FTSE Russell – Benefits Canada.com

CIA selects FTSE Russell to represent Canada bond market for commuted-value calculations

mschmit — Mon, 21 Sep 2020 03:58:37 +0000

The Canadian Institute of Actuaries has selected FTSE Russell to represent the provincial and investment-grade corporate bond spread to be used for the CIA’s new market-based commuted-value calculation. The calculation is used to determine how much to pay a member of a registered defined benefit pension who leaves the plan and elects to receive their […]

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U.S. largest and smallest cap stocks diverge in FTSE Russell index reconstitution

mschmit — Thu, 11 Jun 2020 04:30:04 +0000

FTSE Russell has released a preliminary list of companies set to enter or leave its U.S. indexes at the end of June as part of its annual reconstitution, which occurs to reflect market changes from the previous year. And the results tell a tale of the growing gap between the largest and smallest cap stocks. […]

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BBB-rated corporate bonds representing larger part of Canadian market

mschmit — Wed, 26 Feb 2020 02:37:25 +0000

BBB-rated corporate bonds are becoming a bigger part of the Canadian market, according to an analysis by FTSE Russell. In particular, at the end of January 2020, the FTSE Canada one- to 10-year corporate BBB bond index had 326 issuers, representing $141.1 million in market cap, which translates to 29 per cent of the FTSE […]

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FTSE Russell expands climate risk-adjusted government bond index series

mschmit — Tue, 28 Jan 2020 04:33:04 +0000

Index-provider FTSE Russell is launching the first government bond index of countries in the economic and monetary union of the European Union that adjusts country weights based on climate risk. The index provides a forward-looking assessment of these countries’ climate risks, such as the expected economic impact of transitioning to Paris Accord target greenhouse gas […]

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Romania, Tanzania see changes in FTSE Russell’s latest country classification review

mschmit — Tue, 01 Oct 2019 06:50:55 +0000

Romania will be reclassified from a frontier to a secondary emerging market and Tanzania will become a frontier market, effective September 2020, according to the equity side of FTSE Russell’s latest classification review. Argentina was removed from the watch list for potential reclassification as a secondary emerging market because it has imposed capital controls. And […]

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What looking back on the history of an index tells investors

mschmit — Fri, 13 Sep 2019 05:13:18 +0000

Indexes have been around for decades, but what does all of that accumulated data actually tell investors? The Russell 3000 index, which was created in 1984, captures approximately 98 per cent of U.S. traded equities. In order to fully replicate the U.S. market, an index would need to hold around 1000 more stocks, many of […]

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FTSE Russell launching climate change index for sovereign bonds

mschmit — Wed, 10 Jul 2019 06:14:52 +0000

FTSE Russell is launching a government bond index that weighs countries’ preparedness and resilience to climate change risk. A spin-off of the FTSE world government bond index, the new FTSE climate risk-adjusted world government bond index will include the sovereign bonds of 22 developed markets. In order to establish its climate-risk weightings, FTSE is using […]

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FTSE Russell announces results of first fixed income country classification review

mschmit — Wed, 17 Apr 2019 03:31:44 +0000

As Canadian pension plans look globally for fixed income, FTSE Russell has introduced a country classification framework to make the process of managing country inclusion of its flagship fixed income indexes more transparent. Beyond the U.S., Canadian funds are interested globally, says Marina Mets, managing director of fixed income at FTSE Russell. When going global, […]

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Smart Beta on the Rise

mschmit — Thu, 25 May 2017 05:42:39 +0000

Asset owners increase exposure to factors.

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