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Wednesday, April 18, 2012

Financial Products News #2012 - 28
Closing Prices Restated for Select Russell Volatility Control Indexes on RussellTick

Markets Impacted:

  • All Markets

Data Feeds Impacted:

  • RussellTick

Contact Information:

What you need to know:

  • Russell Investments updated the index methodology for the following Russell Volatility Control indexes effective Wednesday, April 18, 2012:
  • Russell 2000® Daily Volatility Control 10% Total Return Index (Symbol: R2VC10T)
  • Russell 2000 Daily Volatility Control 12% Total Return Index (Symbol: R2VC12T)
  • Russell 2000 Daily Volatility Control 15% Total Return Index (Symbol: R2VC15T)
  • Russell 2000 Daily Volatility Control 10% Excess Return Index (Symbol: R2VC10E)
  • Russell 2000 Daily Volatility Control 12% Excess Return Index (Symbol: R2VC12E)
  • Russell 2000 Daily Volatility Control 15% Excess Return Index (Symbol: R2VC15E)
  • As a result of the updated index methodology, all index values between January 2, 2001 and April 17, 2012 have been recalculated for the affected indexes.
  • NASDAQ OMX requests that data recipients and market data vendors manually update index databases to reflect the restated closing price values.

What is being restated?

As a result of an updated index methodology by Russell Investments, NASDAQ OMX has restated the closing price values for select Russell Volatility Control indexes for January 2, 2001 through April 17, 2012.

What information is being adjusted?

NASDAQ OMX is restating the closing prices for the affected Russell Volatility Control indexes. A complete list of restated index values is available on the NASDAQ OMX Trader® website. NASDAQ OMX requests that market data distributors manually update their index databases to reflect the restated values. In addition, NASDAQ OMX requests that data recipients and market data vendors remove intraday ticks between January 2, 2001 and April 17, 2012.

Where can I find additional information?

Please contact NASDAQ OMX Global Data Products at +1 301 978 5307.


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