Benchmark Statement for the Nordic Index Family

This document is a Benchmark Statement for the Nordic Index Family, specifically detailing the SIX Sweden Dividend 21 SRI Index GI (SIXSEDIV21SRIGI). It outlines the index's construction, which reflects the market performance of the 21 Large Cap shares with the highest dividend yield listed on the Nasdaq Stockholm Stock Exchange. The index is designed to exclude companies that do not meet modern social, environmental, and ethical standards, with Sustainalytics responsible for the screening process. The document also discusses potential limitations of the benchmark, including circumstances that may lead to unreliable benchmarks due to insufficient input data or market distortions. Furthermore, it details the methodology for the benchmark, including the rationale for adopting it, the procedures for reviewing and approving changes, and the criteria for exercising expert judgment. The document emphasizes the importance of compliance with regulatory frameworks and the structured processes in place to ensure the benchmark's integrity.