Changes to methodology for LGIM Matching Plus, Matching Core, and Leveraged Synthetic Equity indices
Please be advised that IHS Markit Benchmark Administration Limited (IMBA UK) has made changes to the methodologies of the indices within the LGIM Matching Plus, Matching Core, and Leveraged Synthetic Equity indices. Effective 24 Jun 2020 and with the exception of the GILTPLUS and LINKERPLUS indices, the hedging multiple lower boundary values have been changed from a value of 1 back to their original threshold levels as detailed in the relevant index manuals.