TSX Market On Close (MOC) – Quarter End Index Rebalancing

Today is the quarter end rebalancing for the S&P/TSX Composite Index. All the constituents of the S&P/TSX Composite Index, which includes the constituents of the S&P/TSX Income Trust Index and S&P/TSX Equity Index, and any new additions to the S&P/TSX Composite Index are MOC eligible. Income Trusts that were added to the S&P/TSX Composite at a 50% weighting in December will be included at full float adjusted weight after the market close today.

TSX anticipates significant market activity during this index event The closing volatility parameters: Price Movement Extension – (PME) and Closing Price Acceptance – (CPA) will not be changed from the normal settings. In the event that a stock goes into Price Movement Extension and at the end of that period has a Calculated Closing Price (CCP) that is in violation of the CPA, the revised MOC procedures will set the CCP at the maximum tradable price that does not exceed the CPA parameter. All tradable orders up to the new CCP value will be matched.

TSX MOC imbalances are available for viewing on the TSX web site at 3:40pm. Please click on the following link to go directly to the MOC Imbalances page -- http://www.tsx.com/en/moc/Moc.html