Overview
Announcements

Methodology Change | Solactive J.P. Morgan Asset Management China Carbon Transition Index | Effective Date 5th March 2025

 

Solactive announces the following changes to the methodology of the following Indices (the ‘Affected Indices’). Methodology changes are effective today on  5th March 2025.

NAME ISIN RIC
Solactive J.P. Morgan Asset Management China Carbon Transition Index PR DE000SL0GMQ2 .SJPMCCTP
Solactive J.P. Morgan Asset Management China Carbon Transition Index NTR DE000SL0GMR0 .SJPMCCTN
Solactive J.P. Morgan Asset Management China Carbon Transition Index GTR DE000SL0GMS8 .SJPMCCTT

 

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):

2.2. SELECTION OF THE INDEX COMPONENTS

From:

Exclusion lists
The security must not be issued by a company which is excluded by the Data Provider due the minimum exclusion standards for EU Climate Transition Benchmarks. Also companies are excluded that may significantly cause harm to the environmental objectives referred to in Article 9 of the EU Taxonomy Regulation

To:

Exclusion lists

The index aims to capture the minimum exclusion standards for EU Climate Transition Benchmarks. It also seeks to exclude companies that may significantly cause harm to the environmental objectives referred to in Article 9 of the EU Taxonomy Regulation, as well as certain norms- and values-based exclusions. This list currently includes the following categories.

 

Categories

Exclusion Criterion

UN Global Compact Severe Violators

Red Flag

Tobacco Production

>0% revenue

Controversial Weapons

Any involvement

Nuclear Weapons (Revenue) 

>0% revenue

Nuclear Weapons (Fissile Material)  

Any involvement

Nuclear Weapons (Warhead & Missile) 

Any involvement

Nuclear Weapons (Components) 

Any involvement

White Phosphorous

Any involvement

Conventional Weapons

>10% revenue

Thermal Coal Extraction and expansion

> 30% revenue

Thermal Coal Generation and expansion

> 20% revenue

Gambling (Licensor, operations, support)

> 10% revenue

Adult Entertainment

> 5% revenue

EU Taxonomy “Do No Significant Harm” Principles

Companies found to be doing harm to any of the 6 Environmental Objectives of the EU Taxonomy

 

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.