The Dynamic Short VIX Futures 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.