Methodology Change | Nordic and Sweden Family | Effective Date 25/03/2024
Today, on the 11/03/2024, Solactive announces the following changes to the methodology of the following indices (the ‘Affected Indices’):
|
NAME |
RIC |
ISIN |
|
Solactive ISS ESG Screened Paris Aligned Norway Index TR |
.SSPABNWT |
DE000SL0DX10 |
|
Solactive ISS ESG Screened Paris Aligned Norway Index PR |
.SSPABNWP |
DE000SL0DXZ7 |
|
Solactive ISS ESG Screened Paris Aligned Norway Index NTR |
.SSPABNWN |
DE000SL0DX02 |
|
Solactive Norway Investable Market Index TR |
.SOLNWIMT |
DE000SL0DXV6 |
|
Solactive Norway Investable Market Index PR |
.SOLNWIMP |
DE000SL0C4J4 |
|
Solactive Norway Investable Market Index NTR |
.SOLNWIMN |
DE000SL0DXU8 |
|
Solactive ISS ESG Screened Paris Aligned Nordic Index TR |
.SSPABNOT |
DE000SL0DXY0 |
|
Solactive ISS ESG Screened Paris Aligned Nordic Index PR |
.SSPABNOP |
DE000SL0DXW4 |
|
Solactive ISS ESG Screened Paris Aligned Nordic Index NTR |
.SSPABNON |
DE000SL0DXX2 |
|
Solactive Nordic Investable Market Index TR |
.SOLNOIMT |
DE000SL0C3M0 |
|
Solactive Nordic Investable Market Index PR |
.SOLNOIMP |
DE000SL0C3K4 |
|
Solactive Nordic Investable Market Index NTR |
.SOLNOIMN |
DE000SL0C3L2 |
|
Solactive ISS ESG Screened Sweden Small Cap Tradable Index TR |
.SESGSSTT |
DE000SLA9KT3 |
|
Solactive ISS ESG Screened Sweden Small Cap Tradable Index PR |
.SESGSSTP |
DE000SLA9KR7 |
|
Solactive ISS ESG Screened Sweden Small Cap Tradable Index NTR |
.SESGSSTN |
DE000SLA9KS5 |
|
Solactive ISS ESG Screened Sweden 100 Tradable Index TR |
.SESGSETT |
DE000SLA9KM8 |
|
Solactive ISS ESG Screened Sweden 100 Tradable Index PR |
.SESGSETP |
DE000SLA9KK2 |
|
Solactive ISS ESG Screened Sweden 100 Tradable Index NTR |
.SESGSETN |
DE000SLA9KL0 |
|
Solactive ISS ESG Screened Sweden All Cap Index TR |
.SESGSACT |
DE000SLA9KQ9 |
|
Solactive ISS ESG Screened Sweden All Cap Index PR |
.SESGSACP |
DE000SLA9KN6 |
|
Solactive ISS ESG Screened Sweden All Cap Index NTR |
.SESGSACN |
DE000SLA9KP1 |
|
Solactive ISS ESG Screened Nordics All Cap Index TR |
.SESGNACT |
DE000SL0AVZ7 |
|
Solactive ISS ESG Screened Nordics All Cap Index PR |
.SESGNACP |
DE000SL0AVX2 |
|
Solactive ISS ESG Screened Nordics All Cap Index NTR |
.SESGNACN |
DE000SL0AVY0 |
Rationale for Methodology Change
In order to follow standard market practice, Solactive plans to synchronize the selection and rebalancing
dates of the above mentioned indices. The alignment of the dates will eliminate the time lag between the
selection of the index benchmarks and the derived indices, resulting in a better and more consistent
representation of the underlying markets.
Changes to the Index Guideline
The following Methodology changes will be implemented in the following points of the Index Guideline (ordered in accordance with the numbering of the affected sections):
Solactive ISS ESG Screened Sweden Small Cap Tradable Index
From:
“REBALANCE DAY” is the close of the last Business Day in May and November. If this is not an Eligible
Rebalancing Day, the Adjustment Day is moved to the next Eligible Rebalancing Day.
“SELECTION DAY” is 20 weekdays (Monday to Friday) before the scheduled REBALANCE DAY.
Solactive ISS ESG Screened Sweden 100 Tradable Index
From:
“REBALANCE DAY” is the close of the last Business Day in May and November. If this is not an Eligible
Rebalancing Day, the Adjustment Day is moved to the next Eligible Rebalancing Day
“SELECTION DAY” is 20 weekdays (Monday to Friday) before the scheduled REBALANCE DAY.
Solactive ISS ESG Screened Sweden All Cap Index
From:
“REBALANCE DAY” is the close of the last Business Day in May and November. If this is not an Eligible
Rebalancing Day, the Adjustment Day is moved to the next Eligible Rebalancing Day
“SELECTION DAY” is 20 weekdays (Monday to Friday) before the scheduled REBALANCE DAY.
Solactive ISS ESG Screened Nordics All Cap Index
From:
“SELECTION DAY” is 20 CALCULATION DAYS before the scheduled REBALANCE DAY.
Solactive ISS ESG Screened Paris Aligned Nordic Index
From:
“REBALANCE DAY” is 30 CALCULATION DAYS after the SELECTION DAY. If this is not a TRADING DAY, the
REBALANCE DAY is moved to the next TRADING DAY.
“SELECTION DAY” is the first CALCULATION DAY in May and November.
Solactive ISS ESG Screened Paris Aligned Norway Index
From:
“REBALANCE DAY” is 30 CALCULATION DAYS after the SELECTION DAY. If this is not a TRADING DAY, the
REBALANCE DAY is moved to the next TRADING DAY.
“SELECTION DAY” is the first CALCULATION DAY in May and November.
Solactive Nordic Investable Market Index
From:
“REBALANCE DAY” is 30 CALCULATION DAYS after the SELECTION DAY. If this day is not a TRADING DAY,
the REBALANCE DAY is moved to the next TRADING DAY.
“SELECTION DAY” is the first CALCULATION DAY in May and November.
Solactive Norway Investable Market Index
From:
“REBALANCE DAY” is 30 CALCULATION DAYS after the SELECTION DAY. If this day is not a TRADING DAY,
the REBALANCE DAY is moved to the next TRADING DAY.
“SELECTION DAY” is the first CALCULATION DAY in May and November.
Definitions of the indices listed above will be aligned to:
“SELECTION DAY” is 30 CALCULATION DAYS before the scheduled REBALANCE DAY.
“REBALANCE DAY” is the close of the last CALCULATION DAY in May and November. If this is not a
TRADING DAY, the REBALANCE DAY is moved to the next TRADING DAY.
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. The amended version of the index guideline will be available on the effective date.