Announcement – Methodology Change | Several Solactive Indices | Effective date 06/24/2024

Today, on 06/18/2024, Solactive announces the following changes to the methodology of the following Index/Indices (the ‘Affected Index/Indices’):

Rationale for Methodology Change

Solactive has determined that the current procedure of following a five Business Days multiday rebalance is no longer feasible due to the significant decrease in Assets under Management within the underlying universe of the Affected Indices. Under these circumstances keeping a five Business Days multiday adjustment period would result in unnecessary efforts and risks for an efficient index replication. Therefore, Solactive decided to switch to a one day adjustment period as described below.

Changes to the Index Guideline

INDUS40:

Section 2.2 Ordinary Adjustment

From:

The composition of the Index is adjusted semi-annually. The new Index members are determined on the Selection Day and equally weighted on the Adjustment Day. In absence of any Extraordinary Adjustments, new Index weights will only be implemented on the semi-annual Adjustment Dates.

The first adjustment is made in September 2016.

Solactive AG shall publish any changes made to the Index composition on the Selection Day and consequently with sufficient notice before the Adjustment Day on the web page www.solactive.com.

The Index is rebalanced semi-annually over a five-day period. The weights of the constituents of the index on the nth day are set as follows:

[…]

To:

The composition of the Index is adjusted semi-annually. The new Index members are determined on the Selection Day and equally weighted on the Adjustment Day. In absence of any Extraordinary Adjustments, new Index weights will only be implemented on the semi-annual Adjustment Dates.

The first adjustment is made in September 2016.

Solactive AG shall publish any changes made to the Index composition on the Selection Day and consequently with sufficient notice before the Adjustment Day on the web page www.solactive.com.

[…]

.SOLBES:

Section 6 Definitions

 Removing the following from the Definitions section:

“Rebalance Period” is the period starting from (and including) the REBALANCE DAY until and (including) the immediately following 4 TRADING Days (for clarification: the entire REBALANCE PERIOD is 5 Trading Days).

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.