Benchmark Statement for the Nordic Index Family

This document is a Benchmark Statement for the Nordic Index Family, specifically detailing the SIX30 SRI Gross Index (SIX30SRIGI). It outlines the construction and operational framework of the index, which reflects the market performance of the 30 most traded shares on the Nasdaq Stockholm Stock Exchange that meet sustainability criteria. The document describes the methodology for index calculation, including the use of market capitalization for weighting and the reinvestment of gross dividends. It also addresses potential limitations of the benchmark, including circumstances that may lead to unreliable benchmarks due to insufficient input data or market distortions. The document further explains the Expert Judgement process for unexpected events affecting the index, and the structured procedures for reviewing and approving methodology changes. Additionally, it details the criteria for inclusion in the index and the procedures for rebalancing the index semi-annually, ensuring compliance with sustainability standards as defined by Sustainalytics.