Equity IndicesOverview of Equity Indices
For each sub-index in the Index there are a number of related equity indices.
The constituents of the equity indices related to a particular convertible index are the equities that form the exchange propertiesof the convertibles in the related index.
The different equity indices related to the same convertible index differ in the w eighting assigned to the constituents and themethod of calculation.

Parity Indices
The Parity Index associated with each convertible index uses a weighting for each issue equal to the value of the Exchange
Property for the entire outstanding convertible issue. For convertible indices w here concentration factors are applied theconcentration factor for the issue is applied to the related constituent(s) in the Parity Index.
The Parity Index start value on 31 Dec 1993 is based on a percentage of the relevant convertible index start value on 31 Dec
1993. This percentage being the sum of the Market Capitalisation of the Parity Index divided by the Market Capitalisation of
the convertible index.

Equity Cash Indices
An Equity Cash Index has the weighting set on the relevant Equity Cash Index Base Date such that the Market Capitalisation ofthe entire outstanding convertible issue (subject to any relevant concentration factor) is equal to the Market Capitalisation of therelated equity holding in the Equity Cash Index. Subsequent to the Equity Cash Index Base Date the weighting in the Equity CashIndex is adjusted proportionately to any changes in amount outstanding or concentration factor applied to the related convertible
issue. The weight is also adjusted as required to account for stock splits, rights issues and similar corporate events.
The various Equity Cash Indices use different Equity Cash Index Base Dates as set out below.

Equity Cash Since Inception Indices
Equity Cash Since Inception Indices use the date on which the issue first entered relevant convertible index as the Equity CashIndex Base Date.
The Equity Cash Since Inception Indices start values on 31 Dec 1993 are set to be the same as the relevant convertible index.

Equity Cash Year to Date Indices
Equity Cash Year to Date Indices use the last weekday of each year as the Equity Cash Index Base Date.
The Equity Cash Index value is reset at the end of each year to align w ith the relevant convertible index. To allow comparisonof convertible and Equity Cash Index performance for a year, the Equity Cash Index level on 31 December each year isbased on the weightings set one year earlier. The Equity Cash Index level on 1 January each year is based on the weightings
set on the previous weekday and uses a base index level equal to the convertible index level on the previous weekday.

Equity Cash Quarter to Date Indices
Equity Cash Quarter to Date Indices use the last weekday of each calendar quarter as the Equity Cash Index Base Date.
The Equity Cash Index value is reset at the end of each quarter to align with the relevant convertible index. To allow
comparison of convertible and Equity Cash Index performance for a quarter, the Equity Cash Index level on the last weekdayof the quarter is based on the weightings set one quarter earlier. The Equity Cash Index level on the first weekday of eachquarter is based on the weightings set on the previous weekday and uses a base index level equal to the relevant convertible
index level on the previous weekday.

Equity Indices

Equity Cash Year on Year Indices
Equity Cash Year on Year Indices use same calendar day in the prior year as the Equity Cash Index Base Date. In the eventthat the same calendar day in the prior year is not a weekday then the first weekday prior to the same calendar day is used as
the base point.
The Equity Cash Year on Year Indices value reports a year on year change rather than an absolute level, thus a value of 11
for an Equity Cash Year on Year Index on a particular date reflects the fact that an Equity Cash Index with an Equity CashIndex Base Date set one year prior to that date with a base value of 100 on the Equity Cash Index Base Date would have avalue of 111.

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