Methodology Change | Solactive Commodity Composite Index | Effective Date 17th May 2021

Today, on the 03/05/2021, Solactive announces the following changes to the methodology of the following index (the ‘Affected Index’):

Rationale for methodology change

The Affected Index is an index of sub-indices. It is designed to represent the collective performance of a wide range of commodities by providing an investible benchmark consisting of selected indices from leading global index sponsors and proprietary index providers. Due to decommission and further restrictions regarding the Underlying Components, the Eligible Universe will be adjusted as follows.

Changes to the Index Guideline

Section 2.1 Selection of the Index Components for annual review

The following indices will be removed from Section 2.1:

• BCI Momentum Alpha
• BCOM Multi-Strategy II
• Backwardation Diversified
• JP Morgan Backwardation Alternative
• BCOM Pre-Roll
• BCOM Dynamic/Momentum Roll
• MS Diversified Back Basket Pre F3 Roll
• MS Diversified Back Basket Dynamic Roll
• MS RADAR (BCOM sector)
• MS TOPS S8 Early Roll
• MS TOPS S8 Curve Momentum

The following index will be replaced in Section 2.1:

The BCOM Forward 3 Months Pre Roll Index will be replaced by the Morgan Stanley MSCY RADAR 3 TR Index.

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.