Overview
Announcements

Methodology change | Solactive Germany 30 Index | Solactive Germany 30 Equal Weight Index | Solactive Germany 30 Equal Weight NTR 5% AR Index | Effective Date 15/08/2019

Today, on the 15/08/2019, Solactive announces the following changes to the methodology of the following Indices (the ‘Affected Indices’):

NAME INDEX RIC INDEX ISIN
Solactive Germany 30 Index PR .SDE30P DE000SLA7XN3
Solactive Germany 30 Index NTR .SDE30N DE000SLA7XP8
Solactive Germany 30 Index TR .SDE30T DE000SLA7XQ6
Solactive Germany 30 Index (CH NTR) .SDE30CN DE000SLA8H99
Solactive Germany 30 Equal Weight Index PR .SDE30EP DE000SLA7XR4
Solactive Germany 30 Equal Weight Index NTR .SDE30EN DE000SLA7XS2
Solactive Germany 30 Equal Weight Index TR .SDE30ET DE000SLA7XT0
Solactive Germany 30 Equal Weight NTR 5% AR Index .SOGERMAN DE000SLA7XU8

Rationale for methodology change

Solactive has determined that the current definition of the Index Universe in the Affected Indices is not precise enough, therefore the following changes are made to make it more precise. The changes have no impact on the Index Composition.

Changes to the Index Guideline

The wording of the definition of “Index Universe” in Section 4 of the Index Guideline will be replaced by the following wording:

“The “Index Universe” in respect of a Selection Day are companies that fulfill the following criteria:

  1. Member of the latest selection of the Solactive GBS Germany Large & Mid Cap Index (DE000SLA3397) and the Solactive GBS Germany Small Cap Index (ISIN: DE000SLA34M8)
  2. Only securities listed on the XETRA Stock Exchange are eligible for inclusion
  3. Only securities trading in EUR are eligible for inclusion
  4. Only one share class of each company is eligible for inclusion in the Index Universe. To avoid frequent changes between two share-classes of a company, Solactive AG applies a liquidity buffer rule:
    1. If the company is currently included in the Index: The share class currently included in the Index will be eligible for the Index Universe if its Average Daily Value Traded over the preceding 1-month and 6-month period (the “ADV”) is at least 75% of the ADV of any other share class of the company
    2. If the company is currently not included in the Index: The share class with the highest ADV is included in the Index Universe”

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.