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.