Methodology Change | Solactive  Canada Bank Yield Index | Effective Date 07/03/2023

Today, on 21/02/2023, Solactive announces the following changes to the methodology of the following indices (the ‘Affected Indices’):

Rationale for Methodology Change

Solactive has determined that the current period of three Business Days between the Selection Day and the Rebalancing Day (Adjustment Day) of the affected indices is inadequate for investment managers to prepare trades for the tracking funds to reflect the Rebalance. Hence, the Rebalancing Day is being set ten Business Days after the Selection Day. The extended period should allow investment managers enough time to prepare trades to better reflect the rebalance. The change is reflected in the definition of the Adjustment Day in Section 4 of the index Guideline of the Affected Indices.

Changes to the Index Guideline

The following Methodology change will be implemented in the following point of the Index Guideline (ordered in accordance with the numbering of the affected sections):

4. Definitions

From (old version):

“Adjustment Day” is the Business Day three Business Days after the Selection Day

To (new version):

“Adjustment Day” is the Business Day ten Business Days after the 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 Indices. The amended version of the index guideline will be available on the effective date.