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Amendment to SGI Harmonia Index Rules

23

MAR
2015
By decision of the Index Scientific Committee of SGI Harmonia Index, the following amendments are made to the Index, effective from March 24th 2015 included: -  To improve trading capacity,  the implementation of the monthly rebalancing is smoothed linearly over 5 days and the underlying bond indices are valued based on the average between market opening and market closing levels. - To avoid then effect of potential liquidity stresses on ECB Monetary Policy Governing Council Meeting days, the Index is not calculated on such days.