Methodology Change | Solactive CK European Low Carbon (SEB) Index | Effective Date 02/03/2022

Today, on the 17/02/2022, Solactive announces the following changes to the methodology of the following Indices (the ‘Affected Index’):

Rationale for Methodology Change

Solactive has determined that the current definitions of “Business Day”, “Selection Day” and “Adjustment Day” are not suitable to ensure an adequate replicability of the Affected Index because they do not sufficiently take into account existing market conventions. Therefore, the below changes will be implemented. In addition, the index guideline was adapted to the current documentation standard used by Solactive. However, apart from the following adaptations, this did not result in any changes to the index methodology.

Change to the Index Guideline

The following changes to the definitions listed below will be made:

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.