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 | TOPX 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 begin_of_the_skype_highlighting +81-3-3665-5776 end_of_the_skype_highlighting, historical@tse.or.jp |