Methodology Change | Solactive Canadian High Dividend Yield Index | Effective Date 20th of February 2019

Today, on 18th of February, 2019, Solactive announces the following changes to the methodology of the Solactive Canadian High Dividend Yield Index (Total Return – DE000SLA00CR /Price Return – DE000SLA16C6).

The proposed changes are intended to restore the original objective of the index with regard to the avoidance of concentration risks.

In section 2.1 Selection of the Index Components
The selection criteria are adjusted as follows:

b) Each Universe Component is assigned an Industry Group classification (Energy, Finance, Diversified) based on the Economy field defined by FactSet.
will be changed to:
b) Each Universe Component is assigned an Industry Group classification (Energy, Finance, Diversified) based on the mapping specified in Appendix section 5.1

Additionally, the following will be added to section 5. Appendix:

5.1 Industry Group classification
The Industry Group classification is determined by the mapping provided below, based on the industry classification provided by Factset using the formula “FG_FACTSET_IND”.

The index guideline will be modified accordingly and the changes will be effective on  20th of February, 2019. The new index guideline will be available on this date.