SLI® - SLI Swiss Leader Index®

The SLI Swiss Leader Index includes the 30 most liquid securities (domestic issues) traded on the Swiss equity market, the developments of which are reflected by the SPI® index family. For both the performance and price indices of the SLI, the initial starting value has been pegged at 1000 points as at 31 December 1999.

Consequently, the index weighting of a given issue will be limited by means of a 9/4.5 capping model. In other words, the weighting of each of the four companies with the largest market capitalisation will be capped at a maximum of 9 %. The index weighting of all lower-ranked companies will - if necessary - be capped at 4.5 %. This limitation will be calculated through use of a capping factor, which as a general rule will remain constant for a three-month period.