Methodology change | Solactive European and United Kingdom SuperDividend Indices | Effective Date 25th March 2025

Today, on the 24/03/2025, Solactive announces the following changes to the methodology of the following Indices (the ‘Affected Indices’):

Rationale for Methodology Change

Increase the minimum liquidity threshold for inclusion of securities in the index universe. The new requirements will facilitate a more orderly management of positions, thereby reducing the impact of the transactions on the portfolio, especially at times of stressed liquidity conditions in the market.

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):

Section 2.2. Selection of the index components 

From

[…]

• Securities must have a liquidity of at least USD 1 million. Liquidity is defined as the minimum
  between the 1-month and 6-months Average Daily Value Traded

To

[…]

• Securities must have a liquidity of at least USD 2.5 million. Liquidity is defined as the minimum
  between the 1-month and 6-months Average Daily Value Traded

[…]

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 : 25/03/2025.