Overview
Announcements

Methodology Change | FWUGLOBC and VROBUST | Effective Date 02/11/2021

Today, on the 01/11/2021, Solactive announces the following changes to the methodology of the following Indices (the ‘Affected Indices’):

NAME

RIC

ISIN

FIVE FWU Global Equity Index

.FWUGLOBC

DE000SLA9TV0

FIVE Robust Multi.Asset Index

.VROBUST

DE000SL0ASR0

 

Rationale for Methodology Change

Solactive has determined that the Australian Exchange has raised their fees for the usage of the futures significantly, so that keeping the futures in the indices would lead to being non-economically reasonable.

Changes to the Index Guideline

The following Methodology changes will be implemented in the following points of the Index Guideline (ordered in accordance with the numbering of the affected sections):

For VROBUST:

From (old version):

[…] Excerpt from 2.1:

#i

Asset Class

Index Member

Ticker Prefix

Ticker Extension

FX rate

TC in NB Ticks

i=3

EQ

ASX SPI 200

XP

Index

AUD

2

i=14

FI

ASX 10Y Australian T-Bonds

XM

Comdty

AUD

1

[…]

To (new version) :

[…] Excerpt from 2.1:

#i

Asset Class

Index Member

Ticker Prefix

Ticker Extension

FX rate

TC in NB Ticks

i=3

EQ

KOSPI2 INX Future

KM

Index

KRW

2

i=14

FI

Korea 10Y Treasury Bond Future

KAA

Comdty

KRW

2

[…]

 

For FWUGLOBC:

From (old version):

[…] Excerpt from 2.3:

#

Futures Market

Ticker Prefix

Ticker Extension

wi

i=2

CME E-mini S&P 500

ES

Index

20.0%

i=9

ICE MSCI EM

MES

Index

12.0%

I=11

ASX SPI 200

XP

Index

2.0%

[…]

To (new version) :

[…] Excerpt from 2.1:

#

Futures Market

Ticker Prefix

Ticker Extension

wi

i=2

CME E-mini S&P 500

ES

Index

21.0%

i=9

ICE MSCI EM

MES

Index

13.0%

 

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.