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.