Methodology Change | Solactive Eurozone Rendite Plus 1-10 Bond Index (/TR) | 25th of September 2024
Today, on 25th of September, Solactive announces the following changes to the methodology of the Solactive Eurozone Rendite Plus 1-10 Bond Index and TR Index:
In order to avoid exceeding the threshold per country, the index country capping during the rebalances will be changed to 19% from 20%
Old Methodology:
2.2. WEIGHTING OF THE INDEX COMPONENTS
The Index Components are weighted according to their respective Market Value in proportion to the aggregated Market Value of all Index Components in the Index.
A capping of 20% per country is applied. If the sum of the weights of all bonds from a country exceeds 20%, it is reduced to 20% while the excess weight is assigned proportionally to all other uncapped countries.
New Methodology:
2.2. WEIGHTING OF THE INDEX COMPONENTS
The Index Components are weighted according to their respective Market Value in proportion to the aggregated Market Value of all Index Components in the Index.
A capping of 19% per country is applied. If the sum of the weights of all bonds from a country exceeds 19%, it is reduced to 19% while the excess weight is assigned proportionally to all other uncapped countries.