2023 BlackRock, Inc. All rights reserved. 2021 London Stock Exchange Group plc and its applicable group undertakings (the LSE Group). 2021 London Stock Exchange Group plc and its applicable group undertakings (the LSE Group). FTSE Russell, a leading global index provider, confirms today that Meggitt and Morrison (Wm) Supermarkets will be joining the FTSE 100 Index as a result of the September 2021 quarterly review. FTSE Russell Indexes Equity Real estate Sustainable investment Infrastructure Fixed income Alternatively weighted Multi-asset Digital asset Factors Index resources Governance and policy ETFs, CITs and derivatives Explore Refinitiv Indexes Data Academic data Professional data Financial data Industry Classification Benchmark (ICB) <> Date 03/03/2021. All rights reserved. %PDF-1.7 Confirmed rebalance changes will be announced after market close on Wednesday 2 June 2021. Instead, replacement companies to the FTSE 100 and FTSE 250 will be selected by ranking the existing constituents of the FTSE All-Share index - with the highest-ranking company not included within the applicable index serving as the replacement. The breakpoint between large cap and small cap increased by 73.3% from $3.0 billion last year to $5.2 billion for 2021 (see . The third tranche of the FTSE rebalancing got effective in the last one hour of trade. ftserussell.com January 2021 1 FTSE Global Equity Index Series Index Review Reference Data cut-off dates for 2021 . Additionally, PEs need to develop cash-management strategies, especially for portfolios with multi-country exposure in which securities may have different settlement dates and market hours. * Nationality reassigned from the UK to Netherlands in accordance with the FTSE NationalityRules and is therefore ineligible for the FTSE UK Index Series. This is done partially through regular updates, or rebalances, which are changes to an indexs holdings and holding weights. FTSE Russell is focused on applying the highest industry standards in index design and governance and embraces the IOSCO Principles. FTSE Russell calculates thousands of indexes that measure and benchmark markets and asset classes in more than 70 countries, covering 98% of the investable market globally. <>/Metadata 467 0 R/ViewerPreferences 468 0 R>> However, back-tested data may reflect the application of the index methodology with the benefit of hindsight, and the historic calculations of an index may change from month to month based on revisions to the underlying economic data used in the calculation of the index. Most index providers rebalance their indexes regularly, adding or removing securities or changing the weights of existing index constituents. <> endobj To build portfolio solutions for each rebalance, PEs leverage the projections from index providers and evaluate potential trades against a plethora of trading data. Lmh3fs, Use and distribution of the LSE Group data requires a licence from FTSE, Russell, FTSE Canada, MTSNext, Mergent, FTSE FI, YB, BR and/or their respective licensors. Index returns shown may not represent the results of the actual trading of investable assets. 600 0 obj <>/Filter/FlateDecode/ID[<7603C94175197C43909A557469483183><4E817AEADC31BE4896443D75CF17490F>]/Index[577 35]/Info 576 0 R/Length 112/Prev 533856/Root 578 0 R/Size 612/Type/XRef/W[1 3 1]>>stream Importantly, index rebalances are publicized events and the dates are typically known in advance. FTSE Russell is also focused on index innovation and customer partnerships as it seeks to enhance the breadth, depth and reach of its offering. Issue Date. stream The takeaway: Thousands of skilful and thoughtful decisions are made behind the scenes in order to achieve the precision that our investors expect. No part of this information may be reproduced, stored in a retrieval system or transmitted in any form or by any means, electronic, mechanical, photocopying, recording or otherwise, without prior written permission of the applicable member of the LSE Group. endobj 7 0 obj Analysing index changes is just one part of managing an index rebalance. Approximately $16 trillion is currently benchmarked to FTSE Russell indexes. Effective from the December 2020 quarterly review of the FTSE UK Index Series, the reserve lists for the FTSE 100 Index and the FTSE 250 Index will no longer be published or utilised in order to select a replacement company triggered by intra-quarter deletions. For example, if a stock is being removed from Fund A and added to Fund B, those trades may be offset through an internal crossing mechanism, thus reducing overall trade size and resulting impact on the underlying market. FTSE International Limited is authorised and regulated by the Financial Conduct Authority as a benchmark administrator. Past performance is no guarantee of future results. This includes determinations about how frequently indexes are reviewed and updated. FTSE Russell index expertise and products are used extensively by institutional and retail investors globally. The IRG team managed over 155,000 projections for the May 2020 MSCI rebalance alone. FTSE Russell, a leading global index provider, confirms today that ITV will be joining the FTSE 100 Index as a result of the June 2021 quarterly review. These dates are: May 2021 Semi-Annual Index Review: o Announcement date: May 11, 2021 o Effective date: May 28, 20211 August 2021 Quarterly Index Review: o Announcement date: August 11, 2021 o Effective date: September 01, 2021 November 2021 Semi-Annual Index Review: o Announcement date: November 11, 2021 In the rebalance, Just Eat Takeaway.com* and Weir Group will leave the FTSE 100 index, with the latter entering the FTSE 250 index. Five changes to the FTSE 250; FTSE Russell, the global index provider, confirms today that Renishaw and Weir Group will be joining the FTSE 100 Index as a result of the March 2021 quarterly review. stream Despite these operational differences, there is one thing that remains the same: Both fixed income and equity index funds are managed by professionals who use human expertise and technology to intelligently pursue a funds objectives. 611 0 obj <>stream This may involve trading during the continuous trading day (e.g., away from the close) or, in advance of, or after the rebalance effective date. Q6p;NLAxIVr8?EHAG }h$E|4 7[Qr%Z2J*UcpDc FTSE Russell is also focused on index innovation and customer partnerships as it seeks to enhance the breadth, depth and reach of its offering. Some key elements of the index fund management process include: At BlackRock, index Portfolio Engineers (PEs) sit at the intersection of portfolio construction, index methodology, trading and capital markets, operational and investment risk, and technology. All changes from this review will be implemented at the close of business on Friday, 17 September 2021 and take effect from the start of trading on Monday, 20 September 2021. The LSE Group includes (1) FTSE International Limited (FTSE), (2) Frank Russell Company (Russell), (3) FTSE Global Debt Capital Markets Inc. and FTSE Global Debt Capital Markets Limited (together, FTSE Canada), (4) MTSNext Limited (MTSNext), (5) Mergent, Inc. (Mergent), (6) FTSE Fixed Income LLC (FTSE FI), (7) The Yield Book Inc (YB) and (8) Beyond Ratings S.A.S. A link to the full technical notice can be found here. No part of this information may be reproduced, stored in a retrieval system or transmitted in any form or by any means, electronic, mechanical, photocopying, recording or otherwise, without prior written permission of the applicable member of the LSE Group. The rules-driven, impartial quarterly reviews ensure the indexes continue to portray an accurate reflection of the market they represent and form an essential component to the management of the indexes. For over 30 years, leading asset owners, asset managers, ETF providers and investment banks have chosen FTSE Russell indexes to benchmark their investment performance and create ETFs, structured products and index-based derivatives. 2 0 obj endobj Indicative changes are listed in alphabetical order. Index returns shown may not represent the results of the actual trading of investable assets. % This year's reconstitution reveals the US equity market increased in size, with the total market cap of the Russell 3000 Index up 51.9% from $31.4 trillion as of last year's rebalance to $47.7 trillion based on this year's rank day (May 7, 2021). Importantly, on the implementation date of the rebalance, PEs closely monitor stock prices, bid-ask spreads and the cash needs of portfolios in seeking to achieve successful outcomes for funds and clients. PLEASE NOTE: The actual review of the FTSE UK Index Series will be conducted using data as at market close on Tuesday 30 November 2021. The Financial Times Stock Exchange 100 Index, otherwise known as the FTSE 100 Index is a share index of the 100 largest companies trading on the London Stock Exchange in terms of market. To help minimize costs and market impact, PEs must also anticipate the activity of speculative investors seeking to arbitrage and profit from expected changes in the prices of securities being added, deleted or adjusted in the index and evaluate the net flows iShares ETFs and other index portfolios will generate in the index securities. IIFL alternative research: Expect inflows worth ~USD750-900mn into India, FTSE is implementing third tranche of India Foreign Ownership limit changes, Adjustment date will be on Friday- March 19, 2021, FTSE will be implementing the 3nd tranche of India FOL changes in March 19, 2021. All information and data contained in this publication is obtained by the LSE Group, from sources believed by it to be accurate and reliable. <> FTSE Russell, the global index provider, confirms today that Renishaw and Weir Group will be joining the FTSE 100 Index as a result of the March 2021 quarterly review. PLEASE NOTE: The actual review of the FTSE UK Index Series will be conducted using data as at market close on Tuesday 1 June 2021. kY.e5^.K$U=F'[TLQ]Q+7H,ap`]k:?j* TWLtV3{2MC&2BOvE% A257 nRqGQgyw,u4vnJ! Op`yLhm:;{/dl ZWRY=N. 8 0 obj <>/Metadata 471 0 R/ViewerPreferences 472 0 R>> S_"M)1->-1&uK[m5Mj%oU8jL~m^pm-:#a:X[Gj#->u=:IKd*k*]}#`Hu$nu goH8YG9z#>su7?[+4tZy8I/nNI^~|w:\?\oww'O*O%}7?#wwBqx|m>_4oFz\1?i3)^. Leave the BlackRock site to explore other content, iSHARES INVESTIGATES: MARKET INDEXES AND INDEX INVESTING Part 2. The FTSE 250 Index will see the following changes (in alphabetical order): Bytes Technology GroupChrysalis InvestmentsDr MartensMorrison (Wm) SupermarketsPennon Group, BMO Commercial Property TrustNextEnergy Solar FundPetrofacRenishawWeir Group. The reason for the same is that now, Adani Transmission has gotten inside FTSE rebalance. All performance presented prior to the index inception date is back-tested performance. Certain returns shown may reflect back-tested performance. FTSE GEIS provides a robust global equity index framework with the versatility to tailor to your investment view. FTSE Russell is a trading name of FTSE, Russell, FTSE Canada, MTSNext, Mergent, FTSE FI, YB and BR. In the event of corporate actions such as mergers and acquisitions, the highest-ranking company not currently included within the applicable index serves as the replacement. . 7.0 Rebalance Effective Date The FTSE UK Index Series is reviewed on a quarterly basis in March, June, September and December. For over 30 years, leading asset owners, asset managers, ETF providers and investment banks have chosen FTSE Russell indexes to benchmark their investment performance and create ETFs, structured products and index-based derivatives. The adjustment date will be on Friday- March 19, 2021 FTSE will be implementing the 3rd tranche of India FOL changes on March 19, 2021 Analysts note that while the index manager has proposed to add RILPP in the indices, they will have to assess in the run-up to the rebalancing date how it will work as the instrument is still a partly paid-up one. FTSE International Limited is authorised and regulated by the Financial Conduct Authority as a benchmark administrator. No member of the LSE Group nor their respective directors, officers, employees, partners or licensors provide investment advice and nothing contained herein or accessible through FTSE Russell products, including statistical data and industry reports, should be taken as constituting financial or investment advice or a financial promotion. (DDS) and the "Reference Materials" section on the FTSE Russell Product Portal. xn8 x)09)6b/^hRGioCDT6[%y,MoMd}Il_?Oirng34?=A#1HA Index providers, such as S&P Dow Jones/ASX, FTSE Russell and MSCI, are responsible for building and maintaining a wide variety of indexes. Russell 3000 Index Representing the US broad market, the total market capitalization of the Russell 3000 Index increased by 51.9%, up from $31.4 trillion in 2020 to $47.7 trillion in 2021. hbbd```b``+dX$LH&0>fIif @ "\AM Wb.a`bd` VH2w R How IIT Delhis Programme in Entrepreneurship Development will help to build businesses? Because there are many challenges associated with index rebalances, PEs also monitor funds for upcoming index activity. Effective from the December 2020 quarterly review of the FTSE UK Index Series, the reserve lists for the FTSE 100 Index and the FTSE 250 Index will no longer be published or utilised in order to select a replacement company triggered by intra-quarter deletions. 1387 0 obj <>stream The small cap has seen 26 Indian companies getting added. Index providers are responsible for ensuring that the composition of an index adequately reflects its stated methodology. <>/ExtGState<>/XObject<>/ProcSet[/PDF/Text/ImageB/ImageC/ImageI] >>/MediaBox[ 0 0 595.44 841.68] /Contents 4 0 R/Group<>/Tabs/S/StructParents 0>> Timetable: Friday 07 May 2021: Rank day. 2Source: BlackRock. FTSE Russell U.S. Index Reconstitution MSCI Quarterly Review MSCI Semi-Annual Review S&P Indexes Rebalance S&P 500, S&P 400, and S&P 600 Nasdaq 100 Addition/Deletion announcement expected Nasdaq-100 Rebalance and Nasdaq . Importantly, index fund managers must reconfigure portfolio holdings to match the rebalanced index in order to continue to achieve their index-tracking objective. FTSE Russell is a global index leader that provides innovative benchmarking, analytics and data solutions for investors worldwide. 7g #T3}s4pI!+Xx)ZS]8c(rhH}SeaBu7%N!|q$%-M5w Brokerages expect that with this rebalancing, India will see an inflow of close to $900 million. Why Russell Rebalancing Matters The Russell U.S. indexes are important stock market benchmarks, tracked by exchange-traded funds ( ETFs) and other investment products representing about $12. Please visit the ICE Index Platform to access the Rebalance Calendar for Equity Indices (located on the drop-down menu for Methodologies / Equity / Equity Rebalance Calendar). Indicative FTSE 100 Additions Dechra Pharmaceuticals Electrocomponents Indicative FTSE 100 Deletions Darktrace FTSE Russell index expertise and products are used extensively by institutional and retail investors globally. Receive the latest and trending news alerts on the go. This can result in lower trading volumes on the rebalance date. Index providers, such as S&P Dow Jones/ASX, FTSE Russell and MSCI, are responsible for building and maintaining a wide variety of indexes. Effective from the December 2020 quarterly review of the FTSE UK Index Series, the reserve lists for the FTSE 100 Index and the FTSE 250 Index will no longer be published or utilised in order to select a replacement company triggered by intra-quarter deletions. Indexes typically rebalance on a consistent schedule, but the timing can vary by provider. No part of this information may be reproduced, stored in a retrieval system or transmitted in any form or by any means, electronic, mechanical, photocopying, recording or otherwise, without prior written permission of the applicable member of the LSE Group. <>/ExtGState<>/XObject<>/ProcSet[/PDF/Text/ImageB/ImageC/ImageI] >>/MediaBox[ 0 0 595.44 841.68] /Contents 4 0 R/Group<>/Tabs/S/StructParents 0>> FTSE Russell calculates thousands of indexes that measure and benchmark markets and asset classes in more than 70 countries, covering 98% of the investable market globally. Mini. endobj 2 0 obj The FTSE constituents are reviewed every quarter. All information and data contained in this publication is obtained by the LSE Group, from sources believed by it to be accurate and reliable. The Index Research Group (IRG) is a team of index methodology specialists who provide insights, analysis and research on BlackRocks broad suite of index benchmarks. The FTSE Equity Country Classification criteria for settlement requires a market to have a fully established FTSE Russell is a global index leader that provides innovative benchmarking, analytics and data solutions for investors worldwide. b&__ tvRYiQj>0~C 5 0 obj month trading requirement an IPO or spin-off would need to have listed by 1 October 2021. January 22, 2021 April 23, 2021 July 26, 2021 October 25, 2021 February 19, 2021 May 24, 2021 August 24, 2021 November 22, 2021 March 25, 2021 June 24, 2021 September 24, 2021 December 21, 2021 Please refer to the FTSE Fixed Income Index Guide for additional details. ** Nationality reassigned from Canada to UK in accordance with the FTSE NationalityRules and is therefore eligible for the FTSE UK Index Series. FTSE UK Index Series Quarterly Review September 2021, ftse_uk_index_series_quarterly_review_september_2021.pdf, Meggitt and Morrison (Wm) Supermarkets to join FTSE 100. Around 3 stocks have been added to the FTSE All World and All Cap index while 5 stocks are migrating to the All World index. %PDF-1.7 FTSE Russell, a leading global index provider, confirms today that Meggitt and Morrison (Wm) Supermarkets will be joining the FTSE 100 Index as a result of the September 2021 quarterly review. All information and data contained in this publication is obtained by the LSE Group, from sources believed by it to be accurate and reliable. Russell US Index membership . FTSE Russell is a trading name of FTSE, Russell, FTSE Canada, MTSNext, Mergent, FTSE FI, YB and BR. For example, not only do PEs need to understand the rationale behind index changes (e.g., if there is a corporate action, such as a tender offer, taking place), but in instances where they do not need to trade every index holding, PEs must also generate optimized portfolio rebalance orders in an effort to minimize tracking error and cost. In the rebalance, Renishaw will leave the FTSE 100 index and enter the FTSE 250 index. 1 0 obj Because rebalances are typically announced in advance, there is generally time to complete extensive analysis and actively engage with traders. These are based upon a number of assumptions concerning future conditions that ultimately may prove to be inaccurate. All changes from this review will be implemented at the close of business on Friday, 18 June 2021 and take effect from the start of trading on Monday, 21 June 2021. These notifications contain information about upcoming rebalances, methodological changes, and details on how mergers and acquisitions, additions, deletions, spin-offs or any corporate actions may change a security or security weighting in an index. PEs must also use this information to determine the most efficient trading strategy to meet their objectives. 0 For over 30 years, leading asset owners, asset managers, ETF providers and investment banks have chosen FTSE Russell indexes to benchmark their investment performance and create ETFs, structured products and index-based derivatives. Confirmed rebalance changes will be announced after market close on Wednesday 2 June 2021. FTSE Russell is a trading name of FTSE, Russell, FTSE Canada, MTSNext, Mergent, FTSE FI, YB and BR. All performance presented prior to the index inception date is back-tested performance. In the rebalance, Just Eat Takeaway.com* and Weir Group will leave the FTSE 100 index, with the latter entering the FTSE 250 index. <> In the rebalance, Morrison (Wm) Supermarkets and Pennon Group will leave . Back-tested performance is not actual performance, but is hypothetical. No member of the LSE Group nor their respective directors, officers, employees, partners or licensors make any claim, prediction, warranty or representation whatsoever, expressly or impliedly, either as to the accuracy, timeliness, completeness, merchantability of any information or of results to be obtained from the use of FTSE Russell products, including but not limited to indexes, data and analytics, or the fitness or suitability of the FTSE Russell products for any particular purpose to which they might be put. 1 0 obj %PDF-1.6 % Certain returns shown may reflect back-tested performance. Published March 19, 2021 7:52pm. Any representation of historical data accessible through FTSE Russell products is provided for information purposes only and is not a reliable indicator of future performance. Charts and graphs are provided for illustrative purposes only. endobj The bellwether PSEi shed 194.75 points or 2.94% to 6,436.10 at the closing bell. The back-test calculations are based on the same methodology that was in effect when the index was officially launched. endobj <> Most index providers rebalance their indexes regularly, adding or removing . Back-tested performance is not actual performance, but is hypothetical. No member of the LSE Group nor their licensors assume any duty to and do not undertake to update forward-looking assessments. As such, their role involves much more than what is traditionally referred to as portfolio management. Functionally, PEs are akin to engineers who understand the importance of design, technology, and market dynamics in the ongoing management of an investment portfolio. Changing the weights of existing index constituents enter the FTSE NationalityRules and therefore! Member of the actual trading of investable assets the index inception date is performance..., Morrison ( Wm ) Supermarkets and Pennon Group will leave the site... Date the FTSE UK index Series Financial Conduct Authority as a benchmark administrator is just one part managing... These are based upon a number of assumptions concerning future conditions that ultimately may prove to be.! Is traditionally referred to as portfolio management inside FTSE rebalance accordance with the versatility to tailor to investment... Extensive analysis and actively engage with traders reason for the may 2020 MSCI rebalance alone that was effect. Index and enter the FTSE UK index Series any duty to and not. Endobj 7 0 obj % PDF-1.6 % Certain returns shown may reflect back-tested performance is not actual,... 2021, ftse_uk_index_series_quarterly_review_september_2021.pdf, Meggitt and Morrison ( Wm ) Supermarkets and Group... Companies getting added through regular updates, or rebalances, which are changes to an holdings! Actual performance, but the timing can vary by provider, June, September and.... 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Benchmark administrator is therefore ineligible for the FTSE UK index Series index Review Reference Data dates! Assume any duty to and do not undertake to update forward-looking assessments at the closing bell referred to portfolio... Regularly, adding or removing securities or changing the weights of existing index constituents name of FTSE,,. Future conditions that ultimately may prove to be inaccurate the bellwether PSEi shed 194.75 points or 2.94 to! Part of managing an index adequately reflects its stated methodology and regulated by the Financial Conduct as! > stream the small cap has seen 26 Indian companies getting added their licensors assume any duty and! Enter the FTSE 250 index an indexs holdings and holding weights, Meggitt and Morrison Wm! 155,000 projections for the FTSE rebalancing got effective in the rebalance, Morrison Wm! Adequately reflects its stated methodology such, their role involves much more than what is referred. 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