Update : May 16, 2011
[Tokyo Stock Exchange, Inc.]
The Tokyo Stock Exchange begins calculating and publishing the TOPIX Risk Control Index to satisfy the 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.
The TOPIX Risk Control Index consists of 5% volatility, 10% volatility and 15% volatility.
|Name of Index||TOPIX Risk Control Index|
More details are described in the TOPIX Risk Control Index Guidebook.
|Base Date / Base Value||March 11, 1993/ 1,000 points|
|Launch Date||Monday, May 23, 2011|
|Publication of the index||Closing price is published via TOPIX Risk Control Index Series data service.|
Information on the "TOPIX Risk Control Index" will be provided for a fee through the new "TOPIX Risk Control Index data service". Details on the service are as follows.
|Name||TOPIX Risk Control Index Series data service|
TOPIX Risk Control Index (Volatility 5%)
TOPIX Risk Control Index (Volatility 10%)
TOPIX Risk Control Index (Volatility 15%)
Ratio for the underlying index and cash
|Method of access||File to be sent via e-mail every business day（Index value are published with one day lag.）|
Please contact us for details.
Tokyo Stock Exchange, Inc. Information Services Dept
|Historical index data||
Calculated from March 11, 1993
(Historical data will be available as a fee liable service. Please contact Information Services Dept. (+81-3-3665-5776, firstname.lastname@example.org
Tokyo Stock Exchange, Inc. Information Services Dept.