Methodology Change | Solactive Data Intelligence Germany | Effective Date 23/09/2020

Today, on the 10/09/2020, Solactive announces the following changes to the methodology of the following Indices (the ‘Affected Indices’):

 Rationale for the methodology change

The current liquidity rules of the Affected Indices make it possible for stocks to enter the index with relatively low liquidity. To circumvent this issue Solactive has determined to increase the liquidity filter.

Change to the Index Guideline

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

Section 4 Definitions  “Index Universe”

From:

The “Index Universe” in respect of a Selection Day are companies that fulfill the following criteria: – Part of the Solactive GBS Germany All Cap Index (ISIN: DE000SLA34S5)*

* For backtesting purposes prior to May 2017 the universe has been constructed according to the rules outlined in Appendix 5.3

To:

The “Index Universe” in respect of a Selection Day are companies that fulfill the following criteria: – Part of the Solactive GBS Germany All Cap Index (ISIN: DE000SLA34S5)*

– A minimum average daily value traded (ADV) of 3 million USD over the past 1-month and 6-months period

* For backtesting purposes prior to May 2017 the universe has been constructed according to the rules outlined in Appendix 5.3

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.