2010-07-06-中证指数-2010年6月国际指数动态_14页_637kb

Summary of International Index Dynamics (June 2010)

Part 1: Index Dynamics

• S&P modified the market cap screening conditions for the S&P North American Industry and S&P North American Technology indices to reflect market growth since 2008.
• S&P launched the S&P/TSX 60 equal weight index, balancing weight adjustments with transaction costs.
• S&P introduced the S&P GSCI Enhanced Industry Index series for agriculture, energy, livestock, and energy/metal categories.
• S&P released the S&P 500 Quality Ranking Index series, measuring company quality based on long-term earnings and dividend stability.
• S&P published the S&P CDS Industry Index series to track credit default swap markets across various industries.
• MSCI expanded its global stock sample space by including micro-cap stocks in developed markets and small-cap stocks in frontier markets.
• CME and Dow Jones introduced the Dow Jones CME FX$ Index, a basket of six currencies, to provide forex hedge tools.
• Dow Jones launched eight new commodity indices, including single-commodity and forward-looking indices.

Part 2: Index Derivatives Dynamics

• Deutsche Börse Xetra listed multiple ETFs tracking indices like EURO STOXX 50 and bond indices.
• NYSE Arca and NYSE Euronext listed various ETFs, including corporate bond ETFs and treasury derivatives.
• Eurex launched six new commodity index futures based on Dow Jones-UBS sub-indices.
• STOXX granted EURO STOXX and size indices (large, mid, small) to EUREX for derivative products.
• HKEX introduced options on A50 ETFs and plans for dividend point index futures to hedge dividend risks.