Dynamic Daily Short Exposure to Volatility Index (DDSEV) www.cboe.com/DDSEV

The Dynamic Daily Short Exposure to Volatility Index (USD-Total Return) (the "Index") is the exclusive property of SG. SG has contracted with Cboe Options Exchange ("Cboe") to calculate and disseminate values of the Index. The methodology of the Cboe Volatility Index® (VIX®) is owned by Cboe. Cboe 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