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.
- 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.