Methodology Change | Solactive United Kingdom Broad Market Indices | Effective Date 22/11/2022

Today, on 08/11/2022, Solactive announces the following changes to the methodology of the following Indices (the ‘Affected Indices’):

Rationale for Methodology Change

In order to enhance the robustness of the index selection process and the consistency within the indices administered by Solactive, a change of the definition of the index universe requirements will be made. This change requires the addition of two filters to track the number of trading days of the selected securities and reflect a more accurate selection.

Changes to the Index Guideline

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

Section 2.1. Index Universe Requirements:

Old version:

[…]

• New (Current) Index Components require a Free Float percentage of at least 20% (15%).

[…]

New version:

[…]

• New (Current) Index Components require a Free Float percentage of at least 20% (15%).
• INDEX COMPONENTS must have less than 10 non-Trading Days over the preceding 3-month period prior to the Selection Day.
• New INDEX COMPONENTS must have a trading history of at least 20 Trading Days.

[…]

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 of the Affected Indices will be available on Solactive website on the effective date.