Announcement for April 02, 2025 at 06:02 PM GMT
THIS IS AN ANNOUNCEMENT FOR THE MSCI GLOBAL STANDARD INDEXES
ANNOUNCEMENT FOR THE MSCI EXTENDED ESG FOCUS INDEXES
MSCI announced today that the MSCI Extended ESG Focus Indexes Methodology will be updated at the May 2025 Index Review, effective June 02, 2025, to reflect the following methodology changes:
- Introduce an index-level ESG Score improvement criteria of at least 10% relative to the Parent Index while continuing to maximize the ESG score during regularly scheduled Index Reviews.
- Enhance the process applied in case of infeasible optimization at the time of Index Reviews by relaxing the following constraints alternately until an optimal solution is found:
* The turnover constraint is relaxed in steps of 1% up to a maximum of 30%.
* The predicted tracking error constraint will be relaxed in steps of 0.1% up to a maximum of 5 times the original predicted tracking error.
List of Impacted Indexes:
- MSCI USA Small Cap Extended ESG Focus Index (Index Code: 716714)
- MSCI USA Extended ESG Focus Index (Index Code:719471)
- MSCI EAFE Extended ESG Focus Index (Index Code: 719472)
- MSCI Emerging Markets Extended ESG Focus Index (Index Code: 719473)
- MSCI USA Value Extended ESG Focus Index (Index Code: 750437)
- MSCI USA Growth Extended ESG Focus Index (Index Code: 750439)
- MSCI ACWI Extended ESG Focus Index (Index Code: 755163)
- MSCI Canada IMI Extended ESG Focus Index (Index Code: 722663)
- MSCI ACWI ex Canada Extended ESG Focus Index (Index Code: 723682)
- MSCI World Extended ESG Focus Index (Index Code: 722664)
The updated methodology book will be posted on MSCI's website at: https://www.msci.com/index-methodology before June 2, 2025.
We value your feedback and questions. If you would like to speak to a member of our team about any of the items in this communication, please submit a support ticket via the MSCI Online Case Management Portal https://msci.force.com/answers/s/contactsupport.
Alternatively, visit Contact Us https://www.msci.com/contact-us for other means to contact MSCI.
To unsubscribe, please click here https://support.msci.com/msci-indexes/announcements/unsubscribe
THIS IS AN ANNOUNCEMENT FOR THE MSCI GLOBAL STANDARD INDEXES
End of announcement.
Further announcements may occur as needed.
|