CLOIE Index Rebalance Preview

Research evidence excerpt

CLOIE Index Rebalance Preview

J P M O R G A N Global Index Research

23 June 2026

June 2026 Global Index Research

Jacqueline E Rachaf AC

Estimated index compositions are subject to data available as of a particular date, provided as a courtesy for general information (1-212) 834-2349

purposes only and are subject to potentially significant changes (including inclusions, exclusions or weight changes pursuant to jacqueline.rachaf@jpmorgan.com

the pre-determined and established index methodology) prior to actual calculation of the index composition. Final compositions J.P. Morgan Securities LLC

will be published on J.P. Morgan Markets (“JPMM”) on the rebalance date. For more information, please consult JPMM or your

J.P. Morgan representative. All index compositions, data and other information are not warranted as to completeness or accuracy Nihal Chandak

and are subject to change without notice. J.P. Morgan disclaims any responsibility or liability to the fullest extent permitted by (1-212) 270-1044

applicable law, whether in contract, tort (including, without limitation, negligence), equity or otherwise, for any loss or damage nihal.chandak@jpmchase.com

arising from any reliance on or the use of this material in any way. The information contained herein is as of the date and time

J.P. Morgan Securities LLC

referenced only, and J.P. Morgan does not undertake any obligation to update such information. Full disclosures may be found

at https://www.jpmorgan.com/disclosures/girg Soumya Nema

(1-212) 834-4653

Notable changes soumya.nema@jpmchase.com

• The CLOIE Index notional is projected to be $890.7bn at June month-end with Kunal Kishnani

71 deals expected to enter (6 new issues, 31 refinances, and 34 resets). (91-22) 6157 4731

kunal.kishnani@jpmchase.com