Overview

Methodology Change | Solactive Canada Broad Market Index, Solactive Canada Large Cap Index, Solactive Canada Large Cap Equal Weight Index | Effective Date 16/10/2019

Today, on the 01/10/2019, Solactive announces the following changes to the methodology of the following Indices (the ‘Affected Indices’):

NAME

RIC

ISIN

Solactive Canada Broad Market Index (PR)

Solactive Canada Broad Market Index (NTR)

Solactive Canada Broad Market Index (GTR)

Solactive Canada Broad Market Index (CA NTR)

Solactive Canada Large Cap Index (PR)

Solactive Canada Large Cap Index (NTR)

Solactive Canada Large Cap Index (GTR)

Solactive Canada Large Cap Index (CA NTR)

Solactive Canada Large Cap Equal Weight Index (PR)

Solactive Canada Large Cap Equal Weight Index (NTR)

Solactive Canada Large Cap Equal Weight Index (GTR)

.SOLCABMP

.SOLCABMN

.SOLCABMG

.SOLCABMC

.SOLCALCP

.SOLCALCN

.SOLCALCG

.SOLCALCC

.SOLCALEP

.SOLCALEN

.SOLCALEG

DE000SLA4973

DE000SLA4999

DE000SLA4981

DE000SLA5AA2

DE000SLA5AB0

DE000SLA5AD6

DE000SLA5AC8

DE000SLA5AE4

DE000SLA5AF1

DE000SLA5AK1

DE000SLA5AH7

 

Rationale for methodology change

Solactive has determined that in order to accurately comply with the index objective and to reflect the Canadian market, the country assignment process should consider companies which are not primarily listed on the Toronto Stock Exchange but are classified as Canadian companies based on their country criteria.

Changes to the Index Guideline

The Methodology changes will be implemented in the following points of the Index Guideline (ordered in accordance with the numbering of the affected sections):

  • The old country assignment will be removed from “Index Universe” under Section 4 of the index guideline:
    • Primary listing on the Toronto Stock Exchange (TSX)
    • Country of risk: Canada
  • The new country assignment will be added to “Index Universe” under Section 4 of the index guideline:
    • Listed on the Toronto Stock Exchange (TSX)
    • Country of Primary Listing [CPL] and Country of Incorporation [COI] are equal to Canada. If these do not coincide, then the Country of Domicile [COD] and the Country of Risk [COR] are additionally considered to determine if a security should be assigned to Canada.

 

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.