S&P Dow Jones Custom Indices: Index Design Questionnaire

Date:

I. CLIENT CONTACT INFORMATION1. Company Name: 2. Client Name:

3. Mailing Address:

4. Telephone Number: 5. Email Address:

6. S&P Dow Jones Lead:

II. INDEX OVERVIEW

1. Headline Index Name:

2. Headline Index Description:

3. Summary Description of Subindices:

4. Asset Class: Equity Commodity Fixed Income Multi-Asset

5. Target Index Launch Date:

III. INDEX METHODOLOGYA. All Asset Classes 1. Constituent selection based on Client provided methodology S&P Dow Jones Indices methodology

2. Estimated number of constituents in the index:

3. If applicable, constituent regional inclusion restrictions (i.e. U.S. only, China A shares only, etc?):

4. Rebalancing Frequency: Monthly Quarterly Annually Other

5. Capping (if applicable): Constituent Region Sector Other

Daily Weekly Monthly Quarterly Annual Other (please specify)

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S&P Dow Jones Custom Indices Index Design Questionnaire

6. Describe Periodicity Details (i.e. 3rd Friday of each Month)

7. Other Capping Requirements:

- Currency Version (if applicable, list all required):

- Currency Hedge (if applicable, list all required):

8. All other relevant methodology details, please describe:

B. Equity ONLY 1. GICS Sectors included in the index (if applicable, list all required):

2. Index weighting: Market Capitalization Float Market Capitalization Capped Fundamental

Modified Market Capitalization Other

3. Return Type (for each index version): Price Return Total Return Net Total Return

Other (please describe)

C. Commodity ONLY 1. Roll Period:

2. Limit Event During Roll Period:

3. Rate used to calculate TR along with frequency of rate change:

4. Commodity Basket (along with contract roll month calendar):

Commodity Exchange Roll Calendar Months RIC Code

5. Sectors (if applicable, please list):

6. Weighting: S&P GSCI methodology Other (please explain)

7. Return Type (for each index version): Spot Return Excess Return Total Return

D. Fixed Income ONLY 1. Sub-asset class selection: Munis Money Market Sovereign Debt Other Public Finance

Leveraged Loans Corporates CDS Structured Finance Other

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Equal Weighted

S&P Dow Jones Custom Indices

2. Sectors included in the index (if applicable):

3. Sectors excluded from the index (if applicable):

4. Rating (if applicable):

- Agency: S&P Moody's Fitch

- Score: Highest Lowest

5. Capping (if applicable): Constituent Region Sector Issuer Currency exposure

6. Index weighting: Market Value Equal Weighted Fundamental Par Other

7. Return Type (for each index version): Price Return Interest Return Total Return

8. Other criteria for selecting constituents such as Maturity, Duration, Seniority, Optionality. Please describe if

applicable:

IV. INDEX SETUP, CALCULATION & MAINTENANCE

A. Historical back test required? Yes No 1. Start date:

2. Base date:

3. Base value:

B. Rebalancing requirements 1. Rebalance rules: S&P Dow Jones Indices methodology Client methodology

2. Rebalance Periodicity:

Monthly Quarterly Annual Other (please specify)

3. Describe Periodicity Details (i.e. 3rd Friday of each Month)

4. Screening of stocks for addition / deletion performed by:

5. Add/drop rules (reconstitution): S&P Dow Jones Indices methodology Client methodology

6. Add/drop Periodicity

Monthly Quarterly Annual Other (please specify)

7. Describe Periodicity Details (i.e. 3rd Friday of each Month)

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Index Design Questionnaire

S&P Dow Jones Indices Client

S&P Dow Jones Custom Indices

8. Intra-period add/drops allowed? Yes No Other (please specify)

9. Corporate Action rules: S&P Dow Jones Indices methodology Client methodology

10. Weights: S&P Dow Jones Indices methodology Client provides at rebalance

11. Weighting type details (float market cap, equal weighted, etc?)

12. Reference day for weighting to be applied: Rebalance night Previous Friday Other (please

describe)

V. INDEX DISTRIBUTION 1. Frequency (for each index version): End-of-Day Real-Time

2. Days of Calculation Mon-Friday 7 Days Sun-Thurs Sat-Thurs Other (please specify)

3. EOD index files required: Price Level Constituents Corporate Actions Other

4. Required method of delivery FTP Vendor

5. Vendors Bloomberg Reuters (subject to fee) Other (please list vendors along with your vendor

account representative's contact details)

Index Name Description Suggested RIC Suggested BBG Frequency Return Type

VI. INDEX FUNCTION 1. Index purpose: Benchmark Product Other

2. If "product" or "other" please describe (i.e. ETF, ETN, Futures, Options, Notes, etc.) below:

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Index Design Questionnaire