stoxx index methodology guide (portfolio based indices) - STOXX.com

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STOXX INDEX METHODOLOGY GUIDE 9. STOXX BLUE-CHIP INDICES indices. If the number of stocks selected is still below required component count the largest remaining stocks are selected until there are enough stocks. The particular blue-chips indices are constituted as follows: STOXX Global 200 » 200 components in total » 20 largest components of the regions (North America, Latin America, Asia, Pacific and All Europe) in terms of free-float market capitalization » 100 largest remaining components (taking into account a 10% upper buffer rule; current component are eligible if ranked within 110) of the corresponding broad Index. STOXX Americas 100 » 100 components in total » 20 largest components of North America (in terms of free-float market capitalization) » 20 largest components of Latin America (in terms of free-float market capitalization) » 60 largest remaining components (taking into account the 10% upper buffer rule) of the STOXX Americas Broad Index (in terms of free-float market capitalization) STOXX Asia 100 » 100 largest components (taking into account the 10% buffer rule) of the STOXX Asia Broad Index (in terms of free-float market capitalization) STOXX All Europe 100 » 100 largest components (taking into account the 10% buffer rule) of the STOXX All Europe Broad Index (in terms of free-float market capitalization) STOXX Pacific 50 » 50 largest components (taking into account the 10% buffer rule) of the STOXX Pacific Broad Index (in terms of free-float market capitalization) STOXX Latin America 100 » 50 largest components (taking into account the 10% buffer rule) of the STOXX Latin America Broad Index (in terms of free-float market capitalization) STOXX BRIC 100 » 100 components in total » 20 largest Brazil components of the STOXX BRIC Broad Index (in terms of free-float market capitalization) » 20 largest Russia components of the STOXX BRIC Broad Index (in terms of free-float market capitalization) » 20 largest India components of the STOXX BRIC Broad Index (in terms of free-float market capitalization) » 20 largest China components of the STOXX BRIC Broad Index (in terms of free-float market capitalization) » 20 largest remaining components (taking into account of the 10% upper buffer rule) of the STOXX BRIC Broad Index (in terms of free-float market capitalization) 34/99
STOXX INDEX METHODOLOGY GUIDE 9. STOXX BLUE-CHIP INDICES Country blue-chip indices for Australia, Canada, France, Hong Kong, Japan, UK and USA » Largest 50 components (taking into account the 10% buffer rule) of the respective regional broad index in terms of free-float market capitalization Country blue-chip indices for Italy, Singapore, Spain » Largest 20 components (taking into account the 10% buffer rule) of the respective regional broad index in terms of free-float market capitalization » A 10% buffer rule for the country blue-chip indices applies as follows: 1. The largest 45 (Australia, Canada, France, Hong Kong, Japan, UK, USA)/18 (Italy, Singapore, Spain) stocks on the selection list qualify for selection. 2. The remaining 5 (Australia, Canada, France, Hong Kong, Japan, UK, USA)/2 (Italy, Singapore, Spain) stocks are selected from the largest remaining current components ranked between 46 (Australia, Canada, France, Hong Kong, Japan, UK, USA)/19 (Italy, Singapore, Spain) and 55 (Australia, Canada, France, Hong Kong, Japan, UK, USA)/22 (Italy, Singapore, Spain). 3. If the number of stocks selected is still below 50 (Australia, Canada, France, Hong Kong, Japan, UK, USA)/20 (Italy, Singapore, Spain), the largest remaining stocks are selected until there are 50 enough stocks. In exceptional cases the STOXX management board can add stocks to and remove them from the selection list. Review frequency: The index is reviewed annually in September. The review cut-off date is the last trading day of August. Weighting cap factors: Components are capped at a maximum weight of 10 percent quarterly. The weighting cap factors are published on Wednesday, two trading days prior to quarterly review implementation, using Tuesday’s closing prices. 35/99
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