Bond Index Methodology Change | Change of United State Market Fixing Time | Effective Date: 1st December 2023
As of today, Solactive AG announces the following change in the calculation methodology of all indices administered and calculated by Solactive AG listed below (“Affected Indices”), which becomes effective on 1st December 2023 (“Effective Date”):
Currently Solactive AG defines in the Index Guidelines of the Affected Indices, and in the List of Bond Pricing Provider and Markets Fixing Times, the relevant Pricing Provider for evaluated prices in respect of Index Components as Intercontinental Exchange (“ICE”) and Fixing Market Time for United States as 15:00 (US Eastern Time).
Accordingly, the FIXING TIME referred to in the Index Guidelines of the Affected Indices, and in the List of Bond Pricing Provider and Markets Fixing Times, will be changed to United States to 16:00 (US Eastern Time) and all references to ICE as Pricing Provider in this context will be so construed.
For the avoidance of doubt, from the Effective Date, for the Affected Indices the FIXING TIME for evaluated prices in respect of Index Components for United State Market will be updated to 16:00 (US Eastern Time).
Defined terms used in this announcement, but not defined herein, have the meaning assigned to them in the respective index guideline of the Affected Indices.
|
Index Ric |
Index Name |
|
.DEVS |
Solactive Development Bank Bond USD TR Index |
|
.DEVS10 |
Solactive Development Bank Bond USD 5-10 TR Index |
|
.DEVS5 |
Solactive Development Bank Bond USD 1-5 TR Index |
|
.DEVSCH5 |
Solactive Development Bank Bond CHF 1-5 TR Index |
|
.MDBS |
Solactive Global Multilateral Development Bank Bond USD TR Index |
|
.MDBS10 |
Solactive Global Multilateral Development Bank Bond USD 5-10 TR Index |
|
.MDBS25 |
Solactive Global Multilateral Development Bank Bond USD 25% Issuer Capped TR Index |
|
.MDBS25510 |
Solactive Global Multilateral Development Bank Bond USD 25% Issuer Capped 5-10 TR |
|
.MDBS25CHF |
Solactive Global Multilateral Development Bank Bond CHF 25% Issuer Capped TR Index |
|
.MDBS25EUR |
Solactive Global Multilateral Development Bank Bond EUR 25% Issuer Capped TR Index |
|
.MDBS25GBP |
Solactive Global Multilateral Development Bank Bond GBP 25% Issuer Capped TR Index |
|
.MDBS25SEK |
Solactive Global Multilateral Development Bank Bond SEK 25% Issuer Capped TR Index |
|
.MDBS25U15 |
Solactive Global Multilateral Development Bank Bond USD 25% Issuer Capped 1-5 TR |
|
.MDBS46 |
Solactive Global Multilateral Development Bank Bond USD 40% 1-5 Year 60% 5-10 Year TR Index |
|
.MDBS5 |
Solactive Global Multilateral Development Bank Bond USD 1-5 TR Index |
|
.MDBS5JPY |
Solactive Global Multilateral Development Bank Bond JPY 1-5 TR Index |
|
.MDBSC10 |
Solactive Global Multilateral Development Bank Bond CHF 5-10 TR Index |
|
.MDBSCH5 |
Solactive Global Multilateral Development Bank Bond CHF 1-5 TR Index |
|
.MDBSE10 |
Solactive Global Multilateral Development Bank Bond EUR 5-10 TR Index |
|
.MDBSEU5 |
Solactive Global Multilateral Development Bank Bond EUR 1-5 TR Index |
|
.MDBSG10 |
Solactive Global Multilateral Development Bank Bond GBP 5-10 TR Index |
|
.MDBSGB5 |
Solactive Global Multilateral Development Bank Bond GBP 1-5 TR Index |
|
.MDBSXJPY |
Solactive Global Multilateral Development Bank Bond JPY 5-10 TR Index |
|
.SBV360ET |
Solactive 360 Euro IG Corporate CTB Index |
|
.SGREENGB |
Solactive Green Bond EUR USD IG GBP Index |
|
.SGREENIC |
Solactive Green Bond EUR USD IG CHF Index |
|
.SGREENIG |
Solactive Green Bond EUR USD IG Index |
|
.SOESGBEG |
Solactive L&G ESG EUR IG Corporate in GBP TR Index |
|
.SOESGBEU |
Solactive L&G ESG EUR IG Corporate Bond TR Index |
|
.SOESGBGB |
Solactive L&G ESG GBP IG Corporate Bond TR Index |
|
.SOESGBUG |
Solactive L&G ESG USD IG Corporate in GBP TR Index |
|
.SOESGBUS |
Solactive L&G ESG USD IG Corporate Bond TR Index |
|
.SOGHGPAB |
Solactive Paris Aligned Global Corporate High Yield GBP Index |
|
.SOL13TBI |
Solactive 13week US T-Bill Index |
|
.SOL15BIG |
Solactive World All Bond 1-5YR Index |
|
.SOLAGBUS |
Solactive Agency Bond USD Index |
|
.SOLAGPAB |
Solactive Paris Aware Global Aggregate Index |
|
.SOLBLUE |
Solactive Blue Bond Index |
|
.SOLBRE13 |
Solactive EUR Broad 1-3 Years Bond Index |
|
.SOLCACBE |
Solactive Candriam Factors Sustainable Corporate Euro Bond Index |
|
.SOLCASBE |
Solactive Candriam Factors Sustainable Sovereign Euro Bond Index |
|
.SOLCGBIG |
Solactive EUR USD IG Corporate Green Bond TR Index |
|
.SOLCNHYC |
Solactive USD China Corporate High Yield Bond Index |
|
.SOLCNSOV |
Solactive China Government Bond TR CNY Index |
|
.SOLCORPE |
Solactive World Bond IG Corporate EUR Bond Index |
|
.SOLCUESN |
Solactive ISS ESG Screened USD EUR SEK NOK High Yield TR Index |
|
.SOLDG01 |
Solactive Developed Government Bond 0-1 Year Index |
|
.SOLDGUS |
Solactive Developed Government USD Bond Index |
|
.SOLDISOV |
Solactive Broad Global Developed Government Bond TR IG EUR Index |
|
.SOLDSOV |
Solactive Broad Global Developed Government Bond TR EUR Index |
|
.SOLE5BBE |
Solactive Euro High Yield BB 1-5 Year ex. Financials EUR TR Index |
|
.SOLE5BBN |
Solactive Euro High Yield BB 1-5 Year ex. Financials NOK TR Index |
|
.SOLEBEB |
Solactive EUR EM Government & Govt Related TR Index |
|
.SOLEBIC |
Solactive LCY EM (incl China) Government TR Index |
|
.SOLEBLB |
Solactive LCY EM Government TR Index |
|
.SOLEBLDK |
Solactive LCY EM Government TR DKK Index |
|
.SOLEBLEU |
Solactive LCY EM Government TR EUR Index |
|
.SOLEBLNO |
Solactive LCY EM Government TR NOK Index |
|
.SOLEBLS |
Solactive EM Local Currency Government Bond Select NTR Index |
|
.SOLEBLSE |
Solactive LCY EM Government TR SEK Index |
|
.SOLEBUB |
Solactive USD EM Government & Govt Related TR Index |
|
.SOLEBUC |
Solactive USD EM Corporate TR Index |
|
.SOLEBUDK |
Solactive USD EM Government & Govt Related TR DKK Index |
|
.SOLEBUEU |
Solactive USD EM Government & Govt Related TR EUR Index |
|
.SOLEBUNO |
Solactive USD EM Government & Govt Related TR NOK Index |
|
.SOLEBUSE |
Solactive USD EM Government & Govt Related TR SEK Index |
|
.SOLEEIGC |
Solactive Extended EUR IG Corporate Bond Index |
|
.SOLEGEF |
Solactive USD EM Government & Govt Related Select EUR Index |
|
.SOLEGGB |
Solactive Euro Government Green Bond Index |
|
.SOLEGGPAB |
Solactive Euro Corporate IG PAB GBP Index |
|
.SOLEGYPAB |
Solactive Euro Corporate HY PAB GBP Index |
|
.SOLEHUC |
Solactive EM USD Govt & Govt Related Bond Select CAD NTR Index |
|
.SOLEHYCTB |
Solactive Euro Corporate HY CTB Index |
|
.SOLEHYDK |
Solactive Euro HY Corporate DKK Index |
|
.SOLEHYNO |
Solactive Euro HY Corporate NOK Index |
|
.SOLEHYPAB |
Solactive Euro Corporate HY PAB Index |
|
.SOLEHYSE |
Solactive Euro HY Corporate SEK Index |
|
.SOLEIGDK |
Solactive Euro IG Corporate DKK Index |
|
.SOLEIGNO |
Solactive Euro IG Corporate NOK Index |
|
.SOLEIGPAB |
Solactive Euro Corporate IG PAB Index |
|
.SOLEIGSE |
Solactive Euro IG Corporate SEK Index |
|
.SOLENADM |
Solactive Ex-North America DM Select Global Aggregate Bond Index |
|
.SOLENADMN |
Solactive Ex-North America DM Select Global Aggregate Bond NTR Index |
|
.SOLESPAB |
Solactive ISS Paris Aligned Select Euro Corporate IG Index |
|
.SOLEUGPAB |
Solactive Euro Corporate IG PAB USD Index |
|
.SOLEUHPAB |
Solactive Paris Aligned Global Corporate High Yield Index |
|
.SOLEUHYC |
Solactive Euro HY Corporate Index |
|
.SOLEUHYCPR |
Solactive Euro HY Corporate Index PR |
|
.SOLEUHYG |
Solactive EUR USD High Yield Corporate GBP Index |
|
.SOLEUIGC |
Solactive Euro IG Corporate Index |
|
.SOLEUIGS |
Solactive Euro IG Corporate ESG Select EnBW Index |
|
.SOLEURG |
Solactive Developed Europe Government Bond TR EUR Index |
|
.SOLEUS01 |
Solactive Eurozone Government Bond 0-1 Year Index |
|
.SOLEUSHY |
Solactive EUR USD High Yield Corporate Index |
|
.SOLEUSOV |
Solactive Eurozone Government Bond Index TR |
|
.SOLEUSRC |
Solactive ISS ESG Screened Euro IG Corporate Bond TR Index |
|
.SOLEUYPAB |
Solactive Euro Corporate HY PAB USD Index |
|
.SOLFAUSC |
Solactive USD Fallen Angel Issuer Capped Index |
|
.SOLFAUSD |
Solactive USD Fallen Angel Corporate Investable Index |
|
.SOLG15 |
Solactive Global Bond 1-5YR ESG Climate Index |
|
.SOLGBHYC |
Solactive GBP HY Corporate Index |
|
.SOLGBIGC |
Solactive GBP IG Corporate Index TR |
|
.SOLGBILB |
Solactive United Kingdom Inflation-Linked Bond Index |
|
.SOLGBPAB |
Solactive Paris Aligned Global Corporate GBP Index |
|
.SOLGBUSCA |
Solactive Green Bond USD CAD DM Index |
|
.SOLGCGBP |
Solactive Global Corporate GBP Index |
|
.SOLGCIG |
Solactive Global Corporate Index |
|
.SOLGCPAB |
Solactive Paris Aligned Global Corporate Index |
|
.SOLGDGA |
Solactive Global Developed Government Bond TR EUR Index |
|
.SOLGE15 |
Solactive Global Bond 1-5YR ESG Climate EUR Index |
|
.SOLGEES |
Solactive Global Bond ESG Climate EUR Index |
|
.SOLGEGS |
Solactive Global Bond ESG Climate GBP Index |
|
.SOLGES |
Solactive Global Bond ESG Climate Index |
|
.SOLGG15 |
Solactive Global Bond 1-5YR ESG Climate GBP Index |
|
.SOLGGBI |
Solactive German Government Bill Index |
|
.SOLGGDP |
Solactive Global Developed Government Bond GDP Weighted TR EUR Index |
|
.SOLGGIG |
Solactive Global Government Investment Grade Bond Index |
|
.SOLGGPAB |
Solactive Paris Aware Global Aggregate GBP Index |
|
.SOLGGSB |
Solactive Global Green and Social Bond Investment Grade TR Index |
|
.SOLGGSU |
Solactive Global Green and Social Bond Investment Grade SEK TR Index |
|
.SOLGHRGU |
Solactive Global High Yield Corporate PAB Select USD Index |
|
.SOLGHRPAB |
Solactive Global High Yield Corporate PAB Select Index |
|
.SOLGHRPG |
Solactive Global High Yield Corporate PAB Select GBP Index |
|
.SOLGIGPAB |
Solactive GBP Corporate IG PAB Index |
|
.SOLGOGPAB |
Solactive Paris Aware Global Government GBP Index |
|
.SOLGOUPAB |
Solactive Paris Aware Global Government USD Index |
|
.SOLGOVPAB |
Solactive Paris Aware Global Government Index |
|
.SOLGREEN |
Solactive Green Bond Index |
|
.SOLGSIG |
Solactive Green and Social 3.5y IG SEK TR Index |
|
.SOLGUPAB |
Solactive Paris Aligned Global Corporate USD Index |
|
.SOLHUN10 |
Solactive BHI ESG USD IG Corporate NF 1-10 Index |
|
.SOLHUS5U |
Solactive BHI ESG US Treasury 1-5 Yr Index |
|
.SOLHUS7U |
Solactive BHI ESG US Treasury 5-7 Yr Index |
|
.SOLHYCCA |
Solactive USD High Yield Corporates Total Market in CAD TR Index |
|
.SOLHYCHB |
Solactive USD High Yield Corporates Total Market High Beta Index |
|
.SOLHYCLB |
Solactive USD High Yield Corporates Total Market Low Beta Index |
|
.SOLHYCPR |
Solactive USD High Yield Corporates Total Market PR Index |
|
.SOLHYCST |
Solactive USD High Yield Corporates Total Market 0-5 Year Index |
|
.SOLHYCTA |
Solactive USD High Yield Corporates Total Market AUD Index |
|
.SOLHYCTM |
Solactive USD High Yield Corporates Total Market Index |
|
.SOLILPRF |
Solactive Future World Inflation Linked Annuity Aware Index |
|
.SOLISPRF |
Solactive Future World Inflation Sensitive Annuity Aware Index |
|
.SOLLCG01 |
Solactive LCY EM Government 0-1 Year TR Index |
|
.SOLLCWGB |
Solactive Local Currency World Government Bond Index |
|
.SOLMASCR |
Solactive Moody’s Analytics IG EUR Select Credit Index |
|
.SOLNOR1 |
Solactive ESG Nordic 0-1y Bond NOK TR Index |
|
.SOLNSOV |
Solactive Nordics Government Bond TR EUR Index |
|
.SOLRVNU |
Solactive Municipal Infrastructure Revenue Bond Index |
|
.SOLSEEFR |
Solactive SEK FRN IG Credit MVAL EUR Index |
|
.SOLSEFCO |
Solactive SEK IG Corporate Index |
|
.SOLSEFIC |
Solactive SEK Fix IG Corporate Index |
|
.SOLSEFIX |
Solactive SEK Fix IG Credit Index |
|
.SOLSEFMV |
Solactive SEK Fix IG Credit MVAL Index |
|
.SOLSEFRC |
Solactive SEK FRN IG Corporate Index |
|
.SOLSEFRN |
Solactive SEK FRN IG Credit Index |
|
.SOLSEFRV |
Solactive SEK FRN IG Credit MVAL Index |
|
.SOLSEFSH |
Solactive SEK Fix Short IG Credit Index |
|
.SOLSEIGC |
Solactive SEK IG Credit Index |
|
.SOLSEMVA |
Solactive SEK IG Credit MVAL Index |
|
.SOLSESGC |
Solactive SEK Short IG Credit Index |
|
.SOLSESHC |
Solactive SEK Short IG Corporate Index |
|
.SOLSESHF |
Solactive SEK Fix Short IG Corporate Index |
|
.SOLSESHN |
Solactive SEK FRN Short IG Corporate Index |
|
.SOLSGPRF |
Solactive Future World Annuity Aware Index |
|
.SOLSNIGC |
Solactive SEK NCR IG Credit Index |
|
.SOLSNSHF |
Solactive SEK NCR Fix Short IG Corporate Index |
|
.SOLSNSHN |
Solactive SEK NCR FRN Short IG Corporate Index |
|
.SOLSST |
Solactive Social and Sustainable Bond Index |
|
.SOLTBILL |
Solactive 1-3 month US T-Bill Index |
|
.SOLTI |
Solactive US Treasury Inflation-Linked Bond Index |
|
.SOLTI120 |
Solactive US 1-20 Year Treasury Inflation-Linked Bond Index |
|
.SOLTI510 |
Solactive US 5-10 Year Treasury Inflation-Linked Bond Index |
|
.SOLTI51D |
Solactive US 5-10 Year Treasury Inflation-Linked Bond DKK Index |
|
.SOLTI520 |
Solactive US 5-20 Year Treasury Inflation-Linked Bond Index |
|
.SOLTICAD |
Solactive US Treasury Inflation-Linked Bond in CAD TR Index |
|
.SOLTIPR |
Solactive US Treasury Inflation-Linked Bond PR Index |
|
.SOLTJAN |
Solactive Treasury Januar |
|
.SOLTQ10P |
Solactive US Treasury 7-10 Q Series USD PR Index |
|
.SOLTQ10T |
Solactive US Treasury 7-10 Q Series USD TR Index |
|
.SOLTREA |
Solactive World Government IG Bond Index |
|
.SOLTRF |
Solactive World Fiscal Strength Government IG Bond Index |
|
.SOLTRFG |
Solactive World Fiscal Strength & Governance Government Bond IG Index |
|
.SOLUGPAB |
Solactive Paris Aware Global Aggregate USD Index |
|
.SOLUHYDK |
Solactive USD High Yield Corporate DKK Index |
|
.SOLUHYEU |
Solactive USD High Yield Corporate EUR Index |
|
.SOLUHYNO |
Solactive USD High Yield Corporate NOK Index |
|
.SOLUHYPAB |
Solactive USD Corporate HY PAB Index |
|
.SOLUHYSE |
Solactive USD High Yield Corporate SEK Index |
|
.SOLUIEPAB |
Solactive USD Corporate IG PAB EUR Index |
|
.SOLUIGDK |
Solactive USD Investment Grade Corporate DKK Index |
|
.SOLUIGEU |
Solactive USD Investment Grade Corporate EUR Index |
|
.SOLUIGGB |
Solactive USD Corporate IG PAB GBP Index |
|
.SOLUIGNO |
Solactive USD Investment Grade Corporate NOK Index |
|
.SOLUIGPAB |
Solactive USD Corporate IG PAB Index |
|
.SOLUIGSE |
Solactive USD Investment Grade Corporate SEK Index |
|
.SOLUKSOV |
Solactive United Kingdom Government Bond TR GBP Index |
|
.SOLUSAGCN |
Solactive US Aggregate Bond CAD NTR Index |
|
.SOLUSAGG |
Solactive US Aggregate Bond Index |
|
.SOLUSAGGC |
Solactive US Aggregate Bond CAD Index |
|
.SOLUSBILL |
Solactive US Government Bill Index |
|
.SOLUSCAD |
Solactive Select USD Investment Grade Corporate in CAD TR Index |
|
.SOLUSFRN |
Solactive US Treasury Floating Rate Note Bond Index |
|
.SOLUSHPE |
Solactive USD Corporate HY PAB EUR Index |
|
.SOLUSHPG |
Solactive USD Corporate HY PAB GBP Index |
|
.SOLUSHYC |
Solactive USD High Yield Corporate Index |
|
.SOLUSIGC |
Solactive USD Investment Grade Corporate Index |
|
.SOLUSIGG |
Solactive USD Investment Grade Corporate GBP Index |
|
.SOLUSREB |
Solactive US Real Estate Bond Index |
|
.SOLUSSPR |
Solactive Select USD Investment Grade Corporate PR Index |
|
.SOLUSSTR |
Solactive Select USD Investment Grade Corporate TR Index |
|
.SOLUSTRA |
Solactive Ultra-Short U.S. Treasury Index |
|
.SOLUT |
Solactive US Treasury Bond Index |
|
.SOLUT01 |
Solactive US Treasury 0-1 Year Bond Index |
|
.SOLUT120 |
Solactive US 10-20 Year Treasury Bond Index |
|
.SOLUT13 |
Solactive US 1-3 Year Treasury Bond Index |
|
.SOLUT1EU |
Solactive US Treasury 0-1 Year Bond EUR Index |
|
.SOLUT1MX |
Solactive US Treasury 0-1 Year Bond MXN Index |
|
.SOLUT20 |
Solactive US 20+ Year Treasury Bond Index |
|
.SOLUT20C |
Solactive US 20+ Year Treasury Bond CAD Index |
|
.SOLUT310 |
Solactive US 3-10 Year Treasury Bond Index |
|
.SOLUT37 |
Solactive US 3-7 Year Treasury Bond Index |
|
.SOLUT372 |
Solactive US 3-7 Year Treasury Bond 2 Index |
|
.SOLUTB |
Solactive US 7-10 Year Treasury Bond Index (Total Return) |
|
.SOLUTB06 |
Solactive US Treasury 0-6 Months Index |
|
.SOLUTBCAD |
Solactive US 7-10 Year Treasury Bond Index (Total Return) CAD |
|
.SOLUTBPR |
Solactive US 7-10 Year Treasury Bond Index (Price Return) |
|
.SOLUTD01 |
Solactive US Treasury 0-1 Year Bond SGD Index |
|
.SOLWABIG |
Solactive World All Bond Index |
|
.SOLWEEUS2 |
Solactive World IG EUR USD Short Corporate Bond SEK Index |
|
.SOLWEFC |
Solactive World ex-Switzerland Government IG Bond CHF Index |
|
.SOLWFCC |
Solactive World ex-Switzerland Fiscal Strength Government IG Bond China Cap CHF Index |
|
.SOUEUHPAB |
Solactive Paris Aligned Global Corporate High Yield USD Index |
|
.WBANK |
Solactive World Bank Bond USD TR Index |
|
.WBANK10 |
Solactive World Bank Bond USD 5-10 TR Index |
|
.WBANK5 |
Solactive World Bank Bond USD 1-5 TR Index |
|
.BUSHYTR |
BlueStar® US HY (3.5-6.5 Year) Bond Index |
|
.FAZBOND |
F.A.Z.-Anleihenindex |
|
.INSPBOND |
Inspire Corporate Bond Impact Equal Weight Index |
|
.ITIEURBD |
ITI Funds Russia-focused USD Eurobond Index |
|
.MBILB |
MCM-BlueStar Israel Bonds PR Index |
|
.MBILBTR |
MCM-BlueStar Israel Bonds NTR Index |
|
.MBILBTRG |
MCM-BlueStar Israel Bonds GTR Index |
|
.MVFLTR |
MVIS US Investment Grade Floating Rate Index |
|
.NQCASH |
NASDAQ US T-Bill Index |
|
.NQCASH2 |
NASDAQ US T-Bill V2 Index |
|
.RAFIC |
RAFI® Bonds US 1-10 Index |
|
.RAFICHY |
RAFI® Bonds US High Yield 1-10 Index |
|
.RAFICHYCAD |
RAF Bonds US High Yield 1-10 Index CAD |
|
.RAFICIG |
RAFI® Bonds US Investment Grade 1-10 Index |