Further to a change announcement on 19 July 2010, NYSE Technologies would like to remind you that the NYSE Euronext indices described below will adopt the calculation methodology for total and net return indices to include dividends at the close of the ex-date instead of at the opening of the ex-date. This methodology conforms to the existing AEX calculation methodology.
The change effects the total and net return indices of the BEL 20, BEL SMALL, BEL MID and PSI 20 indices as follows:.
Find below the list of impacted total return indices:
|ISIN Code||Mnemo||Name||Type of Index||Subtype||Underlying Index|
|BE0389557050||BEL2I||BEL 20 GR||Total Return||Gross Return||BEL 20|
|BE0389558066||BEL2P||BEL 20 NR||Total Return||Net Return||BEL 20|
|BE0389561094||BELMC||BEL MID NR||Total Return||Net Return||BEL MID|
|BE0389556045||BELSC||BEL SMALL NR||Total Return||Net Return||BEL SMALL|
|PTING0210001||PSITR||PSI 20 GR||Total Return||Gross Return||PSI 20|
As for these price type indices, the gross and/or the net return will be disseminated in the 542 and 543 messages via the appropriate fields (TypeOfLevel=2 and/or TypeOfLevel=3). Currently this information is only disseminated in the total return indices listed above.
Please note that there will not be any changes on the structure of the messages for these indices or any other indices.
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