TSE News

TSE to Begin Calculation and Publication of the "Tokyo Stock Exchange Mothers Core Index"

Update : Jul. 20, 2011

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[Tokyo Stock Exchange, Inc.]

In response to the various indexing needs of our market participants, the TSE will begin calculating and publishing the "Tokyo Stock Exchange Mothers Core Index," comprised of the leading issues in the TSE Mothers Market.

1. Outline

Index name Tokyo Stock Exchange Mothers Core Index
Constituents Domestic issues listed on the Mothers market selected by the TSE based on factors such as market capitalization, trading value and financial statistics
Calculation Method Modified average method (total trading unit-adjusted price of all constituent issues divided by the total adjusted price on the base date).
Anticipated Launch Date Fall, 2011
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 Through TMI Service Provided through the TOPIX data service (new DFS service).

2. 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])

Contact

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

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