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Methodology Change | Moody’s Analytics IG EUR Select Credit Index | Effective Date 22nd October 2018

Today, on 19th October 2018, Solactive announces the following changes to the methodology of its Moody’s Analytics IG EUR Select Credit Index:

For data cleaning purposes the Index Committee of Solactive has taken the decision to amend the index rule of its Moody’s Analytics IG EUR Select Credit Index.  The selection methodology will be supplemented by quantitative constraints. The amendment will be implemented by  adding a footnote to  point (b) of Section 4.1 index-specific definitions of the index guideline with the following provisions:

 

  • The EDFTM, FVSTM, and OAS measures provided by Moody’s Analytics will be considered unavailable if outside the following bounds: 0< EDFTM <=50, 0< FVSTM <9999, 0<OAS<9999

 

The change of the index guideline becomes effective on 22 October 2018. The amended index guideline is available on www.solactive.com.