Today, on the 03/06/2024, Solactive announces the following one-off clarification regarding the

methodology of the following index/Indices (the ‘Affected Index/Indices’):

 

Index Name	RIC	ISIN
Solactive European Digital Economy Index AR	.SOLEDEAR	DE000SL0EDG7
Solactive Western Europe Leaders AR Index	.SOFRANLA	DE000SL0EPX6
Solactive Energy Leaders AR Index	.SOENRGLA	DE000SL0EPY4
Solactive Euro ESG 40 Index AR	.SOESGE40	DE000SL0E2U3
Solactive Eurozone and United Kingdom 30/70 EUR Index 50 AR	.SEZUKCE5	DE000SL0ECX4
Solactive Transatlantic Leaders AR Index	.SOTRANLA	DE000SL0EPW8
Solactive Transatlantic Biodiversity Screened 150 CW Decrement 50 Index	.SOBDIV50	DE000SL0HBY7
Solactive Transatlantic Biodiversity Screened 150 CW EZ 55 Decrement 50 Index	.SOBDIE50	DE000SL0H829
Solactive Eurozone 60 Equal Weight 50 AR Index	.SOEZ60AR	DE000SLA5D39
Solactive Europe 50 ESG Select 5% Decrement NTR CHF	.SOLES50D	DE000SL0HKR2
Solactive Europe 50 ESG Select 5% Decrement NTR EUR	.SOLEE50D	DE000SL0HKQ4
Solactive Water Impact Selection 5% Decrement EUR Index	.SOLWIMS5	DE000SL0HKW2
Solactive Gafam Equally Weighted Decrement Index	.SOGAFAM	DE000SL0DH51
Solactive Canada Telecommunications 145 AR Index	.SOLCT145	DE000SL0HQZ2
Solactive Canada Utilities 160 AR Index	.SOLCU160	DE000SL0HKN1
Solactive Canada Energy Select Index AR	.SOCAENAR	DE000SL0HVE7
Solactive Digital Health Index AR	.SOLDIHAR	DE000SL0CX94
Solactive Developed Markets Cybersecurity Index AR	.SOLCSYAR	DE000SL0CYA0
Solactive Canada Utilities 5% AR Index	.SOLUTIL5	DE000SL0GTR5
Solactive United States Large Cap Semiconductors Index AR	.SUSSEMAR	DE000SL0GXW7
Solactive US Select Infrastructure Index AR	.SOUINFAR	DE000SL0EXL5
Solactive FactSet Eurozone Family Ownership Index Decrement 5%	.SFAMILYD	DE000SL0BPE2
Solactive Ethique Independance et Gouvernance Responsable France 30 Decrement 5%	.SOLEIG	DE000SL0BQZ5
Solactive Developed Markets Cybersecurity NTR Decrement 5% Index	.SOLCSUAR	DE000SL0D166
Solactive OMX30 3d Rolling Futures AR Index	.SOOMXFAR	DE000SL0E3X5
Solactive Metaverse Economy Decrement 5% Index	.SOLMETE5	DE000SL0F8F0
Solactive Eurozone Christian Values Index 5% AR	.SEU50CPD	DE000SL0BG21
Solactive Equal Weight Canada Banks 5% AR Index	.SOLCBEW5	DE000SL0ASP4
Solactive Pipelines & Energy Services 5% AR Index	.SOLCOG5	DE000SL0AS36
Solactive E-Mini SPX 3d Rolling Futures AR Index	.SOESRFAR	DE000SL0E3V9
Solactive Canada Large Cap 3d Rolling Futures AR Index	.SOSXFFAR	DE000SL0E3W7
Solactive MicroSectors™ US Big Banks 2.5% AR Index	.SOLUSBAR	DE000SL0ATW8
Solactive US Energy Select Index AR	.SOUSENAR	DE000SL0GBE1
Solactive United States Life & Health Insurance Index AR	.SOUSINAR	DE000SL0EDC6
Solactive United States Financial Sector AR Index	.SOUSFIAR	DE000SL0A7D2
Solactive United States Big Banks AR Index	.SOUSBBAR	DE000SL0A7X0
Solactive Equal Weight Canada Oil & Gas 3.25 AR Index	.SOCOGAR	DE000SL0DCC0
Solactive Canadian Large-Cap 3.0% AR Index (Cap-Weighted Version)	.SOLCALAR	DE000SL0A5V8
Solactive Canadian Large-Cap 60 AR Index	.SOLC60AR	DE000SL0A527
Solactive Canadian Large-Cap 100 AR Index	.SOC100AR	DE000SL0FJ16
Solactive Canada Bank 30 AR Index	.SOLCABAR	DE000SL0A5U0
Solactive Canada Bank 40 AR Index	.SOLCAB40	DE000SL0FGF9
Solactive Canada Utilities 105 AR Index	.SOLCUTAR	DE000SL0A600
Solactive Canada Pipelines AR Index	.SOLCPLAR	DE000SL0A683
Solactive Canada Insurance AR Index	.SOLCINAR	DE000SL0A675
Solactive Canada Telecommunications AR Index	.SOLCTCAR	DE000SL0A7B6
Solactive Canadian Large-Cap 85 AR Index	.SOLC85AR	DE000SL0HQ07
Solactive Canadian Large-Cap 80 AR Index	.SOLC80AR	DE000SL0HQC1
Solactive Eurozone Blue-Chip AR 50 Index	.SOEBCAR	DE000SLA5HV3
Solactive Canada Blue Chip AR Index	.SOLCABCA	DE000SL0HDP1
Solactive Canada Energy Top 4 Equal Weight Index AR	.SOCAE4ER	DE000SL0JBG0
EURO 40 Biodiversity on Land Index 50 points AR	.SOBIOLD	DE000SL0H5C1
Solactive North America Select Gold Miners Index AR	.SONAGOAR	DE000SL0JCB9
Solactive Canadian Utility Services High Dividend AR 140 Index	.SOLCUHDA	DE000SL0H5R9
Solactive United States Big Banks AR 45 Index	.SOUSBB45	DE000SL0H5W9
Solactive Canada Pipelines AR 115 Index	.SOCPL115	DE000SL0H5X7
Solactive Equal Weight US Major Bank Select AR Index	.SOLUSBEA	DE000SL0HFV4
Solactive Canada Insurance 185 AR Index	.SOCIN185	DE000SL0JWB7
Solactive Megatrends EUR Index AR	.SOLTREND	DE000SL0JWX1
Solactive Equal Weight Canada Bank 21 AR Index	.SOLBEW21	DE000SL0JYD9
Solactive Canada Bank Select Equity Index 45 AR	.SOCBSEWA	DE000SL0JUD7
Solactive United States Select Regional Bank Index AR	.SUSSRBAR	DE000SL0JYV1
Solactive Transatlantic Banks Focus Index AR	.SOB1DV50	DE000SL0JX06
Solactive Transatlantic Energy Focus Index AR	.SOE1DV50	DE000SL0JXZ4
SOLACTIVE UNITED STATES 2000 EUR DECREMENT 50 INDEX	.SUS2KE50	DE000SL0J8E9
Solactive Canada Energy Select 4% AR Index	.SOCENAR4	DE000SL0KJ27
Solactive GBS United States 500 Hedged to CAD Index 2% AR	.US500CE2	DE000SL0KLW4
Transatlantic Leaders Index 50 points AR	.SOKEXT50	DE000SL0KKE4
Solactive France 20 Selection Decrement 50 Index	.SOF20S50	DE000SL0KKN5
Solactive Smart Cities EUR Index AR	.SOLCITYD	DE000SL0K1H4
Solactive AI, Data & Robotics EUR Index AR	.SOLAIROD	DE000SL0K161
Solactive Rise Of The Middle Class EUR Index AR	.SOLRISED	DE000SL0K1D3
Solactive Water Infrastructure EUR Index AR	.SOLWATD	DE000SL0K096
Solactive Healthcare EUR Index AR	.SOHEALD	DE000SL0K054
Solactive Active Life EUR Index AR	.SOLLIFED	DE000SL0K1M4
Solactive Equal Weight US Semi Conductor Select AR Index	.SOUSESCA	DE000SL0KT41
Solactive Equal Weight US Blue Chip Select AR Index	.SOLUSBCA	DE000SL0KT58
Solactive Equal Weight US Autonomous Economy AI Select AR Index	.SOLUSEIA	DE000SL0KT66
Solactive Equal Weight US Pricing Power Select AR Index	.SOLUSPPA	DE000SL0KT74
Solactive United States Big Banks Index 3.25% AR	.SOUSBB3	DE000SL0K3G2
Solactive United States Big Banks Hedged to CAD Index 3.25% AR	.SOUSBBC3	DE000SL0K3F4
Solactive United States 2000 USD Decrement 50 Index	.SUS2KU50	DE000SL0KUB9
Solactive Cyber Security & Data Protection Decrement 50 Index	.SOCDSD50	DE000SL0KUY1
Solactive Luxury Goods & Upscale Leisure Selection Decrement 50 Index	.SOLGUL50	DE000SL0KUJ2
Solactive American Blue Chip Select Hedged to CAD Index AR	.SUSBSCAR	DE000SL0LJV8
Solactive American Blue Chip Select Index AR	.SUSBSUAR	DE000SL0K8A4
Solactive Core Canadian Large Cap AR Index	.SOLCCLAR	DE000SL0K8B2
Solactive Biodiversity Screened 200 CW Decrement 50 Index	.SOWBDV5T	DE000SL0HWD7
Solactive Global Biodiversity Screened 200 CW JP 10 JPY Decrement 50 Index	.SOGBDV50	DE000SL0H860
Solactive Qraft AI-Generated US Equities Long Short Select Index	.SOLQUSLS	DE000SL0JWR3
Solactive American Blue Chip Select Hedged to CAD Index AR	.SUSBSCAR	DE000SL0LJV8
Solactive Global Biodiversity Screened 200 CW JP 10 JPY Decrement 50 Index	.SOGBDV50	DE000SL0H860
Solactive AXA 1.23 AR Index	.SOLAXA	DE000SLA4429
Solactive BNP 3.1 AR Index	.SOLBNP	DE000SLA4452
Solactive BYG 1.60 AR Index	.SOLBYG	DE000SLA4411
Solactive DAN 2.1 AR Index	.SOLDANO	DE000SL0B1F9
Solactive ENG 0.7 AR Index	.SOLENG	DE000SLA4460
Solactive FDR 4.4 AR Index	.SOLFDR	DE000SLA44C8
Solactive FTE 0.6 AR Index	.SOLFTE	DE000SL0B1E2
Solactive LI 1.9 AR Index	.SOLKLE	DE000SLA44B0
Solactive ORG 0.75 AR Index	.SOLORG	DE000SLA4445
Solactive ORG 0.72 AR Index	.SOLORGAR	DE000SL0EJU5
Solactive RNO 3.55 AR Index	.SOLRNO	DE000SLA7356
Solactive SAN 3 AR Index	.SOLSAN	DE000SLA4ZJ3
Solactive SANT 0.26 AR Index	.SOLSANT	DE000SLA5UN3
Solactive TOT 2.48 AR Index	.SOLTOT	DE000SLA43Q0
Solactive TOT 2.72 AR Index	.SOLTOTAR	DE000SL0EJV3
Solactive URW 10.80 AR Index	.SOLURW	DE000SLA98L5
Solactive Credit Agricole AR 0.9 Index	.SOCRAGAR	DE000SL0HQB3
Solactive TOTALENERGIES AR 2.54 Index	.SOTTEAR2	DE000SL0EKB3
Solactive SHELL AR 1 Index	.SOSHELAR	DE000SL0FH91
Solactive EDF AR 0.6 Index	.SOLEDFAR	DE000SL0FJJ5
Solactive LI 1.7 AR Index	.SOLKLE17	DE000SL0HP73
Solactive CREDIT AGRICOLE AR 0.9 Index	.SOCAGR09	DE000SL0HQB3
Solactive Societe Generale EOD AR 1.65 Index	.SOLGL165	DE000SL0JVN4
Solactive NORDEA EOD GR Decrement 0.97 Index	.SONDA097	DE000SL0JX55
Solactive STELLANTIS EOD AR 1.52 Index (2024-02-09)	.SOSTL152	DE000SL0LF20

 

Rationale for the Methodology Clarification

Solactive has determined that these methodologies should be clarified to incorporate the extraordinary termination section, which brings all decrement index guidelines in line with Solactive standard practice regarding zero/negative level for this type of indices.

Clarification to the Index Guideline

The following Methodology clarification will be implemented in the Extraordinary Termination section of the Guideline:

In the event the level of the INDEX is calculated as zero or below zero (negative) the INDEX will be terminated. SOLACTIVE will announce such termination on its website www.solactive.com as soon as reasonably possible after the INDEX is calculated as zero or below zero. For Clarification, Solactive may terminate indices for other reasons and in accordance with Solactive’s policies.