Methodology Change | Solactive Defensive Funds 3% RC Index| Effective Date 10/11/2025
Today, on the 07/11/2025, Solactive announces the following changes to the methodology of the following Index (the ‘Affected Index’):
|
NAME |
RIC |
ISIN |
|
Solactive Defensive Funds 3% RC Index |
.SOLDF3RC |
DE000SL0AAN7 |
Rationale for Methodology Change
Solactive has determined that the mutual funds that are currently in the composition of the indices, can no longer be held on trading books of various financial entities, as they do not satisfy the replicability and transparency criteria required for eligibility under the Fundamental Review of the Trading Book (FRTB) framework. Maintaining exposure to this fund would result in significantly higher capital requirements for the hedging entity replicating the product, thereby generating an adverse economic impact.
Changes to the Index Guideline
For the details on the changes to the index guideline, please see attached document.