Changes to the Indices Calculation Methodology is summarised below:
- Change to the treatment of off-exchange trades. The calculation methodology will be changed to include off-exchange trades in the indices if, and only if, the buyer and seller are not known to one another at time of trade confirmation. Currently both indices exclude all off-exchange trades.
- Changes will not be applied retrospectively.
- Changes to the methodology will apply from 01 January 2017.
- The published calculation methodology is available here [PDF, 268 KB]. A marked-up version of the current methodology is available here.