Methodology Change | Solactive UBS Climate Aware Global Developed Equity CTB Index | Effective Date 20/12/2024

Today, on the 06/12/2024, Solactive announces the following changes to the methodology of the following indices(the ‘Affected Indices’):

Rationale for the Methodology Change

Solactive intends to change the technical implementation of the rebalancing of the indices from the implementation of the weights on the rebalancing day as determined on the selection day to the implementation of shares based on the weights determined on the selection day. The change will harmonize the index with its universe, the Solactive GBS Developed Markets Large & Mid Cap USD Index.  In addition, the change will improve the replicability of the index.

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):

Section 3.1. ORDINARY REBALANCE

From:

This is carried out by implementing the weights as determined on the SELECTION DAY.

To:

This is carried out by implementing the shares as determined on the FIXING DAY based on the weights calculated on the SELECTION DAY. 

Section 6. DEFINITIONS

Adding:

“FIXING DAY” is the same as the Selection Day.

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.