Update : Jan. 19, 2011
[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|
More details are described in the Tokyo Stock Exchange Currency Hedge Index Guidebook.
|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, firstname.lastname@example.org)
Tokyo Stock Exchange, Inc. Information Services Dept.