On March 1st, 2010 NASDAQ OMX will change the index algorithm and use correction factor instead of adjustment amount when calculating the OMX Stockholm 30 Index. The same algorithm is currently used for calculating the VINX30 index. The reason for the change is to publish the new divisor in the morning report, before the market opens during a corporate action adjustment, a change requested by market participants. The result of the calculation will be unchanged, no new fields, columns or rows will be added or deleted to the reports. The information in the correction factor field will replace the adjustment amount information. Please see the attached document for an example of the difference between the old and new algorithm for a rights issue adjustment in OMXS30. For further information concerning this notice please contact Michael Olsson or Erik Hågemo, telephone + 46 8 405 6296, e-mail index@nasdaqomx.com
NASDAQ OMX changes index algorithm for the OMX Stockholm 30 Index effective March 1st, 2010
| Quelle: Index