Benchmark Statement for the Nordic Index Family

This document is a Benchmark Statement for the Nordic Index Family, specifically addressing the SIX PRX ex Skandias exkluderingar (SIXEXSK). It outlines the construction and operational rules of the index, which reflects the market performance of companies listed on the Nasdaq Stockholm Stock Exchange while adhering to specific weight restrictions as mandated by the EU UCITS Directive. The statement details the exclusion criteria for companies based on social, environmental, and ethical standards, emphasizing that only ordinary shares are included in the index. The document also discusses the methodology for calculating the index, including the handling of market distortions and the use of expert judgment in unforeseen circumstances. Furthermore, it describes the procedures for reviewing and approving methodology changes, ensuring that the index remains a reliable representation of the market. The statement concludes with the criteria for rebalancing the index and the necessary input data for its calculation.