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INDEX INFORMATION

S&P Latin America 40 Risk Control Indices

The indices utilize the S&P Latin America 40 methodology with an overlying mathematical algorithm designed to control the index’s risk level by establishing a specific volatility target and dynamically adjusting the exposure to the underlying index. The series includes the S&P Latin America 40 Daily Risk Control 5%; S&P Latin America 40 Daily Risk Control 10%; S&P Latin America 40 Daily Risk Control 15%; and S&P Latin America 40 Risk Control 18% Indices.

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