Methodology Change | Solactive ISS Euro Corporates 0-3 Year Screened Liquid Index | Effective Date 2025-11-01

Today, on 2025-10-07, Solactive announces following changes to the methodology of the following index (the ‘Affected Index’):

Rationale for methodology change

The Affected Index is a rules-based, market value weighted index engineered to measure the performance of the EUR denominated ESG screened corporate bonds with a maturity of not more than 3 years.

Solactive has determined that the following change will lead to an index composition that aligns better with the name of the Affected Index.

With a shift in the political and societal landscape with growing recognition of the role of military equipment in safeguarding democratic values and national sovereignty, issuers related to revenue from armament production and distribution will no longer be excluded from the index.

Changes to the Index Guideline

The change of the Index Guideline will be implemented by removing the exclusion criterion related to revenue from armament production and distribution: 

“Revenue from Armament (Production and Distribution): MilitaryEqmtDistMaxRev > 10% or MilitaryEqmtProdServMaxRev > 10%.”

Section 2.1 “Selection of the Index Components”:

From (old version):
“[…]

[…]”

To (new version):
[…]

[…] “

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.