Methodology Change | Solactive Euro Corporate IG PAB Index Series | Effective Date 28/01/2026

Today, on the 29/01/2026, Solactive announces the following changes to the methodology of the following Indices (the ‘Affected Indices’):

Rationale for Methodology Change

Solactive has determined to introduce additional constraint-relaxation steps within the optimization framework in order to enhance the robustness and flexibility of the index rebalancing process.

The enhanced relaxation mechanism is designed to reduce the likelihood of infeasible optimization outcomes under changing market conditions.

Changes to the Index Guideline

The following Methodology changes will be implemented in the following points of the Index Guideline (ordered in accordance with the numbering of the affected sections):

The wording in “Section 2.2 Weighting of the Index Components” in the index guideline will be replaced by the new version.

Old version:

• In case the optimization is unable to find a feasible result the constraints are loosened in the following order:
  • Turnover constraint is widened to 7.5%
  • Turnover constraint is widened to 10%
  • Issuer deviation is widened to 2.5%
  • Issuer absolute weight is widened to 4%
  • Sector deviation is widened to 5%
  • Turnover constraint is widened to 15%

New version:

• In case the optimization is unable to find a feasible result the constraints are loosened in the following order:
  • Turnover constraint is widened to 7.5%
  • Turnover constraint is widened to 10%
  • Issuer deviation is widened to 2.5%
  • Issuer absolute weight is widened to 4%
  • Sector deviation is widened to 5%
  • Turnover constraint is widened to 15%
  • Bonds deviation constraint is widened to +0.3% / -0.03%
  • Bonds deviation constraint is widened to +0.5% / -0.05%
  • The maximum excess turnover over the turnover of the Benchmark Index is increased in increments of 5% until 70%.

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.

Note: The amended methodology has been applied to the January index selection and weighting.