FTSE Russell has issued the below technical notice surrounding this year’s Russell Reconstitution:
Confirmation of June 2020 Russell US Review – Detail
Following the market conditions experienced during the first quarter of this year, FTSE Russell has consulted its advisory committees and other index stakeholders on whether the 2020 Russell US annual reconstitution should proceed as normal, be deferred to a later date, or have a temporary change made to its methodology to reduce the size of rebalance transactions. Based on the feedback that FTSE Russell has received, the 2020 Russell US annual reconstitution will not be deferred and will proceed according to its current, published index methodology. FTSE Russell continues to monitor the markets and will publish further notices should the situation change.
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