Osaka Exchange: Handling Of TSE REIT Index Futures Contracts in connection with transition to free-float weighting


Tokyo Stock Exchange, Inc. (TSE) has started gathering public comments concerning the transition in calculation methodology from “full-market capitalization weighting” to “free-float adjusted market capitalization weighting” (hereafter “free-float weighting”) for TSE REIT-related Indices.

If the transition is implemented as originally proposed, the underlying index of TSE REIT Index futures listed on Osaka Exchange, Inc. (OSE) will also transit to free-float weighting from the end of Jan. 2017. In addition, special quotations for final settlement prices will be calculated based on free-float shares.

The transition is due to be implemented for March and June 2017 contracts currently available and for September and December 2017 contracts set from here on forward during each respective trading period.

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Osaka Exchange: Handling Of TSE REIT Index Futures Contracts in connection with transition to free-float weighting

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