Announcements May 10, 2021

Methodology Change | Commodity Leverage Index Family | Effective Date 24/05/2021

Today, on the 10/05/2021, Solactive announces the following changes to the methodology of the following Indices (the ‘Affected Indices’):

NAME	RIC	ISIN
Natural Gas Futures Long Index	.GAS1L	DE000SLA28W9
Natural Gas Futures Long Index – EUR Hedged	.GAS1LH	DE000SLA28X7
Natural Gas Futures x2 Leveraged Index	.GAS2L	DE000SLA28V1
Natural Gas Futures x3 Leveraged Index	.GAS3L	DE000SLA0GC6
Natural Gas Futures x3 short Leveraged Index	.GAS3S	DE000SLA0GD4
Natural Gas Futures x7 Leveraged Index	.GAS7L	DE000SLA2D16
Natural Gas Futures x7 short Leveraged Index	.GAS7S	DE000SLA2D24
Gold Futures Long Index	.GOLD1L	DE000SLA0GN3
Gold Futures Long Index – EUR Hedged	.GOLD1LH	DE000SLA0GV6
Gold Futures short Index	.GOLD1S	DE000SLA0GQ6
Gold Futures x2 Leveraged Index	.GOLD2L	DE000SLA28Y5
Gold Futures x3 Leveraged Index	.GOLD3L	DE000SLA0GF9
Gold Futures x3 short Leveraged Index	.GOLD3S	DE000SLA0GH5
Gold Futures x5 Leveraged Index	.GOLD5L	DE000SLA6XW6
Gold Futures x5 short Leveraged Index	.GOLD5S	DE000SLA6XX4
Gold Futures x7 Leveraged Index	.GOLD7L	DE000SLA2D32
Gold Futures x7 short Leveraged Index	.GOLD7S	DE000SLA2D40
Gold Futures x10 Leveraged Index	.GOLD10L	DE000SLA0B28
Gold Futures x10 short Leveraged Index	.GOLD10S	DE000SLA0B36
WTI Futures Long Index	.OIL1L	DE000SLA0GS2
WTI Futures Long Index – EUR Hedged	.OIL1LH	DE000SLA28R9
WTI Futures Short Index	.OIL1S	DE000SLA0GT0
WTI Futures x2 Leveraged Index	.OIL2L	DE000SLA28Q1
Silver Futures Long Index	.SLVR1L	DE000SLA28T5
Silver Futures Long Index – EUR Hedged	.SLVR1LH	DE000SLA28U3
Silver Futures x2 Leveraged Index	.SLVR2L	DE000SLA28S7
Silver Futures x3 Leveraged Index	.SLVR3L	DE000SLA0GJ1
Silver Futures x3 short Leveraged Index	.SLVR3S	DE000SLA0GK9
Silver Futures x5 Leveraged Index	.SLVR5L	DE000SLA4XW1
Silver Futures x5 short Leveraged Index	.SLVR5S	DE000SLA6XY2
Silver Futures x7 short Leveraged Index	.SLVR7S	DE000SLA2D65

Rationale for Methodology Change

Solactive has determined that in the interest of tradability of any product linked to the Affected Indices, the Affected Indices will start to calculate and publish at 10am CET, whereas up until that date the Affected Indices were starting to calculate at 3pm CET.

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):

3 Definitions

[…]

“Calculation Time” means, in respect of each Business Day and each Index, any time between 3:00 PM CET/CEST and the Fixing Time of such Index on such Business Day.

[…]

To (new version):

3 Definitions

[…]

“Calculation Time” means, in respect of each Business Day and each Index, any time between 10:00 AM CET/CEST and the Fixing Time of such Index on such Business Day.

[…]

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.