MSCI Minimum Volatility Indices to begin using the new Barra Global Equity Model
(GEM2) and MSCI to consult on potential methodology enhancements
Geneva – October 26, 2009 - MSCI Inc. (NYSE: MXB), a leading provider of investment decision support tools
worldwide, announced today that it will begin using the new Barra Global Equity Model (GEM2) in the construction
of the MSCI Minimum Volatility Indices and that it will consult with the investment community on potential
methodology enhancements to the Minimum Volatility Indices. The MSCI Minimum Volatility Indices will begin using
the new Barra Global Equity Model (GEM2) as of the close of November 30, 2009. In addition, MSCI proposes to
introduce certain enhancements to the existing methodology to further increase the investability and replicability of
the Minimum Volatility Indices. The consultation document describing these potential enhancements in detail is
available on the MSCI Barra web site at www.mscibarra.com
Please note that this consultation may or may not lead to any changes to the