UPDATE: Methodology Change | Solactive European High Yield Bond Funds 4% RC Index | Effective Date 27/10/2025

UPDATE: Today, on the 30/10/2025, Solactive announces the following changes to the methodology of the following Index (the ‘Affected Index’):

Rationale for Methodology Change

Solactive has determined that one mutual fund that is currently in the composition of the index, can no longer be held on trading books of various financial entities, as it does not satisfy the replicability and transparency criteria required for eligibility under the Fundamental Review of the Trading Book (FRTB) framework. Maintaining exposure to this fund would result in significantly higher capital requirements for the hedging entity replicating the product, thereby generating an adverse economic impact.

Changes to the Index Guideline

2.1        Weighting of the Index Components

Change:

The basket holdings since Basket Switch Date are as follows:

The basket holdings between the Basket Start Date and Basket Switch Date is as follows:

5.    Definitions

Addition:

“Basket Switch Date” 3^rd of November 2025

Defined terms used in this announcement, but not defined herein, have the meaning assigned to them in the respective index guideline of the Affected Indices. The amended version of the index guideline will be available on the effective date.

UPDATE (24/10/2025): Please note that the below mentioned change of index methodology has been put on hold due to concern from market participants. We will continue to calculate the index based on the currently available methodology.

Today, on the 21/10/2025, Solactive announces the following changes to the methodology of the following Index (the ‘Affected Index’):

Rationale for Methodology Change

Solactive has determined that the mutual funds that are currently in the composition of the indices, can no longer be held on trading books of various financial entities, as they do not satisfy the replicability and transparency criteria required for eligibility under the Fundamental Review of the Trading Book (FRTB) framework. Maintaining exposure to this fund would result in significantly higher capital requirements for the hedging entity replicating the product, thereby generating an adverse economic impact.

Changes to the Index Guideline

For the details on the changes to the index guideline, please see attached document.