Methodology Change | Solactive Euro High Yield BB 1-5 Year ex. Financials EUR & NOK TR Indices | Effective Date 27/06/2022

Today (June 27^th, 2022) Solactive announces the following changes to the methodology of the following Indices (‘Affected Indices’):

Rationale for Methodology Change

The Indices are designed to mirror the unhedged performance of the euro denominated high yield debt market with a rating between BB+ and BB- and a maturity of up 5 years in NOK and EUR. Specifically, the Indices exclude all bonds issued by financial corporations according to the sector classification of FactSet.

In line with the recent market developments, Solactive is proposing to add an Environmental, Social, and Governance (ESG) screen to the selection process of the Indices. The ESG screener would be added onto the existing selection criteria. This would enable Solactive to successfully add an ESG element to the Indices, while keeping a similar risk/return profile currently seen in the Indices.

Change to the Index Guideline

The following Methodology changes will be added to the bottom of Section 2.1 (after selection criteria o.) of the Index Guideline (ordered in accordance with the numbering of the affected sections):

2.1 SELECTION OF THE INDEX COMPONENTS

“[…]

All eligible bonds must comply with the following ESG screening criteria in order to be included into the index on rebalance date

The ESG data is provided by ISS.

[…].”

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.