Services FR 0.81 VOLKSWAGEN PREF Automobiles & Parts DE 0.79 ENEL Utilities IT 0.79 LINDE Chemicals DE 0.77 ASML HLDG Technology NL 0.75 MUENCHENER RUECK Insurance DE 0.73 DEUTSCHE POST Industrial Goods & Services DE 0.70 VIVENDI Media FR 0.68 Industria de Diseno Textil SA Retail ES 0.67 ORANGE Telecommunications FR 0.64 ASSICURAZIONI GENERALI Insurance IT 0.62 PHILIPS Industrial Goods & Services NL 0.60 NOKIA Technology FI 0.60 UNIBAIL-RODAMCO Real Estate FR 0.57 SAINT GOBAIN Construction & Materials FR 0.55 CONTINENTAL Automobiles & Parts DE 0.52 PERNOD RICARD Food & Beverage FR 0.51 SAMPO Insurance FI 0.50 ESSILOR INTERNATIONAL Health Care FR 0.48 MICHELIN Automobiles & Parts FR 0.47 REPSOL Oil & Gas ES 0.46 CARREFOUR Retail FR 0.46 SAFRAN Industrial Goods & Services FR 0.44 ADIDAS Personal & Household Goods DE 0.44 RWE Utilities DE 0.42 HENKEL PREF Personal & Household Goods DE 0.42 CRH Construction & Materials IE 0.42 FRESENIUS Health Care DE 0.40 RENAULT Automobiles & Parts FR 0.39 AKZO NOBEL Chemicals NL 0.38 AMADEUS IT HLDG Industrial Goods & Services ES 0.37 CREDIT AGRICOLE Banks FR 0.34 Kering Retail FR 0.34 KONE B Industrial Goods & Services FI 0.34 LEGRAND Industrial Goods & Services FR 0.34 AEGON Insurance NL 0.34 PORSCHE PREF Automobiles & Parts DE 0.34 LAFARGE Construction & Materials FR 0.32 HEINEKEN Food & Beverage NL 0.32 COMMERZBANK Banks DE 0.32 AHOLD Retail NL 0.32 4 Based on the last periodic review implementation TOTAL MARKET INDICES 4 EURO STOXX® TOTAL MARKET INDEX Components4 Company Supersector Country Weight (%) REED ELSEVIER NV Media NL 0.31 PUBLICIS GRP Media FR 0.31 ARCELORMITTAL Basic Resources LU 0.31 DEUTSCHE BOERSE Financial Services DE 0.30 INFINEON TECHNOLOGIES Technology DE 0.30 KBC GRP Banks BE 0.28 FRESENIUS MEDICAL CARE Health Care DE 0.28 BCO SABADELL Banks ES 0.28 BCO POPULAR ESPANOL Banks ES 0.27 RYANAIR Travel & Leisure IE 0.27 KONINKLIJKE DSM Chemicals NL 0.26 THYSSENKRUPP Industrial Goods & Services DE 0.26 SNAM RETE GAS Utilities IT 0.26 HEIDELBERGCEMENT Construction & Materials DE 0.25 TELECOM ITALIA Telecommunications IT 0.25 EDP ENERGIAS DE PORTUGAL Utilities PT 0.25 CAP GEMINI Technology FR 0.24 FORTUM Utilities FI 0.24 TECHNIP Oil & Gas FR 0.24 SES Media LU 0.24 KERRY GRP Food & Beverage IE 0.23 MERCK Health Care DE 0.23 ATLANTIA Industrial Goods & Services IT 0.23 CAIXABANK Banks ES 0.23 KPN Telecommunications NL 0.23 HENKEL Personal & Household Goods DE 0.23 GAS NATURAL SDG Utilities ES 0.23 BOUYGUES Construction & Materials FR 0.23 TENARIS Basic Resources IT 0.22 CHRISTIAN DIOR Personal & Household Goods FR 0.22 SODEXO Travel & Leisure FR 0.22 PROSIEBENSAT.1 MEDIA Media DE 0.21 ERSTE GROUP BANK Banks AT 0.21 BCA MONTE DEI PASCHI DI SIENA Banks IT 0.21 SOLVAY Chemicals BE 0.20 VALEO Automobiles & Parts FR 0.20 ALCATEL LUCENT