Dow Jones U.S. Thematic Neutral Indices Methodology Update

New York, NY, September 23, 2014: S&P Dow Jones Indices today announced that it has made changes to the Dow Jones U.S. Thematic Neutral Indices methodology regarding the reference date and announcement date for rebalances. Going forward, rebalance membership changes will be announced five business days prior to the rebalance effective date using a reference date of eight business days prior to the rebalance effective date. Previously, rebalance membership changes had been announced two business days prior to the rebalance effective date using a reference date of five business days prior to the rebalance effective date. These changes will be implemented with the next scheduled rebalance for each index, effective for after the close of September 30, 2014. A list of all impacted indices is listed below:

Index NameIndex codeIndex Key
Dow Jones U.S. Thematic Long Anti-Beta IndexDJTLABDJSTTHTABLUSDEW--P-US----
Dow Jones U.S. Thematic Short Anti-Beta IndexDJTSABDJSTTHTABSUSDEW--P-US----
Dow Jones U.S. Thematic Long Momentum IndexDJTLMODJSTTHTHMLUSDEW--P-US----
Dow Jones U.S. Thematic Short Momentum IndexDJTSMODJSTTHTHMSUSDEW--P-US----
Dow Jones U.S. Thematic Long Quality IndexDJTLQUDJSTTHTHQLUSDEW--P-US----
Dow Jones U.S. Thematic Short Quality IndexDJTLQUDJSTTHTHQSUSDEW--P-US----
Dow Jones U.S. Thematic Long Size IndexDJTLSSDJSTTHTHSLUSDEW--P-US----
Dow Jones U.S. Thematic Short Size IndexDJTSSSDJSTTHTHSSUSDEW--P-US----
Dow Jones U.S. Thematic Long Value IndexDJTLSVDJSTTHTHVLUSDEW--P-US----
Dow Jones U.S. Thematic Short Value IndexDJTSSVDJSTTHTHVSUSDEW--P-US----

The methodology document located on the S&P Dow Jones Indices website will be updated to reflect these changes.

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Posted in: Methodology Change