Tokyo Stock Exchange to begin calculation and publication of the “Tokyo Stock Exchange Mothers Core Index”

Tokyo Stock Exchange to begin calculation and publication of the “Tokyo Stock Exchange Mothers Core Index”

22/09/2011

In order to energize the TSE Mothers market as well as respond to the various indexing needs of our market participants, the TSE will begin calculating and publishing the “Tokyo Stock Exchange Mothers Core Index” on Tuesday, October 11, 2011.

This index is comprised of 15 issues from the TSE Mothers market, and is created to serve as a benchmark stock price index for ETFs, mutual funds and other investments.

1.Outline

Index name Tokyo Stock Exchange Mothers Core Index
Number of Constituents 15
Calculation Method Modified average method (total trading unit-adjusted price of all constituent issues divided by the total adjusted price on the base date).
Index Constituents Common domestic issues listed on the TSE Mothers market selected by the TSE based on criteria such as market value, trading value, net profit and dividends.
Calculation/Dissemination Start Date Tuesday, October 11, 2011
Base Date/Base Value October 7, 2011, 1000 points
Total Return Index Available
Calculation Interval Disseminated to securities companies, information vendors, etc. in real time (i.e. every 15 seconds) through the Market Information System (MAINS) (price index only).
Dissemination of Total Return Index, Constituent Information, Etc. Provided through the Tokyo Market Information service (TOPIX data service) 

2.  Index Constituents

Component stocks of “Tokyo Stock Exchange Mothers Core Index”

3. Index Usage

As this index is produced in collaboration with a partner company, this partner will be given priority with respect to the acquisition of a license for usage in ETFs (please refer to “Process for Acquiring a License for Domestic ETFs” dated on April 21, 2008 for more information [Japanese only])