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6X Short Index linked to 10-Year US Treasury Note Futures

  • Valor 120139566
  • ISIN CH1201395667
Termination Date: 20/04/2023

Documents

Notice

Index Name: 6X Short Index linked to 10-Year US Treasury Note Futures

Index ISIN: CH1201395667

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: USD 1005.534159

Reference Instrument Valuation Price: USD 114.1875
Current Financing Spread: 1.80000000% (p.a.)


Effective Date: 19.04.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 6X Short Index linked to 10-Year US Treasury Note Futures

Index ISIN: CH1201395667

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: USD 990.07469

Reference Instrument Valuation Price: USD 114.484375
Current Financing Spread: 1.80000000% (p.a.)


Effective Date: 18.04.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 6X Short Index linked to 10-Year US Treasury Note Futures

Index ISIN: CH1201395667

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: USD 996.555006

Reference Instrument Valuation Price: USD 114.359375
Current Financing Spread: 1.80000000% (p.a.)


Effective Date: 17.04.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 6X Short Index linked to 10-Year US Treasury Note Futures

Index ISIN: CH1201395667

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: USD 971.030912

Reference Instrument Valuation Price: USD 114.859375
Current Financing Spread: 1.80000000% (p.a.)


Effective Date: 14.04.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 6X Short Index linked to 10-Year US Treasury Note Futures

Index ISIN: CH1201395667

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: USD 941.914239

Reference Instrument Valuation Price: USD 115.453125
Current Financing Spread: 1.80000000% (p.a.)


Effective Date: 13.04.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 6X Short Index linked to 10-Year US Treasury Note Futures

Index ISIN: CH1201395667

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: USD 929.808349

Reference Instrument Valuation Price: USD 115.703125
Current Financing Spread: 1.80000000% (p.a.)


Effective Date: 12.04.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 6X Short Index linked to 10-Year US Treasury Note Futures

Index ISIN: CH1201395667

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: USD 945.896236

Reference Instrument Valuation Price: USD 115.375
Current Financing Spread: 1.80000000% (p.a.)


Effective Date: 11.04.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 6X Short Index linked to 10-Year US Treasury Note Futures

Index ISIN: CH1201395667

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: USD 938.985267

Reference Instrument Valuation Price: USD 115.515625
Current Financing Spread: 1.80000000% (p.a.)


Effective Date: 10.04.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 6X Short Index linked to 10-Year US Treasury Note Futures

Index ISIN: CH1201395667

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: USD 891.458444

Reference Instrument Valuation Price: USD 116.546875
Current Financing Spread: 1.80000000% (p.a.)


Effective Date: 06.04.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 6X Short Index linked to 10-Year US Treasury Note Futures

Index ISIN: CH1201395667

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: USD 889.976852

Reference Instrument Valuation Price: USD 116.578125
Current Financing Spread: 1.80000000% (p.a.)


Effective Date: 05.04.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 6X Short Index linked to 10-Year US Treasury Note Futures

Index ISIN: CH1201395667

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: USD 905.256512

Reference Instrument Valuation Price: USD 116.25
Current Financing Spread: 1.80000000% (p.a.)


Effective Date: 04.04.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 6X Short Index linked to 10-Year US Treasury Note Futures

Index ISIN: CH1201395667

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: USD 944.30879

Reference Instrument Valuation Price: USD 115.453125
Current Financing Spread: 1.80000000% (p.a.)


Effective Date: 03.04.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 6X Short Index linked to 10-Year US Treasury Note Futures

Index ISIN: CH1201395667

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: USD 971.07941

Reference Instrument Valuation Price: USD 114.921875
Current Financing Spread: 1.80000000% (p.a.)


Effective Date: 31.03.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 6X Short Index linked to 10-Year US Treasury Note Futures

Index ISIN: CH1201395667

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: USD 988.82328

Reference Instrument Valuation Price: USD 114.578125
Current Financing Spread: 1.80000000% (p.a.)


Effective Date: 30.03.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 6X Short Index linked to 10-Year US Treasury Note Futures

Index ISIN: CH1201395667

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: USD 991.201166

Reference Instrument Valuation Price: USD 114.53125
Current Financing Spread: 1.80000000% (p.a.)


Effective Date: 29.03.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 6X Short Index linked to 10-Year US Treasury Note Futures

Index ISIN: CH1201395667

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: USD 985.504709

Reference Instrument Valuation Price: USD 114.640625
Current Financing Spread: 1.80000000% (p.a.)


Effective Date: 28.03.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 6X Short Index linked to 10-Year US Treasury Note Futures

Index ISIN: CH1201395667

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: USD 968.086152

Reference Instrument Valuation Price: USD 114.984375
Current Financing Spread: 1.80000000% (p.a.)


Effective Date: 27.03.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 6X Short Index linked to 10-Year US Treasury Note Futures

Index ISIN: CH1201395667

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: USD 913.030549

Reference Instrument Valuation Price: USD 116.148438
Current Financing Spread: 1.80000000% (p.a.)


Effective Date: 24.03.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 6X Short Index linked to 10-Year US Treasury Note Futures

Index ISIN: CH1201395667

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: USD 918.178604

Reference Instrument Valuation Price: USD 116.039063
Current Financing Spread: 1.80000000% (p.a.)


Effective Date: 23.03.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 6X Short Index linked to 10-Year US Treasury Note Futures

Index ISIN: CH1201395667

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: USD 944.980521

Reference Instrument Valuation Price: USD 115.492188
Current Financing Spread: 1.80000000% (p.a.)


Effective Date: 22.03.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 6X Short Index linked to 10-Year US Treasury Note Futures

Index ISIN: CH1201395667

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: USD 1012.223663

Reference Instrument Valuation Price: USD 114.226563
Current Financing Spread: 1.80000000% (p.a.)


Effective Date: 21.03.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 6X Short Index linked to 10-Year US Treasury Note Futures

Index ISIN: CH1201395667

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: USD 974.813397

Reference Instrument Valuation Price: USD 114.960938
Current Financing Spread: 1.80000000% (p.a.)


Effective Date: 20.03.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 6X Short Index linked to 10-Year US Treasury Note Futures

Index ISIN: CH1201395667

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: USD 938.916327

Reference Instrument Valuation Price: USD 115.695313
Current Financing Spread: 1.80000000% (p.a.)


Effective Date: 17.03.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 6X Short Index linked to 10-Year US Treasury Note Futures

Index ISIN: CH1201395667

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: USD 1014.613619

Reference Instrument Valuation Price: USD 114.273438
Current Financing Spread: 1.80000000% (p.a.)


Effective Date: 16.03.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 6X Short Index linked to 10-Year US Treasury Note Futures

Index ISIN: CH1201395667

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: USD 966.594099

Reference Instrument Valuation Price: USD 115.226563
Current Financing Spread: 1.80000000% (p.a.)


Effective Date: 15.03.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 6X Short Index linked to 10-Year US Treasury Note Futures

Index ISIN: CH1201395667

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: USD 1059.225775

Reference Instrument Valuation Price: USD 113.570313
Current Financing Spread: 1.80000000% (p.a.)


Effective Date: 14.03.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 6X Short Index linked to 10-Year US Treasury Note Futures

Index ISIN: CH1201395667

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: USD 1010.364769

Reference Instrument Valuation Price: USD 114.492188
Current Financing Spread: 1.80000000% (p.a.)


Effective Date: 13.03.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 6X Short Index linked to 10-Year US Treasury Note Futures

Index ISIN: CH1201395667

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: USD 1088.203239

Reference Instrument Valuation Price: USD 113.140625
Current Financing Spread: 1.80000000% (p.a.)


Effective Date: 10.03.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 6X Short Index linked to 10-Year US Treasury Note Futures

Index ISIN: CH1201395667

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: USD 1194.632369

Reference Instrument Valuation Price: USD 111.484375
Current Financing Spread: 1.80000000% (p.a.)


Effective Date: 09.03.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 6X Short Index linked to 10-Year US Treasury Note Futures

Index ISIN: CH1201395667

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: USD 1232.060151

Reference Instrument Valuation Price: USD 110.921875
Current Financing Spread: 1.80000000% (p.a.)


Effective Date: 08.03.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 6X Short Index linked to 10-Year US Treasury Note Futures

Index ISIN: CH1201395667

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: USD 1229.921914

Reference Instrument Valuation Price: USD 110.953125
Current Financing Spread: 1.80000000% (p.a.)


Effective Date: 07.03.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 6X Short Index linked to 10-Year US Treasury Note Futures

Index ISIN: CH1201395667

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: USD 1227.787972

Reference Instrument Valuation Price: USD 110.984375
Current Financing Spread: 1.80000000% (p.a.)


Effective Date: 06.03.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 6X Short Index linked to 10-Year US Treasury Note Futures

Index ISIN: CH1201395667

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: USD 1220.400878

Reference Instrument Valuation Price: USD 111.09375
Current Financing Spread: 1.80000000% (p.a.)


Effective Date: 03.03.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 6X Short Index linked to 10-Year US Treasury Note Futures

Index ISIN: CH1201395667

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: USD 1260.993791

Reference Instrument Valuation Price: USD 110.50
Current Financing Spread: 1.80000000% (p.a.)


Effective Date: 02.03.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 6X Short Index linked to 10-Year US Treasury Note Futures

Index ISIN: CH1201395667

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: USD 1227.751632

Reference Instrument Valuation Price: USD 111.00
Current Financing Spread: 1.80000000% (p.a.)


Effective Date: 01.03.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 6X Short Index linked to 10-Year US Treasury Note Futures

Index ISIN: CH1201395667

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: USD 1185.874725

Reference Instrument Valuation Price: USD 111.65625
Current Financing Spread: 1.80000000% (p.a.)


Effective Date: 28.02.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 6X Short Index linked to 10-Year US Treasury Note Futures

Index ISIN: CH1201395667

END OF DAY DETERMINATION OF INDEX PARAMETERS WITH FUTURE ROLLOVER

The terms of the index have been calculated and determined as follows:

Index Closing Value: USD 1189.815146

Reference Instrument Valuation Price: USD 111.59375
Current Financing Spread: 1.80000000% (p.a.)

Furthermore, a Rollover was conducted by replacing
the Current Reference Instrument (10-Year US Treasury Note Future March 2023)
with the 10-Year US Treasury Note Future June 2023 (Bloomberg Symbol: TYM3 Comdty).


Effective Date: 27.02.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 6X Short Index linked to 10-Year US Treasury Note Futures

Index ISIN: CH1201395667

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: USD 1203.88676

Reference Instrument Valuation Price: USD 110.90625
Current Financing Spread: 1.80000000% (p.a.)


Effective Date: 24.02.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 6X Short Index linked to 10-Year US Treasury Note Futures

Index ISIN: CH1201395667

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: USD 1170.187783

Reference Instrument Valuation Price: USD 111.4375
Current Financing Spread: 1.80000000% (p.a.)


Effective Date: 23.02.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 6X Short Index linked to 10-Year US Treasury Note Futures

Index ISIN: CH1201395667

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: USD 1185.116898

Reference Instrument Valuation Price: USD 111.203125
Current Financing Spread: 1.80000000% (p.a.)


Effective Date: 22.02.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 6X Short Index linked to 10-Year US Treasury Note Futures

Index ISIN: CH1201395667

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: USD 1194.13075

Reference Instrument Valuation Price: USD 111.0625
Current Financing Spread: 1.80000000% (p.a.)


Effective Date: 21.02.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 6X Short Index linked to 10-Year US Treasury Note Futures

Index ISIN: CH1201395667

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: USD 1136.81519

Reference Instrument Valuation Price: USD 112.00
Current Financing Spread: 1.80000000% (p.a.)


Effective Date: 17.02.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 6X Short Index linked to 10-Year US Treasury Note Futures

Index ISIN: CH1201395667

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: USD 1143.466151

Reference Instrument Valuation Price: USD 111.890625
Current Financing Spread: 1.80000000% (p.a.)


Effective Date: 16.02.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 6X Short Index linked to 10-Year US Treasury Note Futures

Index ISIN: CH1201395667

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: USD 1133.923453

Reference Instrument Valuation Price: USD 112.046875
Current Financing Spread: 1.80000000% (p.a.)


Effective Date: 15.02.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 6X Short Index linked to 10-Year US Treasury Note Futures

Index ISIN: CH1201395667

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: USD 1117.087203

Reference Instrument Valuation Price: USD 112.328125
Current Financing Spread: 1.80000000% (p.a.)


Effective Date: 14.02.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 6X Short Index linked to 10-Year US Treasury Note Futures

Index ISIN: CH1201395667

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: USD 1090.740357

Reference Instrument Valuation Price: USD 112.78125
Current Financing Spread: 1.80000000% (p.a.)


Effective Date: 13.02.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 6X Short Index linked to 10-Year US Treasury Note Futures

Index ISIN: CH1201395667

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: USD 1096.051656

Reference Instrument Valuation Price: USD 112.6875
Current Financing Spread: 1.80000000% (p.a.)


Effective Date: 10.02.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 6X Short Index linked to 10-Year US Treasury Note Futures

Index ISIN: CH1201395667

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: USD 1076.358835

Reference Instrument Valuation Price: USD 113.03125
Current Financing Spread: 1.80000000% (p.a.)


Effective Date: 09.02.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 6X Short Index linked to 10-Year US Treasury Note Futures

Index ISIN: CH1201395667

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: USD 1055.368828

Reference Instrument Valuation Price: USD 113.40625
Current Financing Spread: 1.80000000% (p.a.)


Effective Date: 08.02.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 6X Short Index linked to 10-Year US Treasury Note Futures

Index ISIN: CH1201395667

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: USD 1065.016392

Reference Instrument Valuation Price: USD 113.234375
Current Financing Spread: 1.80000000% (p.a.)


Effective Date: 07.02.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 6X Short Index linked to 10-Year US Treasury Note Futures

Index ISIN: CH1201395667

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: USD 1050.167991

Reference Instrument Valuation Price: USD 113.50
Current Financing Spread: 1.80000000% (p.a.)


Effective Date: 06.02.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 6X Short Index linked to 10-Year US Treasury Note Futures

Index ISIN: CH1201395667

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: USD 1001.602766

Reference Instrument Valuation Price: USD 114.421875
Current Financing Spread: 1.80000000% (p.a.)


Effective Date: 03.02.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 6X Short Index linked to 10-Year US Treasury Note Futures

Index ISIN: CH1201395667

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: USD 946.283242

Reference Instrument Valuation Price: USD 115.546875
Current Financing Spread: 1.80000000% (p.a.)


Effective Date: 02.02.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 6X Short Index linked to 10-Year US Treasury Note Futures

Index ISIN: CH1201395667

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: USD 949.326068

Reference Instrument Valuation Price: USD 115.484375
Current Financing Spread: 1.80000000% (p.a.)


Effective Date: 01.02.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 6X Short Index linked to 10-Year US Treasury Note Futures

Index ISIN: CH1201395667

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: USD 1000.00

Reference Instrument Valuation Price: USD 114.515625
Current Financing Spread: 1.80000000% (p.a.)


Effective Date: 31.01.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
TypeDateTitle
Adjustment of Index Parameters19/04/2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters18/04/2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters17/04/2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters14/04/2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters13/04/2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters12/04/2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters11/04/2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters10/04/2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters06/04/2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters05/04/2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters04/04/2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters03/04/2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters31/03/2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters30/03/2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters29/03/2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters28/03/2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters27/03/2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters24/03/2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters23/03/2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters22/03/2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters21/03/2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters20/03/2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters17/03/2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters16/03/2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters15/03/2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters14/03/2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters13/03/2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters10/03/2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters09/03/2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters08/03/2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters07/03/2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters06/03/2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters03/03/2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters02/03/2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters01/03/2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters28/02/2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters27/02/2023END OF DAY DETERMINATION OF INDEX PARAMETERS WITH FUTURE ROLLOVER
Adjustment of Index Parameters24/02/2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters23/02/2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters22/02/2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters21/02/2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters17/02/2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters16/02/2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters15/02/2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters14/02/2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters13/02/2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters10/02/2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters09/02/2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters08/02/2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters07/02/2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters06/02/2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters03/02/2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters02/02/2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters01/02/2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters31/01/2023END OF DAY DETERMINATION OF INDEX PARAMETERS