Dow Jones U.S. Thematic Market Neutral Indices Methodology Changes

Effective with the August 2013 Rebalancing

New York, NY, April 9, 2013: S&P Dow Jones Indices today announced the Hard to Borrow criteria currently used in the component selection to check borrowing costs for stocks included in the following indices will be discontinued effective with the August 2013 rebalancing:

Dow Jones U.S. Thematic Short Anti Beta Index
Dow Jones U.S. Thematic Short Momentum Index
Dow Jones U.S. Thematic Short Quality Index
Dow Jones U.S. Thematic Short Size Index
Dow Jones U.S. Thematic Short Value Index

 

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