MSCI Transatlantic Multi Sector Select 20 Decrement 5% Index

The MSCI Transatlantic Multi Sector Select 20 Index tracks 20 large-cap stocks from the U.S. and EMU within the Semiconductors & Semiconductor Equipment and select Consumer Discretionary industries (25% regional and sector caps, 10% per stock), as defined by GICS®. A fixed daily 5% decrement (“synthetic dividend”) is applied to form the Decrement Index.