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 has a market capitalization of at least USD one (1.0) bn;
4. it is in the top 200 cryptocurrencies ranked by market capitalization;
5. it has a price history of at least ninety (90) days;
6. it is not a stable coin or has not been designed as anonymous or privacy coins;
7. it is Bitcoin, Ethereum, USD Cash.

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.