Proposal to Introduce Frequency of. Frontier Markets IMI MSCI Inc. All rights reserved. msci.com
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1 Proposal to Introduce Frequency of Trading Requirements for the MSCI Frontier Markets IMI March 19, 2014
2 Proposal and Impact MSCI proposes to apply Frequency of Trading requirements for the MSCI Frontier Markets Investable Market Indexes (IMI) A minimum level of 50% of 12 month Frequency of Trading would be required for the inclusion of a security in the MSCI Frontier Markets IMI in addition to Annualized Traded Value Ratio (ATVR) Existing constituents of the MSCI Frontier Markets IMI would remain in the Index if their 12 month Frequency of Trading is greater than or equal to 10% and all other criteria are met Currently, MSCI applies 12 month ATVR as the only liquidity measure for the MSCI Frontier Markets IMI This potential change would bring the liquidity requirements for the MSCI Frontier Markets IMI closer to the requirements for the MSCI ACWI IMI Impact of the Proposal Based on the data used for the November 2013 Semi Annual Index Review, this proposal would result in the deletion of BANK OF BEIRUT from the MSCI Lebanon IMI MSCI welcomes feedback from the investment community on the potential application of the Frequency of Trading requirements for the MSCI Frontier Markets IMI before April 4, 2014 and will announce its final decision shortly thereafter. This proposal may or may not result in changes to the MSCI Global Investable Market Indexes. 2
3 Constituents of the MSCI Frontier Markets IMI with the Lowest Frequency of Trading Bottom 10 constituents of MSCI FM IMI ranked by 12M FOT Country Security Name Company Full Mcap 12 Month Frequency of Trade MA Hyper % OM Asaffa Foods % OM Oman Oil Marketing Co % OM Smn Pow er Holding % BH Bahrain Duty Free Compl % LB Blom Bank 1, % OM Al Omaniya Fin Service % BH Bahrain Com Facilitie % BH Bmmi % LB Bank Of Beirut % *The lists excludes t he constit uent s of t he M SCI UAE and M SCI Qat ar Indexes 3
4 MSCI 24 Hour Global Client Service Americas Europe, Middle East & Africa Asia Pacific Americas (toll llf free) Cape Town China North (toll llf free) Atlanta Frankfurt China South (toll free) Boston Geneva Hong Kong Chicago London Seoul (toll free) Monterrey Milan Singapore (toll free) New York Paris (toll free) Sydney San Francisco Taipei (toll free) São Paulo Tokyo Toronto
5 Notice and Disclaimer This document and all of the information contained in it, including without limitation all text, data, graphs, charts (collectively, the Information ) is the property of MSCI Inc. or its subsidiaries (collectively, MSCI ), or MSCI s licensors, direct or indirect suppliers or any third party involved in making or compiling any Information (collectively, with MSCI, the Information Providers ) and is provided for informational purposes only. The Information may not be reproduced or redisseminated in whole or in part without prior written permission from MSCI. The Information may not be used to create derivative works or to verify or correct other data or information. For example (but without limitation), the Information may not be used to create indexes, databases, risk models, analytics, software, or in connection with the issuing, offering, sponsoring, managing or marketing of any securities, portfolios, financial products or other investment vehicles utilizing or based on, linked to, tracking or otherwise derived from the Information or any other MSCI data, information, products or services. The user of the Information assumes the entire risk of any use it may make or permit to be made of the Information. NONE OF THE INFORMATION PROVIDERS MAKES ANY EXPRESS OR IMPLIED WARRANTIES OR REPRESENTATIONS WITH RESPECT TO THE INFORMATION (OR THE RESULTS TO BE OBTAINED BY THE USE THEREOF), AND TO THE MAXIMUM EXTENT PERMITTED BY APPLICABLE LAW, EACH INFORMATION PROVIDER EXPRESSLY DISCLAIMS ALL IMPLIED WARRANTIES (INCLUDING, WITHOUT LIMITATION, ANY IMPLIED WARRANTIES OF ORIGINALITY, ACCURACY, TIMELINESS, NON INFRINGEMENT, COMPLETENESS, MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE) WITH RESPECT TO ANY OF THE INFORMATION. Without limiting any of the foregoing and to the maximum extent permitted by applicable law, in no event shall any Information Provider have any liability regarding any of the Information for any direct, indirect, special, punitive, consequential (including lost profits) or any other damages even if notified of the possibility of such damages. The foregoing shall not exclude or limit any liability that may not by applicable law be excluded or limited, including without limitation (as applicable), any liability for death or personal injury to the extent that such injury results from the negligence or willful default of itself, its servants, agents or sub contractors. Information containing any historical information, data or analysis should not be taken as an indication or guarantee of any future performance, analysis, forecast or prediction. Past performance does not guarantee future results. None of the Information constitutes an offer to sell (or a solicitation of an offer to buy), any security, financial product or other investment vehicle or any trading strategy. You cannot invest in an index. MSCI does not issue, sponsor, endorse, market, offer, review or otherwise express any opinion regarding any investment or financial product that may be based on or linked to the performance of any MSCI index. MSCI s subsidiaries Institutional Shareholder Services Inc. ( ISS ) and MSCI ESG Research Inc. are Registered Investment Advisers under the Investment Advisers Act of Except with respect to any applicable products or services from ISS or MSCI ESG Research, neither MSCI nor any of its products or services recommends, endorses, approves or otherwise expresses any opinion regarding any issuer, securities, financial products or instruments or trading strategies and neither MSCI nor any of its products or services is intended to constitute investment advice or a recommendation to make (or refrain from making) any kind of investment decision and may not be relied on as such. The MSCI ESG Indexes use ratings and other data, analysis and information produced by MSCI ESG Research Inc. Issuers mentioned or included in any MSCI ESG Research materials may be a client of MSCI, ISS, or another MSCI subsidiary, or the parent of, or affiliated with, a client of MSCI, and may also purchase research or tools from MSCI ESG Research Inc. MSCI ESG Research materials, including materials utilized in any MSCI ESG Indexes or other products, have not been submitted to, nor received approval from, the United States Securities and Exchange Commission or any other regulatory body. Any use of or access to products, services or information of MSCI requires a license from MSCI. MSCI, Barra, RiskMetrics, IPD, FEA, InvestorForce, and other MSCI brands and product names are the trademarks, service marks, or registered trademarks of MSCI or its subsidiaries in the United States and other jurisdictions. The Global Industry Classification Standard (GICS) was developed by and is the exclusive property of MSCI and Standard & Poor s. Global Industry Classification Standard (GICS) is a service mark of MSCI and Standard & Poor s MSCI Inc. All rights reserved. Feb
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