Extraordinary Announcement | RAFI Currency Hedge Indices | March 2024 Rebalancing
Solactive announces an adjustment to the March 2024 monthly rebalancing schedule for the indices mentioned. Exceptionally, the rebalancing will be conducted at the close of March 28, 2024, instead of the initially scheduled close of March 29, 2024. This change is due to the observance of holidays in several markets on March 29, 2024, coupled with WM/Refinitiv’s unavailability to provide Spot FX rates on that day.
Based on the currency weights and Spot rates as of March 27, 2024, the currency notional amounts will be determined on March 27, 2024. The currency weights will be available in the files delivered on March 27, 2024. The notional amounts will be sold forward using the 1-month Forward rates as of March 28, 2024.
Starting from March 20, 2024, the closing level of the indices will be calculated considering the new upcoming rebalancing date March 28, 2024.
This extraordinary rebalancing will be applicable for the below indices:
| RAFI Multi-Factor Developed GBP Hedged Index Net Return | .RAMDGBPH |
| RAFI ESG Developed Index NTR EUR hedged | .RAESGDVH |
| RAFI Multi-Factor Developed EUR Hedged Index NTR | .RAMDNEUH |
| RAFI Fundamental Global Reduced Carbon Pathway 3.5% GBP Hedged NTR Index | .RCPGLGHN |
| RAFI Fundamental Global Low Carbon Transition NTR Index GBP Hedged | .RLCTGLHN |
| RAFI Fundamental Global Low Carbon Transition PR Index GBP Hedged | .RLCTGLHP |
| RAFI Fundamental Global Low Carbon Transition TR Index GBP Hedged | .RLCTGLHT |
| RAFI Multi-Factor Climate Transition Developed GBP Hedged Index | .RMFCTDGH |
| RAFI Multi-Factor Climate Transition Developed GBP Hedged Index PR | .RMFCTDGP |
| RAFI Multi-Factor Climate Transition Developed GBP Hedged Index GTR | .RMFCTDGT |
| RAFI Fundamental Global Low Carbon Transition Index GBP Dev Currency Hedged | .RLCTGDHN |
| RAFI Bonds US High Yield 1-10 Index CAD Hedged | .RAFICHYH |