Methodology Change | Several Solactive Indices | Effective Date 01/20/2023

Today, on 01/18/2023, Solactive announces the following changes to the methodology of the following indices (the ‘Affected Indices’):

NAME	RIC	ISIN
Solactive ISS ESG Custom Global Markets Carbon Reduction SDG Enhanced Index NTR Solactive ISS ESG Custom Global Markets Carbon Reduction SDG Enhanced Index PR Solactive ISS ESG Custom Global Markets Carbon Reduction SDG Enhanced Index TR	.SGCRSDGN   .SGCRSDGP   .SGCRSDGT	DE000SL0ET31   DE000SL0ET23   DE000SL0ET49

 

Rationale for Methodology Change

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Solactive has determined that due to the consecutive nature of Chinese public holidays, the removal of Chinese public holidays as non-calculation days for the Affected Indices would allow clients to access index pricing without significant delays. With the index being priced on those dates, client experience would be improved.

Changes to the Index Guideline

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The following Methodology changes will be implemented in the following points of the Index Guideline:

1. DEFINITIONS

From (old version):

“CALCULATION DAY” is every weekday from Monday to Friday. A day on which the New York Stock Exchange (NYSE), the NASDAQ, the London Stock Exchange, the Australia Stock Exchange, the Shanghai Stock Exchange, the Shanghai Stock Exchange – Hong Kong Stock Connect, the Shenzhen Stock Exchange, or the Shenzhen Stock Exchange – Hong Kong Stock Connect are not open for general business is not a CALCULATION DAY.

To (new version):

“CALCULATION DAY” is every weekday from Monday to Friday. A day on which the New York Stock Exchange (NYSE), the NASDAQ, the London Stock Exchange, or the Australia Stock Exchange are not open for general business is not a CALCULATION DAY.

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.