CHANGE DATE OF INDEX INDEX NAME INDEX CODE INDEX KEY GICS CODE ISO CODE INDEX VALUE DAILY RETURN EXPOSURE LEVEL REALIZED VOLATILITY LONG TERM VOLATILITY SHORT TERM VOLATILITY LONG TERM VARIANCE SHORT TERM VARIANCE INTEREST RATE 3M LIBOR 2M LIBOR EXPOSURE LEVEL ZERO LAG DAYS 20180531 S&P/TSX 60 Daily Risk Control 10% Index TXRC10 SPSRC-TX--CADRC10T-CA-L-- CAD 303.34472184694 0.00175441302851672296 1.1601275872934 0.08636410310104 0.0863641031012306640280415617843085347692 0.0757865799447369177824490282040448425407 0.00002959824724 0.00002279208611 0.0127 1.1578884792331 20180531 S&P/TSX 60 Daily Risk Control 10% Excess Return Index TXRC10E SPSRC-TX--CADRC10E-CA-L-- CAD 228.15115741255 0.00171961850794500633 1.1601275872934 0.08636410310104 0.0863641031012306640280415617843085347692 0.0757865799447369177824490282040448425407 0.00002959824724 0.00002279208611 0.0127 1.1578884792331 20180531 S&P/TSX 60 Daily Risk Control 12% Index TXRC12 SPSRC-TX--CADRC12T-CA-L-- CAD 349.32765191753 0.00209833673009682579 1.3921531047521 0.08636410310104 0.0863641031012306640280415617843085347692 0.0757865799447369177824490282040448425407 0.00002959824724 0.00002279208611 0.0127 1.3894661750798 20180531 S&P/TSX 60 Daily Risk Control 12% Excess Return Index TXRC12E SPSRC-TX--CADRC12E-CA-L-- CAD 262.73881583557 0.00206354220954146151 1.3921531047521 0.08636410310104 0.0863641031012306640280415617843085347692 0.0757865799447369177824490282040448425407 0.00002959824724 0.00002279208611 0.0127 1.3894661750798 20180531 S&P/TSX 60 Daily Risk Control 15% Index TXRC15 SPSRC-TX--CADRC15T-CA-L-- CAD 411.25915333204 0.00223750091187227971 1.5 0.08636410310104 0.0863641031012306640280415617843085347692 0.0757865799447369177824490282040448425407 0.00002959824724 0.00002279208611 0.0127 1.5 20180531 S&P/TSX 60 Daily Risk Control 15% Excess Return Index TXRC15E SPSRC-TX--CADRC15E-CA-L-- CAD 309.32337936371 0.00220270639133036228 1.5 0.08636410310104 0.0863641031012306640280415617843085347692 0.0757865799447369177824490282040448425407 0.00002959824724 0.00002279208611 0.0127 1.5 20180531 S&P/TSX 60 Daily Risk Control 5% Index TXRC5 SPSRC-TX--CADRC05T-CA-L-- CAD 204.51740722621 0.00089460377451705024 0.58006379364671 0.08636410310104 0.0863641031012306640280415617843085347692 0.0757865799447369177824490282040448425407 0.00002959824724 0.00002279208611 0.0127 0.57894423961656 20180531 S&P/TSX 60 Daily Risk Control 5% Excess Return Index TXRC5E SPSRC-TX--CADRC05E-CA-L-- CAD 153.81626350182 0.00085980925398902582 0.58006379364671 0.08636410310104 0.0863641031012306640280415617843085347692 0.0757865799447369177824490282040448425407 0.00002959824724 0.00002279208611 0.0127 0.57894423961656 20180531 S&P/TSX 60 Daily Risk Control 8% Index TXRC8 SPSRC-TX--CADRC08T-CA-L-- CAD 259.82402806761 0.00141048932692607768 0.92810206983474 0.08636410310104 0.0863641031012306640280415617843085347692 0.0757865799447369177824490282040448425407 0.00002959824724 0.00002279208611 0.0127 0.9263107833865 20180531 S&P/TSX 60 Daily Risk Control 8% Excess Return Index TXRC8E SPSRC-TX--CADRC08E-CA-L-- CAD 195.41597118392 0.00137569480638735141 0.92810206983474 0.08636410310104 0.0863641031012306640280415617843085347692 0.0757865799447369177824490282040448425407 0.00002959824724 0.00002279208611 0.0127 0.9263107833865 LINE COUNT: 11