Redemption | Capital One Financial Corp Deposit Shs Repr 1/40th 6 7/10 % Non-Cum Perp Pfd Shs Series D | 2nd December 2019

Capital One Financial Corp Deposit Shs Repr 1/40th 6 7/10 % Non-Cum Perp Pfd Shs Series D will be redeemed. The following treatment will be applied to the following indices:

• Capital One Financial Corp Deposit Shs Repr 1/40th 6 7/10 % Non-Cum Perp Pfd Shs Series D will be removed from the Index.
• The weight of Capital One Financial Corp Deposit Shs Repr 1/40th 6 7/10 % Non-Cum Perp Pfd Shs Series D based on its last close price will be distributed pro rata to remaining Index constituents.
• Effective Date (open): 02/12/2019

Solactive US Preferred Share Select Index (NTR)