The guidebook for Tokyo Stock Exchange Currency Hedged Index has been revised as follows.
1. Outline of Revision
In this revision, the amount of foreign exchange forward contracts is to be determined based on the index level one business day prior to the month-end rebalance, whereas it is currently determined based on the index level at the end of the month on calculation of Currency Hedged Index. The revision is to be applied from calculation on March 2, 2015.
For more details regarding the revision, please refer to the guidebook dated March 2, 2015.
This revision is corresponding to the change in the methodology of S&P Dow Jones Indices, who is consigned to calculate the Tokyo Stock Exchange Currency Hedged Index.
There is no change for daily hedged indices regarding this revision.
2. Currency Hedged Indices subject to Revision
・TOPIX Total Return Euro Hedged Index
・TOPIX Total Return GBP Hedged Index
・TOPIX Total Return US Dollar Hedged Index
・TOPIX Net Total Return Euro Hedged Index
・TOPIX Net Total Return Pound Hedged Index
・TOPIX Net Total Return US Dollar Hedged Index
3.Effective Date
March 2, 2015
4.Guidebook (Revised)
Tokyo Stock Exchange Currency Hedged Index Guidebook (March 2, 2015) |