Please note that an error was picked up on the IJG MM Index and MM ex NCD’s Index. The impact on the MM Including NCD’s tab is minimal (2nd index decimal 0.02%).
The Impact on the MM Index Excluding NCD’s was larger (7 index points on the call index and up to 2.2 percentage points on the call index for the 12-month return). All the Excluding NCD index values and performance values have changed as far back as 12 months. A stale price in October 2017 was erroneously copied forward.
Please contact the research team at eric@ijg.net or cecil@ijg.net for further information. We apologise for any inconvenience caused. The below file has been updated.