15.02.2021

Significant changes to the methods of developing the WIG20, mWIG40, sWIG80 and WIG30 Indices from March 19th, 2021

GPW Benchmark presents a summary of the consultation process concerning the changes to the methodologies of WIG20, mWIG40, sWIG80 and WIG30 Indices. The consulted changes include:

  • Introduction of a monthly turnover ratio as an additional criterion for selecting companies to WIG20, mWIG40, sWIG80 and WIG30
  • Revision of the rules for determining ranking points for the purposes of the WIG20, mWIG40, sWIG80 rankings and
  • Change of the qualification rules for dual-listing companies to mWIG40 and sWIG80.

To download a summary of consultation, click here.

The new Rules of the GPW Indices Family were adopted on February 12, 2021 and will enter into force on March 19, 2021 (the English-language version will be posted as soon as possible). The amended Rules include, inter alia, significant methodological changes, discussed in the public consultation. The Administrator informs the users of the Indices that the methodology changes are considered to be significant within the meaning of the BMR Regulation.

GPW Benchmark explains that, when determining new Index portfolios as part of the periodic adjustment of the Indices scheduled after the trading session on March 19, 2021, the Administrator will follow the new portfolio composition standards as adopted in the Rules on February 12, 2021.