Methodology Change | Solactive Eurozone Government Bond 0-1 Year Index | Effective Date August 22nd, 2024

Today (August 1^st, 2024) Solactive announces the following changes to the methodology of the following Index:

Rationale for Methodology Change

Solactive has determined that in order to maintain the core objective and liquidity standards of the Index, the below changes will be implemented into the index methodology. Solactive believe these changes will better achieve the objective of the index and improve the liquidity standards for the underlying index constituents.

Change to the Index Guideline

The following Methodology change will be implemented in the following point of the Index Guideline:

2.1 Selection of The Index Components

From (old version):

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• Only Bonds and Bills issued by central governments from eurozone countries are eligible.
• All instruments must have a minimum amount outstanding of at least 1.5 billion Euro.
• The issuing country must have an aggregate amount outstanding of all eligible securities of at least 5 billion Euro.

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To (new version):

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• Only Bonds and Bills whose original issuer was a central government from a eurozone country are eligible.
  • For further clarification, even if a bond’s current issuer is an eligible central government, if the bond’s original issuer was a corporation or a government sponsored entity, the bond is not eligible for inclusion.
• The proceeds of an instrument’s issuance must not be available to retail investors or apart of retail programs.
• Bonds issued by the Republic of Croatia (ISINs starting with “HRR”) are not eligible for the index. Other Croatian bonds are eligible, assuming they meet the rest of the selection criteria.
• The issuing country must have an aggregate amount outstanding of all eligible securities of at least 5 billion Euro.
  • For further clarification, Repulic of Croatia bonds (ISINs starting with “HRR”) will not be included in the aggregate amount outstanding calculation for Croatia.

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