Features - Bolsa de Madrid

Features
Bolsas y Mercados Españoles (BME) calculates. Publishes and disseminates in
real-time the IBEX Index. BME. The company that integrates the principal
securities markets and financial systems in Spain. Is Europe's fifth biggest
exchange operator by equity turnover according to data from FESE. The trading
volume in September came in at €42.8 billion, up 39% from the previous month
and the number of trades reached 3.7 million, up 18% from the same month a
year earlier.
IBEX 35® LEVERAGE NET X3 is a tradable index suitable for derivatives.
Designed to represent the triple performance of the IBEX 35 NET RETURN.
The IBEX indices measure
the
performance
of
securities listed on the
Spanish Stock Market.
IBEX 35® LEVERAGE NET X3 is the benchmark for warrants issued by Societe
Generale.
The IBEX 35® LEVERAGE
NET
X3
offers
triple
exposure to the daily return
on the IBEX 35® NET
RETURN.
through
the
investment of an initial
capital plus an equivalent
loaned capital. A positive
daily return on the IBEX
35® NET RETURN yields an
also positive return. but
triple that amount for the
IBEX 35® LEVERAGE NET
X3 and viceversa.
The IBEX indices are Eurodenominated and calculated
in real-time within the
European time zone.
(2012-2016) Performance (Capital Value) – EUR terms
28.000
23.000
18.000
The
formula
for
the
calculation of IBEX 35®
LEVERAGE
NET
X3
incorporates a financing
term to achieve the leverage
needed.
13.000
8.000
3.000
Sociedad de Bolsas also
calculates a IBEX 35 ®
DOUBLE.
TRIPLE,
QUINTUPLE & X10 SHORT
and a IBEX 35® DOUBLE,
QUINTUPLE
&
X10
LEVERAGE.
5®
INVERSO
Constituents
IBEX 35
Security name
INDITEX
SANTANDER
TELEFONICA
IBERDROLA
BBVA
AMADEUS IT
REPSOL
CAIXABANK
ABERTIS INFR
FERROVIAL
AENA
GAS NATURAL
Ticker
ITX
SAN
TEF
IBE
BBVA
AMS
REP
CABK
ABE
FER
AENA
GAS
Weig%
13.38
12.62
10.20
8.50
7.64
4.32
3.89
3.28
3.05
3.01
2.60
2.43
Security name
RED ELE.CORP
INT.AIRL.GRP
GRIFOLS
ENDESA
ACS CONST.
B. SABADELL
ENAGAS
GAMESA
BANKINTER
BANKIA
B.POPULAR
MAPFRE
Ticker
REE
IAG
GRF
ELE
ACS
SAB
ENG
GAM
BKT
BKIA
POP
MAP
Weig%
2.32
2.25
1.84
1.77
1.76
1.45
1.39
1.31
1.31
1.13
1.06
0.97
Security name
MEDIASET ESP
DIA
MERLIN PROP.
ARCEL.MITTAL
ACCIONA
CELLNEX
ACERINOX
VISCOFAN
MELIA HOTELS
TEC.REUNIDAS
INDRA "A"
Ticker
TL5
DIA
MRL
MTS
ANA
CLNX
ACX
VIS
MEL
TRE
IDR
Weig%
0.80
0.74
0.71
0.68
0.66
0.65
0.56
0.50
0.46
0.41
0.36
IBEX Index Series
BEX 35®NVERSO
Indices IBEX®
recios IBEX 35 INVERSO (2008-2014)
IBEX Top Dividendo®
IBEX 35®
IBEX Medium Cap®
IBEX SmallCap®
IBEX Top Dividendo TR / NR
IBEX 35 TR/ NR
IBEX Medium Cap TR / NR
IBEX Small Cap TR / NR
IBEX 35®
IBEX 35®
Short
Leverage
IBEX 35®
IBEX 35®
IBEX 35®
IBEX 35®
IBEX 35®
IBEX 35
IBEX 35®
Short
Short
Short
Short
X2
X3
X5 Net
X10 Net
X2
X3
X5
X10
IBEX 35®
X2 Total
X3 Net
X2 Net
IBEX 35®
Sectors
IBEX 35®
IBEX 35®
IBEX 35®
Bank
Energy
Construction
Returns Breakdown
6 M %
1 2M %
3Y %
I B EX 3 5
- 3 . 85
- 1 4 .5 8
- 3 . 99
4.99
I B EX 3 5 T o ta l Re tur n
- 1 . 34
- 1 0 .7 9
9.52
36.56
I B EX 3 5 Ne t R et ur n
- 1 . 81
- 1 1 .5 2
6.67
29.43
- 1 1 .5 4
- 3 2 .7 9
- 2 2 .1 3
- 2 1 .3 8
- 6 . 85
- 2 6 .6 7
1.37
33.10
I B EX 3 5 D ou b le L ev er age
I B EX 3 5 D ou b le L ev er age Gr o s s
I B EX 3 5 D ou b le L ev er age N et
5Y %
- 7 . 73
- 2 7 .8 6
- 3 . 84
19.57
I B EX 3 5 Le v er age X 3
- 2 2 .5 3
- 5 1 .4 8
- 4 6 .2 6
- 5 6 .3 4
I B EX 3 5 Le v er age Ne t X 3
- 1 7 .4 7
- 4 6 .0 2
- 2 6 .2 3
-
- 4 6 .2 7
- 7 8 .0 5
- 7 4 .9 8
-
7 3 3 8 , 18
350,71
-
-
I B EX 3 5 Le v er age Ne t X 5
I B EX 3 5 A pa la nc ad o N et o X 1 0( * )
Information
Index Launch
22nd November 2012
Index Calculation
Real-time
Weighting
Index based on IBEX
Volatility
35 Total Net Return
1 - Y ear %
3 - Ye ar s %
5 - Ye ar s %
I B EX 3 5
27.21
22.18
23.81
I B EX 3 5 T o ta l Re tur n
27.18
22.17
23.79
Currency
I B EX 3 5 Ne t R et ur n
27.18
22.17
23.79
I B EX 3 5 D ou b le L ev er age
Euro
55.46
44.84
47.89
I B EX 3 5 D ou b le L ev er age Gr o s s
55.39
44.81
47.84
I B EX 3 5 D ou b le L ev er age N et
55.40
44.81
47.84
I B EX 3 5 Le v er age X 3
85.25
68.23
72.40
I B EX 3 5 Le v er age Ne t X 3
85.14
84.38
-
I B EX 3 5 Le v er age Ne t X 5
153.35
150.49
-
I B EX 3 5 A pa la nc ad o N et o X 1 0( * )
802,73
-
-
Base Date
December 30th 2011
Base Level
10.000
S harpe Ratio
IBEX
35
IBEX
TR
IBEX
NR
IBEX
X2
IBEX
X2 G
IBEX
X2 N
IBEX
X3
IBEX N
X3
IBEX N
X5
1Y
-0,0655
-0,0551
-0,0570
-0,0736
-0,0632
-0,0652
-0,0814
-0,0730
-0,0883
3Y
-0,0102
0,0028
0,0002
-0,0175
-0,0045
-0,0071
-0,0243
-0,0698
-0,0846
5Y
-0,0004
0,0138
0,0109
-0,0089
0,0053
0,0024
-0,0166
-
-
IBEX N
X10
-0,1198
Review Dates
Quarterly
Ordinary in June and
-
December
-
Follow-ups in March
and September
Vendor Codes
I SI N
E S 0 SI 0 0 0 00 0 5
R e ut er s
B l o omb er g
I B EX 3 5
< .I B EX >
I B EX I nd ex <GO >
I B EX 3 5 T o ta l Re tur n
E S 0 SI 0 0 0 00 4 7
< .I B EX T R>
I B EX 3 5TR I nd ex <GO >
I B EX 3 5 Ne t R et ur n
E S 0 SI 0 0 0 00 9 6
< .I B EX D L>
I B EX D L I nde x < GO >
I B EX 3 5 X 2
E S 0 SI 0 0 0 01 1 2
< .I B EX D LG>
I B EX P I nd ex <GO >
I B EX 3 5 X 2 Gr o s s
E S 0 SI 0 0 0 01 3 8
< .I B EX D LN>
I B EX Q I nd ex <GO >
I B EX 3 5 X 2 Ne t
E S 0 SI 0 0 0 01 0 4
< .I B EX T L>
I B EX T L I nd ex <GO >
I B EX 3 5 X 3
E S 0 SI 0 0 0 01 7 9
< .I B EX TN >
I B EX X 3NT I nd e x <GO >
I B EX 3 5 Ne t X 3
E S 0 SI 0 0 0 01 8 7
Sociedad
de
Bolsas
< .I B EX LN>
I B EX X 5NT I nd e x <GO >
I B EX 3 5 Ne t X 5
E S 0 SI 0 0 0 00 0 5
data
as
at
< .I B EX >
I B EX I nd ex <GO >
I B EX 3 5 Ne t X 10
E S 0 SI 0 0 0 17 2 2
< .I B EX UX >
I B EX SH L I nd ex <GO >
( * ) T he le v el o f I BEX 3 5 l e ver a ge Ne t X 1 0( * ) wa s adj us te d a s fr om 2 9 J un e 2 0 16 a cc or d in g
t o th e se ct i o n 3. 3 0. 1 of t he Te c hn i ca l Reg u la t i on s f or th e Co mp os i t io n a nd Ca l cu la t i on of
t h e S oc i ed ad d e Bo l sa s, S .A. in d ic es
[email protected]
www.bolsasymercados.es
© Sociedad de Bolsas. S.A. 2016. All rights reserved. "IBEX 35®". "IBEX Medium Cap®". "IBEX Small
Cap®" and “IBEX Top Dividendo®” are trade marks of the Sociedad de Bolsas. S.A. and all such marks are
used under licence. All rights in and to the IBEX 35. IBEX Medium Cap. IBEX Small Cap and IBEX Top
Dividendo vest in Sociedad de Bolsas and its licensors. All information is provided for information purposes only.
No responsibility or liability is accepted by Sociedad de Bolsas or its licensors for any errors. loss or liability
arising from the use of this publication. Distribution of IBEX index values and the use of the IBEX Indices to
create financial products requires a licence from Sociedad de Bolsas.
Index Rules
Available
at
www.sbolsas.com
Factsheet Data
16th September 2016