TSE News

TSE to Begin Calculating and Publishing "Currency Hedge Indices"

Update : Jan. 19, 2011

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[Tokyo Stock Exchange, Inc.]

The Tokyo Stock Exchange begins calculating and publishing the TOPIX Total Return Euro Hedged Index to satisfy the market demands of capturing the return of currency-hedged indices.
TOPIX Total Return Euro Hedged Index is calculated by hedging beginning-of-period balances using rolling one-month EUR-JPY currency forward contracts. This calculation method is based on methodology of S&P Indices (Standard&Poor's) and this index uses a hedge ratio of 100%.

[Overview of the TOPIX Total Return Euro Hedged Index]

Name of Index TOPIX Total Return Euro Hedged Index
Index Calculation More details are described in the Tokyo Stock Exchange Currency Hedge Index Guidebook.
Calculation Method
Base Date / Base Valu Wednesday , August 31, 2005 / 1,463.56 points
Publication of the index Daily closing price is published via Thomson Reuters (Code: .TOPXDVEH) and Bloomberg (Ticker: TPXDEH <Index>).
Historical index data calculated from September 1, 2005
(Historical data will be available as a fee liable service. Please contact Information Services Dept. (+81-3-3665-1749, historical@tse.or.jp)

Contact

Tokyo Stock Exchange, Inc. Information Services Dept.
TEL: +81-3-3665-1355
e-mail:index@tse.or.jp

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