Overview
Announcements

Methodology Change | VPENSION | Effective Date 01/02/2022

Today, on the 25/01/2022, Solactive announces the following changes to the methodology of the following Indices (the ‘Affected Indices’):

NAME

RIC

ISIN

FIVE Pension Strategy Index

.VPENSION

DE000SLA7N92

Rationale for Methodology Change

Solactive has determined that the Australian Exchange has raised their fees for the usage of the futures significantly, so that keeping the futures in the indices would lead to being non-economically reasonable.

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):

From (old version):

[…] Excerpt from 2.2:

#i

Asset Class

Futures Market

Ticker Prefix

Ticker Extension

FX rate

TC in NB Ticks

Beta

TSMOM

XSMOM

TSCAR

XSCAR

i=24

EQ

ASX SPI 200

XP

Index

AUD/EUR

2

Y

Y

Y

Y

Y

[…]

 

 

 

 

 

 

 

 

 

 

 

i=34

FI

ASX 10Y Australian T-Bonds

XM

Comdty

AUD/EUR

1

Y

Y

Y

N

N

i=35

FX

CME AUD/USD

[…]

 

 

 

 

 

 

 

 

[…]

To (new version) :

[…] Excerpt from 2.2:

#i

Asset Class

Futures Market

Ticker Prefix

Ticker Extension

FX rate

TC in NB Ticks

Beta

TSMOM

XSMOM

TSCAR

XSCAR

i=24

EQ

HKFE HSCEI

HC

Index

HKD/EUR

2

Y

N

N

N

N

[…]

 

 

 

 

 

 

 

 

 

 

 

i=34

FX

CME AUD/USD

[…]

 

 

 

 

 

 

 

 

[…]

For the avoidance of doubt, the ASX SPI 200 future will be replaced by the HKFE HSCEI future in the BETA subindex and removed from all other subindices on the effective date. The ASX 10Y Australian T-Bonds will be removed from all subindices on the effective date which will cause to change the (#i) in the table for all original constituents afterwards.

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.