Six Swiss Exchange Swiss Leader Index (sli) Factsheet

SLI

®

– Factsheet INDICES

The SLI Swiss Leader Index® The SLI Swiss Leader Index® includes the 30 most liquid domestic stocks traded in the Swiss equity market, the developments of which are reflected by the SPI® Family. Consequently, the index weighting of a given issue is 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 is capped at a maximum of 9%. The weightings of all lower-ranked companies are – if necessary – capped at 4.5%. This limitation will be calculated by applying a capping factor, which as a general rule will remain constant for a three-month period. The SLI® offers a number of advantages: for investors, the capping feature improves their stock- and sectorspecific diversification and, because the new index fulfils Swiss, EU and US regulatory requirements, new markets can be opened with products based on the SLI®. That in turn generates liquidity for the stocks included in the basket.

SLI® data SLI® Price

SLI® Total Return (TR)

Symbol

SLI

SLIC

Security no.

3025288

3025290

ISIN

CH0030252883

CH0030252909

Reuters RIC

.SLI

.SLIC

Bloomberg ticker SLI

SLIC

SWX equity index structure SPI® Family

All Swiss securities

SMI® Family

0

SMI®

SPI® Large 20 30

SMIM® SPI ® Middle

50

SPI® 100

SPI EXTRA®

Swiss All Share Index SPI® Small

~ 225 ~ 250 ~ 270

Investment Index Securities < 20% FF

SMI Expanded®

SLI® SLI Swiss Leader Index®

SXI® Family Foreign securities

SXI Bio+ SXI LIFE ® SCIENCES® Medtech

Swiss securities SPI ex SLI®

Risk and return profile SLI ® TR Returns YTD

–2.98%

Risk (Volatility)

Sharpe Ratio

Dividend Yield

Tracking Error*

6.31%

–0.48

0.43%

1.04%

1 year back

–2.19%

4.67%

–0.50

0.23%

0.97%

3 years back

0.69%

4.11%

0.13

0.18%

0.80%

5 years back

1.01%

3.66%

0.23

0.16%

0.91%

Risk and return over the last 5 years

Sharpe Ratio

Average monthly returns (TR) in %

Sharpe Ratio (TR)

2.00

0.4 0.3

1.75

0.2

1.50

0.1

1.25

0.0

1.00

–0.1

0.75

–0.2 –0.3

0.50

–0.4

0.25

–0.5

0.00

–0.6

3.0

3.5

4.0

4.5

5.0

SMIC®

SLI®

Risk (Standard Deviation) in % SLI® DJ Switzerland Titans 30

SMI® SMIM®

YTD

International blue chip index performance comparison (TR, CHF adjusted) 350 300 250 200 150 100

Apr 08 June 08

Oct 07

Apr 07

Oct 06

Apr 06

Oct 05

Apr 05

Oct 04

Apr 04

Oct 03

Apr 03

Okt 02

Apr 02

Oct 01

50

SLI® SMI® DJ Switzerland Titans 30 SMIM®

* The benchmark for the SLI® is the SPI® All data in the charts above are on a monthly basis as of 30.06.2008

1 year back

DJ Switzerland Titans 30

3 years back

SMIM®

5 years back

Basket compositions and sector weightings as of 30.06.2008 SLI ® Technology 1.3% Telecommunications 2.0% Basic Materials 7.8%

Oil & Gas 1.1% Financials 29.4%

Consumer Goods 15.1%

Industrials 16.3% Health Care 27.0%

Financials

29.39%

Consumer Goods

15.12%

UBS N

7.99%

NESTLE N

8.56%

CS GROUP N

4.44%

RICHEMONT

4.30%

ZURICH FINANCIAL N

4.39%

SWATCH GROUP I

2.27%

SWISS RE N

4.28%

Basic Materials

7.83%

JULIUS BAER N

4.06%

SYNGENTA N

4.95%

SWISS LIFE HOLDING N

2.68%

GIVAUDAN N

1.64%

BALOISE N

1.55%

CLARIANT N

0.67%

Health Care

27.03%

CIBA N

0.57%

NOVARTIS N

10.20%

Telecommunications

1.98% 1.98%

ROCHE GS

9.80%

SWISSCOM N

SYNTHES N

2.29%

Technology

1.31%

LONZA N

1.89%

LOGITECH N

1.31%

ACTELION N

1.78%

Oil & Gas

1.06%

NOBEL BIOCARE N

1.06%

PETROPLUS N

1.06%

Industrials

16.29%

ABB LTD N

4.44%

HOLCIM N

4.34%

SGS N

2.21%

ADECCO N

1.77%

GEBERIT N

1.67%

KUEHNE&NAGEL INT N

1.45%

OC OERLIKON N

0.41%

Total

100.00%

SWX Swiss Exchange – SLI® Factsheet

Quick facts SLI ® Name

SLI Swiss Leader Index®

Definition

30 of the largest, most liquid stocks in the SPI®

Method of calculation

Laspeyres free float; capped weighting

Capping model

9%/4.5%

Baseline value

Total Return Index: 31.12.1999 = 1 000 Price Index: 31.12.1999 = 1 000

Historical data since

31.12.1999

Launch

02.07.2007

Publication

Every second

Criteria for addition

Annualy ranking based on turnover and capitalisation

Index basket adjustment

Third Friday in September (after closing)

Adjustment of number Third Friday in March and of stocks (free float) September (after closing) Adjustment of capping factors

Third Friday in March, June, September and December (after closing)

Index-based products

Eurex futures, Eurex options, warrants, structured products, ETFs (currently available)

No. of stocks

30

Full market capitalisation CHF 942.4 billion (as of 30.06.2008) Capped Market capitalisation free float adjusted (as of 30.06.2008)

CHF 356.4 billion

Further information including the SLI ® Rules can be found on the SWX website: www.swx.com/trading/products/indices_en.html

SWX Indices

SWX Swiss Exchange AG

SWX Europe Limited

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