Methodology Change | RAFI Equity Index Series | Effective Date 15 February 2024
Today, on the 14th of February 2024, Solactive announces the following changes to the guidelines of the indices listed in the table at the end of this announcement (the ‘Affected Indices’):
Background for guideline change
The calculation times of all Rafi Indices will be changed to the global calculation settings: Global Hours: 01:00am – 10:50pm CET
Changes to the Index Guidelines
Section 5 Appendix will be amended: Global Hours: 01:00am – 10:50pm CET
Guidelines to be changed
- RAFI Multi-Factor Index Series
- RAFI Dynamic Multi-Factor Indices
- RAFI Multi-Factor Indices
- RAFI Factor Indices
- RAFI Fundamental Index Series
- RAFI ESG Index Series
List of Affected Indices
|
RAFI Dynamic Multi-Factor Developed ex-U.S. Index NTR |
.RADMFXNT |
DE000SLA2Z85 |
|
RAFI Dynamic Multi-Factor Developed ex-U.S. Index PR |
.RADMFXUP |
DE000SLA2ZQ2 |
|
RAFI Dynamic Multi-Factor Developed ex-U.S. Index TR |
.RADMFXUT |
DE000SLA20S4 |
|
RAFI Dynamic Multi-Factor Emerging Markets Index NTR |
.RADMFENT |
DE000SLA2Z93 |
|
RAFI Dynamic Multi-Factor Emerging Markets Index PR |
.RADMFEMP |
DE000SLA2ZR0 |
|
RAFI Dynamic Multi-Factor Emerging Markets Index TR |
.RADMFEMT |
DE000SLA20T2 |
|
RAFI Dynamic Multi-Factor U.S. Index NTR |
.RADMFUNT |
DE000SLA2Z77 |
|
RAFI Dynamic Multi-Factor U.S. Index PR |
.RADMFUSP |
DE000SLA2ZP4 |
|
RAFI Dynamic Multi-Factor U.S. Index TR |
.RADMFUST |
DE000SLA20R6 |
|
RAFI ESG Developed Index GTR |
.RAESGDVT |
DE000SLA5NN8 |
|
RAFI ESG Developed Index NTR |
.RAESGDVN |
DE000SLA5NM0 |
|
RAFI ESG Developed Index NTR (EUR) |
.RAESGDNE |
DE000SLA8J06 |
|
RAFI ESG Developed Index NTR EUR Hedged |
.RAESGDVH |
DE000SLA8U68 |
|
RAFI ESG Developed Index PR |
.RAESGDVP |
DE000SLA5NL2 |
|
RAFI ESG Developed PR (EUR) |
.RAESGDPE |
DE000SL0AK75 |
|
RAFI ESG US Index GTR |
.RAESGUST |
DE000SLA5NS7 |
|
RAFI ESG US Index NTR |
.RAESGUSN |
DE000SLA5NQ1 |
|
RAFI ESG US Index PR |
.RAESGUSP |
DE000SLA5NP3 |
|
RAFI Fundamental Developed ex-US Index NTR |
.RAFIDXUN |
DE000SLA3H94 |
|
RAFI Fundamental Developed ex-US Index PR |
.RAFIDXUP |
DE000SLA3H11 |
|
RAFI Fundamental Developed ex-US Index TR |
.RAFIDXUT |
DE000SLA3JH3 |
|
RAFI Fundamental Developed Index NTR |
.RAFIDEVN |
DE000SLA3H86 |
|
RAFI Fundamental Developed Index PR |
.RAFIDEVP |
DE000SLA3H03 |
|
RAFI Fundamental Developed Index TR |
.RAFIDEVT |
DE000SLA3JG5 |
|
RAFI Fundamental Emerging Markets EUR Index NTR |
.RAFIEMEN |
DE000SL0C5F9 |
|
RAFI Fundamental Emerging Markets EUR Index PR |
.RAFIEMEP |
DE000SL0C5E2 |
|
RAFI Fundamental Emerging Markets Index NTR |
.RAFIEMN |
DE000SLA3JB6 |
|
RAFI Fundamental Emerging Markets Index PR |
.RAFIEMP |
DE000SLA3H37 |
|
RAFI Fundamental Emerging Markets Index TR |
.RAFIEMT |
DE000SLA3JK7 |
|
RAFI Fundamental Global All Company Index GTR |
.RAFIGAT |
DUMMYISIN129 |
|
RAFI Fundamental Global All Company Index NTR |
.RAFIGAN |
DUMMYISIN128 |
|
RAFI Fundamental Global All Company Index PR |
.RAFIGAP |
DUMMYISIN127 |
|
RAFI Fundamental Global Index NTR |
.RAFIGLBN |
DE000SLA3H78 |
|
RAFI Fundamental Global Index PR |
.RAFIGLBP |
DE000SLA3HZ9 |
|
RAFI Fundamental Global Index TR |
.RAFIGLBT |
DE000SLA3JF7 |
|
RAFI Fundamental U.S. Index NTR |
.RAFIUSN |
DE000SLA3JC4 |
|
RAFI Fundamental U.S. Index PR |
.RAFIUSP |
DE000SLA3H45 |
|
RAFI Fundamental U.S. Index TR |
.RAFIUST |
DE000SLA3JL5 |
|
RAFI Fundamental U.S. Small Company Index NTR |
.RAFIUSSN |
DE000SLA3JD2 |
|
RAFI Fundamental U.S. Small Company Index PR |
.RAFIUSSP |
DE000SLA3H52 |
|
RAFI Fundamental U.S. Small Company Index TR |
.RAFIUSST |
DE000SLA3JM3 |
|
RAFI Low Volatility Factor Developed Index NTR |
.RADMFLDN |
DE000SL0KPX3 |
|
RAFI Low Volatility Factor Developed Index PR |
.RADMFDLV |
DE000SL0KPW5 |
|
RAFI Low Volatility Factor Developed Index TR |
.RADMFLDT |
DE000SL0KPY1 |
|
RAFI Low Volatility Factor U.S. Index NTR |
.RADMFULN |
DE000SLA20B0 |
|
RAFI Low Volatility Factor U.S. Index PR |
.RADMFULV |
DE000SLA2ZT6 |
|
RAFI Low Volatility Factor U.S. Index TR |
.RADMFULT |
DE000SLA20V8 |
|
RAFI Multi-Factor Developed EUR Hedged Index NTR |
.RAMDNEUH |
DE000SL0EAB4 |
|
RAFI Multi-Factor Developed EUR Index NTR |
.RAMDNEUR |
DE000SLA98K7 |
|
RAFI Multi-Factor Developed EUR Index PR |
.RAMDPEUR |
DE000SL0AK67 |
|
RAFI Multi-Factor Developed ex Low Volatility GTR |
.RAMDXLVT |
DE000SLA7125 |
|
RAFI Multi-Factor Developed ex Low Volatility NTR |
.RAMDXLVN |
DE000SLA7117 |
|
RAFI Multi-Factor Developed ex Low Volatility PR |
.RAMDXLVP |
DE000SLA7109 |
|
RAFI Multi-Factor Developed GBP Hedged Index Net Return |
.RAMDGBPH |
DE000SLA56E8 |
|
RAFI Multi-Factor Developed Index NTR |
.RAQMFDLN |
DE000SLA3G87 |
|
RAFI Multi-Factor Developed Index NTR (GBP) |
.RAMDNGBP |
DE000SLA5JY3 |
|
RAFI Multi-Factor Developed Index PR |
.RAQMFDLP |
DE000SLA3GV0 |
|
RAFI Multi-Factor Developed Index TR |
.RAQMFDLT |
DE000SLA3HP0 |
|
RAFI Multi-Factor Emerging Markets Index NTR |
.RAQMFENT |
DE000SLA21G7 |
|
RAFI Multi-Factor Emerging Markets Index PR |
.RAQMFEMP |
DE000SLA21F9 |
|
RAFI Multi-Factor Emerging Markets Index TR |
.RAQMFEMT |
DE000SLA21H5 |
|
RAFI Multi-Factor U.S. Index NTR |
.RAQMFUNT |
DE000SLA21K9 |
|
RAFI Multi-Factor U.S. Index PR |
.RAQMFUSP |
DE000SLA21J1 |
|
RAFI Multi-Factor U.S. Index TR |
.RAQMFUST |
DE000SLA21L7 |
|
RAFI Quality Factor US NTR Index |
.RADMFUQN |
DE000SLA20C8 |
|
RAFI Quality Factor US PR Index |
.RADMFUQ |
DE000SLA2ZU4 |
|
RAFI Quality Factor US TR Index |
.RADMFUQT |
DE000SLA20W6 |
|
RAFI Value Factor Developed Eurozone Carbon Neutral GTR |
.RAVEFFCT |
DE000SLA7158 |
|
RAFI Value Factor Developed Eurozone Carbon Neutral NTR |
.RAVEFFCN |
DE000SLA7141 |
|
RAFI Value Factor Developed Eurozone Carbon Neutral PR |
.RAVEFFCP |
DE000SLA7133 |
|
RAFI Value Factor U.S. Index NTR |
.RADMFUVN |
DE000SLA20A2 |
|
RAFI Value Factor U.S. Index PR |
.RADMFUV |
DE000SLA2ZS8 |
|
RAFI Value Factor U.S. Index TR |
.RADMFUVT |
DE000SLA20U0 |