November 14, 2022
Datalinx Notice 2022-014

TMX Group

TMX Product Announcement

Six New Index Variants on TSX Real-Time Index (TX1) Feed beginning November 28, 2022

Six New Index Variants on TSX Real-Time Index (TX1) Feed beginning November 28, 2022

  • S&P/TSX Canadian Dividend Aristocrats FMC Weighted Index (CAD)
  • S&P/TSX Canadian Dividend Aristocrats FMC Weighted Index (CAD) TR
  • S&P/TSX Canadian Dividend Aristocrats FMC Weighted Index (CAD) NTR

The index measures the performance of 40 constituents of the S&P Canada BMI (the "Underlying Index") that have increased dividends in at least four of the last five years. The index is float-adjusted market capitalization (FMC) weighted, subject to a single constituent weight cap of 8% and another to enhance index liquidity.

  • S&P/TSX Canadian ESG Dividend Aristocrats FMC Weighted Index (CAD)
  • S&P/TSX Canadian ESG Dividend Aristocrats FMC Weighted Index (CAD) TR
  • S&P/TSX Canadian ESG Dividend Aristocrats FMC Weighted Index (CAD) NTR

The index is designed to measure the performance of S&P DJI ESG Score-screened constituents of the S&P/TSX Canadian Dividend Aristocrats Index (the "Underlying Index") that meet specific ESG Criteria. The index is float market capitalization weighted, subject to a constraint capping single constituent weights at 8% of the total index weight and another to enhance index liquidity.

For more information, please contact TMX Datalinx at marketdata@tmx.com.

S&P/TSX Canadian Dividend Aristocrats FMC Weighted Index and S&P/TSX Canadian ESG Dividend Aristocrats FMC Weighted Index are products of S&P Dow Jones Indices LLC and TSX Inc. All rights reserved. S&P® is a registered trademark of Standard & Poor's Financial Services LLC ("S&P"). Dow Jones® is a registered trademark of Dow Jones Trademark Holdings LLC ("Dow Jones"). TSX® is a registered trademark of TSX Inc.