Universe of Index Components

Crypto Assets

Index Components and their selection

Each instrument selected from the Index Universe must fulfil the following criteria to be eligible for inclusion in the Index ("Index Component Selection Criteria").
On each Rebalancing Determination Date the following filter criteria are applied to the Index Universe. An instrument is eligible, if:

1. it is eligible as underlying instrument for derivatives according to: structuredproducts-ch.leonteq.com/crypto-assets, or a successor thereof;
2. it has a price that is set regularly and publicly accessible;
3. it is not a stable coin.

The Index Component Selection Criteria are required to be fulfilled at the time of inclusion of the relevant instrument as Index Component in the Index. However, fulfilment of the Index Component Selection Criteria will not be monitored on an ongoing basis following such inclusion.

If more than ten (10) Index Components that meet the above criteria exist, the largest ten (10), ranked by market capitalization, are selected.