Methodology change | Solactive NOK 1 Year Duration Government Bill & Bond Index | Effective date 0th January 2021
Today, on the 05th January 20201 Solactive announces the following changes to the methodology of the following Index (the ‘Affected Index’):
NAME : Solactive NOK 1 Year Duration Government Bill & Bond Index
RIC : .SOL3X
ISIN : DE000SL0AYT4
Rationale for methodology change
The Affected Index aims to reflect a target duration of one year after the rebalancing in Mai 2021. Due to the fact the instrument with ISIN: NO0010572878 will mature and bonds with a maturity matching the duration of the Affected Index have not been issued last year by the Norwegian Government, Solactive AG has decided to amend the selection criteria and include also Norwegian Treasury Bills as eligible instruments in order to maintain the objective of the Affected Index
Changes to the Index Guideline
We will included both bills and bonds as eligible securities.
2.1. SELECTION OF THE INDEX COMPONENTS
For Solactive NOK Fixed Duration Government Bonds & Bills Index with target duration for SOL3X, SOL4X and SOL5X:
• Only Bonds are eligible
For Solactive NOK Fixed Duration Government Bonds & Bills Index with target duration for SOL3X:
• Only Bills and Bonds are eligible
Defined terms used in this announcement, but not defined herein, have the meaning assigned to them in the respective index guideline of the Affected Index. The amended version of the index guideline will be available on the effective date.