Methodology Change | Solactive Australian Bank Senior Floating Rate Bond Index | Effective Date May 19th, 2023

Today (March 30^th, 2023) Solactive announces the following changes to the methodology of the following Index (‘Affected Index’):

Rationale for Methodology Change

Solactive has determined that in order to avoid higher transactions costs and potential tracking errors associated with this index, an explicit condition will be added to the selection criteria stating that Private Placements are to be excluded from the index.

Change to the Index Guideline

The following Methodology change will be implemented in the following point of the Index Guideline :

2.1 Selection of The Index Components

From (old version):

From the Selection Pool, a maximum of 14 securities are selected where 8 are issued by Australian banks from Band 1 and 6 are issued by Australian banks from Band 2.

The securities are selected as follows:

• From Band 1, for each issuer, the securities with the longest term to maturity (up to a maximum of two securities per issuer) are selected
• From Band 2, for each issuer, the securities with the longest term to maturity (up to a maximum of one security per issuer) are selected

The “Selection Pool” comprises bonds that fulfill the following conditions:

1. Floating rate debt securities
2. Denominated in Australian dollars (AUD)
3. Amount Outstanding of at least AUD 500 million
4. Time to maturity of at least 12 months and not more than 60 months as of the Rebalancing Day
5. Exclusion of subordinated bonds, covered bonds, convertible bonds, and callable bonds
6. Bonds are issued by one of the following Australian banks:

Band 1

1. Australia and New Zealand Banking Group Limited
2. Commonwealth Bank of Australia
3. National Australia Bank Limited
4. Westpac Banking Corporation

Band 2

5. AMP Bank Ltd
6. Bank of Queensland Limited
7. Bendigo and Adelaide Bank Limited
8. Macquarie Bank Limited
9. Members Equity Bank Limited
10. Suncorp-Metway Limited

A price from the Pricing Provider must be available for each Index Component on each Selection day.

To (new version):

From the Selection Pool, a maximum of 14 securities are selected where 8 are issued by Australian banks from Band 1 and 6 are issued by Australian banks from Band 2.

The securities are selected as follows:

• From Band 1, for each issuer, the securities with the longest term to maturity (up to a maximum of two securities per issuer) are selected
• From Band 2, for each issuer, the securities with the longest term to maturity (up to a maximum of one security per issuer) are selected

The “Selection Pool” comprises bonds that fulfill the following conditions:

1. Floating rate debt securities
2. Denominated in Australian dollars (AUD)
3. Amount Outstanding of at least AUD 500 million
4. Time to maturity of at least 12 months and not more than 60 months as of the Rebalancing Day
5. Exclusion of subordinated bonds, covered bonds, convertible bonds, and callable bonds
6. Private Placements are not eligible for inclusion in the index.
7. Bonds are issued by one of the following Australian banks:

Band 1

1. Australia and New Zealand Banking Group Limited
2. Commonwealth Bank of Australia
3. National Australia Bank Limited
4. Westpac Banking Corporation

Band 2

5. AMP Bank Ltd
6. Bank of Queensland Limited
7. Bendigo and Adelaide Bank Limited
8. Macquarie Bank Limited
9. Members Equity Bank Limited
10. Suncorp-Metway Limited

A price from the Pricing Provider must be available for each Index Component on each Selection day.

Defined terms used in this announcement, but not defined herein, have the meaning assigned to them in the respective index guideline of the Affected Index. The amended version of the index guideline will be available on the effective date.