TSE News

TSE to Begin Calculating and Publishing "TOPIX Risk Control Index"

Update : May 16, 2011

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[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.

1. Overview

Name of Index TOPIX Risk Control Index
Index Calculation More details are described in the TOPIX Risk Control Index Guidebook.
Calculation Method
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.

2. Provision of Index

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
Content *Index Value
TOPIX Risk Control Index (Volatility 5%)
TOPIX Risk Control Index (Volatility 10%)
TOPIX Risk Control Index (Volatility 15%)
*Weight
 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.)
Monthly fee Please contact us for details.
Tokyo Stock Exchange, Inc. Information Services Dept
TEL: +81-3-3665-5776、e-mail:tmiinfo@tse.or.jp
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, 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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