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Annuity Linked TVI Index (USD)

ALTVI:IND
298.98
USD
2.80
0.93%
As of 5/24/2018
Open
298.98
Day Range
298.98 - 298.98
Previous Close
301.78
52Wk Range
282.44 - 302.03
1 Yr Return
0.86%
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Open
298.98
Day Range
298.98 - 298.98
Previous Close
301.78
52Wk Range
282.44 - 302.03
1 Yr Return
0.86%
YTD Return
1.50%
Profile
The Annuity Linked TVI Index (USD) (the "Index") is an index that tracks the Trader Vic Index® - Excess Return (the "TVI") after deducting certain fees, costs and expenses, and on a volatility-stabilised basis. Index fees, costs and expenses of 1.25% per annum ("Index Costs") are deducted from the daily return of the TVI on a pro-rata daily basis assuming a 360-calendar day year (the TVI, net of Index Costs, the "Constituent"). Thereafter, pursuant to a rules-based methodology, the Index applies a volatility control overlay on the Constituent and varies its synthetic exposure to the Constituent on a daily basis based on the maximum realized volatility of the Constituent measured over pre-determined prior time periods. The synthetic exposure of the Index to the Constituent can range from 10% to 150%. The higher the maximum realized volatility of the Constituent, the lower the Index's synthetic exposure will be to the Constituent. The lower the maximum realized volatility of the Constituent, the higher the Index's synthetic exposure will be to the Constituent. The level of the Index's synthetic exposure to the Constituent on any given day is determined based on pre-determined ranges and boundaries as specified in the Index methodology. The Index is developed and owned by NatWest Markets Plc, as Index Administrator. The Index was launched on March 29, 2012 and is calculated and published by an affiliate of NatWest Markets Plc. There is no actual historical Index performance data prior to March 29, 2012. All Index performance data prior to that date have has been retrospectively calculated by an affiliate of NatWest Markets Plc using certain procedures and on the basis of certain assumptions that may not apply in the future. Although these assumptions are considered reasonable or necessary, the variations used in producing simulated historical data from those used to calculate the Index going forward could produce variations in returns of indeterminate direction and amount. Past performance should not be considered indicative of future performance. For any questions related to this ticker please contact NWMIndexAdministrator@NatwestMarkets.com
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