TSE News

TSE to Begin Calculating Pound Hedged Index

Update : Nov. 21, 2012

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[Tokyo Stock Exchange, Inc.]

 To satisfy market demand for TOPIX index values that hedge foreign currency risk, the Tokyo Stock Exchange has been calculating and publishing the TOPIX Total Return Euro Hedged Index since January 2011 and will now begin calculating the TOPIX Total Return Index hedged into Great British pounds.
 The TOPIX Total Return Pound Hedged Index is calculated by hedging beginning-of-period balances using rolling one-month GBP-JPY currency forward contracts. The index uses a hedge ratio of 100% and calculation is based on a methodology developed by S&P Dow Jones Indices.

[Overview of the TOPIX Total Return Pound Hedged Index]

Name of Index TOPIX Total Return Pound Hedged Index
Index Calculation Please see the Tokyo Stock Exchange Currency Hedged Index Guidebook for details:
Calculation Method
Base Date / Base Value Wednesday , August 31, 2005 / 1,463.56 points
Index Publication Index values are available on a fee basis. Please contact the TSE at the e-mail address/phone number below for information on obtaining index data, licensing, etc.

Contact

Tokyo Stock Exchange, Inc., Information Services Dept.
TEL: +81-50-3377-7754
e-mail:index@tse.or.jp

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