Announcement – Methodology Change | Solactive Eurozone Government Bond Index TR | Effective Date 01/05/2023

Today, on 21/04/2023, Solactive announces the following changes to the methodology of the following index:

Rationale for Methodology Change

An Issuer Amount Outstanding requirement will be added to the Affected Index to filter out smaller and potentially less liquid issuers. By doing so, we aim to ensure the liquidity of the components in the Affected Index, which is a key factor in providing an accurate representation of the market.

Changes to the Index Guideline

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

Section 2.1 “Selection of the Index Components” will be changed as follows:

The following selection criteria will be added to the new version:

Issuer amount outstanding: (amount outstanding per issuer is the total amount outstanding of all bonds under the same issuer that match all the above criteria)
– If an issuer is not part of the index yet: Minimum amount outstanding of EUR 100 billion per issuer.
– If an issuer is currently part of the index: Minimum amount outstanding of EUR 70 billion per issuer.

Terms that are 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.