I NDEX G UIDELINE
SOLACTIVE SINGLE STOCKS ADJUSTED RETURN (INPOINTS) INDEX FAMILY

1.6
24 May 2024
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INDEX GUIDELINETABLE OF CONTENTS
Introduction ........................................................................................................................................................................ 2
1.

Index Specifications ................................................................................................................................................... 4
1.1. Scope of the Index ................................................................................................................................................ 4
1.2. Identifiers and Publication .................................................................................................................................... 4
1.3. Initial Level of the Index ....................................................................................................................................... 4
1.4. Prices and Calculation Frequency ......................................................................................................................... 5
1.5. Licensing ............................................................................................................................................................... 52.

Index Selection .......................................................................................................................................................... 5

3.

Rebalance .................................................................................................................................................................. 5

4.

Calculation of the Indices .......................................................................................................................................... 5
4.1. Index Formula ....................................................................................................................................................... 5
4.2. Extraordinary Termination ................................................................................................................................... 7
4.3. Accuracy................................................................................................................................................................ 7
4.4. Adjustments to account for Corporate Actions .................................................................................................... 7
4.4.1 Spin-off ............................................................................................................................................................. 9
4.4.2 Merger & Acquisitions, Delisting, Nationalization, Insolvency ........................................................................ 94.5. Recalculation ...................................................................................................................................................... 11
4.6. Market Disruption .............................................................................................................................................. 11

5.

Miscellaneous.......................................................................................................................................................... 125.1. Discretion ............................................................................................................................................................ 125.2. Methodology Review .......................................................................................................................................... 125.3. Changes in Calculation Method .......................................................................................................................... 125.4. Termination ........................................................................................................................................................ 13
5.5. Index Committee ................................................................................................................................................ 13

6.

Definitions ............................................................................................................................................................... 14

7.

History of Index Changes......................................................................................................................................... 16

APPENDIX I ........................................................................................................................................................................ 18
Table 1. ............................................................................................................................................................................. 18
Table 2. ............................................................................................................................................................................. 35
Contact.............................................................................................................................................................................. 47

INTRODUCTION
This document (the “GUIDELINE”) is to be used as a guideline with regard to the composition,
calculation and maintenance of the Solactive Single Stock Adjusted Return (in points) Index Family2

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INDEX GUIDELINE(together the “INDICES” and individually the “INDEX”). Any amendments to the rules made to the
GUIDELINE are approved by the INDEX COMMITTEE specified in Section 5.5. The INDICES are owned,
calculated, administered and published by Solactive AG (“SOLACTIVE”) assuming the role asadministrator (the “INDEX ADMINISTRATOR”) under the Regulation (EU) 2016/1011 (the “BENCHMARKREGULATION” or “BMR”). The name “Solactive” is trademarked.
The text uses defined terms which are formatted with “SMALL CAPS”. Such Terms shall have themeaning assigned to them as specified in Section 6 (Definitions).
The GUIDELINE and the policies and methodology documents referenced herein contain theunderlying principles and rules regarding the structure and operation of the INDICES. SOLACTIVE does
not offer any explicit or tacit guarantee or assurance, neither pertaining to the results from the useof the INDICES nor the level of the INDICES at any certain point in time nor in any other respect.
SOLACTIVE strives to the best of its ability to ensure the correctness of the calculation. There is no
obligation for SOLACTIVE – irrespective of possible obligations to issuers – to advise third parties,
including investors and/or financial intermediaries, of any errors in the INDICES. The publication of
the INDICES by SOLACTIVE does not constitute a recommendation for capital investment and does notcontain any assurance or opinion of SOLACTIVE regarding a possible investment in a financial
instrument based on the INDICES.

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1. INDEX SPECIFICATIONS
1.1. SCOPE OF THE INDEX
Category
Asset Class

Strategy

Description
EquityEach INDEX within the Index Family replicates the performanceof a hypothetical investment in an UNDERLYING STOCK taking into
account a daily or monthly index points adjustment. To achieve
this objective, each INDEX replicates the performance of an
UNDERLYING INDEX that seeks to replicate the overall return,based on the respective index type (Gross Total Return* or Net
Total Return** as specified for the individual INDEX in thecolumn “Underlying Index Type” in the table 1 in Appendix I),
from a hypothetical investment in the UNDERLYING STOCK.

*The Gross Total Return Index seeks to replicate the overall return from holding the UNDERLYING STOCK. In order to achieve this aim, a Gross Total
Return Index considers payments made in respect of the UNDERLYING STOCK, such as dividends, without the deduction of any withholding tax or otheramounts an investor holding the UNDERLYING STOCK would typically be exposed to.
**The Net Total Return Index seeks to replicate the overall return from holding the Underlying Stock. In order to achieve this aim, a Net Total Return
Index considers payments made in respect of the Underlying Stock, such as dividends, with the deduction of any withholding tax or other amounts
an investor holding the Underlying Stock would typically be exposed to.

1.2. IDENTIFIERS AND PUBLICATIONThe INDICES are calculated and published in different currencies, as specified for the individual INDEX
in the column “Currency” in the table in Appendix I.
The INDICES are published on the website of the INDEX ADMINISTRATOR (www.solactive.com) and are, in
addition, available via the price marketing services of Boerse Stuttgart GmbH and may be distributed
to all of its affiliated vendors. Each vendor decides on an individual basis as to whether it will
distribute or display the INDICES via its information systems.
Any publication in relation to the INDICES (e.g., notices, amendments to the GUIDELINE) will beavailableatthewebsite
of
the
INDEX
ADMINISTRATOR:
https://www.solactive.com/news/announcements/.

1.3. INITIAL LEVEL OF THE INDEXThe level of the INDEX is equal to the price of the UNDERLYING STOCK as of the PRICE FIXING DATE, specified
for the individual INDEX in the column “Price Fixing Date” in the table 1 in Appendix I.

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1.4. PRICES AND CALCULATION FREQUENCY
The level of each INDEX is calculated on each CALCULATION DAY during the time specified in the table 2
in Appendix I based on the level of the UNDERLYING INDEX, as calculated by SOLACTIVE, which reflects
the price of its UNDERLYING STOCK.
In addition to the intraday calculation a closing level of each INDEX for each CALCULATION DAY is also
calculated. This closing level is based on the closing level of the UNDERLYING INDEX, as calculated by
Solactive, which is based on the CLOSING PRICE of its UNDERLYING STOCK on the respective EXCHANGE
where the UNDERLYING STOCK is listed.
Where, in respect of and INDEX, the time in the table 2 in Appendix I is specified as a single point intime and not a period of time, this means that for such INDEX only the closing level will be calculated
and published.

1.5. LICENSING
Licenses to use the INDICES as the underlying value for financial instruments, investment funds andfinancial contracts may be issued to stock exchanges, banks, financial services providers andinvestment houses by SOLACTIVE.

2. INDEX SELECTION
Not applicable. The only component of an INDEX is the respective UNDERLYING INDEX with the
UNDERLYING STOCK being its only component.

3.

REBALANCE

Not applicable. The Indices are not rebalanced.

4. CALCULATION OF THE INDICES
4.1. INDEX FORMULA
Each INDEX is calculated on an adjusted return basis according to the following formula:If, in respect of an INDEX, the column “Adjustment Type” in the table 1 in Appendix I specifies “Daily,
Points” the following formula is applied for the calculation of the INDEX level on a CALCULATION DAY:
𝐼𝑛𝑑𝑒𝑥𝑡−1 ∗𝑈𝐼𝑡
𝐷𝐶𝑡,𝑡−1− 𝐴𝐹 ∗
𝑈𝐼𝑡−1
#𝑑𝑎𝑦𝑠

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If, in respect of an INDEX, the column “Adjustment Type” in the table 1 in Appendix I specifies “Daily,
Percentage” the following formula is applied for the calculation of the INDEX level on a CALCULATIONDAY:
𝑈𝐼𝑡
𝐷𝐶𝑡,𝑡−1)
𝐼𝑛𝑑𝑒𝑥𝑡 = 𝐼𝑛𝑑𝑒𝑥𝑡−1 ∗ (− 𝐴𝐹 ∗
𝑈𝐼𝑡−1#𝑑𝑎𝑦𝑠

If, in respect of an INDEX, the column “Adjustment Type” in the table 1 in Appendix I specifies“Monthly, Points” the following formulas are applied for the calculation of the INDEX level on a
CALCULATION DAY:
If the relevant CALCULATION DAYt is not the last CALCULATION DAY of the calendar month:
𝐼𝑛𝑑𝑒𝑥𝑡 = 𝐼𝑛𝑑𝑒𝑥𝑡−1 ∗

𝑈𝐼𝑡
𝑈𝐼𝑡−1

If the relevant CALCULATION DAYt is the last CALCULATION DAY of the calendar month

𝐼𝑛𝑑𝑒𝑥𝑡 = 𝐼𝑛𝑑𝑒𝑥𝑡−1 ∗𝑈𝐼𝑡
1− 𝐴𝐹 ∗
𝑈𝐼𝑡−1
12If, in respect of an INDEX, the column “Adjustment Type” in the table 1 in Appendix I specifies“Monthly, Percentage” the following formulas are applied for the calculation of the INDEX level on a
CALCULATION DAY:
If the relevant CALCULATION DAYt is not the last CALCULATION DAY of the calendar month:
𝐼𝑛𝑑𝑒𝑥𝑡−1 ∗

𝑈𝐼𝑡
𝑈𝐼𝑡−1

If the relevant CALCULATION DAYt is the last CALCULATION DAY of the calendar month
𝑈𝐼𝑡
1
𝐼𝑛𝑑𝑒𝑥𝑡 = 𝐼𝑛𝑑𝑒𝑥𝑡−1 ∗ (− 𝐴𝐹 ∗ )𝑈𝐼𝑡−1
12
Where:
𝐼𝑛𝑑𝑒𝑥𝑡 : The level of the INDEX as of CALCULATION DAYt
𝐼𝑛𝑑𝑒𝑥𝑡−1 : The level of the INDEX as of CALCULATION DAYt-1
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INDEX GUIDELINE𝑈𝐼𝑡 : The level of the UNDERLYING INDEX as of CALCULATION DAYt
𝑈𝐼𝑡−1 : The level of the UNDERLYING INDEX as of CALCULATION DAYt-1
𝐴𝐹: The adjustment factor, as specified for each INDEX in the column “Adjustment Factor” in thetable 1 in Appendix I. The adjustment factor is to be understood either as points of the INDEX
level or a percentage as specified in the column “Adjustment Type” in the table 1 in Appendix I.
𝐷𝐶𝑡,𝑡−1: The number of calendar days between CALCULATION DAYt (including) and CALCULATION DAYt1 (excluding)#𝑑𝑎𝑦𝑠: The assumed number of days per year (either 360 or 365), as specified for each INDEX in
the column “#days” in the table 1 in Appendix I

4.2. EXTRAORDINARY TERMINATIONIn the event the level of an INDEX is calculated as zero or below zero (negative), the respective INDEX
will be terminated. SOLACTIVE will announce such termination on its website under the section“News”, which is available at https://www.solactive.com/news/announcements as soon asreasonably 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.

4.3. ACCURACY
The level of each INDEX will be rounded to 2 decimal places.

4.4. ADJUSTMENTS TO ACCOUNT FOR CORPORATE ACTIONS
As part of the INDEX maintenance SOLACTIVE will consider various events – also referred to ascorporate actions – which result in an adjustment to the UNDERLYING INDICES. Such events have amaterial impact on the price, weighting or overall integrity of UNDERLYING STOCKS. Therefore, theyneed to be accounted for in the calculation of the UNDERLYING INDICES. Corporate actions will be
implemented from the cum-day to the ex-day of the corporate action, so that the adjustment to the
UNDERLYING INDICES coincides with the occurrence of the price effect of the respective corporate
action.
Adjustments to the UNDERLYING INDICES to account for corporate actions will be made in accordancewith the specifications outlined below and the Equity Index Methodology, which is available on the
SOLACTIVE website: https://www.solactive.com/documents/equity-index-methodology/. This
document contains for each corporate action a brief definition and specifies the relevant adjustment
to the INDEX variables.
SOLACTIVE will announce the adjustment giving a notice period of at least two TRADING DAYS (withrespect to the affected UNDERLYING STOCK) on the SOLACTIVE website under the section “News”, which7

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is available at https://www.solactive.com/news/announcements/. The adjustments will be
implemented on the effective day specified in the respective notice.
While SOLACTIVE aims at creating and maintaining its methodology for the treatment of corporate
actions as generic and transparent as possible and in line with regulatory requirements, it retains
the right in accordance with the Equity Index Methodology and Section 5.3 of this GUIDELINE todeviate from these standard procedures in case of any unusual or complex corporate action or ifsuch a deviation is made to preserve the comparability and representativeness of the INDICES overtime.
SOLACTIVE considers the following, but not conclusive, list of corporate actions as relevant for the
INDEX maintenance:
Cash Distributions (e.g. payment of a dividend) in accordance with SOD TREATMENT or EOD
TREATMENT as specified for each Index in the column “SOD/EOD Treatment” in the table 1 inAppendix I
Stock distributions (e.g. payment of a dividend in form of additional shares)
Stock distributions of another company (e.g. payment of a dividend in form of additional
shares of another company (e.g. of a subsidiary))
Share splits (company´s present shares are divided and therefore multiplied by a given
factor)Reverse splits (company´s present shares are effectively merged)
Capital increases (such as issuing additional shares)
Share repurchases (a company offer its shareholders the option to sell their shares to a fixedprice)
Spin-offs (the company splits its business activities into two or more entities and distributes
new equity shares in the created entities to the shareholders of the former entity)
Mergers & Acquisitions (transaction in which the ownership of a company (or other businessorganizations) are transferred or consolidated with other entities, e.g. fusion of two or more
separate companies into one entity)
Delisting (company´s shares are no longer publicly traded at a stock exchange)
Nationalization of a company (effective control of a legal entity is taken over by a state)
Insolvency
Adjustments to the UNDERLYING INDICES to account for corporate actions in the form of cash
distributions, stock distributions, stock distributions of another company, share splits, reverse splits,
capital increases and share repurchases will be made in accordance with the specifications in the
Sections 2.1.1 to 2.1.5 of the Equity Index Methodology.

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4.4.1 Spin-off
A “SPIN-OFF” describes a procedure by which an existing company establishes a subsidiary or othercompany and confers some of its business activities to this newly established entity.
With reference to the INDEX calculation, an UNDERLYING STOCK is subject to a SPIN-OFF if the issuer of
the UNDERLYING STOCK splits its business activities into two or more entities and distributes equity
shares in the newly created entities to the shareholders of the UNDERLYING STOCK, which decreases
the value of the UNDERLYING STOCK.
In the case of a SPIN-OFF affecting an UNDERLYING STOCK, the spin-off company will be added to the
UNDERLYING INDEX according to the transaction terms on the effective date:

Shares Spin-off Company = Shares Parent Company * Spin-off Terms
If the spin-off company does not begin trading on the effective date of the SPIN-OFF, a theoreticalprice for the spin-off company will be implemented as a fixed price until it commences trading. If atheoretical price cannot be calculated, the spin-off company remains in the UNDERLYING INDEX at theentry price of 0.00000001 expressed in the trading currency of the shares of the relevant spin-off
company.

Price Spin-off Company = [([(*Adjusted Close Price Parent Company prior to effective date) –(Open Price Parent Company on effective date)] / Transaction Terms*Adjusted for any other corporate action.
The spin-off company will be removed from the UNDERLYING INDEX (effective open) on the first TRADING
DAY immediately following the effective date of the SPIN-OFF or, if the spin-off company does not
begin trading on the effective date, it will be removed (effective open) on the TRADING DAY
immediately following the first TRADING DAY after the effective date of the SPIN-OFF.

4.4.2 Merger & Acquisitions, Delisting, Nationalization, Insolvency
Merger & Acquisitions
The term “MERGER” describes the fusion of two or more separate companies into one entity. It ispart of a wider set of procedures usually referred to as Mergers & Acquisitions (M&A).
MERGERS can take the form of horizontal integration or vertical integration, with the first term
describing the fusion of comparable companies active in the same field, and the latter the fusion ofcompanies on different production levels to control a larger part of the value chain. As such, theunderlying rationale for a MERGER can vary, and the same holds true for its technical execution.
Generally speaking, a MERGER is usually based on the consent of all parties and involves a multilayered negotiation process. An acquisition, albeit generally understood as different from a MERGER,
is legally often the same, and precise delineations are difficult to make. In contrast to a MERGER,
which describes the fusion of two or more companies of comparable standing, an acquisition takes
place when a company directly purchases another enterprise.

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INDEX GUIDELINEWith regard to the UNDERLYING STOCKS and the impact calculation of the UNDERLYING INDICES, a MERGER
is:(i)a change in the security class or a conversion of the share class that results in a transfer
or an ultimate definite obligation to transfer all the shares to another legal person;(ii)

a MERGER (either by acquisition or through forming a new structure) or a binding
obligation on the part of the issuer to exchange shares with another legal person (except
in a MERGER or share exchange under which the issuer of the UNDERLYING STOCK is theacquiring or remaining company and that does not involve a change in security class ora conversion of all the shares);(iii)

a takeover offer, exchange offer, other offer or another act of a legal person for the
purposes of acquiring or otherwise obtaining from the issuer of the UNDERLYING STOCK
100% of the shares issued that entails a transfer or the irrevocable obligation to transfer
all shares (with the exception of shares that are held and controlled by the legal person);
or

(iv)

a MERGER (either by acquisition or through forming a new structure) or a binding
obligation on the part of the issuer of the UNDERLYING STOCK or its subsidiaries to exchangeshares with another legal person, whereby the issuer of the UNDERLYING STOCK is theacquiring or remaining company and, although it does not involve a change in the classor a conversion of the issued shares, the shares directly prior to such an event (except
for shares held and controlled by the legal person) represent in total less than 50% of theshares directly subsequent to such an event.

Delisting
A “DELISTING” takes place when an UNDERLYING STOCK is no longer publicly traded on its EXCHANGE. Thisis, of course, the case when the issuer of the UNDERLYING STOCK ceases to exist (e.g., after filing for
insolvency), but there can also be other reasons. After a change in the ownership structure or a low
percentage of free-float shares, companies can, depending on the jurisdiction, deliberately decideto go private.
Although the free float-shares remain intact, they are no longer publicly traded. This does notnecessarily affect the enterprise as such, but has a fundamental impact on an UNDERLYING INDEX
containing a delisted UNDERLYING STOCK as component. Since the shares can only be bought and soldprivately, no effective transaction prices can be determined.
Another variation is a listing change whereby an UNDERLYING STOCK changes its primary listing to a
stock exchange that is not in accordance with this GUIDELINE.
Nationalization
When an issuer of an UNDERLYING STOCK is subject to “NATIONALIZATION”, the complete ownership or
effective control of the legal entity is taken over by the state. The form and procedure vary and are
generally subject to strong constitutional safeguards. Nevertheless, the NATIONALIZATION of acompany dispossesses shareholders of their property on a large scale and brings forth a situation inwhich shares are no longer publicly traded.

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Insolvency“INSOLVENCY” is an ever-present possibility for companies in market economies. While there areseveral safeguards in place to prevent a struggling company from going bankrupt, INSOLVENCY canalso occur to larger and publicly traded corporations.
Regarding an UNDERLYING STOCK, INSOLVENCY occurs if:(i)all shares of the respective issuer must be transferred to a trustee, liquidator, insolvency
administrator or similar public officer as result of a voluntary or compulsory liquidation,
insolvency or winding-up proceedings or comparable proceedings affecting the issuer of
the UNDERLYING STOCK; or(ii)

the holders of the shares of the issuer of the UNDERLYING STOCK are legally enjoined fromtransferring the shares.

Treatment
If an UNDERLYING STOCK is subject of a MERGER, a DELISTING, a NATIONALIZATION, or an INSOLVENCY therespective INDEX will be terminated on the effective date of such event.
SOLACTIVE will announce such termination giving a notice period of at least two TRADING DAYS (withrespect to the affected UNDERLYING STOCK) on the SOLACTIVE website under the section “News”, whichis available at https://www.solactive.com/news/announcements/.
For clarification, SOLACTIVE may terminate the INDICES for other reasons and in accordance with the
Solactive Termination Policy.

4.5. RECALCULATIONSOLACTIVE makes the greatest possible efforts to accurately calculate and maintain its indices.
However, errors in the determination process may occur from time to time for variety reasons(internal or external) and therefore, cannot be completely ruled out. SOLACTIVE endeavors to correct
all errors that have been identified within a reasonable period of time. The understanding of “areasonable period of time” as well as the general measures to be taken are generally depending on
the underlying and is specified in the Solactive Correction Policy, which is incorporated by reference
and available on the SOLACTIVE website: https://www.solactive.com/documents/correction-policy/.

4.6. MARKET DISRUPTION
In periods of market stress SOLACTIVE calculates its indices following predefined and exhaustive
arrangements as described in the Solactive Disruption Policy, which is incorporated by reference
and available on the SOLACTIVE website: https://www.solactive.com/documents/disruption-policy/.
Such market stress can arise due to a variety of reasons, but generally results in inaccurate ordelayed prices for the UNDERLYING STOCK. The determination of the INDICES may be limited or impaired
at times of illiquid or fragmented markets and market stress.
Notwithstanding the provisions in the Solactive Disruption Policy, in the event an UNDERLYING STOCK
is subject to an unplanned MARKET CLOSURE or TRADING HALT (as defined in the in the Solactive
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Disruption Policy) and does not commence trading within 60 TRADING DAYS following the effective
date of the TRADING HALT or the unplanned MARKET CLOSURE the relevant index will be terminated.
SOLACTIVE will announce such termination giving a notice period of at least two TRADING DAYS (withrespect to the affected UNDERLYING STOCK) on the SOLACTIVE website under the section “News”, whichis available at https://www.solactive.com/news/announcements/.
For clarification, SOLACTIVE may terminate the INDICES for other reasons and in accordance with the
Solactive Termination Policy.

5. MISCELLANEOUS
5.1. DISCRETION
Any discretion which may need to be exercised in relation to the determination of an INDEX shallbe made in accordance with strict rules regarding the exercise of discretion or expert judgement.

5.2. METHODOLOGY REVIEWThe methodology of the INDICES is subject to regular review, at least annually. In case a need of achange of the methodology has been identified within such review (e.g. if the underlying market
or economic reality has changed since the launch of the INDICES, i.e. if the present methodology isbased on obsolete assumptions and factors and no longer reflects the reality as accurately, reliably
and appropriately as before), such change will be made in accordance with the Solactive
Methodology Policy, which is incorporated by reference and available on the SOLACTIVE website:
https://www.solactive.com/documents/methodology-policy/.
Such change in the methodology will be announced on the SOLACTIVE website under the Section“News”, which is available at https://www.solactive.com/news/announcements/. The date of thelast amendment of the INDICES is contained in this GUIDELINE.

5.3. CHANGES IN CALCULATION METHOD
The application by SOLACTIVE of the method described in this document is final and binding. SOLACTIVE
shall apply the method described above for the composition and calculation of the INDICES. However,it cannot be excluded that the market environment, supervisory, legal and financial or tax reasons
may require changes to be made to this method. SOLACTIVE may also make changes to the terms andconditions of the INDICES and the method applied to calculate the INDICES that it deems to benecessary and desirable in order to prevent obvious or demonstrable error or to remedy, correct or
supplement incorrect terms and conditions. SOLACTIVE is not obliged to provide information on any
such modifications or changes. Despite the modifications and changes, SOLACTIVE will take theappropriate steps to ensure a calculation method is applied that is consistent with the method
described above.
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5.4. TERMINATIONSOLACTIVE makes the greatest possible efforts to ensure the resilience and continued integrity of its
indices over time. Where necessary, SOLACTIVE follows a clearly defined and transparent procedure
to adapt index methodologies to changing underlying markets (see Section 5.2 “Methodology
Review”) in order to maintain continued reliability and comparability of the INDICES. Nevertheless, if
no other options are available the orderly cessation of the INDICES may be indicated. This is usually
the case when the underlying market or economic reality, which the INDICES are set to measure or
to reflect, changes substantially and in a way not foreseeable at the time of inception of the INDICES,
the index rules, and particularly the selection criteria, can no longer be applied coherently or the
INDICES are no longer used as the underlying value for financial instruments, investment funds andfinancial contracts.
SOLACTIVE has established and maintains clear guidelines on how to identify situations in which the
cessation of an INDEX is unavoidable, how stakeholders are to be informed and consulted and theprocedures to be followed for a termination or the transition to an alternative index. Details are
specified in the Solactive Termination Policy, which is incorporated by reference and available on
the SOLACTIVE website: https://www.solactive.com/documents/termination-policy/.

5.5. INDEX COMMITTEE
An index committee composed of staff from SOLACTIVE and its subsidiaries (the “INDEX COMMITTEE”) is
responsible for decisions regarding any amendments to the rules of the INDICES. Any such
amendment, which may result in an amendment of the GUIDELINE, must be submitted to the INDEXCOMMITTEE for prior approval and will be made in compliance with the Methodology Policy, which isavailable on the SOLACTIVE website: https://www.solactive.com/documents/methodology-policy/.

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6. DEFINITIONS“BENCHMARK REGULATION” shall have the meaning as defined in Section “Introduction”.
“BMR” shall have the meaning as defined in Section “Introduction”.
“CALCULATION DAY” is in respect of an INDEX and its respective UNDERLYING STOCK, a day on which therespective EXCHANGE for the UNDERLYING STOCK is open for general business.
“CALCULATION TIME” means, in respect of each BUSINESS DAY where an each INDEX, the time period
during which the Indices are calculated.
The “CLOSING PRICE” is in respect of an UNDERLYING STOCK and a CALCULATION DAY the security's final
regular-hours TRADING PRICE published by the EXCHANGE and determined in accordance with the
EXCHANGE regulations. If the EXCHANGE has no or has not published a CLOSING PRICE in accordance with
the EXCHANGE rules for the UNDERLYING STOCK, the last TRADING PRICE will be used.
“DELISTING” shall have the meaning as defined in Section 4.4.2.
“EXCHANGE” is in respect of an INDEX and the UNDERLYING STOCK the exchange specified in the column“Exchange MIC” in the table 1 in Appendix I.
“GUIDELINE” shall have the meaning as defined in Section “Introduction”.
“INDEX” shall have the meaning as defined in Section “Introduction”.
“INDEX ADMINISTRATOR” shall have the meaning as defined in Section “Introduction”.
“INDEX CURRENCY” is the currency specified for the individual INDEX in the column “Currency” in thetable 1 in Appendix I.
“INSOLVENCY” shall have the meaning as defined in Section 4.4.2.
“LIVE DATE” is in respect of an INDEX the date specified in the column “Live Date” in the table 1 inAppendix I.
“MARKET CLOSURE” shall have the meaning as defined in the Solactive Disruption Policy, which isavailable on the SOLACTIVE website: https://www.solactive.com/documents/disruption-policy/.
“MERGER” shall have the meaning as defined in Section 4.4.2.
“NATIONALIZATION” shall have the meaning as defined in Section 4.4.2.
“OVERSIGHT COMMITTEE” shall have the meaning as defined in Section 5.5.
“PRICE FIXING DATE” is in respect of an INDEX the date specified in the column “Price Fixing Date” in thetable 1 in Appendix I.
“SOLACTIVE” shall have the meaning as defined in Section “Introduction”.
“SPIN-OFF” shall have the meaning as defined in Section 4.4.1.
“START DATE” is in respect of an INDEX the date specified in the column “Start Date” in the table 1 inAppendix I.
“BASE DATE” is in respect of an INDEX the date specified in the column “Start Date” in the table 1 inAppendix I.
14

1.6 – 24 May 2024

INDEX GUIDELINE“TRADING DAY” is with respect to an UNDERLYING STOCK a day on which the relevant EXCHANGE is open
for trading (or a day that would have been such a day if a market disruption had not occurred),
excluding days on which trading may be ceased prior to the scheduled EXCHANGE closing time anddays on which the EXCHANGE is open for a scheduled shortened period. The INDEX ADMINISTRATOR is
ultimately responsible as to whether a certain day is a TRADING DAY.
“TRADING HALT” shall have the meaning as defined in the Solactive Disruption Policy, which is available
on the SOLACTIVE website: https://www.solactive.com/documents/disruption-policy/.
“UNDERLYING STOCK” is the security specified for the individual INDEX in the column “Underlying Stock”
in the table 1 in Appendix I.
“UNDERLYING INDEX” is the Gross Total Return (GTR) or Net Total Return (NTR) Index, as defined in
Section 1.1., that seeks to replicate the overall return from holding the Underlying Stock.
“UNDERLYING INDEX TYPE” is Gross Total Return (GTR) or Net Total Return (NTR) Index as defined in
Section 1.1. and specified in the table 1 in Appendix I.
“SOD TREATMENT” in respect of an INDEX and its respective UNDERLYING STOCK is specified in the column“SOD/EOD treatment” in the table 1 in Appendix I, and refers to the corresponding corporate action
treatment in the Equity Index Methodology.
“EOD TREATMENT” in respect of an INDEX and its respective UNDERLYING STOCK is specified in the column“SOD/EOD treatment” in the table 1 in Appendix I, and refers to the corresponding corporate action
treatment in the Equity Index Methodology.
"WM / REFINITIV RATE" shall have the meaning as defined in Section 1.4.

15

1.6 – 24 May 2024

INDEX GUIDELINE

7. HISTORY OF INDEX CHANGES
VersionDate

Description

1.0

26. November 2021 Index Guideline creation (initial version)

1.1

21 March 2022

Clarification of treatment for certain extraordinary
events (Spin-off, Merger & Acquisition, Delisting,Nationalization, Insolvency) in Sections 4.4.1 and 4.4.2
and treatment of market disruptions in Section 4.6;
general linguistic revision without changes in content

1.2

24 May 2023

Solactive VOW3 AR 9 Index (.SOLVOW39) had a change
in fixing date and fixing level. The fixing date changed
from 4 May 2023 to 23 May 2023 . The fixing levelchanged from 124.96 to 121.16.

1.3

11 October 2023

Index Formula was amended to differentiate between
the fixed point decrement formula versus the fixed
percentage decrement formula.
Section 1.4 was amended to reflect the exchange rates
used for underlying index components that trade indifferent currencies than that of the underlying index.

1.4

17 January 2024

Section 1.1 description was amended to include both
Gross Total Return (GTR) and Net Total Return (NTR)
types for the underlying index. Appendix I was amended
and an additional column included in the table to define
underlying index types (i.e. NTR or GTR).
Section 4.1 was amended to include monthly deduction
and to account for the Appendix 1. Column addition for“Adjustment type” that defines the frequency (i.e. daily
or monthly) and the type (i.e. points or percentage) of
the deduction.

1.5

02 February 2024

Section 4.1 is amended to incorporate the definition ofdaily, monthly, points and percentage formulas

1.6

24 May 2024

Section 6 was amended to clarify the Underlying Index,
the Underlying Index Type and the Calculation Timedefinitions. The Description of the strategy in Section 1.1
was clarified for the relation between Underlying Stockand Underlying Index Type. Modified the header of the“Underlying Type” column of table 1 from Appendix I to16

1.6 – 24 May 2024

INDEX GUIDELINE“Underlying Index Type”. Added table 2, which displays
calculation time to Appendix I. Amended section 1.4. toreflect calculation times and deleted non-relevant
paragraphs.

17

1.6 – 24 May 2024

APPENDIX ITABLE 1.
Index Name

ISIN

RIC

BBG Ticker

Underlying Stock

RIC
Underlying
Stock

Exchange
MIC

Currency

Start
Date

Price
Fixing
Date

Adjustment
FactorAdjustment
type

Live
Date

#days

SOD/EOD
treatment

Underlying
Type

DE000SL0EKA5.SOTTEAR1

SOTTEAR1
Index

TOTALENERGIES SE

TTEF.PAXPAR

EUR

201111-04

202111-19

2.64

Daily, Points

202111-26

365

SOD

GTR

DE000SL0EKB3.SOTTEAR2

SOTTEAR2
Index

TOTALENERGIES SE

TTEF.PAXPAR

EUR

201111-04

202111-19

2.54

Daily, Points

202111-26

365

SOD

GTR

DE000SL0EKC1.SOTTEAR3

SOTTEAR3
Index

TOTALENERGIES SE

TTEF.PAXPAR

EUR

201111-04

202111-19

2.44

Daily, Points

202111-26

365

SOD

GTR

Solactive ORANGE AR
0.65 Index

DE000SL0EKD9.SOORAAR1

SOORAAR1
Index

ORANGE

ORAN.PAXPAR

EUR

201111-04

202111-19

0.65

Daily, Points

202111-26

365

SOD

GTR

Solactive ORANGE AR
0.7 Index

DE000SL0EKE7.SOORAAR2

SOORAAR2
Index

ORANGE

ORAN.PAXPAR

EUR

201111-04

202111-19

0.7

Daily, Points

202111-26

365

SOD

GTR

Solactive ORANGE AR
0.8 Index

DE000SL0EN11.SOORAAR3

SOORAAR3
Index

ORANGE

ORAN.PAXPAR

EUR

201111-04

202111-19

0.8

Daily, Points

202111-26

365

SOD

GTR

Solactive ENGIE AR 0.71
Index

DE000SL0ENU7.SOENGIAR

SOENGIAR
Index

ENGIE

ENGIE.PA

XPAR

EUR

201111-04

202111-19

0.71

Daily, Points

202111-26

365

SOD

GTR

Solactive BOUYGUES AR
1.7 Index

DE000SL0ENV5.SOBOUAR1

SOBOUAR1
Index

BOUYGUES SA

BOUY.PAXPAR

EUR

201111-04

202111-19

1.7

Daily, Points

202111-26

365

SOD

GTR

Solactive BOUYGUES AR
1.583 Index

DE000SL0ENW3.SOBOUAR2

SOBOUAR2
Index

BOUYGUES SA

BOUY.PAXPAR

EUR

201111-04

202111-19

1.583

Daily, Points

202111-26

365

SOD

GTR

Solactive Credit Agricole
AR 0.9 Index

DE000SL0ENX1.SOCRAGARSOCRAGAR
Index

CREDIT AGRICOLE SA

CAGR.PAXPAR

EUR

201111-04

202111-19

0.9

Daily, Points

202111-26

365

SOD

GTR

Solactive AXA AR 1.43
Index

DE000SL0ENY9.SOAXAAR1SOAXAAR1Index

AXA SA

AXAF.PAXPAR

EUR

201111-04

202111-19

1.43

Daily, Points

202111-26

365

SOD

GTR

Solactive AXA AR 1.55
Index

DE000SL0ENZ6.SOAXAAR2SOAXAAR2Index

AXA SA

AXAF.PAXPAR

EUR

201111-04

202111-19

1.55

Daily, Points

202111-26

365

SOD

GTR

Solactive
TOTALENERGIES
2.64 Index

AR

Solactive
TOTALENERGIES
2.54 Index

AR

Solactive
TOTALENERGIES
2.44 IndexAR

1.6 – 24 May 2024

INDEX GUIDELINE

Solactive
GLAXOSMITHKLINE AR
0.76 Index

DE000SL0EN03.SOLGSKARSOLGSKAR
Index

GLAXOSMITHKLINE
PLC

GSK.L

XLON

GBP

201111-04

202111-19

0.76

Daily, Points

202111-26

365

SOD

GTR

Solactive Novartis AR
2.7 Index

DE000SL0EN37. SONOVNARSONOVNAR
Index

Novartis

NOVN.S

XSWX

CHF

201011-01

202111-01

2.7

Daily, Points

202111-26

360

SOD

GTR

Solactive Nestle AR 2.3
Index

DE000SL0EN29.SONESNARSONESNAR
Index

Nestle SA

NESN.S

XSWX

CHF

201011-01

202111-01

2.3

Daily, Points

202111-26

360

SOD

GTR

Solactive Roche AR 8.38
Index

DE000SL0EN45.SOLROGARSOLROGAR
Index

Roche

ROG.S

XSWX

CHF

201011-01

202111-01

8.38

Daily, Points

202111-26

360

SOD

GTR

Solactive AXA AR 1.5
Index

DE000SL0FGL7.SOAXAFAR

SOAXAFAR
Index

AXA SA

AXAF.PAXPAR

EUR

201111-04

202202-07

1.5

Daily, Points

202208-26

360

SOD

GTR

Solactive
CREDIT
AGRICOLE AR 0.8 Index

DE000SL0FGM5.SOCAGRARSOCAGRAR
Index

CREDIT AGRICOLE SA

CAGR.PAXPAR

EUR

201111-04

202202-07

0.8

Daily, Points

202208-26

360

SOD

GTR

Solactive ENGIE AR 0.8
Index

DE000SL0FGQ6.SENGIEARSENGIEAR
Index

ENGIE

ENGIE.PA

XPAR

EUR

201111-04

202202-07

0.8

Daily, Points

202208-26

360

SOD

GTR

Solactive
TOTALENERGIES
2.65 Index

DE000SL0FGN3.SOTTEFARSOTTEFAR
Index

TOTALENERGIES SE

TTEF.PAXPAR

EUR

201111-04

202202-07

2.65

Daily, Points

202211-26

360

SOD

GTR

Solactive ORANGE AR
0.71 Index

DE000SL0FGP8.SOORANAR

SOORANAR
Index

ORANGE

ORAN.PAXPAR

EUR

201111-04

202202-07

0.71

Daily, Points

202202-09

360

SOD

GTR

Solactive BOUYGUES AR
1.71 Index

DE000SL0FGR4.SOBOUYARSOBOUYAR
Index

BOUYGUES SA

BOUY.PAXPAR

EUR

201111-04

202202-07

1.71

Daily, Points

202211-26

360

SOD

GTR

Solactive RENAULT AR 1
Index

DE000SL0FH83.SORENAAR

SORENAAR
Index

RENAULT SA

RENAULT SA

XPAR

EUR

201111-04

202202-07

1

Daily, Points

202202-10

360

SOD

GTR

Solactive SHELL AR 1
Index

DE000SL0FH91.SOSHELARSOSHELAR
Index

SHELL PLC

SHEL.AS

XAMS

EUR

201111-04

202202-07

1

Daily, Points

202202-10

360

SOD

GTR

Solactive DANONE AR 2
Index

DE000SL0FJA4.SODANOARSODANOAR
Index

DANONE

DANO.PAXPAR

EUR

201111-04

202202-07

2

Daily, Points

202202-10

360

SOD

GTR

AR

19

1.6 – 24 May 2024

INDEX GUIDELINE

Solactive SANOFI AR 3.5
Index

DE000SL0FJB2.SOSASYARSOSASYAR
Index

SANOFI

SASY.PAXPAR

EUR

201111-04

202202-07

3.5

Daily, Points

202202-10

360

SOD

GTR

Solactive
SOC
GENERALE AR 2.2 Index

DE000SL0FJC0.SOSOGNARSOSOGNAR
Index

SOC GENERALE SA

SOGN.PAXPAR

EUR

201111-04

202202-07

2.2

Daily, Points

202202-10

360

SOD

GTR

Solactive BP AR 0.16
Index

DE000SL0FJE6.SOLBPARSOLBPAR
Index

BP PLC

BP.L

XLON

GBP

201111-04

202202-07

0.16

Daily, Points

202202-10

360

SOD

GTR

Solactive
ARCELORMITTAL AR 0.4
Index

DE000SL0FJF3.SOLMTARSOLMTAR
Index

ARCELORMITTAL

MT.AS

XPAR

EUR

201111-04

202202-07

0.4

Daily, Points

202202-14

360

SOD

GTR

DE000SL0FJG1.SOSTLAARSOSTLAAR
Index

STELLANTIS NV

STLA.MIXMIL

EUR

201410-14202202-07

1

Daily, Points

202202-14

360

SOD

GTR

201111-04

202202-07

Daily, Points

202202-14

360

SOD

GTR

3.75

201201-02

202203-07

Daily, Points

202204-19

360

SOD

GTR

2

201201-02

202203-07

Daily, Points

202204-19

360

SOD

GTR

5

201201-02

202203-07

Daily, Points

202204-19

360

SOD

GTR

5.8

Daily, Points

202209-14

365

SOD

GTR

SOD

GTR

Solactive STELLANTIS AR
1 Index

Solactive BNP PARIBAS
AR 3.75 Index

Solactive BAYER AR 2
Index

Solactive MERCEDESBENZ AR 5 Index

Solactive BMW AR 5.8
Index

Solactive CA 0.8 AR
Index.SOBNPPAR
DE000SL0FJH9

BNP PARIBAS
XPAR

BNPP.PA.SOBAYGAR

DE000SL0FKP0SOBAYGAR
Index

DE000SL0FV02.SOLBMWAR
DE000SL0FV10.SOCAGAR2SOLMBGAR
Index

MERCEDES-BENZ GRSOLBMWAR
Index

BMW AGSOCAGAR2
Index

EUR

BAYER AG-REG
BAYGn.DE.SOLMBGAR

DE000SL0GE28

SOBNPPAR
Index

CREDIT AGRICOLE SA

MBGn.DE

BMWG.DE

CAGR.PA

XETR

XETR

XETR

XPAR

EUR

EUR

EUR

EUR

201209-07

202209-09

0.8

Daily, Points
Solactive MERCEDESBENZ AR 3.8 Index

DE000SL0GT54.SOMBGNARSOMBGNAR
Index

MERCEDES-BENZ GR

MBGn.DE

XETR

EUR

201201-02

202211-17

3.8202211-17

365

20

1.6 – 24 May 2024

INDEX GUIDELINE

Solactive BNP PARIBAS
AR 3.5 Index

DE000SL0GT62.SOLBNP35

Solactive BOUYGUES AR
1.8 Index

DE000SL0HK29.SOLEN180

Solactive ORANGE AR
0.72 Index

DE000SL0HK37.SOLOR072

Solactive STELLANTIS AR
1.04 Index

BNP PARIBAS

BNPP.PAXPAR

EUR

201901-02

202211-01

3.5

Daily, Points

202211-17

365

EOD

GTR

SOLEN180
Index

BOUYGUES SA

BOUY.PAXPAR

EUR

201111-04

202211-21

1.80

Daily, Points

202212-12

360

SOD

GTR

SOLOR072
Index

ORANGE

ORAN.PAXPAR

EUR

201111-04

202206-20

0.72

Daily, Points

202212-12

360

SOD

GTR

SOD

GTR

Daily, Points
DE000SL0HK52.SOLST104

SOLST104
Index

STELLANTIS NV

STLA.MIXMIL

EUR

201410-14202204-25

1.04202212-12

360

Solactive TOT 2.63 AR
Index

DE000SL0HK60.SOLTT263

SOLTT263
Index

TOTALENERGIES SE

TTEF.PAXPAR

EUR

201111-04

202211-21

2.63

Daily, Points

202212-12

360

SOD

GTR

Solactive SAINT GOBAIN
AR 1.7 Index

DE000SL0HK45.SOLSG170

SOLSG170
Index

SAINT GOBAIN SA

SGOB.PAXPAR

EUR

201111-04

202211-21

1.7

Daily, Points

202212-12

360

SOD

GTR

Solactive
SocieteGenerale AR 1.65 Index

DE000SL0HPX9.SOGLE165

SOGLE165
Index

SOC GENERALE SA

SOGN.PAXPAR

EUR

201801-18

202212-27

1.65

Daily, Points

202301-25

365

SOD

GTR

Solactive LI 1.7 AR Index

DE000SL0HP73.SOLKLE17SOLKLE17
Index

KLEPIERRE SA

LOIM.PAXPAR

EUR

201711-13

202302-02

1.7

Daily, Points

202302-06

365

SOD

GTR

Solactive
CREDIT
AGRICOLE AR 0.9 Index

DE000SL0HQB3.SOCAGR09

SOCAGR09
Index

CREDIT AGRICOLE SA

CAGR.PAXPAR

EUR

201111-04

202302-03

0.9

Daily, Points

202302-07

365

SOD

GTR

Solactive Bank of Nova
Scotia AR 4.12 Index

DE000SL0H4Q4.SOBNS412

SOBNS412
Index

Bank of Nova Scotia

BNS.TO

XTSE

CAD

201303-07

202303-13

4.12

Daily, Points

202303-15

360

SOD

GTR

Solactive ENI AR 0.87
Index

DE000SL0H5Q1.SOENI087

SOENI087
Index

ENI SPA

ENI.MI

XMIL

EUR

201304-26

202304-27

0.87

Daily, Points

202304-28

360

SOD

GTR

21

1.6 – 24 May 2024

INDEX GUIDELINE

Solactive
TOTALENERGIES
AR 2.64 Index

DE000SL0H5S7.SOTTE264

SOTTE264
Index

TOTALENERGIES SE

TTEF.PAXPAR

EUR

201111-04

202305-04

2.64

Daily, Points

202305-04

365

EOD

GTR

Solactive VOW3 AR 9
Index

DE000SL0H5T5.SOLVOW39SOLVOW39
Index

VOLKSWAGEN AG

VOWG_p.DE

XETR

EUR

201305-06

202305-23

9

Daily, Points

202305-05

360

SOD

GTR

Solactive VOW3 EOD AR
9 Index

DE000SL0JVJ2.SOVOW3AR

SOVOW3AR
Index

VOLKSWAGEN
PREF

VOWG_p.DE

XETR

EUR

201305-06

202305-17

9

Daily, Points

202305-18

365

EOD

GTR

Solactive MERCEDESBENZ EOD AR 4.8 Index

DE000SL0JVK0.SOLMBG48

SOLMBG48
Index

MERCEDES-BENZ
GROUP AG

MBGn.DE

XETR

EUR

201305-06

202305-17

4.8

Daily, Points

202305-18

365

EOD

GTR

Solactive
SocieteGenerale EOD AR 1.65
Index

DE000SL0JVN4.SOLGL165

SOLGL165
Index

SOCIETE GENERALE SA
CLASS A

SOGN.PAXPAR

EUR

201305-23202305-23

1.65

Daily, Points

202305-24

365

EOD

GTR

Solactive STELLANTIS AR
1.2 Index

DE000SL0JVR5.SOSTLA12SOSTLA12
Index

STELLANTIS NV

STLAM.MI

XMIL

EUR

201410-14202305-23

1.2

Daily, Points

202305-25

360

SOD

GTR

Solactive LI 1.6 EOD AR
Index

DE000SL0JVS3.SOLKLE16SOLKLE16
Index

KLEPIERRE SA

LOIM.PAXPAR

EUR

201305-23202306-01

1.6

Daily, Points

202306-01

365

EOD

GTR

Solactive MERCEDESBENZ EOD AR 5.1 Index

DE000SL0JVT1.SOLMBG51

SOLMBG51
Index

MERCEDES-BENZ
GROUP AG

MBGn.DE

XETR

EUR

201305-06

202306-01

5.1

Daily, Points

202306-01

365

EOD

GTR

Solactive MERCEDESBENZ EOD AR 5.0 Index

DE000SL0JVW5.SOLMBG50SOLMBG50
Index

MERCEDES-BENZ
GROUP AG

MBGn.DE

XETR

EUR

201305-06

202306-02

5.00

Daily, Points

202306-05

365

EOD

GTR

Solactive
SocieteGenerale EOD AR 1.65
Index (2023-06-07)

DE000SL0JVY1.SOGL165

SOGL165
Index

SOCIETE GENERALE SA
CLASS A

SOGN.PAXPAR

EUR

201305-23202306-07

1.65

Daily, Points

202306-09

365

EOD

GTR

Solactive BNP PARIBAS
AR 3.6 Index

DE000SL0JWG6.SOLBNP36

SOLBNP36
Index

BNP PARIBAS SA

BNPP.PAXPAR

EUR

201711-24

202306-16

3.6

Daily, Points

202306-19

360

SOD

GTR

Solactive
STELLANTISEOD AR 1.04 Index(2023-06-21)

DE000SL0JWK8.SOSTL104

SOSTL104
Index

STELLANTIS NV

STLAM.MI

XMIL

EUR

201410-14202306-21

1.04

Daily, Points

202306-22

365

EOD

GTR

EOD

PREF
AG

22

1.6 – 24 May 2024

INDEX GUIDELINE

Solactive ORANGE EOD
AR 0.70 Index (2023-0622)

DE000SL0JWL6.SOLOR070

SOLOR070
Index

ORANGE SA

ORAN.PAXPAR

EUR

201306-03

202306-22

0.70

Daily, Points

202306-27

365

EOD

GTR

Solactive BNP PARIBASEOD AR 3.30 Index(2023-07-05)

DE000SL0JW07.SOBNP330

SOBNP330
Index

BNP PARIBAS SA

BNPP.PAXPAR

EUR

201307-05

202307-05

3.30

Daily, Points

202307-06

365

EOD

GTR

Solactive BNP PARIBASEOD AR 3.65 Index(2023-07-06)

DE000SL0JW15.SOBNP365

SOBNP365
Index

BNP PARIBAS SA

BNPP.PAXPAR

EUR

201307-05

202307-06

3.65

Daily, Points

202307-06

365

EOD

GTR

Solactive BNP PARIBASEOD AR 3.85 Index(2023-07-06)

DE000SL0JW31.SOBNP385

SOBNP385
Index

BNP PARIBAS SA

BNPP.PAXPAR

EUR

201307-05

202307-06

3.85

Daily, Points

202307-06

365

EOD

GTR

Solactive
STELLANTISEOD AR 1.2 Index (202307-06)

DE000SL0JW49.SOLSTL12

SOLSTL12
Index

STELLANTIS NV

STLAM.PA

XPAR

EUR

202101-18

202307-06

1.2

Daily, Points

202307-06

365

EOD

GTR

Solactive Credit Agricole
EOD AR 0.8 Index (202307-06)

DE000SL0JW23.SOCAGR08

SOCAGR08
Index

CREDIT AGRICOLE SA

CAGR.PAXPAR

EUR

201307-05

202307-06

0.8

Daily, Points

202307-06

365

EOD

GTR

Solactive
CREDIT
AGRICOLE AR 0.8 Index(2023-07-20)

DE000SL0JXY7.SOCA08AR

SOCA08AR
Index

CREDIT AGRICOLE SA

CAGR.PAXPAR

EUR

201111-04

202307-20

0.8

Daily, Points

202307-21

360

SOD

GTR

Solactive FORTUM EOD
GR Decrement 0.91
Index

DE000SL0JX22.SOFOR091

SOFOR091
Index

FORTUM OYJFORTUM.HE

XHEL

EUR

201107-14202304-14

0.91

Daily, Points

202307-28

365

EOD

GTR

Solactive FORTUM EOD
GR Decrement 1.08
Index

DE000SL0JX30.SOFOR108

SOFOR108Index

FORTUM OYJFORTUM.HE

XHEL

EUR

201107-14202304-14

1.08

Daily, Points

202307-28

365

EOD

GTR

Solactive NORDEA EOD
GR Decrement 0.80
Index

DE000SL0JX48.SONDA080

SONDA080
Index

NORDEA BANK ABP

NDAFI.HE

XHEL

EUR

201107-14202303-24

0.80

Daily, Points

202307-28

365

EOD

GTR

23

1.6 – 24 May 2024

INDEX GUIDELINE

Solactive NORDEA EOD
GR Decrement 0.97
Index

DE000SL0JX55.SONDA097

SONDA097
Index

NORDEA BANK ABP

NDAFI.HE

XHEL

EUR

201107-14202303-24

0.97

Daily, Points

202307-28

365

EOD

GTR

Solactive SAMPO EODGR Decrement 2.60
Index

DE000SL0JX14.SOSAM260

SOSAM260
Index

SAMPO OYJ CLASS ASAMPO.HE

XHEL

EUR

201107-14202305-19

2.60

Daily, Points

202307-28

365

EOD

GTR

Solactive UPM EOD GR
Decrement 1.50 Index

DE000SL0JX63.SOUPM150

SOUPM150
Index

UPM-KYMMENE OYJ

UPM.HE

XHEL

EUR

201107-14202304-13

1.5

Daily, Points

202307-28

365

EOD

GTR

Solactive NESTE EOD GR
Decrement 1.52 Index

DE000SL0JX71.SONES152

SONES152
Index

NESTE CORPORATIONNESTE.HE

XHEL

EUR

201107-14202303-29

1.52

Daily, Points

202307-28

365

EOD

GTR

Solactive NORDEA AR
0.80 Index

DE000SL0JYB3.SOLNDA08SOLNDA08
Index

NORDEA BANK ABP

NDAFI.HE

XHEL

EUR

201107-14202304-03

0.8

Daily, Points

202308-01

360

SOD

GTR

Solactive
CREDIT
AGRICOLE EOD GR
Decrement 1.05 Index

DE000SL0KEQ1.SOACA105

SOACA105
Index

CREDIT AGRICOLE SA

CAGR.PAXPAR

EUR

201307-05

202305-30

1.05

Daily, Points

202308-04

365

EOD

GTR

Solactive BNP EOD GR
Decrement 3.90 Index

DE000SL0KEP3.SOBNP390

SOBNP390
Index

BNP PARIBAS SA

BNPP.PAXPAR

EUR

201307-05

202305-22

3.9

Daily, Points

202308-04

365

EOD

GTR

Solactive
SOCIETE
GENERALE EOD GR
Decrement 1.80 Index

DE000SL0KER9.SOGLE180

SOGLE180
Index

SOCIETE GENERALE SA
CLASS A

SOGN.PAXPAR

EUR

201305-23202305-30

1.8

Daily, Points

202308-04

365

EOD

GTR

Solactive TELIA EOD GR
Decrement 2.15 Index

DE000SL0KFQ8.SOTEL215

SOTEL215
Index

TELIA CO AB

TELIA.ST

XSTO

SEK

201107-14202307-28

2.15

Daily, Points

202308-24

365

EOD

GTR

Solactive BCE AR 3.87
Index

DE000SL0KE48.SOBCE387

SOBCE387
Index

BCE INC

BCE.TO

XTSE

CAD

201308-22202308-21

3.87

Monthly,
Points202309-05

SOD

GTR

Solactive TELUS
1.4544 Index

AR

DE000SL0KE55.SOT14544

SOT14544
Index

TELUS CORPORATION

T.TO

XTSE

CAD

201308-22202308-21

1.4544

Daily, Points

202309-05

360

SOD

GTR

Solactive TC ENERGY AR
3.72 Index

DE000SL0KE63.SOTRP372

SOTRP372
Index

TC ENERGY CORP

TRP.TO

XTSE

CAD

201308-22202308-21

3.72

Monthly,
Points202309-05

N/A

SOD

GTR

Solactive ENBRIDGE AR
3.55 Index

DE000SL0KE71.SOENB355

SOENB355
Index

ENBRIDGE INC

ENB.TO

XTSE

CAD

201308-22202308-21

3.55

Daily, Points

202309-05

360

SOD

GTR

24

1.6 – 24 May 2024

INDEX GUIDELINE

Solactive
PEMBINAPIPELINE AR 2.67 Index

DE000SL0KE89.SOPPL267

SOPPL267
Index

PEMBINA
CORP

PIPELINE

PPL.TO

XTSE

CAD

201308-22202308-21

2.67

Monthly,
Points202309-05

N/A

SOD

GTR

Solactive
SUNCOR
ENERGY AR 2.08 Index

DE000SL0KE97.SOSUN208

SOSUN208
Index

SUNCOR ENERGY INC

SU.TO

XTSE

CAD

201308-22202308-21

2.08

Daily, Points

202309-05

360

SOD

GTR

Solactive
CANADIAN
NATURAL RESOURCES
AR 3.6 Index

DE000SL0KFA2.SOCNQT36

SOCNQT36
Index

CANADIAN NATURALRESOURCES

CNQ.TO

XTSE

CAD

201308-22202308-21

3.6

Daily, Points

202309-05

360

SOD

GTR

Solactive CIBC AR 3.48
Index

DE000SL0KFB0.SOLCM348

SOLCM348
Index

CANADIAN IMPERIALBANK OF COMMERCE

CM.TO

XTSE

CAD

201308-22202308-21

3.48

Daily, Points

202309-05

360

SOD

GTR

Solactive MFC AR 1.46
Index

DE000SL0KFC8.SOMFC146

SOMFC146
Index

MANULIFE FINANCIAL
CORP

MFC.TO

XTSE

CAD

201308-22202308-21

1.46

Monthly,
Points202309-05

N/A

SOD

GTR

Solactive GWO AR 2.08
Index

DE000SL0KFE4.SOGWO208

SOGWO208
Index

GREAT WEST LIFECOGWO.TO

XTSE

CAD

201308-22202308-21

2.08

Monthly,
Points202309-05

N/A

SOD

GTR

Solactive BMO AR 5.88
Index

DE000SL0KFF1.SOBMO588

SOBMO588
Index

BANK OF MONTREAL

BMO.TO

XTSE

CAD

201308-22202308-21

5.88

Daily, Points

202309-05

360

SOD

GTR

Solactive SLF AR 3 Index

DE000SL0KFP0.SOSLFAR3SOSLFAR3
Index

SUN LIFE FINANCIAL
INC

SLF.TO

XTSE

CAD

201308-22202308-21

3

Daily, Points

202309-05

360

SOD

GTR

Solactive TD AR 3.84
Index

DE000SL0KFG9.SOLTD384

SOLTD384
Index

TORONTO-DOMINION
BANK

TD.TO

XTSE

CAD

201308-22202308-21

3.84

Daily, Points

202309-05

360

SOD

GTR

Solactive NBC AR 4.08
Index

DE000SL0KFH7.SOLNA408

SOLNA408
Index

NATIONAL BANK OF
CANADA

NA.TO

XTSE

CAD

201308-22202308-21

4.08

Daily, Points

202309-05

360

SOD

GTR

Solactive RBC AR 5.4
Index

DE000SL0KFJ3.SORYAR54

SORYAR54
Index

ROYAL BANKCANADA

OF

RY.TO

XTSE

CAD

201308-22202308-21

5.4

Daily, Points

202309-05

360

SOD

GTR

Solactive POW AR 2.1
Index

DE000SL0KFD6.SOLPOW21SOLPOW21
Index

POWER CORP
CANADAOF

POW.TO

XTSE

CAD

201308-22202308-21

2.1

Monthly,
Points202309-05

N/A

SOD

GTR

Solactive
Cenovus
Energy AR 0.56 Index

DE000SL0KFM7.SOCVE056

SOCVE056
Index

CENOVUS ENERGY INC

CVE.TO

XTSE

CAD

201308-22202308-21

0.56

Monthly,
Points202309-05

N/A

SOD

GTR

Solactive Imperial Oil AR
2.0 Index

DE000SL0KFK1.SOIMO200

SOIMO200
Index

IMPERIAL OIL LTD

IMO.TO

XTSE

CAD

201308-22202308-212Monthly,
Points202309-05

N/A

SOD

GTR

25

1.6 – 24 May 2024

INDEX GUIDELINE

Solactive Keyera Corp.
AR 2.0 Index

DE000SL0KFL9.SOKEY200

SOKEY200
Index

KEYERA CORP

KEY.TO

XTSE

CAD

201308-22202308-212Monthly,
Points202309-05

N/A

SOD

GTR

Solactive Credit Agricole
EOD AR 0.86 Index(2023-09-12)DE000SL0KJ50.SOACA086

SOACA086
Index

CREDIT AGRICOLE SA

CAGR.PAXPAR

EUR

201307-05

202309-12

0.86

Daily, Points

202309-13

365

EOD

GTR

Solactive LI 1.7 EOD AR
Index (2023-09-27)

DE000SL0KVC5.SO1KLE17

SO1KLE17
Index

KLEPIERRE SA

LOIM.PAXPAR

EUR

201305-23202309-27

1.7

Daily, Points

202309-27

365

EOD

GTR

Solactive SOXX EUR AR
5% Index

DE000SL0KV70.SOLSOXX5SOLSOXX5Index

ISHARESSEMICONDUCTOR ETF

SOXX.OQ

XNAS

EUR

201810-02

201810-02

0.05

Daily,
Percentage

202310-23

360

SOD

NTR

Solactive
TOTALENERGIES EOD
Decrement 2.96 Index

DE000SL0KUK0.SOTTE296

SOTTE296
Index

TOTALENERGIES SE

TTEF.PAXPAR

EUR

201111-04

202309-20

2.96

Daily, Points

202311-29

365

EOD

GTR

Solactive
INTESASANPAOLO SPA AR 0.2
Index

DE000SL0KUP9.SOIS02AR

SOIS02AR
Index

INTESASPA

ISP.MI

XMIL

EUR

201311-01

202311-30

0.20

Daily, Points

202311-30

365

SOD

GTR

Solactive NESTE AR 1.1
Index

DE000SL0KU71.SOLNES11

SOLNES11
Index

NESTE CORPORATIONNESTE.HE

XHEL

EUR

201107-14

202312-28

1.1

Daily, Points

202401-04

365

SOD

GTR

Solactive GDX EUR AR
5% Index

DE000SL0K732.SOLGDXA5SOLGDXA5Index

VANECKMINERS ETF

GDX.P

XNYS

EUR

201810-10

201810-10

0.05

Daily,
Percentage

202401-17

360

SOD

NTR

Solactive BNP PARIBAS
AR 3.25 Index

DE000SL0K8C0.SOBNP325

SOBNP325
Index

BNP PARIBAS SA

BNPP.PAXPAR

EUR

201711-24

202401-17

3.25

Daily, Points

202401-19

360

SOD

GTR

Solactive
STELLANTISEOD AR 1.52 Index(2024-02-09)

DE000SL0LF20.SOSTL152

SOSTL152
Index

STELLANTIS NV

STLAM.PA

XPAR

EUR

202101-18

202402-09

1.52

Daily, Points

202402-09

365

EOD

GTR

Solactive ENI EOD AR
1.01 Index (2024-02-16)DE000SL0LGV4.SOENI101

SOENI101Index

ENI SPA

ENI.MI

XMIL

EUR

201402-03

202402-16

1.01

Daily, Points

202402-16

365

EOD

GTR

Solactive MERCEDESBENZ EOD AR 4.86 Index( 2024-02-16)DE000SL0LGX0.SOMBG486

SOMBG486
Index

MERCEDES-BENZ
GROUP AG

MBGn.DE

XETR

EUR

201305-06

202402-16

4.86

Daily, Points

202402-16

365

EOD

GTR

SANPAOLO

GOLD

26

1.6 – 24 May 2024

INDEX GUIDELINE

Solactive RIO EOD AR
4.53 Index (2024-02-16)DE000SL0LGW2.SORIO453

SORIO453
Index

RIO TINTO PLC

RIO.L

XLON

GBP

201402-03

202402-16

4.53

Daily, Points

202402-16

365

EOD

GTR

Solactive SLF AR 3.12
Index

DE000SL0LG60.SOSLF312

SOSLF312
Index

SUN LIFE FINANCIAL
INC

SLF.TO

XTSE

CAD

201308-22202402-22

3.12

Monthly,
Points202402-28

N/A

SOD

GTR

Solactive TD AR 4.08
Index

DE000SL0LG78.SOLTD408

SOLTD408
Index

TORONTO-DOMINION
BANK

TD.TO

XTSE

CAD

201308-22202402-22

4.08

Monthly,
Points202402-28

N/A

SOD

GTR

Solactive NBC AR 4.24
Index

DE000SL0LG86.SOLNA424

SOLNA424
Index

NATIONAL BANK OF
CANADA

NA.TO

XTSE

CAD

201308-22202402-22

4.24

Monthly,
Points202402-28

N/A

SOD

GTR

Solactive RBC AR 5.52
Index

DE000SL0LG94.SOLRY552

SOLRY552
Index

ROYAL BANKCANADA

RY.TO

XTSE

CAD

201308-22202402-22

5.52

Monthly,
Points202402-28

N/A

SOD

GTR

Solactive BCE AR 3.99
Index

DE000SL0LHA6.SOBCE399

SOBCE399
Index

BCE INC

BCE.TO

XTSE

CAD

201308-22202402-22

3.99

Monthly,
Points202402-28

N/A

SOD

GTR

Solactive TELUS
1.5044 Index

AR

DE000SL0LHB4.SOT15044

SOT15044
Index

TELUS CORPORATION

T.TO

XTSE

CAD

201308-22202402-22

1.5044Monthly,
Points202402-28

N/A

SOD

GTR

Solactive TC ENERGY AR
3.84 Index

DE000SL0LQQ3.SOTRP384

SOTRP384
Index

TC ENERGY CORP

TRP.TO

XTSE

CAD

201308-22202402-22

3.84

Monthly,
Points202402-28

N/A

SOD

GTR

Solactive ENBRIDGE AR
3.66 Index

DE000SL0LG45.SOENB366

SOENB366
Index

ENBRIDGE INC

ENB.TO

XTSE

CAD

201308-22202402-22

3.66

Monthly,
Points202402-28

N/A

SOD

GTR

Solactive
SUNCOR
ENERGY AR 2.18 Index

DE000SL0LG52.SOSUN218

SOSUN218
Index

SUNCOR ENERGY INC

SU.TO

XTSE

CAD

201308-22202402-22

2.18

Monthly,
Points202402-28

N/A

SOD

GTR

Solactive Imperial Oil AR
2.4 Index

DE000SL0LQV3.SOIMO240

SOIMO240
Index

IMPERIAL OIL LTD

IMO.TO

XTSE

CAD

201308-22202402-22

2.4

Monthly,
Points202402-28

N/A

SOD

GTR

Solactive Bank of Nova
Scotia AR 4.24 Index

DE000SL0LQS9.SOBNS424

SOBNS424
Index

BANK
OF
SCOTIA

BNS.TO

XTSE

CAD

201303-07

202402-22

4.24

Monthly,
Points202402-28

N/A

SOD

GTR

Solactive EMA AR 2.87
Index

DE000SL0LQT7.SOEMA287

SOEMA287
Index

EMERA INC COM

EMA.TO

XTSE

CAD

201308-22202402-22

2.87

Monthly,
Points202402-28

N/A

SOD

GTR

Solactive FTS AR 2.36
Index

DE000SL0LQU5.SOFTS236

SOFTS236
Index

FORTIS INC

FTS.TO

XTSE

CAD

201308-22202402-22

2.36

Monthly,
Points202402-28

N/A

SOD

GTR

OF

NOVA

27

1.6 – 24 May 2024

INDEX GUIDELINE

Solactive
CANADIAN
NATURAL RESOURCES
AR 4 Index

DE000SL0LQR1.SOCNQ400

SOCNQ400
Index

CANADIAN NATURALRESOURCES

CNQ.TO

XTSE

CAD

201308-22202402-22

4Monthly,
Points202402-28

N/A

SOD

GTR

Solactive MFC AR 1.60
Index

DE000SL0LQ76.SOMFC160

SOMFC160
Index

MANULIFE FINANCIAL
CORP

MFC.TO

XTSE

CAD

201308-22202402-22

1.6

Monthly,
Points202402-28

N/A

SOD

GTR

Solactive CIBC AR 3.60
Index

DE000SL0LQ01.SOLCM360

SOLCM360
Index

CANADIAN IMPERIALBANK OF COMMERCE

CM.TO

XTSE

CAD

201308-22202402-22

3.6

Monthly,
Points202402-28

N/A

SOD

GTR

Solactive GWO AR 2.22
Index

DE000SL0LQ84.SOGWO222

SOGWO222
Index

GREAT WEST LIFECOGWO.TO

XTSE

CAD

201308-22202402-22

2.22Monthly,
Points202402-28

N/A

SOD

GTR

Solactive BMO AR 6.04
Index

DE000SL0LQ68.SOBMO604

SOBMO604
Index

BANK OF MONTREAL

BMO.TO

XTSE

CAD

201308-22202402-22

6.04

Monthly,
Points202402-28

N/A

SOD

GTR

Solactive CAGR EOD GR
Decrement 0.8 Index

DE000SL0LRG2.SOCAG080

SOCAG080
Index

CREDIT AGRICOLE SA

CAGR.PAXPAR

EUR

201111-04

202403-06

0.8

Daily, Points

202403-06

365

EOD

GTR

Solactive BASF SE EOD
AR 3.3 Index (2024-0306)

DE000SL0LRJ6.SOBASF33

SOBASF33
Index

BASF SEBASFn.DE

XETR

EUR

201001-04

202403-06

3.3

Daily, Points

202403-06

365

EOD

GTR

Solactive ENGIE SE EOD
AR 1.2 Index (2024-0306)

DE000SL0LRH0.SOENGI12

SOENGI12
Index

ENGIE SAENGIE.PA

XPAR

EUR

201001-04

202403-06

1.2

Daily, Points

202403-06

365

EOD

GTR

Solactive Credit Agricole
EOD AR 0.9 Index (202403-07)DE000SL0LRL2.SOCAG090

SOCAG090
Index

CREDIT AGRICOLE SA

CAGR.PAXPAR

EUR

201307-05

202403-07

0.9

Daily, Points

202403-07

365

EOD

GTR

Solactive ENGIE AR 1.1
Index

DE000SL0LRV1.SOEN11AR

SOEN11AR
Index

ENGIE SAENGIE.PA

XPAR

EUR

201111-04

202403-19

1.1

Daily, Points

202403-20

360

SOD

GTR

Solactive ING GROEP NV
EOD AR 0.95 Index(2024-03-20)

DE000SL0LRX7.SOING095

SOING095
Index

ING GROEP NV

INGA.AS

XAMS

EUR

201403-20

202403-20

0.95

Daily, Points

202403-21

365

EOD

GTR

Solactive
INTESASANPAOLO SPA AR 0.23
Index

DE000SL0LR26.SIS023AR

SIS023AR
Index

INTESASPA

ISP.MI

XMIL

EUR

201311-01

202403-19

0.23

Daily, Points

202403-25

360

SOD

GTR

SANPAOLO

28

1.6 – 24 May 2024

INDEX GUIDELINE

Solactive BNP PARIBASEOD AR 3.50 Index(2023-05-23)

DE000SL0LRZ2.SOBNP350

SOBNP350
Index

BNP PARIBAS SA

BNPP.PAXPAR

EUR

201307-05

202305-23

3.5

Daily, Points

202403-26

365

EOD

GTR

Solactive NESTE AR 1.3
Index

DE000SL0LR42.SONEST13

SONEST13
Index

NESTE CORPORATIONNESTE.HE

XHEL

EUR

201107-14202403-21

1.3

Daily, Points

202403-28

365

SOD

GTR

Solactive SCOR SE EOD
AR 1.8 Index (2024-0327)

DE000SL0L5L6.SOSCOR18

SOSCOR18
Index

SCOR SE

SCOR.PAXPAR

EUR

201403-27202403-27

1.8

Daily, Points

202403-28

365

EOD

GTR

Solactive
RogersCommunication AR 2.0
Index

DE000SL0L5M4.SOLRCIB2SOLRCIB2
Index

ROGERSCOMMUNICATIONS
INC-B

RCIb.TO

XTSE

CAD

201308-22202404-01

2Monthly,
Points202404-02

N/A

SOD

GTR

Solactive Credit Agricole
EOD AR 1.05 Index(2024-04-05)

DE000SL0L5T9.SOCAG105

SOCAG105
Index

CREDIT AGRICOLE SA

CAGR.PAXPAR

EUR

201307-05

202404-05

1.05

Daily, Points

202404-05

365

EOD

GTR

Solactive PFIZER 6.5%
AR Index

DE000SL0L516.SOLPFE65

SOLPFE65
Index

PFIZER INC

PFE.N

XNYS

USD

201404-14

201404-14

0.065

Monthly,
Percentage

202404-15

N/A

SOD

GTR

Solactive VOW3 EOD AR
8.76 Index (2023-05-11)

DE000SL0L6E9.SOVOW876

SOVOW876
Index

VOLKSWAGEN
PREF

VOWG_p.DE

XETR

EUR

201305-06

202305-11

8.76

Daily, Points

202404-15

365

EOD

GTR

Solactive Verizon 6.6%
AR Index

DE000SL0L599.SOLVZ66

SOLVZ66
Index

VERIZONCOMMUNICATIONS
INC

VZ.N

XNYS

USD

201404-14

201404-14

0.066

Monthly,
Percentage

202404-15

N/A

SOD

GTR

Solactive 3M 6.6% AR
Index

DE000SL0L6C3.SOLMMM66

SOLMMM66
Index

3M COMPANY

MMM.N

XNYS

USD

201404-14

201404-14

0.066

Monthly,
Percentage

202404-15

N/A

SOD

GTR

Solactive
CREDIT
AGRICOLE AR 0.8 Index(2024-04-16)DE000SL0L6J8.SOLCAG08

SOLCAG08
Index

CREDIT AGRICOLE SA

CAGR.PAXPAR

EUR

201111-04

202404-16

0.8

Daily, Points

202404-17

360

SOD

GTR

Solactive NESTE EOD
Decrement 1.30 Index

DE000SL0L6K6.SONES130

SONES130
Index

NESTE CORPORATIONNESTE.HE

XHEL

EUR

201107-14202401-10

1.3

Daily, Points

202404-23

365

EOD

GTR

Solactive Kering EOD AR
14.0 Index (2024-04-26)

DE000SL0L6Q3.SOKERN14

SOKERN14
Index

KERING SA

PRTP.PAXPAR

EUR

201404-29

202404-26

14.00

Daily, Points

202404-29

365

EOD

GTR

AG

29

1.6 – 24 May 2024

INDEX GUIDELINE

Solactive PFIZER AR 1.68
Index

DE000SL0L6S9.SOPFE168

SOPFE168
Index

PFIZER INC

PFE.N

XNYS

USD

201404-14

202404-23

1.68

Daily, Points

202404-29

365

SOD

GTR

Solactive Neste EOD AR
1.2 Index (2024-05-03)

DE000SL0L6N0.SONEST12

SONEST12
Index

NESTE CORPORATIONNESTE.HE

XHEL

EUR

201107-14202405-03

1.2

Daily, Points

202405-06

365

EOD

GTR

Solactive
STELLANTISEOD AR 1.04 Index(2024-05-10)DE000SL0L607.SOSTE104

SOSTE104
Index

STELLANTIS NV

STLAM.PA

XPAR

EUR

202101-18

202405-10

1.04

Daily, Points

202405-14

365

EOD

GTR

Solactive SANOFI EOD
AR 3.7 Index (2024-0515)

DE000SL0L7C1.SOLSAN37

SOLSAN37
Index

SANOFI SA

SASY.PAXPAR

EUR

201405-15

202405-15

3.7

Daily, Points

202405-16

365

EOD

GTR

Solactive ENGIE SE EOD
AR 1.2 Index (2024-0514)

DE000SL0L698.SOLENG12SOLENG12
Index

ENGIE SAENGIE.PA

XPAR

EUR

201001-04

202405-14

1.2

Daily, Points

202405-16

365

EOD

GTR

Solactive SANOFI EOD
AR 3.7 Index (2024-0515)

DE000SL0L7C1.SOLSAN37

SOLSAN37
Index

SANOFI SA

SASY.PAXPAR

EUR

201405-15

202405-15

3.7

Daily, Points

202405-16

365

EOD

GTR

Solactive
BankofAmerica AR 1.04 Index

DE000SL0L656.SOLBC104

SOLBC104
Index

BANK OF AMERICA
CORP

BAC.N

XNYS

USD

201405-14202405-15

1.04

Monthly,
Points202405-17

N/A

SOD

GTR

Solactive Citi AR 2.2
Index

DE000SL0L664.SOCI22AR

SOCI22AR
Index

CITIGROUP INC

C.N

XNYS

USD

201405-14202405-15

2.20

Monthly,
Points202405-17

N/A

SOD

GTR

Solactive
Goldman
Sachs AR 12 Index

DE000SL0L672.SOGS12AR

SOGS12AR
Index

GOLDMANGROUP INC

SACHS

GS.N

XNYS

USD

201405-14202405-15

12Monthly,
Points202405-17

N/A

SOD

GTR

Solactive JP Morgan AR
4.6 Index

DE000SL0L680.SOJP46AR

SOJP46AR
Index

JPMORGAN CHASE &
CO

JPM.N

XNYS

USD

201405-14202405-15

4.60

Monthly,
Points202405-17

N/A

SOD

GTR

Solactive
MorganStanley AR 3.6 Index

DE000SL0L7A5.SOMS36AR

SOMS36AR
Index

MORGAN STANLEY

MS.N

XNYS

USD

201405-14202405-15

3.60

Monthly,
Points202405-17

N/A

SOD

GTR

Solactive Wells Fargo AR
1.6 Index

DE000SL0L7F4.SOWF16AR

SOWF16AR
Index

WELLS FARGO & CO

WFC.N

XNYS

USD

201405-14202405-15

1.60

Monthly,
Points202405-17

N/A

SOD

GTR

30

1.6 – 24 May 2024

INDEX GUIDELINE

Solactive SCOR SE EOD
AR 1.8 Index (2024-0521)

DE000SL0L7P3.SOSCRE18SOSCRE18
Index

SCOR SE

SCOR.PAXPAR

EUR

201405-21202405-21

1.8

Daily, Points

202405-23

365

EOD

GTR

Solactive
NokianRenkaat EOD AR 0.53
Index (2024-05-23)

DE000SL0L6X9.SONOK053

SONOK053
Index

NOKIAN RENKAAT OYJ

TYRES.HE

XHEL

EUR

201405-23202405-23

0.53

Daily, Points

202405-24

365

EOD

GTR

Solactive SCOR SE EOD
AR 1.6 Index (2024-0528)

DE000SL0L7Y5.SOSCRE16SOSCRE16
Index

SCOR SE

SCOR.PAXPAR

EUR

201405-21202405-28

1.6

Daily, Points

202405-30

365

EOD

GTR

Solactive
STELLANTISEOD AR 1.34 Index(2024-05-29)

DE000SL0L7W9.SOSTE134

SOSTE134
Index

STELLANTIS NV

STLAM.PA

XPAR

EUR

202101-18

202405-29

1.34

Daily, Points

202405-31

365

EOD

GTR

Solactive
STELLANTISEOD AR 1.2 Index (202405-29)

DE000SL0L7X7.SOSTE120

SOSTE120
Index

STELLANTIS NV

STLAM.PA

XPAR

EUR

202101-18

202405-29

1.2

Daily, Points

202405-31

365

EOD

GTR

Solactive BASF SE EOD
AR 3.4 Index (2024-0531)

DE000SL0L730.SOBASF34

SOBASF34
Index

BASF SEBASFn.DE

XETR

EUR

201001-04

202405-31

3.4

Daily, Points

202406-03

365

EOD

GTR

Solactive
STELLANTISEOD AR 1.55 Index(2024-05-31)

DE000SL0L722.SOSTE155

SOSTE155
Index

STELLANTIS NV

STLAM.PA

XPAR

EUR

202101-18

202405-31

1.55

Daily, Points

202406-04

365

EOD

GTR

Solactive Credit Agricole
EOD AR 1.05 Index(2024-06-07)

DE000SL0L8A3.SOLCA105

SOLCA105
Index

CREDIT AGRICOLE SA

CAGR.PAXPAR

EUR

201307-05

202406-07

1.05

Daily, Points

202406-10

365

EOD

GTR

Solactive BNP PARIBASEOD AR 4 Index (202406-07)

DE000SL0L797.SOLBNPP4

SOLBNPP4Index

BNP PARIBAS SA

BNPP.PAXPAR

EUR

201307-05

202406-07

4

Daily, Points

202406-10

365

EOD

GTR

Solactive GDX EUR
4.75% Index AR (201704-05)

DE000SL0LGZ5.SOLGDXDRSOLGDXDR
Index

VANECKMINERS ETF

GDX.P

XNYS

EUR

201704-05

201704-05

0.0475

Daily,
Percentage

202406-11

360

SOD

NTR

GOLD

31

1.6 – 24 May 2024

INDEX GUIDELINE

Solactive ORANGE EOD
AR 0.80 Index (2024-0610)

DE000SL0L8C9.SOLOR080

SOLOR080
Index

ORANGE SA

ORAN.PAXPAR

EUR

201306-03

202406-10

0.80

Daily, Points

202406-11

365

EOD

GTR

Solactive ING GROEP NV
EOD AR 1.1 Index (202406-12)DE000SL0L8N6.SOINGA11

SOINGA11
Index

ING GROEP NV

INGA.AS

XAMS

EUR

201403-20

202406-12

1.1

Daily, Points

202406-13

365

EOD

GTR

Solactive Credit Agricole
EOD AR 0.90 Index(2024-05-29)

DE000SL0L8Z0.SOLCA090

SOLCA090
Index

CREDIT AGRICOLE SA

CAGR.PAXPAR

EUR

201307-05

202405-29

0.90

Daily, Points

202406-20

365

EOD

GTR

Solactive
SocieteGenerale EOD AR 1.35
Index (2024-06-17)

DE000SL0L8R7.SOGL135

SOGL135
Index

SOCIETE GENERALE SA
CLASS A

SOGN.PAXPAR

EUR

201305-23202406-17

1.35

Daily, Points

202406-21

365

EOD

GTR

Solactive
STELLANTISEOD AR 1.55 Index(2024-04-22)

DE000SL0MK48.SOS1E155

SOS1E155
Index

STELLANTIS NV

STLAM.PA

XPAR

EUR

202101-18

202404-22

1.55

Daily, Points

202406-24

365

EOD

GTR

Solactive BOUYGUES AR
1.70 Index (2024-06-28)

DE000SL0MLF5.SOLBYG17

SOLBYG17
Index

BOUYGUES SA

BOUY.PAXPAR

EUR

201111-04

202406-28

1.7

Daily, Points

202406-28

360

SOD

GTR

Solactive ENGIE AR 0.95
Index

DE000SL0MLE8.SOLEN095

SOLEN095
Index

ENGIE SAENGIE.PA

XPAR

EUR

201111-04

202406-28

0.95

Daily, Points

202406-28

360

SOD

GTR

Solactive Kering EOD AR
14.0 Index (2024-07-15)

DE000SL0MLT6.SOLKER14

SOLKER14
Index

KERING SA

PRTP.PAXPAR

EUR

201404-29

202407-15

14

Daily, Points

202407-16

365

EOD

GTR

Solactive ENGIE EOD AR
1 Index (2024-05-02)

DE000SL0ML62.SOENGIA1

SOENGIA1
Index

ENGIE SAENGIE.PA

XPAR

EUR

201001-04

202405-02

1

Daily, Points

202407-26

365

EOD

GTR

Solactive BOUY EOD AR
1.7 Index (2024-04-30)

DE000SL0ML70.SOBYGA17SOBYGA17
Index

BOUYGUES SA

BOUY.PAXPAR

EUR

201407-25

202404-30

1.7

Daily, Points

202407-26

365

EOD

GTR

Solactive NESTE AR 1.0
Index

DE000SL0MMG1.SONEST10

SONEST10
Index

NESTE CORPORATIONNESTE.HE

XHEL

EUR

201107-14202407-31

1

Daily, Points

202408-02

365

SOD

GTR

Solactive NESTE AR 1.0
Index

DE000SL0MMG1.SONEST10

SONEST10
Index

NESTE CORPORATIONNESTE.HE

XHEL

EUR

201107-14202407-31

1

Daily, Points

202408-02

365

SOD

GTR

32

1.6 – 24 May 2024

INDEX GUIDELINE

Solactive SSAB AR 3.00
Index

DE000SL0MMW8.SOSSAB03

SOSSAB03
Index

SSAB (SSAB SWEDISHSTEEL) AB ORD B

SSABb.ST

XSTO

SEK

201709-01

202408-28

3

Daily, Points

202408-29

365

SOD

GTR

Solactive NESTE AR 1.0
Index

DE000SL0MMG1.SONEST10

SONEST10
Index

NESTE CORPORATIONNESTE.HE

XHEL

EUR

201107-14202407-31

1

Daily, Points

202408-02

365

SOD

GTR

Solactive SOLVAY EOD
AR 2.4 Index (2024-0905)

DE000SL0MM87.SOSOLV24

SOSOLV24
Index

SOLVAY SASOLB.BR

XBRU

EUR

201305-06

202409-05

2.4

Daily, Points

202409-10

365

EOD

GTR

Solactive SCOR SE EOD
AR 1.4 Index (2024-0521)

DE000SL0MM95.SOSCRE14SOSCRE14
Index

SCOR SE

SCOR.PAXPAR

EUR

201405-21202405-21

1.4

Daily, Points

202409-11

365

EOD

GTR

Solactive
Brookfield
Renewable Partners AR
1.95 Index

DE000SL0MNF1.SOBEP195

SOBEP195
Index

BROOKFIELD
RENEWABLE
PARTNERS LP

BEP_u.TO

XTSE

CAD

201401-02

202409-11

1.95

Monthly,
Points202409-18

N/A

SOD

GTR

Solactive
Brookfield
Infrastructure Partners
AR 2.2 Index

DE000SL0J0C0.SOLBIP22

SOLBIP22
Index

BROOKFIELDINFRASTRUCTURE
PARTNERS LP

BIP_u.TO

XTSE

CAD

201401-02

202409-11

2.2

Monthly,
Points202409-18

N/A

SOD

GTR

Solactive Nutrien
2.95 Index

AR

DE000SL0JZ04.SONTR295

SONTR295
Index

NUTRIEN LTD

NTR.TO

XTSE

CAD

201801-02

202409-11

2.95

Monthly,
Points202409-18

N/A

SOD

GTR

Solactive NORDEA EOD
AR 8.9 Index (2024-1122)

DE000SL0JZ95.SOLNDA89SOLNDA89
Index

NORDEA BANK ABP

NDASE.ST

XSTO

SEK

201411-21

202411-22

8.9

Daily, Points

202411-22

365

EOD

GTR

Solactive
SocieteGenerale EOD AR 1.15
Index (2024-05-27)

DE000SL0J0Z1.SOGL115

SOGL115
Index

SOCIETE GENERALE SA
CLASS A

SOGN.PAXPAR

EUR

201305-23202405-27

1.15

Daily, Points

202410-17

365

EOD

GTR

Solactive United States
Small Cap 2000 AR 5.0%
Index

DE000SL0J007.SOLUSASC

SOLUSASC
Index

ISHARES
2000 ETF

IWM.P

XNYS

EUR

201410-01

201410-01

0.05

Daily,
Percentage

202410-18

360

SOD

NTR

Solactive Bristol-Myers
AR 2.65 Index

DE000SL0J023.SOBMY265

SOBMY265
Index

BRISTOL-MYERS
SQUIBB CO

BMY.N

XNYS

USD

201401-03

202410-21

2.65Monthly,
Points202410-23

N/A

SOD

GTR

RUSSELL

33

1.6 – 24 May 2024

INDEX GUIDELINE

Solactive CVS Health AR
3.05 Index

DE000SL0J015.SOCVS305

SOCVS305
Index

CVS HEALTH CORP

CVS.N

XNYS

USD

201401-03

202410-21

3.05

Monthly,
Points202410-23

N/A

SOD

GTR

Solactive
INTESASANPAOLO SPA AR 0.3
Index

DE000SL0GVL4.SOIS03AR

SOIS03AR
Index

INTESASPA

ISP.MI

XMIL

EUR

201311-01

202410-25

0.30

Daily, Points

202410-25

365

SOD

GTR

Solactive BNP PARIBASEOD AR 4.60 Index(2024-05-21)

DE000SL0GVT7.SOBNP460

SOBNP460
Index

BNP PARIBAS SA

BNPP.PAXPAR

EUR

201307-05

202405-21

4.6

Daily, Points

202410-31

365

EOD

GTR

Solactive
STELLANTISEOD AR 1.1 Index (202404-22)

DE000SL0NMT2.SOLSTL11

SOLSTL11
Index

STELLANTIS NV

STLAM.PA

XPAR

EUR

202101-18

202404-22

1.1

Daily, Points

202411-06

365

EOD

GTR

SANPAOLO

34

1.6 – 24 May 2024

INDEX GUIDELINETABLE 2.

RIC

Calculation Time

.SOTTEAR1

6:53pm CET.SOTTEAR2

6:53pm CET.SOTTEAR3

6:53pm CET.SOORAAR1

6:53pm CET.SOORAAR2

6:53pm CET.SOORAAR3

6:53pm CET.SOENGIAR

6:53pm CET.SOBOUAR1

6:53pm CET.SOBOUAR2

6:53pm CET.SOCRAGAR

6:53pm CET.SOAXAAR1

6:53pm CET.SOAXAAR2

6:53pm CET.SOLGSKAR

8:00am - 6:53pm CET.SONOVNAR

8:00am - 6:53pm CET

35

1.6 – 24 May 2024

INDEX GUIDELINE.SONESNAR

8:00am - 6:53pm CET.SOLROGAR

8:00am - 6:53pm CET.SOAXAFAR

10:53pm CET.SOCAGRAR

10:53pm CET.SENGIEAR

10:53pm CET.SOTTEFAR

10:53pm CET.SOORANAR

10:53pm CET.SOBOUYAR

10:53pm CET.SORENAAR

10:53pm CET.SOSHELAR

10:53pm CET.SODANOAR

10:53pm CET.SOSASYAR

10:53pm CET.SOSOGNAR

10:53pm CET.SOLBPAR

8:00am - 10:53pm CET.SOLMTAR

10:53pm CET.SOSTLAAR

10:53pm CET.SOBNPPAR

10:53pm CET
36

1.6 – 24 May 2024

INDEX GUIDELINE.SOBAYGAR

6:15pm CET.SOLMBGAR

6:15pm CET.SOLBMWAR

6:15pm CET.SOCAGAR2

10:53pm CET.SOMBGNAR

8:00am - 10:53pm CET.SOLBNP35

10:53pm CET.SOLEN180

10:53pm CET.SOLOR072

10:53pm CET.SOLST104

10:53pm CET.SOLTT263

10:53pm CET.SOLSG170

10:53pm CET.SOGLE165

10:53pm CET.SOLKLE17

10:53pm CET.SOCAGR09

10:53pm CET.SOBNS412

8:00am - 4:53pm EST.SOENI087

10:53pm CET.SOTTE264

6:53pm CET
37

1.6 – 24 May 2024

INDEX GUIDELINE.SOLVOW39

8:00am - 10:53pm CET.SOVOW3AR

8:00am - 6:53pm CET.SOLMBG48

8:00am - 6:53pm CET.SOLGL165

6:53pm CET.SOSTLA12

10:53pm CET.SOLKLE16

6:53pm CET.SOLMBG51

8:00am - 6:53pm CET.SOLMBG50

8:00am - 6:53pm CET.SOGL165

6:53pm CET.SOLBNP36

6:53pm CET.SOSTL104

6:53pm CET.SOLOR070

6:53pm CET.SOBNP330

6:53pm CET.SOBNP365

6:53pm CET.SOBNP385

6:53pm CET.SOLSTL12

6:53pm CET.SOCAGR08

6:53pm CET
38

1.6 – 24 May 2024

INDEX GUIDELINE.SOCA08AR

6:53pm CET.SOFOR091

8:00am - 6:30pm CET.SOFOR108

8:00am - 6:30pm CET.SONDA080

8:00am - 6:30pm CET.SONDA097

8:00am - 6:30pm CET.SOSAM260

8:00am - 6:30pm CET.SOUPM150

8:00am - 6:30pm CET.SONES152

8:00am - 6:30pm CET.SOLNDA08

8:00am - 6:53pm CET.SOACA105

6:30pm CET.SOBNP390

6:53pm CET.SOGLE180

6:30pm CET.SOTEL215

8:00am - 6:53pm CET.SOBCE387

8:00am - 4:53pm EST.SOT14544

8:00am - 4:53pm EST.SOTRP372

8:00am - 4:53pm EST.SOENB355

8:00am - 4:53pm EST
39

1.6 – 24 May 2024

INDEX GUIDELINE.SOPPL267

8:00am - 4:53pm EST.SOSUN208

8:00am - 4:53pm EST.SOCNQT36

8:00am - 4:53pm EST.SOLCM348

8:00am - 4:53pm EST.SOMFC146

8:00am - 4:53pm EST.SOGWO208

8:00am - 4:53pm EST.SOBMO588

8:00am - 4:53pm EST.SOSLFAR3

8:00am - 4:53pm EST.SOLTD384

8:00am - 4:53pm EST.SOLNA408

8:00am - 4:53pm EST.SORYAR54

8:00am - 4:53pm EST.SOLPOW21

8:00am - 4:53pm EST.SOCVE056

8:00am - 4:53pm EST.SOIMO200

8:00am - 4:53pm EST.SOKEY200

8:00am - 4:53pm EST.SOACA086

6:53pm CET.SO1KLE17

6:53pm CET40

1.6 – 24 May 2024

INDEX GUIDELINE.SOLSOXX5

8:00am - 4:53pm EST.SOTTE296

6:53pm CET.SOIS02AR

6:53pm CET.SOLNES11

8:00am - 6:53pm CET.SOLGDXA5

8:00am - 4:53pm EST.SOBNP325

6:53pm CET.SOSTL152

6:53pm CET.SOENI101

6:53pm CET.SOMBG486

8:00am - 6:53pm CET.SORIO453

8:00am - 6:53pm CET.SOSLF312

8:00am - 4:53pm EST.SOLTD408

8:00am - 4:53pm EST.SOLNA424

8:00am - 4:53pm EST.SOLRY552

8:00am - 4:53pm EST.SOBCE399

8:00am - 4:53pm EST.SOT15044

8:00am - 4:53pm EST.SOTRP384

8:00am - 4:53pm EST
41

1.6 – 24 May 2024

INDEX GUIDELINE.SOENB366

8:00am - 4:53pm EST.SOSUN218

8:00am - 4:53pm EST.SOIMO240

8:00am - 4:53pm EST.SOBNS424

8:00am - 4:53pm EST.SOEMA287

8:00am - 4:53pm EST.SOFTS236

8:00am - 4:53pm EST.SOCNQ400

8:00am - 4:53pm EST.SOMFC160

8:00am - 4:53pm EST.SOLCM360

8:00am - 4:53pm EST.SOGWO222

8:00am - 4:53pm EST.SOBMO604

8:00am - 4:53pm EST.SOCAG080

6:53pm CET.SOBASF33

8:00am - 6:53pm CET.SOENGI12

6:53pm CET.SOCAG090

6:53pm CET.SOEN11AR

6:53pm CET.SOING095

6:53pm CET
42

1.6 – 24 May 2024

INDEX GUIDELINE.SIS023AR

6:53pm CET.SOBNP350

6:53pm CET.SONEST13

8:00am - 6:53pm CET.SOSCOR18

6:53pm CET.SOLRCIB2

8:00am - 4:53pm EST.SOCAG105

6:53pm CET.SOLPFE65

8:00am - 4:53pm EST.SOVOW876

8:00am - 6:53pm CET.SOLVZ66

8:00am - 4:53pm EST.SOLMMM66 8:00am - 4:53pm EST.SOLCAG08

6:53pm CET.SONES130

8:00am - 6:30pm CET.SOKERN14

6:53pm CET.SOPFE168

8:00am - 4:53pm EST.SONEST12

8:00am - 6:53pm CET.SOSTE104

6:53pm CET.SOLSAN37

6:53pm CET
43

1.6 – 24 May 2024

INDEX GUIDELINE.SOLENG12

6:53pm CET.SOLBC104

8:00am - 4:53pm EST.SOCI22AR

8:00am - 4:53pm EST.SOGS12AR

8:00am - 4:53pm EST.SOJP46AR

8:00am - 4:53pm EST.SOMS36AR

8:00am - 4:53pm EST.SOWF16AR

8:00am - 4:53pm EST.SOSCRE18

6:53pm CET.SONOK053

8:00am - 6:53pm CET.SOSCRE16

6:53pm CET.SOSTE134

6:53pm CET.SOSTE120

6:53pm CET.SOBASF34

8:00am - 6:53pm CET.SOSTE155

6:53pm CET.SOLCA105

6:53pm CET

44

1.6 – 24 May 2024

INDEX GUIDELINE.SOLBNPP4

6:53pm CET.SOLGDXDR

8:00am - 4:53pm EST.SOLOR080

6:53pm CET.SOINGA11

6:53pm CET.SOLCA090

6:53pm CET.SOGL135

6:53pm CET.SOS1E155

6:53pm CET.SOLBYG17

6:53pm CET.SOLEN095

6:53pm CET.SOLKER14

6:53pm CET.SOENGIA1

6:53pm CET.SOBYGA17

6:53pm CET.SONEST10

8:00am - 6:53pm CET.SOSSAB03

8:00am - 10:53pm CET.SONEST10

8:00am - 6:53pm CET.SOSOLV24

10:53pm CET.SOSCRE14

10:53pm CET
45

1.6 – 24 May 2024

INDEX GUIDELINE.SOBEP195

8:00am - 4:53pm EST.SOLBIP22

8:00am - 4:53pm EST.SONTR295

8:00am - 4:53pm EST.SOLNDA89

6:53pm CET.SOGL115

6:53pm CET.SOLUSASC

8:00am - 4:53pm EST.SOBMY265

8:00am - 4:53pm EST.SOCVS305

8:00am - 4:53pm EST.SOIS03AR

6:53pm CET.SOBNP460

6:53pm CET.SOLSTL11

6:53pm CET

46

1.6 – 24 May 2024

CONTACT
Solactive AG
German Index Engineering
Platz der Einheit 1
60327 Frankfurt am Main
GermanyTel.:+49 (0) 69 719 160 00
Fax:+49 (0) 69 719 160 25
Email:
info@solactive.com
Website: https://www.solactive.com© Solactive AG

1.6 – 24 May 2024