Benchmark Statement for the Nordic Index Family

This document is a Benchmark Statement for the Nordic Index Family, specifically detailing the SIX30 Return Index (SIX30RX). The SIX30RX was established to represent the market performance of the 30 most traded shares on the Nasdaq Stockholm Stock Exchange, with weights assigned based on market capitalization. It excludes companies that violate international norms, including those related to the environment and human rights. The document outlines the methodology for calculating the index, including the use of traded prices from regulated markets and the procedures for rebalancing the index semi-annually. It also discusses the controls in place for exercising expert judgment in unexpected circumstances and the criteria for including or excluding companies based on compliance with established standards. Additionally, it describes the review process for the benchmark methodology and the importance of maintaining its accuracy and reliability.