Who Publishes the S&P 500 ® Index and What Does It Measure?
Unless otherwise stated, all information on the S&P 500 ® Index provided in this pricing supplement is derived from Standard & Poor s, which we refer to as S&P, or other publicly available sources. The S&P 500 ® Index is published by S&P and is intended to provide an indication of the pattern of common stock price movements. The calculation of the value of the S&P 500 ® Index is based on the relative value of the aggregate market value of the common stocks of 500 companies as of a particular time compared to the aggregate average market value of the common stocks of 500 similar companies during the base period of the years 1941 through 1943. As of July 31, 2009, the common stocks of 411 of the 500 companies included in the S&P 500 ® Index were listed on the New York Stock Exchange (the NYSE ). As of July 31, 2009, the aggregate market value of the 500 companies included in the S&P 500 ® Index represented approximately 77% of the U.S. equities market. For further information on the S&P
