Note
As of November 2, 2015, following the completion of the separation of Hewlett-Packard Company into two companies – Hewlett Packard Enterprise Company trading under ticker “HPE”, and HP Inc. trading under ticker “HPQ” – the Reference Portfolio was modified to include common shares of both HPQ and HPE. On November 2, 2015, the Reference Asset Weight of the common shares of Hewlett-Packard Company was split, with 45.4% of the original weight attributed to HPQ, and 54.6% of the original weight attributed to HPE. Considering the return of the initial Reference Asset, the Initial Level of the common shares HPE and the Initial Level of the common shares HPQ were adjusted on November 2, 2015.