Dear Customer,
Some data in today’s morning weight reports for the indexes in the OMRX-family are in part incorrect. Data as Duration, Modified Duration, Convexity and Price Risk on both index and constituent level are incorrect as presented in the reports and the intraday index update message. However, please note that the disseminated index values are correct.
Troubleshooting is in progress and information will follow once the issue has been resolved.
We apologize for any inconvenience this might cause.
Kind regards,
NASDAQ OMX - Global Data Products