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FTSE Mondo Visione Exchanges Index:

Tokyo Stock Exchange Begins To Offer Historical Data Of TOPIX Style Index Series

Date 22/05/2009

The Tokyo Stock Exchange, Inc. (TSE) announced today that the TSE will begin to offer historical data of TOPIX Style Index Series that has been calculated and published on a real time basis starting February 9, 2009.

 

1.The overviews of Historical data

(1)The term of Data

Since November 1, 1999

(2)Object Indices

TOPIX Value
TOPIX Growth
TOPIX 500 Value
TOPIX 500 Growth
TOPIX Small Value
TOPIX Small Growth
(Each indices have a total return index(12 indexes))

(3)Contents of Data

Data Contents Others
Index value Date, Index name, Index value Daily or Monthly
Constituents Information
(each periodic review)
Local Code, ISIN, Name of issue, Sector Code, Sector, Stock Price, Market Capitalization, FFW for TOPIX Style Index calculation, No. of listed shares for calculation of indexes, No. of shares for calculation of indexe, Size classification(500, Small) , Style Classification(V,V/G,G)  

 

* Regarding the data from February 9, 2009, TSE can offer Open/High/Low/Close prices and Tick Data in addition to index value.

 

2.Information Provision Fee(consumption tax excluded)

Information Provision Fee is the total Basic Fee: 5,000 JPY per application(S/H to foreign country is 8,000 JPY; each price excludes consumption tax) and Data Fee, which varies on items and its time period. Volume discounts shall be applied to those orders of data periods of more than 12 months.

(1)TSE historical Data (Index Value of TOPIX Style Index Series)

  Fee per month (Reference)Fee for term of
1999/11/1-2009/3/31
Internal Usage External
Distribution
Internal Usage External
Distribution
Daily Index Value
(Price return Indices)
1,200 6,000 94,920 474,600
Monthly Index value
(Price return Indices)
400 2,000 31,640 158,200
Daily Index Value
(Total return Indices)
2,400 12,000 189,840 949,200
Monthly Index value
(Total return Indices)
800 4,000 63,280 316,400
Tick data 8,000 40,000 - -
Open/High/Low/Close price 2,000 10,000 - -

 

* Data sets are provided in units of 6 indices (Total return index or Price return index)
* The data of the grey area is since 2009/2/9. Reference data fee excludes the basic fee.

(Discount Rate)

Period(Year) 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
Period(Month) More than 1 13 25 37 49 61 73 85 97 109 121 133 145 157 169
Up to 12 24 36 48 60 72 84 96 108 120 132 144 156 168 180
Discount Rate(%) 0 15 20 25 30 35 40 45 50 54 57 60 62 64 66
Period(Year) 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30
Period(Month) More than 181 193 205 217 229 241 253 265 277 289 301 313 325 337 349
Up to 192 204 216 228 240 252 264 276 288 300 312 324 336 348  
Discount Rate(%) 67.5 69 70 71 72 73 74 74.5 75 75.5 76 76.5 77 77.5 78

 

(2)Constituent Information

This information is subject to starting date and the dates of periodic review.
(Subject date:1999/11/1(The starting date of historical data), 2000/9/8, 2001/9/14, 2002/9/17, 2003/9/16, 2004/10/29, 2006/1/31, 2007/1/31, 2008/1/31, 2008/10/31)

Internal Usage External
Distribution
20,000 per day 100,000 per day

 

3.Offering Data

CD-ROM(Excel)

 

4.Application

To purchase Historical data of the TOPIX Style index series, please enter the required information on the attached "TOPIX Style Index Series Historical Data Application Form" (Appendix1) in relation to historical index value or "TOPIX Style Index Series Constituents Historical Information Application Form" (Appendix2) in relation to historical constituent's information and submit a signed Application Form to the following address by mail. TSE issues an invoice upon receiving a signed Application Form; however, TSE can issue an invoice upon receiving email or FAX from the Recipient if in urgent.

(Address)
Information Services, TSE Historical Data Services
Tokyo Stock Exchange, Inc.
2-1, Nihombashi-kabuto-cho, Chuo-ku, Tokyo 103-8220, Japan
Email:historical@tse.or.jp
FAX:81-3-3666-5710

 

Appendix1(TOPIX Style Index Series Historical Data Application Form) PDF
Appendix2(TOPIX Style Index Series Constituents Historical Information Application Form) PDF

 

5.Performance Graph



* TSE calculates cumulative return based on monthly index value.
(November 30, 1999 - March 31, 2009) * This graph is displays past data. Future results based on graph information are not guaranteed.