Div Impact

>Septiembre 2017<

>December 2019<

Bolsas y Mercados Españoles (BME) calculates, publishes and disseminates in real-time the IBEX Index. BME, the company that integrates the principal securities markets and financial systems in Spain, is Europe's fifth biggest exchange operator by equity turnover according to data from FESE. The equity turnover for 2019 was 469,626 billion euros, having reported 40,646 billion euros in December and the number of trades reached 2.8 million, and 37.2 million in 2019. The index IBEX 35® DIV IMPACT is designed to represent in index points the dividend yield of the largest securities traded on the Spanish Stock Market, and to serve as a tradable index suitable for investment products. IBEX 35® DIV IMPACT is an underlying index for futures contracts traded on BME´S Derivatives Market (MEFF).

10Y Performance (Capital Value) – EUR terms

EX 35 INV

Features

The IBEX indices measure the performance of securities listed on the Spanish Stock Market. The IBEX indices are Euro-denominated and calculated in real-time within the European time zone. The index IBEX 35® DIV IMPACT reflects, in index points, the total value of the dividends paid by the constituents of the IBEX 35® index during a specified period. It reflects the theoretical down trend that IBEX 35 index experiments every dividend distribution. The calculation period goes from the third Friday of December of the previous year, excluding the said day, until the third Friday of December of the current year, including this day. In the cases where no dividend is paid during the session the index will have the same value as the one from the last session. The last day of the specified period the index will reach its maximum value, going back to zero on the next session

Constituents

IBEX 35

Security name Ticker Weighting % Security name Ticker Weighting % Security name Ticker Weighting % SANTANDER SAN 12,67 GRIFOLS GRF 2,69 INM. COLONIA COL 0,68 IBERDROLA IBE 11,76 ACS CONST. ACS 2,17 ARCEL.MITTAL MTS 0,66 INDITEX ITX 11,73 ENDESA ELE 2,10 ACCIONA ANA 0,60 BBVA BBVA 6,84 RED ELE.CORP REE 1,96 ACERINOX ACX 0,54 TELEFONICA TEF 6,77 NATURGY ENER NTGY 1,79 MASMOVIL MAS 0,52 AMADEUS IT AMS 6,21 SIEMENS GAM. SGRE 1,28 VISCOFAN VIS 0,46 REPSOL REP 4,29 BANKINTER BKT 1,21 CIE AUTOMOT. CIE 0,44 FERROVIAL FER 4,01 B. SABADELL SAB 1,21 INDRA "A" IDR 0,36 CAIXABANK CABK 3,42 MERLIN PROP. MRL 1,20 MELIA HOTELS MEL 0,29 AENA AENA 3,09 ENAGAS ENG 1,10 MEDIASET ESP TL5 0,29 INT.AIRL.GRP IAG 2,94 MAPFRE MAP 0,90 ENCE ENC 0,18 CELLNEX CLNX 2,91 BANKIA BKIA 0,71

IBEX Index Series

IBEX Top Dividendo®IBEX Top Dividendo TR / NR

IBEX 35®Inverso

X2

IBEX 35®Inverso

X3

IBEX 35®Inverso

X5

IBEX 35®Inverso

X10

IBEX 35®Inverso

IBEX 35®X2

X2 BrutoX2 Neto

IBEX 35®X3

X3 Neto

IBEX 35X5 Neto

IBEX 35®X10 Neto

IBEX 35®Apalancado

IBEX 35®IBEX 35 TR / NR

IBEX Medium Cap®IBEX Medium Cap TR / NR

IBEX SmallCap®IBEX Small Cap TR / NR

IBEX 35®Bancos

IBEX MAB®All Share

IBEX 35®Energía

IBEX MAB®15

IBEX 35®Construccion

IBEX 35®Sectores

Índices IBEX®

© Sociedad de Bolsas, S.A. 2020. All rights reserved. "IBEX 35®", "IBEX Medium Cap®", "IBEX Small Cap®" and “IBEX Top Dividendo®” are trade marks of the Sociedad de Bolsas, S.A. and all such marks are used under licence. All rights in and to the IBEX 35, IBEX Medium Cap, IBEX Small Cap and IBEX Top Dividendo vest in Sociedad de Bolsas and its licensors. All information is provided for information purposes only. No responsibility or liability is accepted by Sociedad de Bolsas or its licensors for any errors, loss or liability arising from the use of this publication. Distribution of IBEX index values and the use of the IBEX Indices to create financial products requires a licence from Sociedad de Bolsas.

ibex@grupobme.es www.bolsasymercados.es

Div Impact

>December 2019<

Sector breakdown

IBEX 35

1 . O i l a n d en e rg y 2 3 , 0 0 %

2 . B a s ic m a t e r ia ls , in d u s t ry an d c o n s t ru c t ion 9 , 7 1 %

3 . C on s u me r go od s 1 5 , 0 5 %

4 . C on s u me r s e r v ic es 6 , 6 2 %

5 . F in an c ia l se rv i ce s 2 6 , 9 7 %

6 . T e ch n o lo g y an d t e lec o m mu n ic at io ns 1 6 , 7 6 %

7 . R ea l es t a te s e r v ic e s 1 , 8 8 %

Dividend Yield 2 0 / 1 2 / 2 0 1 9 2 1 / 1 2 / 2 0 1 8 1 5 / 1 2 / 2 0 1 7 1 6 / 1 2 / 2 0 1 6 1 8 / 1 2 / 2 0 1 5

I B E X 3 5 ® 9.675,50 8.556,76 10.150,40 9.412,80 9.717,10

I B E X 3 5 ® I mp ac t o D iv 401,2 385,4 366,1 393 416,8

D i v id en d Y ie ld 4,15% 4,50% 3,61% 4,18% 4,29%

Vendor Codes I S I N Reuters B l o o m b e rg

I B E X 3 5 ES O S I 0 0 0 0 0 0 5 < . I B E X > I B E X In d e x <G O >

I B E X 3 5 D I V I M P ES 0 S I 0 0 0 0 6 5 8 < . I B E X DI > I B E X3 5 R I n d e x <G O>

I B E X 3 5 C D ES 0 S I 0 0 0 0 0 4 7 < . I B E X TR > I B E X3 5 T R In d e x <G O >

I B E X 3 5 C N ES 0 S I 0 0 0 0 0 6 2 < . I B E X NR > I B E XN R In d e x <G O>

I B E X M ed i u m ES 0 S I 0 0 0 0 0 1 3 < . I B E X C> I B E XC In d e x <G O >

I B E X S ma l l ES 0 S I 0 0 0 0 0 2 1 < . I B E XS > I B E XS In d e x < G O >

I B E X TD ES 0 S I 0 0 0 0 0 3 9 < . I B E X D> I B E XT DI V In d e x <G O >

I B E X C ap N e t ES 0 S I 0 0 0 0 1 4 6 < . I B E X C NR > I B E XZ In d e x <G O >

Information

Index Launch 30th September 2009 Eligibility Criteria IBEX 35® Constituents Index Calculation End of day Currency Euro Review Dates Quarterly Ordinary June and December Follow-ups March and September Index Rules Available at www.sbolsas.com Factsheet Data Sociedad de Bolsas data as at 20th December 2019