FRANKFURT, Germany (October 25, 2024) – MarketVector IndexesTM ("MarketVector") announces the following rule change in the weighting methodology of the MarketVector™ Brazil Treasury 760 Day Target Duration Index (MVLFTB):
OLD:
The weight of the selected NTN-B is determined by dividing 760 by the bond’s modified duration in days.
NEW:
The weight of the selected NTN-B is determined by dividing 760 by the bond’s for PMR duration (“Prazo de Repactuação”).
The change will be effective on November 1, 2024. The amended Index Guide will be available for download at https://marketvector.com/index-guides.