Methodology Change | Several BBVA indices | Effective Date 11/04/2023
Today, on the 24/03/2023, Solactive announces the following changes to the methodology of the following Indices (the ‘Affected Indices’):
| Solactive BBVA Health & Wellness EUR Index NTR | .SBVHAWEN | DE000SL0DND5 |
| Solactive BBVA Health & Wellness EUR Index PR | .SBVHAWEP | DE000SL0DK31 |
| Solactive BBVA Health & Wellness EUR Index TR | .SBVHAWET | DE000SL0DNE3 |
| Solactive BBVA Health & Wellness SIC MXN Index NTR | .SBVHAWPN | DE000SL0EE61 |
| Solactive BBVA Health & Wellness SIC MXN Index PR | .SBVHAWPP | DE000SL0EE53 |
| Solactive BBVA Health & Wellness SIC MXN Index TR | .SBVHAWPT | DE000SL0EE79 |
| Solactive BQIS Health & Wellness PLN Index NTR | .SBVHAWLN | DE000SL0GM77 |
| Solactive BQIS Health & Wellness PLN Index PR | .SBVHAWLP | DE000SL0GM69 |
| Solactive BQIS Health & Wellness PLN Index TR | .SBVHAWLT | DE000SL0GM85 |
| Solactive BBVA Next Generation Networks EUR Index NTR | .SBVNXGEN | DE000SL0C1E1 |
| Solactive BBVA Next Generation Networks EUR Index PR | .SBVNXGEP | DE000SL0C1D3 |
| Solactive BBVA Next Generation Networks EUR Index TR | .SBVNXGET | DE000SL0C1F8 |
| Solactive BBVA Next Generation Networks MXN Index NTR | .SBVNXGPN | DE000SL0DUM1 |
| Solactive BBVA Next Generation Networks MXN Index PR | .SBVNXGPP | DE000SL0DUL3 |
| Solactive BBVA Next Generation Networks MXN Index TR | .SBVNXGPT | DE000SL0DUN9 |
| Solactive BBVA Next Generation Networks SIC MXN Index NTR | .SBVNXGXN | DE000SL0E2K4 |
| Solactive BBVA Next Generation Networks SIC MXN Index PR | .SBVNXGXP | DE000SL0E2J6 |
| Solactive BBVA Next Generation Networks SIC MXN Index TR | .SBVNXGXT | DE000SL0E2L2 |
| Solactive BBVA Next Generation Networks USD Index NTR | .SBVNXGUN | DE000SL0DZM0 |
| Solactive BBVA Next Generation Networks USD Index PR | .SBVNXGUP | DE000SL0DZL2 |
| Solactive BBVA Next Generation Networks USD Index TR | .SBVNXGUT | DE000SL0DZN8 |
| Solactive BBVA Resource Scarcity EUR Index NTR | .SBVRESEN | DE000SL0E2P3 |
| Solactive BBVA Resource Scarcity EUR Index PR | .SBVRESEP | DE000SL0E2N8 |
| Solactive BBVA Resource Scarcity EUR Index TR | .SBVRESET | DE000SL0E2Q1 |
| Solactive BBVA Resource Scarcity SIC MXN Index NTR | .SBVRESPN | DE000SL0E8H7 |
| Solactive BBVA Resource Scarcity SIC MXN Index PR | .SBVRESPP | DE000SL0E8G9 |
| Solactive BBVA Resource Scarcity SIC MXN Index TR | .SBVRESPT | DE000SL0E8J3 |
| Solactive BBVA Climate Action CTB Europe Index NTR | .SBVCTEEN | DE000SL0B8K4 |
| Solactive BBVA Climate Action CTB Europe Index PR | .SBVCTEEP | DE000SL0B8J6 |
| Solactive BBVA Climate Action CTB Europe Index TR | .SBVCTEET | DE000SL0B8L2 |
| Solactive BBVA Climate Action PAB Europe Index NTR | .SBVPAEEN | DE000SL0B8G2 |
| Solactive BBVA Climate Action PAB Europe Index PR | .SBVPAEEP | DE000SL0CCV2 |
| Solactive BBVA Climate Action PAB Europe Index TR | .SBVPAEET | DE000SL0B8H0 |
| Solactive BBVA Cybersecurity EUR Index NTR | .SBVCYBEN | DE000SL0EDJ1 |
| Solactive BBVA Cybersecurity EUR Index PR | .SBVCYBEP | DE000SL0EDH5 |
| Solactive BBVA Cybersecurity EUR Index TR | .SBVCYBET | DE000SL0EDK9 |
| Solactive BBVA Cybersecurity SIC MXN Index NTR | .SBVCYBPN | DE000SL0ENF8 |
| Solactive BBVA Cybersecurity SIC MXN Index PR | .SBVCYBPP | DE000SL0ENE1 |
| Solactive BBVA Cybersecurity SIC MXN Index TR | .SBVCYBPT | DE000SL0ENG6 |
| Solactive BBVA Cybersecurity USD Index NTR | .SBVCYBUN | DE000SL0EEP6 |
| Solactive BBVA Cybersecurity USD Index PR | .SBVCYBUP | DE000SL0EEN1 |
| Solactive BBVA Cybersecurity USD Index TR | .SBVCYBUT | DE000SL0EEQ4 |
| Solactive BBVA Global Infrastructure MXN Index PR | .SBVGINPP | DE000SL0HW09 |
| Solactive BBVA Global Infrastructure USD Index PR | .SBVGINUP | DE000SL0HWX5 |
| Solactive BBVA Global Infrastructure MXN Index NTR | .SBVGINPN | DE000SL0HW17 |
| Solactive BBVA Global Infrastructure MXN Index TR | .SBVGINPT | DE000SL0HW25 |
| Solactive BBVA Global Infrastructure USD Index NTR | .SBVGINUN | DE000SL0HWY3 |
| Solactive BBVA Global Infrastructure USD Index TR | .SBVGINUT | DE000SL0HWZ0 |
| Solactive BBVA ixESG Global Leaders EUR Index NTR | .SBVESGEN | DE000SL0BT75 |
| Solactive BBVA ixESG Global Leaders EUR Index PR | .SBVESGEP | DE000SL0BT67 |
| Solactive BBVA ixESG Global Leaders EUR Index TR | .SBVESGET | DE000SL0BT83 |
| Solactive BBVA ixESG Global Leaders USD Index NTR | .SBVESGUN | DE000SL0CCQ2 |
| Solactive BBVA ixESG Global Leaders USD Index PR | .SBVESGUP | DE000SL0CCP4 |
| Solactive BBVA ixESG Global Leaders USD Index TR | .SBVESGUT | DE000SL0CCR0 |
| Solactive BBVA ixESG Lideres Globales MXN Index NTR | .SBVESGPN | DE000SL0B3E8 |
| Solactive BBVA ixESG Lideres Globales MXN Index PR | .SBVESGPP | DE000SL0B3D0 |
| Solactive BBVA ixESG Lideres Globales MXN Index TR | .SBVESGPT | DE000SL0B3F5 |
| Solactive BBVA ixESG Lideres Globales USD Index NTR | .SBVESGDN | DE000SL0B871 |
| Solactive BBVA ixESG Lideres Globales USD Index PR | .SBVESGDP | DE000SL0B863 |
| Solactive BBVA ixESG Lideres Globales USD Index TR | .SBVESGDT | DE000SL0B889 |
| Solactive BBVA ixG Global Governance & Board Diversity EUR Index NTR | .SBVGGDEN | DE000SL0CMN8 |
| Solactive BBVA ixG Global Governance & Board Diversity EUR Index PR | .SBVGGDEP | DE000SL0CMM0 |
| Solactive BBVA ixG Global Governance & Board Diversity EUR Index TR | .SBVGGDET | DE000SL0CMP3 |
| Solactive BBVA ixS Global Inclusive Growth EUR Index NTR | .SBVGIGEN | DE000SL0CP37 |
| Solactive BBVA ixS Global Inclusive Growth EUR Index PR | .SBVGIGEP | DE000SL0CP29 |
| Solactive BBVA ixS Global Inclusive Growth EUR Index TR | .SBVGIGET | DE000SL0CP45 |
| Solactive BBVA Metaverse EUR Index NTR | .SBVMETEN | DE000SL0GJZ9 |
| Solactive BBVA Metaverse EUR Index PR | .SBVMETEP | DE000SL0GJY2 |
| Solactive BBVA Metaverse EUR Index TR | .SBVMETET | DE000SL0GJ07 |
| Solactive BBVA Metaverse SIC MXN Index NTR | .SBVMETPN | DE000SL0GJ23 |
| Solactive BBVA Metaverse SIC MXN Index PR | .SBVMETPP | DE000SL0GJ15 |
| Solactive BBVA Metaverse SIC MXN Index TR | .SBVMETPT | DE000SL0GJ31 |
| Solactive BBVA US REITs SIC MXN Index NTR | .SBVURTPN | DE000SL0HUX9 |
| Solactive BBVA US REITs SIC MXN Index PR | .SBVURTPP | DE000SL0HUW1 |
| Solactive BBVA US REITs SIC MXN Index TR | .SBVURTPT | DE000SL0HUY7 |
| Solactive BBVA US REITs USD Index NTR | .SBVURTUN | DE000SL0HUU5 |
| Solactive BBVA US REITs USD Index PR | .SBVURTUP | DE000SL0HUT7 |
| Solactive BBVA US REITs USD Index TR | .SBVURTUT | DE000SL0HUV3 |
Rationale for Methodology Change
Solactive has determined that the current methodology may allow for the inclusion of a category of instruments, publicly traded partnerships (PTP), which may distort the consistency of the index computation due to their special tax treatment.
Changes to the Index Guideline
The following Methodology changes will be implemented in the following point of the Index Guideline:
Section 2.2
The following clause will be added:
“Companies classified as publicly traded partnership (PTP) are not eligible for inclusion in the Index.”
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.