Last checked at 30 Jun 2023 12:42
Notice in Respect of Product Name Changes and Index Changes30 June 2023
LEI: 2138003QW2ZAYZODBU23
WISDOMTREE MULTI ASSET ISSUER PUBLIC LIMITED COMPANY (THE “ISSUER”)
(a public company incorporated with limited liability in Ireland)
NOTICE IN RESPECT OF PRODUCT NAME CHANGES AND INDEX CHANGES
This notice relates to the exchange traded securities (the “ETP Securities”) issued pursuant to the Issuer’s Collateralised ETP Securities Programme (the “Programme”) and its base prospectus dated 19 August 2022 (the “Base Prospectus”). The holders of the ETP Securities are referred to in this notice as the “ETP Securityholders”. Terms used in this notice but not otherwise defined bear the same meanings as where used in the Base Prospectus.
The Issuer announces the following:
1. Additional definitions added to certain Programme Documents and Collateral Pool Documents
The Issuer has, with the consent of the Trustee, amended certain of the Programme Documents and Collateral Pool Documents to include the following definitions (together the “Affected Definitions”):
“1Yr EURIBOR-ESTR Spread” means, in respect of a day, the average of the excess of (i) 1Yr EURIBOR rate over (ii) 1Yr EUR Swap (ESTR) rate, calculated over each of the 5 currency business days following the 15th day of the calendar month immediately preceding the calendar month of such day.
“1Yr EUR Swap (ESTR)” means, in respect of a day, the fixed leg interest rate of the fixed/floating interest rate swap with the floating leg computed using the ESTR, which appears as the closing value for such day on Bloomberg page EESWE1 CURNCY HP, or, if not available, ascertained from any other source as the Swap Calculation Agent may deem appropriate.
The Affected Definitions have been included in the following documents: (i) the Master Trust Deed; (ii) the Index Swap General Terms Confirmation relating to Equity Securities; and (iii) the Index Swap General Terms Confirmation relating to Fixed Income and Currency Securities (the “Affected Definition Amendment”).
2. Removal of definitions in certain Programme Documents and Collateral Pool Documents
The Issuer notes that certain IBOR benchmarks including EONIA, GBP LIBOR, EUR LIBOR and JPY LIBOR have been discontinued; it is further noted that USD LIBOR will be discontinued as of 30 June 2023 (the “Rate Discontinuation”). The Issuer, with the consent of the Trustee, has amended certain Programme Documents and Collateral Pool Documents to remove certain defined terms which are no longer representative as a result of the Rate Discontinuation (the “Rate Discontinuation Amendment”).
3. Effective date:
The Issuer hereby notifies holders that the effective date of the Affected Definition Amendment and the Rate Discontinuation Amendment shall be 1 July 2023.
This notice is given for and on behalf of WisdomTree Multi Asset Issuer Public Limited Company.
For further information, please contact: europesupport@wisdomtree.com