Methodology Change | Solactive Australian Investment Grade Corporate Bond Select DH Index | Effective Date January 16th, 2024

Today, on January 11th, 2024, Solactive announces the following changes to the methodology of the following indices (the ‘Affected Indices’):

Rationale for Methodology Change

Solactive has determined that the current definition for the Roll Period, which states the condition for the roll of the Active Contract into the Next Active Contract, does not facilitate the most timely and efficient migration of existing futures exposure. Following the underlying exchange policy regarding minimum tick increment and to improve replicability and tradability of the index, Solactive has decided to modify the definition of the Roll Period from fifth business before the Reference Day to fourth business day before the Reference Day.

Changes to the Index Guideline

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

3            DEFINITIONS

From (old version):

“Roll Period” means the fifth business day before the Reference Day.

To (new version):

“Roll Period” means the fourth business day before the Reference 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.