The Dynamic Daily Long Exposure to Volatility Index (USD-Total Return) (the "Index") is the exclusive property of SG. SG has
contracted with Chicago Board Options Exchange Incorporated ("CBOE") to calculate and disseminate values of the Index. The
methodology of the CBOE Volatility Index® (VIX®) is owned by CBOE. Chicago Board Options Exchange®, CBOE®, CFE®, CBOE
Volatility Index® and VIX® are registered trademarks of CBOE. CBOE does not guarantee the accuracy, timeliness or completeness of
the Index. CBOE and its affiliates shall have no liability for any errors or omissions in the Index or any values thereof. The Index is not
owned, sponsored, endorsed or promoted by CBOE and CBOE makes no representation regarding the advisability of investing in products
that are based on the Index or otherwise relying on the Index for any purpose.