Rolling Futures Benchmark Family Statement

This document is a Benchmark Statement for the Rolling Futures Benchmark Family, version 1.10, published on December 12, 2025. It outlines the structure and methodology of the benchmarks administered by SIX Index AG, in compliance with the Regulation (EU) 2016/1011. The benchmarks are designed to track the performance of futures contracts that are rolled over time, allowing investors to maintain continuous exposure without the complexities of physical delivery or cash settlement. The document details the eligibility and selection criteria for benchmark constituents, the methodology for determining benchmarks, and the rules governing expert judgment in benchmark calculations. It also discusses potential limitations of the benchmark family, including data availability issues and the impact of market changes on methodology reliability. Furthermore, the document emphasizes the importance of transparency and compliance with regulatory frameworks in the management of benchmarks.