Index Restatement in accordance with the Correction Policy – SOLUT Family June 2023


Today, on the 2023-06-29, Solactive announces that an error in the May 2023 rebalancing of the following Indices (the ‘Affected Indices’) has been detected:

Solactive US 1-3 Year Treasury Bond Index .SOLUT13 DE000SLA4B65
Solactive US Treasury Bond Index .SOLUT DE000SLA4CA1
Solactive US 10-20 Year Treasury Bond Index .SOLUT120 DE000SLA4B81
Solactive US 20+ Year Treasury Bond Index .SOLUT20 DE000SLA4B99
Solactive US 3-10 Year Treasury Bond Index .SOLUT310 DE000SLA4B73
Solactive US 3-7 Year Treasury Bond Index .SOLUT37 DE000SL0CM22

The correction is made by way of an extraordinary rebalancing in accordance with Section 4.2 of the Correction Policy that is available on Solactive website at: https://www.solactive.com/documents/correction-policy/.

Description of the Error

A data error in the May 2023 rebalancing led to an incorrect weighting of the aforementioned Affected Indices for the month of June 2023. 

Specifications of the Index Restatement

In accordance with the Correction Policy, the indices have been restated for the duration of 2023-05-31 to 2023-06-23 and new index levels have been published.