ANNEX I
Components comprised in the Basket
The Basket is composed of the following Components set out below:
Multiple
Index (Component (19: Fa Code: UnderlyIng(k,O) Exchange: Exchange Related Exchange:
Index Annex:
New York Stock
Exchange. the NYSE
Amex Equities, the
S&P 500 Index .SPX 1.99499 NASDAQ Global Inapplicable All Exchanges
Select Market or
NASDAQ Global
Market
Multiple Exchange
Index Annex shall
apply, for each
Component Security
of the Inde)c the
DJ Euro Stoxx 50 3,351.44 Exchange is the stock
.STOXX50E Applicable Eurex
EUR Pr exchange on which
that component
security's principally
traded, as determined
by the Calculation
Agent
Stock Exchange of Hong Kong
Hong Kong Limited Futures Exchange
HANG SENGCHINA 11,720.10 (part of "Hong Kong Ltd (part of "Hong
ENT INDEX .I-ISCEI Inapplicable Kong Exchanges
Exchanges and
Clearing Limited") and Clearing
Limited")
17,674.39 Tokyo Stock licable Osaka Secunbes
NIKKEI 225 INDEX .N225 Inapp
Exchange, Inc. Exchange Co.. Ltd
Shares/Errs Multiple
(ID: II Code: UnderlyIng(k,O) Exchange: Exchange Related Exchange:
Index Annex:
'Shares MSCI
Emerging Markets EEM.P USD 39.02 NYSE Arca Inapplicable Not Applicable
ETF
CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0120627
CONFIDENTIAL SDNY_GM_00266811
EFTA01459877