Methodology Change | Several Solactive Indices | Effective Date 01/04/2022

Today, on the 21/03/2022, Solactive announces the following changes to the methodology of the following Indices (the ‘Affected Indices’):

Rationale for Methodology Change

Solactive has determined that for the Affected Indices the final weights are determined as well as implemented on the Adjustment Day. As a result, the exact replication of the Affected Indices is impossible for the market participants, since the final weights are only determined after the market close on the Adjustment Day. To enable the market participants implementing an improved planning process prior to the Adjustment Day and to align the weighting concept with the current Solactive standard treatment for weight implementations, Solactive will switch the determination of the final weights which shall be implemented from the Adjustment Day (Anpassungstag) to the Selection Day (Selektionstag).

Changes to the Index Guideline

The following Methodology changes are proposed in the following point of the Index Guideline (the same structure will be implemented across all Affected Indices, while the exact wording and weighting scheme might diverge):

The focus and sole intention of the changes are to migrate the determination of the weights from Anpassungstag/Adjustment Day to Selektionstag/Selection Day.

Example for German methodologies:

Section 1.5 Gewichtung

From (old version), sample Solactive Myanmar-Focused Asia Index:

„Die Indexmitglieder werden an den Anpassungstagen, nach ihrer Marktkapitalisierung gewichtet. Sofern ein Indexmitglied mehr als 15 % Gewicht aufweist, wird es auf 15 % begrenzt und das überschüssige Gewicht wird proportional auf die übrigen Indexmitglieder verteilt.“

To (new version), sample Solactive Myanmar-Focused Asia Index:

„Die Indexmitglieder werden an den Selektionstagen, nach ihrer Marktkapitalisierung gewichtet. Sofern ein Indexmitglied mehr als 15 % Gewicht aufweist, wird es auf 15 % begrenzt und das überschüssige Gewicht wird proportional auf die übrigen Indexmitglieder verteilt.“

Example for English methodologies:

Section 1.5 Weighting

From (old version), sample Solactive Value Investoren Index:

“On each Adjustment Day each Index Component of the Solactive Value Investoren Index is weighted proportionally according to its Market Capitalization. The Percentage Weight of the Index Components whose Percentage Weight is higher than 10 percent is capped at 10 percent on the Adjustment Days. The excess weight is allocated proportionally to all Index Components whose Percentage Weight is not capped at 10 percent.”

From (new version), sample Solactive Value Investoren Index:

“On each Selection Day each Index Component of the Solactive Value Investoren Index is weighted proportionally according to its Market Capitalization. The Percentage Weight of the Index Components whose Percentage Weight is higher than 10 percent is capped at 10 percent on the Selection Days. The excess weight is allocated proportionally to all Index Components whose Percentage Weight is not capped at 10 percent.”

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.