Methodology change | Solactive Just Transition Select Indices | Effective Date 14th November 2024

Rationale for Methodology Change

Solactive has determined that by raising the ADV threshold, the index will comprise securities with higher liquidity and lower volatility. This enhancement facilitates the index replication and makes it more cost-effective. Additionally, the increased liquidity improves the overall quality and stability of the index constituents. 

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):

Proposed Change to the Index Guideline

The following Methodology change is proposed in the following point of the Index Guideline:

Current version:

“Section 2.1. INDEX UNIVERSE REQUIREMENTS

[…]

– AVERAGE DAILY VALUE TRADED (ADV) over the 3 months prior to and including the Selection

Day of at least EUR 1 million.

[…]”

Market Consultation Solactive Just Transition Select Index

3

New version:

“Section 2.1. INDEX UNIVERSE REQUIREMENTS

[…]

– AVERAGE DAILY VALUE TRADED (ADV) over the 3 months prior to and including the Selection

Day of at least EUR 5 million.

[…]”

Current: Index Guideline

Updated: https://www.solactive.com/wp-content/uploads/2024/11/SOLJTS_Guideline.pdf

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.