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WFE Focus April 2011
Indices

BM&FBOVESPA launches new indices

On 2 May 2011, BM&FBOVESPA started to calculate and publish in real time four new indices: the Brazil broad-based index, the Dividend index, the Basic Materials index and the Public Utilities index.

Chicago Board Options Exchange starts disseminating two new volatility indexes

On 6 June 2011, the Chicago Board Options Exchange began disseminating data for CME Group on two new volatility indexes based on CBOT corn and soybean options prices. The new volatility indexes will be calculated using the proprietary CBOE volatility index methodology.

Deutsche Börse launches DivMSDAX index

Deutsche Börse has launched the DivMSDAX index, a blue chip index that measures the performance of the 15 highest dividend-yielding mid- and small-cap stocks traded in Germany. It is intended to professional and retail investors seeking long term, value-based investment strategies. The new index is suited to underlie financial products such as ETFs, structured products and certificates.

MILA exchanges launch common index

The Colombia Stock Exchange, the Lima Stock Exchange and the Santiago Stock Exchange, members of MILA (Mercado Integrado Latinoamericano), have selected S&P to develop the S&P/MILA 40 index which will be released in a few weeks. It will be a market capitalization index that will group the 40 most traded and representative stocks of MILA, including approximately 85% of MILA’s market capitalization. The new index will become the reference for measuring MILA’s performance.

Shanghai Stock Exchange launches new series of indices

The Shanghai Stock Exchange further enhanced the exchange index family with the launch, in cooperation with China Securities Index, of the SSE Investment Commodity index, SSE Consume Commodity index, SSE 380 Sector indices, CSI 300 Sector Equal Weight index and CSI 500 Equal Weight index. In addition, the Shanghai Stock Exchange will launch the SSE Fundamental index series on 1 July 2011. The SSEF index series will be characterized by the way of determining the weight of its constituent, based on its fundamental value, which in turn depends on its financial indicators, instead of its market capitalization. The new method aims to reduce the phenomena of “excessive overvalued stocks and insufficient undervalued ones” in the market value-based indices. These new series are made up of SSEF 200 Index, SSEF 300 Index and SSEF 500 Index.

Tokyo Stock Exchange launches new indices

On 23 May 2011, the Tokyo Stock Exchange began calculating and publishing the TOPIX Risk Control index to satisfy market demands of tracking the return of a strategy that applies dynamic exposure to an underlying index in an attempt to control the level of volatility. In addition, the Tokyo Stock Exchange and ICJ, which operates the exchange’s “electronic voting platform,” will jointly calculate and publish the “TSE ICJ index,” whose constituents are comprised of companies listed on the Tokyo Stock Exchange that participate in this electronic voting platform. The index serves as an indicator for the stock price trends of those listed companies who strive to enhance corporate governance while promoting better communication with institutional investors domestic and abroad.

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