UPDATE: Methodology Change | Solactive European High Yield Bond Funds 4% RC Index | Effective Date 27/10/2025

UPDATE (24/10/2025): Please note that the below mentioned change of index methodology has been put on hold due to concern from market participants. We will continue to calculate the index based on the currently available methodology.

Today, on the 21/10/2025, Solactive announces the following changes to the methodology of the following Index (the ‘Affected Index’):

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.