Methodology Change | Commodity Leverage Index Family | Effective Date 5th December 2018

Today, on 30th November 2018, Solactive announces the following changes to the methodology of its Commodity Leverage Index Family:


In order to reflect the movements of the Index Components more accurately, the calculation frequency of the level of each Index will be enhanced to 1 second. The amendment will be implemented by adjusting point Section 1.4  Levels and calculation frequency of the index guideline, which currently states that ‘each Index is calculated continuously in 15-second intervals’.

The change of the index guideline becomes effective on 5th December 2018. The amended index guideline is available on www.solactive.com.