Methodology Change | BX Swiss Indices | Effective Date 11/02/2025

Today, on the 29/01/2025, Solactive announces the following changes to the methodology of the following Indices (the ‘Affected Indices’):

CLARIFICATION

The same guideline change will be applied to all BX Swiss Indices. However, for the BX Swiss Morningcall indices, the change will involve an actual shift to Start of Day logic. For all other indices, the change will be limited to updating the guidelines to reflect the existing Start of Day methodology, aligning them with the current practice.

Rationale for Market Consultation

Solactive intends to change the index reinvestment logic from end of day to start of day. This change will better align the reinvestment timing with market opening conditions, improving the accuracy of tracking and portfolio performance. It ensures more efficient capital allocation at the start of each trading day, enhancing overall liquidity management.

Proposed Change[s] to the Index Guideline

The following Methodology changes are proposed in the following point[s] of the Index Guideline:

From:

4.1.          INDEX FORMULA

Any dividends or other distributions are reinvested across the entire basket of INDEX COMPONENTS by means of a divisor at the close of the effective date (the so-called ex-date) of the payment of such dividend or other distribution

To:

4.1.          INDEX FORMULA

Any dividends or other distributions are reinvested across the entire basket of Index Components by means of a divisor at the opening of the effective date (the so-called ex-date) of the payment of such dividend or other distribution