Further to a notice issued on 11 November 2010, NYSE Technologies would like to advise clients that the effective date of the following indices will now be 22 November 2010 and not 24 November 2010 as previously stated. In addition the X5 version of the new index will disseminate under StockExchangeCode 25 and not as previously stated.
The two new strategy indices will be calculated and disseminated on NYSE Euronext's channel 107 of the Universal Trading Platform Market Data Feed: CAC 40 X4 SHORT GR and CAC 40 X5 SHORT GR. These two indices track the performance of a strategy that combines a leveraged inverse exposure to an underlying index with exposure to a risk-free money market instrument. Thus, these two indices reflect a strategy that yields, on a daily basis, the X4 and X5 (respectively) inverse performance of the underlying gross return of the CAC 40 index.