INDEX ANNOUNCEMENT

Modification to the Methodology of the S&P U.S. Aggregate Bond Index

NEW YORK, JANUARY 24, 2017: S&P Dow Jones Indices announces the following change to the methodology of the S&P U.S. Aggregate Bond Index. The change is effective prior to the market open on Thursday, February 1, 2018.

Change

Current Methodology

New Methodology

Methodology Change

The index currently includes Supranational and Foreign Government bonds denominated in USD.

The index will include Foreign Agency bonds in addition to Supranational and Foreign Government bonds denominated in USD.

Please note this change will also appear in the S&P U.S. Supranational & Foreign Government Bond Index, a subset of the S&P U.S. Aggregate Bond Index.

Please note that the methodology located on S&P Dow Jones Indices' website(www.spdji.com)is being updated to reflect this change.

For more information about S&P Dow Jones Indices, please visitwww.spdji.com.

ABOUT S&P DOW JONES INDICES

S&P Dow Jones Indices is the largest global resource for essential index-based concepts, data and research, and home to iconic financial market indicators, such as the S&P 500 ® and the Dow Jones Industrial Average®. More assets are invested in products based on our indices than products based on indices from any other provider in the world. Since Charles Dow invente d the first index in 1884, S&P DJI has become home to over 1,000,000 indices across the spectrum of asset classes that have helped define the way investors measure and trade the markets.

S&P Dow Jones Indices is a division of S&P Global (NYSE: SPGI), which provides essential intelligence for individuals, companies and governments to make decisions with confidence. For more information, visitwww.spdji.com.

FOR M ORE INFORMATION:

S&P Dow Jones Indicesindex_services@spglobal.com

S&P - Standard & Poor's published this content on 24 January 2018 and is solely responsible for the information contained herein.
Distributed by Public, unedited and unaltered, on 24 January 2018 22:24:00 UTC.

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