<strong>STOXX</strong> INDEX METHODOLOGY GUIDE 9. <strong>STOXX</strong> BLUE-CHIP INDICES » The largest qualifying spin-off stock replaces the original stock in the <strong>index</strong>. » The next qualifying spin-off stock replaces the lowest ranked stock in the <strong>index</strong>. » Likewise for the other qualifying spin-off stocks. 40/99
<strong>STOXX</strong> INDEX METHODOLOGY GUIDE 9. <strong>STOXX</strong> BLUE-CHIP INDICES 9.3. <strong>STOXX</strong> REGIONAL BLUE-CHIP INDICES 9.3.1. OVERVIEW Blue-chip <strong>indices</strong> are derived from the benchmark <strong>indices</strong> or their regional subsets. The <strong>indices</strong> cover the largest supersector <strong>com</strong>ponents of their subsets. Western European, Asia/Pacific, North American and Eastern European blue-chip <strong>indices</strong> are: » <strong>STOXX</strong> Europe 50, selected from the <strong>STOXX</strong> Europe 600 Index » <strong>STOXX</strong> Nordic 30, selected from <strong>STOXX</strong> Nordic Total Market Index » <strong>STOXX</strong> Asia/Pacific 50, selected from the <strong>STOXX</strong> Asia/Pacific 600 Index » <strong>STOXX</strong> North America 50, selected from the <strong>STOXX</strong> North America 600 Index » <strong>STOXX</strong> Eastern Europe 50, selected from <strong>STOXX</strong> Eastern Europe 300 Index » <strong>STOXX</strong> EU Enlarged 15 Index, selected from EU Enlarged Total Market Index » <strong>STOXX</strong> Sub Balkan 30 Index, selected from Sub Balkan Total Market Index Universe: The <strong>index</strong> universe is defined as all stocks in the All Europe, the Americas and Asia/Pacific region. Developed markets in Europe include: Austria, Belgium, Denmark, Finland, France, Germany, Greece, Iceland, Ireland, Italy, Luxembourg, the Netherlands, Norway, Portugal, Spain, Sweden, Switzerland and the United Kingdom; for North America they include: Canada and the United States; and for Asia/Pacific: Australia, Hong Kong, Japan, New Zealand and Singapore. The <strong>STOXX</strong> Eastern Europe universe includes the following countries: Bulgaria, Croatia, Cyprus, Czech Republic, Estonia, Greece, Hungary, Latvia, Lithuania, Macedonia (FYROM), Poland, Romania, Russia, Serbia, Slovak Republic, Slovenia, Turkey and Ukraine. The EU Enlarged universe consists of Bulgaria, Cyprus, Czech Republic, Estonia, Hungary, Latvia, Lithuania, Malta, Poland, Romania, Slovakia and Slovenia . The <strong>STOXX</strong> Sub Balkan universe is <strong>based</strong> on Croatia, Macedonia (FYROM), Serbia and Slovenia. Weighting scheme: The <strong>indices</strong> are weighted according to free-float market capitalization. Base value and dates: 1000 on December 31, 1991. Index types and currencies: Price, gross return and net return in EUR and USD. 7 9.3.2. INDEX REVIEW Component selection: <strong>STOXX</strong> Europe 50 <strong>index</strong> (40 – 60 buffer rule) Target coverage: 50 supersector leaders from the <strong>STOXX</strong> Europe 600 <strong>index</strong>: 4. For each of the 19 <strong>STOXX</strong> regional 600 Supersector <strong>indices</strong>, the stocks are ranked in terms of free-float market capitalization. The largest stocks are added to the selection list until the coverage is close to, but 7 <strong>STOXX</strong> Europe 50 is additionally available in JPY, GBP and CAD 41/99
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