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Announcement | Solactive H2O Fixed Income 7% RC Index | Effective Date 16th June 2020

Today, on the 02/06/2020, Solactive announces the following changes to the methodology of the following index (the ‘Affected Index’):

NAME

RIC

ISIN

Solactive H20 Fixed Income 7% RC Index

.SOH2O7RC

DE000SLA9YM9

 

Rationale for methodology change

Due to the introduction of a 5% entry fee in the H20 Multi Bonds SR, Solactive has determined that an “Increased Cost of Trading Event” (as defined in Section 4.5 in  the index guideline) has occurred. The H20 Multi Bonds SR will therefore be replaced by H2O Allegro SR on the effective date.

Changes to the Index Guideline

Section 2. and Section 2.1. will be amended to reflect the new fund.

  1. Index Selection

From:

The Basket underlying the INDEX consists of 1 Mutual Funds, which is listed below:

Ticker

ISIN

Lipper

Currency

Name

H20MESR FP Equity

FR0013393329

LP68530680

EUR

H2O Multibonds SR

H2ADESR FP Equity

FR0013393188

LP68530664

EUR

H2O Adagio SR

 

[…]

To:

The Basket underlying the INDEX consists of 1 Mutual Funds, which is listed below:

Ticker

ISIN

Lipper

Currency

Name

H2ALESR FP

FR0013393220

LP68530670

EUR

H2O Allegro SR

H2ADESR FP Equity

FR0013393188

LP68530664

EUR

H2O Adagio SR

 

[…]

 

2.1. Weighting of the Index Components

From:

The Basket holdings as of the BASKET START DATE is as follows:

Ticker

ISIN

Weight

H2OMESR FP Equity

FR0013393329

20%

H2ADESR FP Equity

FR0013393188

80%

 

[…]

To:

The Basket holdings as of the BASKET START DATE is as follows:

Ticker

ISIN

Weight

H2ALESR FP

FR0013393220

20%

H2ADESR FP Equity

FR0013393188

80%

 

[…]

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.