Methodology Change | AXA SWITZERLAND BASE PRICE RETURN INDEX | Effective Date 2024-09-06

Today, on 30/08/2024, Solactive announces the following changes to the methodology of the following indices (the ‘Affected Indices’):

Rationale for Methodology Change

In order to better align with market liquidity and provide a more accurate representation of the
benchmark, we suggest changing from a total market capitalization weighting to a free float total
market capitalization weighting.

Changes to the Index Guideline

The following Methodology changes will be implemented in the following points of the Index Guideline:

2.2 SELECTION OF THE INDEX COMPONENTS

From (old):

• The securities are sorted by their TOTAL MARKET CAPITALIZATION. I.e. the security with the
largest TOTAL MARKET CAPITALIZATION receives the highest rank. Afterwards, the 20
securities with the highest rank are selected.

To (new):

• The securities are sorted by their Free Float TOTAL MARKET CAPITALIZATION. I.e. the
security with the largest Free Float TOTAL MARKET CAPITALIZATION receives the highest
rank. Afterwards, the 20 securities with the highest rank are selected.