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Svenwulf
11-07-2006, 11:06 AM
what is the time frame and criteria for relisting/ reweighting an index like (for example) the s&p? i thought it was mainly quarterly, and had to do with listing requirements. but, say, in the case of a merger, does the aquired company stay listed till the end of the quarter? i assume the aquirer gains the weight of the target, but this may make too much sense. anyone know where it is stated what/ when will be relisted, or even the basic formula for some backward engineering? sorry if this seems in the realm of arbitrage, but my scumtrade guy was completely clueless, and thought i might find a bit of direction here for my search.

Justmakinmoney
11-07-2006, 11:32 AM
This is the website for all of the changes to the S&P indicies. I am sure they have a methods or guidelines section on there somewhere... I didn't read it to much but it looksl ike it is actively changed.

Svenwulf
11-07-2006, 12:12 PM
thanks justmakinmoney, when in doubt check the source and think for yourself, imo-

http://www2.standardandpoors.com/servlet/Satellite?pagename=sp/Page/HomePg&r=1&l=EN&b=10

this is, of course, just one of many indicies. good luck all.