BLOOMBERG SINGLE COMMODITY CAPPED SUBINDEX FAMILY

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1 /////////////////// COMMODITIES BLOOMBERG SINGLE COMMODITY CAPPED SUBINDEX FAMILY The Bloomberg Single Commodity Capped Subindex Family aims to give more emphasis to the performance of a namesake commodity within a diversified basket and hence increases its weight versus other components in the Bloomberg Commodity Index. SUMMARY OF BLOOMBERG SINGLE COMMODITY CAPPED SUBINDEX METHODOLOGY Each of the Bloomberg Single Commodity Capped Subindices consists of a namesake commodity as well as most of the other commodities included in the full Bloomberg Commodity Index family (subject to the Rule of Exclusion described below). The namesake commodity is the commodity bearing the name of the Bloomberg Single Commodity Capped Subindex. For example, Gold is the namesake commodity for the Bloomberg Gold Capped Subindex. For the full Bloomberg Commodity Index methodology, please refer to Bloombergindexes.com/commodity. RULE OF EXCLUSION The Rule of Exclusion excludes any commodity that belongs to the same component as the namesake commodity of the index. For instance, in the Bloomberg WTI Crude Oil Capped Subindex, the three other commodities of the petroleum component (Brent Crude Oil, Ultra-low Sulfur Diesel and Unleaded Gasoline) are not included in that index. A list of the commodity components, including those with more than one commodity, is set forth on page 3. The target weights of each of the Bloomberg Single Commodity Capped Subindices are determined as follows:» The namesake commodity is allocated 35% at each Rebalance Date and the remaining 65% is distributed among the other eligible Bloomberg Commodity Index commodities in proportion to the effective weights of the Bloomberg Commodity Index on the rebalance date (subject to the Rule of Exclusion ).» If the weight of any remaining component exceeds 20%, it s weight is reduced to 20% and any excess weight is distributed pro-rata across all other remaining components. This is repeated as necessary so the weight of only the namesake commodity exceeds 20%.» The effective weights are rebalanced to the target weights on a quarterly basis on the fourth business day in January, April, July and October ( Rebalance Date ), and are revised annually in January when the new Commodity Index Percentages for the Bloomberg Commodity Index are made available.

2 EXAMPLE WTI Crude Oil, Brent Crude Oil, Ultra-low Sulfur Diesel and Unleaded Gasoline futures contracts are all considered as sub-categories of the petroleum component. As a result, the Bloomberg WTI Crude Oil Capped Subindex excludes Brent Crude Oil, Ultra-low Sulfur Diesel and Unleaded Gasoline from the index, as shown below. Bloomberg WTI Crude Subindex Capped Commodity BCOM Weights Set WTI at 35% Rule of Exclusion Final Weight PETROLEUM Components WTI Crude Oil CL 8.63% 35.00% 35.00% Gasoline RBOB XB 5.00% 0.00% 0.00% ULS Diesel HO 4.01% 0.00% 0.00% Brent Crude CO 8.36% 0.00% 0.00% Petroleum Weight 26.00% 35.00% Wheat Components Wheat W 3.02% 2.65% Kansas City Wheat KW 1.07% 0.94% Wheat Weight 4.09% 3.59% Soy Components Soybean Oil BO 2.63% 2.31% Soybeans S 5.23% 4.59% Soybean Meal SM 2.48% 2.18% Soybean Weight 10.34% 9.08% Individual Components Corn C 7.01% 6.16% Sugar SB 3.45% 3.03% Cotton CT 1.66% 1.46% Coffee KC 1.80% 1.58% Live Cattle LC 3.06% 2.69% Lean Hogs LH 1.87% 1.64% Natural Gas NG 8.18% 7.19% Copper HG 7.56% 6.64% Aluminum LA 4.58% 4.02% Nickel LN 1.71% 1.50% Zinc LX 2.43% 2.14% Gold GC 11.91% 10.46% Silver SI 4.36% 3.83% All Other Components Weight 74.00% 65.00%

3 COMPONENTS There are 16 commodity components, with three that contain more than one commodity based on their similarity. Corn Wheat: Chicago and KC HRW Wheat Soybean: Soybeans, Soybean Meal and Soybean Oil Sugar Cotton Coffee Live Cattle Lean Hogs BCOM SINGLE CAPPED COMPONENTS Petroleum: WTI Crude Oil, Brent Crude Oil, Unleaded Gasoline and Ultra-low Sulfur Diesel Natural Gas Copper Aluminum Nickel Zinc Gold Silver

4 ROLL SCHEDULE To avoid the physical delivery of commodities from the underlying futures, the subindices roll from current to subsequent contracts during the roll period defined in the Bloomberg Commodity Index methodology. This falls on the 6th-10th business day of each month. BLOOMBERG SINGLE COMMODITY CAPPED SUBINDEX FAMILY TICKERS Tickers can be found using SECF <GO> on the Bloomberg Professional service. INDEX NAME Bloomberg Aluminum Capped Index BCOMALC ER INDEX TICKER Bloomberg Coffee Capped Index BCOMKCC Bloomberg Copper Capped Index BCOMHGC Bloomberg WTI Crude Oil Capped Index BCOMCLC Bloomberg Corn Capped Index BCOMCNC Bloomberg Live Cattle Capped Index BCOMLCC Bloomberg Cotton Capped Index BCOMCTC Bloomberg Gold Capped Index BCOMGCC Bloomberg Lean Hog Capped Index BCOMLHC Bloomberg Heating Oil Capped Index BCOMHOC Bloomberg Kansas City Wheat Capped Index BCOMKWC Bloomberg Brent Crude Capped Index BCOMCOC Bloomberg Natural Gas Capped Index BCOMNGC Bloomberg Nickel Capped Index BCOMNIC Bloomberg Soybean Capped Index BCOMSYC Bloomberg Soybean Oil Capped Index BCOMBOC Bloomberg Silver Capped Index BCOMSIC Bloomberg Sugar Capped Index BCOMSBC Bloomberg Soybean Meal Capped Index BCOMSMC Bloomberg Unleaded Gas Capped Index BCOMRBC Bloomberg Wheat Capped Index BCOMWHC Bloomberg Zinc Capped Index BCOMZSC

5 REPLICATION SELECTED PORTFOLIO EXPOSURE In order to gain portfolio exposure to a particular commodity in the Bloomberg Single Commodity Capped Subindex family, investment managers may enter into over-the-counter (OTC) swaps or other products with dealers who are licensed to replicate the index family. ILLUSTRATION OF SELECTED COMMODITY PORTFOLIO EXPOSURE This is a sample replication based on a desired $10 million notional exposure to WTI Crude Oil. TARGET EXPOSURE FROM THE INVESTOR SOLUTION Commodities Notional Index Notional W BCOMWHC -1,108,274 KW BCOMKWC -440,555 BO BCOMBOC -1,151,444 C BCOMCNC -2,384,896 S BCOMSYC -1,936,183 SM BCOMSMC -919,261 SB BCOMSBC -1,715,482 CT BCOMCTC -461,100 KC BCOMKCC -1,799,617 LC BCOMLCC -1,627,251 LH BCOMLHC -821,761 CL 10,000,000 BCOMCLC 34,183,589 HO BCOMHOC 2,275,730 CO BCOMCOC 3,923,113 XB BCOMRBC 2,230,226 NG BCOMNGC -3,973,992 HG BCOMHGC -2,968,580 LA BCOMALC -2,138,142 LN BCOMNIC -1,001,478 LX BCOMZSC -1,032,141 GC BCOMGCC -5,673,433 SI BCOMSIC -1,459,067 COMMODITY EXPOSURE Portfolio replication based upon effective weights as on selected date of trade. BCOM SINGLE CAPPED PORTFOLIO

6 UCITS DIVERSIFICATION RULES Under current ESMA guidance, a UCITS fund is not permitted to use an index composed of a single individual commodity. Any commodity index used by a UCITS fund must be diversified in accordance with the UCITS 20/35% diversification rules. The design of the Bloomberg Single Commodity Capped Subindex family intends to comply with the current UCITS 20/35% diversification rules by rebalancing on a quarterly basis. The previous illustrations are simple examples of how a portfolio manager may use the Bloomberg Single Commodity Capped Subindex Family to express views on particular commodities, or implement commodity strategies at portfolio-level. Please be advised that these rules and regulatory interpretations could change at any time and may not be relied upon as legal or investment advice. Investors must consult with their own legal and financial advisors before making any investment decisions.

7 Run BCOM <GO> on the Bloomberg Professional service for more information on the Bloomberg Commodity Index. For more information on Bloomberg Indexes, please us at or call bloombergindexes.com INDEX <GO> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Bloomberg, Bloomberg Commodity IndexSM and Bloomberg Single Commodity Capped SubindexSM are service marks of Bloomberg Finance L.P. and its affiliates (collectively, Bloomberg ). Any OTC swap or other financial product ( Products ) that may be available from time to time from licensed dealers ( Licensed Dealers ) are not sponsored, endorsed, sold or promoted by Bloomberg, UBS AG, UBS Securities LLC ( UBS Securities ) or any of their respective subsidiaries or affiliates. None of Bloomberg, UBS AG, UBS Securities or any of their respective subsidiaries or affiliates makes any representation or warranty, express or implied, to the owners of or counterparties to the Products or any member of the public regarding the advisability of investing in securities or commodities generally or in the Products particularly. Bloomberg and UBS Securities have no obligation to take the needs of the Licensed Dealers or the owners of the Products into consideration in determining, composing or calculating the Bloomberg Commodity Index, including the Bloomberg Single Commodity Capped Subindex family. None of Bloomberg, UBS AG, UBS Securities or any of their respective subsidiaries or affiliates shall have any obligation or liability, including, without limitation, to owners of the Products, in connection with the administration, marketing or trading of the Products. Any determination of whether an investment in any Product conforms with UCITS diversification rules or any other applicable law or regulation is to be made solely by investors in Products in conjunction with their legal and financial advisors and the Licensed Dealers. BLOOMBERG, UBS AG, UBS SECURITIES AND EACH OF THEIR RESPECTIVE SUBSIDIARIES AND AFFILIATES EXPRESSLY DISCLAIM ALL WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE WITH RESPECT TO THE PRODUCTS, THE BLOOMBERG COMMODITY INDEX, INCLUDING THE BLOOMBERG SINGLE COMMODITY CAPPED SUBINDEX FAMILY, AND ANY DATA RELATED THERETO. WITHOUT LIMITING ANY OF THE FOREGOING, TO THE MAXIMUM EXTENT ALLOWED BY LAW, BLOOMBERG, ITS LICENSORS (INCLUDING UBS AG), AND ITS AND THEIR RESPECTIVE EMPLOYEES, CONTRACTORS, AGENTS, SUPPLIERS, AND VENDORS SHALL HAVE NO LIABILITY OR RESPONSIBILITY WHATSOEVER FOR ANY INJURY OR DAMAGES WHETHER DIRECT, INDIRECT, CONSEQUENTIAL, INCIDENTAL, PUNITIVE OR OTHERWISE ARISING IN CONNECTION THE PRODUCTS, THE BLOOMBERG COMMODITY INDEX, INCLUDING THE BLOOMBERG SINGLE COMMODITY CAPPED SUBINDEX FAMILY, AND ANY DATA RELATED THERETO WHETHER ARISING FROM THEIR NEGLIGENCE OR OTHERWISE, EVEN IF NOTIFIED OF THE POSSIBILITY THEREOF. The data included in these materials are for illustrative purposes only Bloomberg Finance L.P. All rights reserved. S DIG 0415