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  1. Vinter

Rebalancing Calendar

PreviousTaxonomyNextVinter 21Shares Crypto Indexes

Last updated 12 months ago

Description

Vinter maintains a publicto ensure a smooth rebalancing process. It tracks the actions that Vinter needs to undertake in accordance with the published . The calendar takes the form of a table with the following columns: Date, Event, Ticker and Client.

Event

The events are any of the following:

  • Review Date: On this day, Vinter calculates the new constituents' weights.

  • New Weights Delivery Date: On this day after 5 pm CET, Vinter publishes the new weights.

  • Rebalancing Date: This day represents the last trading day before an index adopts its new weights and constituents.

  • Rebalancing Calendar Update: On this day, Vinter performs the semi-annual review described below.

  • VTAXO Update: Vinter executes the 6 business days before the last business day of the month.

  • Market Holiday: A non-weekend day during which markets are closed.

  • Review Date (Indicative Weights): On this day, Vinter calculates indicative weights if the review date happened 5 business days sooner.

  • Indicative Weights Delivery Date: On this day after 5 pm CET, Vinter publishes the indicative weights.

Review

There are two types of calendar updates.

  1. A semi-annual review during which Vinter identifies events for the upcoming 12 months. It occurs twice a year.

  2. Launch reviews which are triggered whenever a new index is launched. In this case, Vinter adds the new index to the calendar.

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