RNS Number : 5323F
Leverage Shares PLC
04 March 2024

Leverage Shares plc

4 March 2024

THIS NOTICE IS IMPORTANT AND REQUIRES THE IMMEDIATE ATTENTION OF THE HOLDERS OF THE ETP SECURITIES. IF ANY ETP SECURITYHOLDER IS IN ANY DOUBT AS TO THE ACTION THEY SHOULD TAKE, THEY SHOULD CONSULT THEIR OWN INDEPENDENT PROFESSIONAL ADVISERS IMMEDIATELY

If you have recently sold or otherwise transferred your entire holding(s) of ETP Securities referred to below, you should immediately forward this document to the purchaser or transferee or to the stockbroker, bank or other agent through whom the sale or transfer was effected for transmission to the purchaser or transferee.

Notice to ETP Securityholders of the following Series of ETP Securities issued by Leverage Shares plc (the "Issuer")

Leverage Shares 3x Baidu ETP Securities (ISIN XS2337092808)

Leverage Shares -1x Short Baidu ETP Securities (ISIN XS2337093525)

(the "Relevant Series")

Capitalised terms used, but not defined, in this notice shall have the meaning given thereto in the Amended and Restated and Master Definitions Schedule in relation to the Leverage Shares plc collateralised exchange traded securities programme dated 18 October 2023.

The Relevant Series have been established by the Issuer with the investment objective of tracking the iSTOXX Leveraged 3x BIDU Index and the iSTOXX Inverse Leveraged -1x BIDU Index, respectively (the "STOXX Indices").

The Issuer has been informed by STOXX Limited, the Index Sponsor of the STOXX Indices that the Reference Asset of the STOXX Indices, Baidu Inc. ADR ("Baidu"), has been deleted from the STOXX Global Equity Stock Universe in line with section 5.19.1 U. S. Securities and Exchange Holding Foreign Companies Accountable Act (HFCAA) of the STOXX Index Methodology Guide, resulting in the cancellation of the STOXX Indices.

With effect from 6 March 2024 (the "Effective Date"), the Relevant Series will track the following Successor Indices:

Index Sponsor

Applicable Information Source

Solactive AG

http://www.solactive.com

Solactive AG

http://www.solactive.com

(the "New Baidu Solactive Indices").

The Issuer notes that a "Successor Index" is contemplated in the Terms and Conditions applicable to the Relevant Series. In accordance with such Terms and Conditions, the Determination Agent has determined that the New Baidu Solactive Indices have the same or a substantially similar formula for and method of calculation used in the calculation of the STOXX Indices.

Yours sincerely

The Directors

Leverage Shares plc

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