Overview
Announcements

Methodology Change | Several Solactive Indices | Effective Date 31/12/2024

Today, on the 18/12/2024, Solactive announces the following changes to the methodology of the following Indices (the ‘Affected Indices’):

NAME

RIC

ISIN

Solactive BrandFinance® European Leaders Select 30 Index

Solactive BrandFinance® European Leaders Select 30 NET Index

Solactive BrandFinance® European Leaders Select 30 GROSS Index

Solactive Deep Value World MV ex-DA GTR Index

Solactive Deep Value World MV ex-DA NTR Index

Solactive Deep Value World MV ex-DA PR Index

Solactive Deep Value World MV PR Index

Solactive Deep Value World MV NTR Index

Solactive Deep Value World MV GTR Index

Solactive European Deep Value Select 50 Index

Solactive European Deep Value Select 50 Net Total Return Index

Solactive European Deep Value Select 50 Gross Total Return Index

Solactive ISS Europe Governance Select 50 PR Index

Solactive ISS Europe Governance Select 50 NTR Index

Solactive ISS Europe Governance Select 50 TR Index

Solactive Human Capital World MV Index

Solactive Human Capital World MV Index NTR

Solactive Human Capital World MV Index GTR

Solactive US Deep Value Select 50 Index

Solactive US Deep Value Select 50 Net Total Return Index

Solactive US Deep Value Select 50 Gross Total Return Index

Solactive Asia Deep Value Select 50 PR USD Index

Solactive Asia Deep Value Select 50 NTR USD Index

Solactive Asia Deep Value Select 50 TR USD Index

Solactive Asia Deep Value Select 50 PR EUR Index

Solactive Asia Deep Value Select 50 NTR EUR Index

Solactive Asia Deep Value Select 50 TR EUR Index

SOBFELSP

SOBFELSN

SOBFELSG

SOWDEEXG

SOWDEEXN

SOWDEEXP

SOLWDEEP

SOLWDVN

SOLWDVG

SOLEDVSP

SOLEDVSN

SOLEDVSG

SOGOVESP

SOGOVESN

SOGOVEST

SOHUMAN

SOHUMANN

SOHUMANG

SOLUDVSP

SOLUDVSN

SOLUDVSG

SOLADVUP

SOLADVUN

SOLADVUT

SOLADVEP

SOLADVEN

SOLADVET

DE000SLA2KS0

DE000SLA2KT8

DE000SLA2KU6

DE000SLA5WT6

DE000SLA5WU4

DE000SLA5WV2

DE000SLA2Y86

DE000SLA2Y94

DE000SLA2ZA6

 DE000SLA0252

 DE000SLA1C34

 DE000SLA0252

DE000SL0AFJ4

DE000SL0AFK2

DE000SL0AFL0

DE000SLA3UH0

DE000SLA3UV1

DE000SLA3UW9

DE000SLA3J68

DE000SLA3J76

DE000SLA3J84

DE000SLA8PP2

DE000SLA8PQ0

DE000SLA8PA4

DE000SLA9J62

DE000SLA9J70

DE000SLA9J88

 

Rationale for Methodology Change

The adjustment aims to enhance index replicability and improve operational feasibility. By extending the time window, we facilitate smoother implementation processes and better align with prevailing market practices. This change is intended to ensure that market participants have sufficient time to accommodate the adjustments, thereby promoting efficiency and reducing potential execution risks associated with the rebalancing of the indices.

Changes to the Index Guideline

The following Methodology changes are proposed in the following points of the Index Guideline:

Extend the time window between the selection date and the rebalance date to five business days for all relevant indices. These changes should be applied to the ‘Definitions‘ section of all of the affected index methodologies.