Overview
Announcements

Methodology Change | Solactive Australian Investment Grade Corporate Bond Select TR Index | Effective Date 19/05/2022

Today (May 18th, 2022) Solactive announces the following changes to the methodology of the following Index (‘Affected Index’):

NAME

RIC

ISIN

Solactive Australian Investment Grade Corporate Bond Select TR Index

.SOLAUSIG

DE000SLA5SL1

Rationale for Methodology Change

The Affected Index provides exposure to AUD denominated nongovernment investment-grade bonds with a term to maturity between 5.25 and 10.25 years. It includes up to 50 bonds selected based on the Option-Adjusted Spread (OAS). In order to ensure that the selection and capping process can be completed on time after receiving the OAS data from the data provider, the Selection Day will be pushed back one Business Day from T-7 to T-8.

Change to the Index Guideline

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

6. DEFINITIONS

From (old version):

“SELECTION DAY” is 7 BUSINESS DAYS before the scheduled REBALANCE DAY  

To (new version):

“SELECTION DAY” is 8 BUSINESS DAYS before the scheduled REBALANCE 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.