Overview
Announcements

Methodology Change | Solactive Equity ESG Select Funds RC Index | Effective Date 10/11/2025

Today, on the 07/11/2025, Solactive announces the following changes to the methodology of the following Index (the ‘Affected Index’):

NAME

RIC

ISIN

Solactive Equity ESG Select Funds RC Index

.SOLEQESG

DE000SL0B2P6

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

2.0 Index Selection

Change:

The Basket underlying the Index consists of 6 Mutual Funds, which is listed below:

Ticker ISIN Currency Name
MERNEEA LX Equity LU0171289902 EUR BlackRock Global Funds – Sustainable Energy Fund
AGEEAEC LX Equity LU1883318740 EUR Amundi Funds – Global Ecology ESG
SGDWEHA LX Equity LU0557291076 EUR Schroder ISF Global Sustainable Growth
ACMGGCE LX Equity LU0232575489 EUR Sustainable Global Thematic Portfolio
FSWSAAE LN Equity GB00B84RRS92 EUR First Sentier Investors ICVC – Stewart Investors Worldwide Sustainability Fund 
AFMASFA LX Equity LU1941681956 EUR Amundi Funds Multi-Asset Conservative Responsible

 

2.1        Weighting of the Index Components

Change:

The Basket holdings as of the Basket Switch Date is as follows:

Ticker

ISIN

Currency

Weight

MERNEEA LX Equity

LU0171289902

EUR

33.33%

AGEEAEC LX Equity

LU1883318740

EUR

33.33%

SGDWEHA LX Equity

LU0557291076

EUR

0%

ACMGGCE LX Equity

LU0232575489

EUR

0%

FSWSAAE LN Equity

GB00B84RRS92

EUR

0%

AFMASFA LX Equity

LU1941681956

EUR

33.33%

The Basket holdings as of the Basket Start Date until Basket Switch Date is as follows:

Ticker

ISIN

Currency

Weight

MERNEEA LX Equity

LU0171289902

EUR

20%

AGEEAEC LX Equity

LU1883318740

EUR

20%

SGDWEHA LX Equity

LU0557291076

EUR

20%

ACMGGCE LX Equity

LU0232575489

EUR

20%

FSWSAAE LN Equity

GB00B84RRS92

EUR

20%

In order to reflect the nine years history, we have taken all available funds as of start date, the weight of the funds which were not existing as of start date have been reinvested into the remaining Funds proportionally. Once the funds began having available prices they have been included with its corresponding weight into the index.

5.    Definitions

Addition:

“Basket Switch Date” is 10th 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.