NO 234 – AUGUST 2012
Getting ready for the 52nd Annual Meeting

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WFE Focus August 2012
Indices

CBOE introduces interest rate-based volatility index

On 18 June 2012, the Chicago Board Options Exchange began disseminating values for its first interest rate-based volatility index, the CBOE Interest Rate Volatility Index (SRVX). It is designed to offer fixed-income options traders and portfolio managers a standardized and transparent measure of interest rate swap volatility.

Shanghai Stock Exchange launches high beta and low beta indices

On 6 August 2012, the Shanghai Stock Exchange, in cooperation with CSI, introduced two new indices: the SSE High Beta and SSE Low Beta indices. They are designed to serve as new benchmarks as well as to provide investable underlyings and analysis tools for investors.

Shanghai Stock Exchange develops dividend indices

The Shanghai Stock Exchange will develop two series of dividend indices: one is SSE Blue Chip Series Dividend Indices, including SSE 180 Dividend Index and SSE 380 Dividend Index; the other is SSE Actual Controller Series Dividend Indices, including SSE State-owned Enterprise Dividend Index, SSE Central State-owned Enterprises Dividend Index, and SSE Private Enterprise Dividend Index.

Shenzhen Stock Exchange launches GDP 100 index and two thematic indexes

On 8 August 2012, the Shenzhen Stock Exchange, in cooperation with the Shenzhen Securities Information, launched the SZSE GDP 100 Index, which is designed to reflect the features of national economic structure variation and sector rotation, and highlight the high-growth industries that lead the economic growth. The SZSE also issued two thematic indices: the SZSE Consumer 50 Index and the SZSE Health Care 50 Index.