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.
The IBEX indices measure
the
performance
of
securities listed on the
Spanish Stock Market.
The IBEX indices are Eurodenominated
and
calculated
in
real-time
within the European time
zone.
IBEX 35® SHORT X3 is a tradable index suitable for derivatives, designed to
represent the triple inverse performance of the IBEX 35 Total Return.
IBEX 35® SHORT X3 is the benchmark for warrants issued by Societe Generale
The IBEX 35® SHORT X3
index tracks the inverse
daily performance in the
IBEX 35® TOTAL RETURN
in the opposite direction,
that is, if on a trading
session the return on IBEX
35® TOTAL RETURN is
negative, the return on
IBEX 35® SHORT X3 on
the same trading session
will be positive in a triple
proportion.
(2013-2016) Performance (Capital Value) – EUR terms
200
180
160
140
120
The formula for the
calculation of IBEX 35®
SHORT X3 incorporates a
risk-free, fixed income
investment component.
100
80
60
Sociedad de Bolsas also
calculates a IBEX 35 ®
DOUBLE, QUINTUPLE & X10
SHORT, and a IBEX 35®
DOUBLE,
TRIPLE,
QUINTUPLE
LEVERAGE &
X10
40
Comentes del 35® INVER
Constituents
IBEX 35 Total Return
BEX 35®NVERSO
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%
Security name
RED ELE.CORP
INT.AIRL.GRP
GRIFOLS
ENDESA
ACS CONST.
B. SABADELL
ENAGAS
GAMESA
BANKINTER
BANKIA
B.POPULAR
MAPFRE
13.38
12.62
10.20
8.50
7.64
4.32
3.89
3.28
3.05
3.01
2.60
2.43
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
Indices IBEX®
IBEX Top Dividendo®
IBEX 35®
Top Dividendo
TR /35
NR INVERSO
IBEX 35 )
TR/ NR
ciónIBEX
precios
IBEX
IBEX 35®
Short
IBEX Medium Cap®
IBEX SmallCap®
IBEX 35®
IBEX Medium Cap TR / NR
IBEX Small Cap TR / NR
Sectors
IBEX 35®
Leverage
IBEX 35®
Short
IBEX 35®
Short
IBEX 35®
Short
IBEX 35®
Short
IBEX 35®
X2
IBEX 35®
X3
X2
X3
X5
X10
X2 Total
X3 Net
X2 Net
IBEX 35
X5 Net
IBEX 35®
X10 Net
IBEX 35®
IBEX 35®
IBEX 35®
Bank
Energy
Construction
Sector breakdown
I B EX 3 5
1 . O i l a nd en er g y
Information
2 0 . 2 9%
2 . B as i c ma t er ia l s . i nd us tr y an d c o ns tr u c ti o n
8 . 4 0%
3 . Co ns um er g o ods
4 . Co ns um er ser v i ce s
1 5 . 7 1%
Index Launch
9 . 9 0%
22nd April 2010
5 . F in an c ia l an d r ea l es ta t e se r v ic es
3 0 . 1 6%
6 T ec hn o lo gy a nd te l ec omm un i ca t i on s
1 5 . 5 4%
Index Calculation
Real-time
Returns breakdown
6 M %
1 2M %
3Y %
I B EX 3 5
-3.85
-14.58
-3.99
5Y %
4.99
I B EX 3 5 T o ta l Re tur n
-1.34
-10.79
9.52
36.56
I B EX 3 5 Sh or t
-2.50
3.92
-21.65
-45.61
I B EX 3 5 D ou b le Sh or t
-8.15
0.66
-46.93
-77.88
Weighting
Index based on IBEX 35 Total
Return
I B EX 3 5 Sh or t X 3
-15.80
-8.58
-68.32
-93.12
I B EX 3 5 Sh or t X 5
-36.14
-38.98
-93.89
-
I B EX 3 5 Sh or t X 1 0
Currency
-81.27
-93.11
-
-
Euro
Volatility
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
I B EX 3 5 Sh or t
26.46
21.84
23.65
I B EX 3 5 D ou b le Sh or t
52.44
43.46
47.26
I B EX 3 5 Sh or t X 3
78.10
64.97
70.93
I B EX 3 5 Sh or t X 5
128.81
107.77
-
I B EX 3 5 S h or t X 1 0
257.30
-
-
Base Date
December 30th 2003
Base Level
15,000
Review Dates
Quarterly
S harpe Ratio
SH ARP E
1 Y
SH ARP E
3 Y
SH ARP E
5 Y
I B EX
35
I B EX
CD
I B EX
I nv
I B EX
I nv X 2
I B EX
I nv X 3
I B EX
I nv X 5
I B EX I n v
X10
-0.0448
-0.0367
0.0197
0.0113
0.0028
-0.0061
-0.0305
0.0006
0.0132
-0.0271
-0.0337
-0.0398
-0.0374
-
0.0055
0.0196
-0.0352
-0.0426
-0.0498
-
-
Vendor Codes
I B EX 3 5
I SI N
E S 0 SI 0 0 0 00 0 5
R e ut er s
< .I B EX >
B l o omb er g
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 Sh or t
E S 0 SI 0 0 0 00 8 8
< .I B EX SH >
I B EX SH I nd e x <GO >
I B EX 3 5 D ou b le Sh or t
E S 0 SI 0 0 0 00 7 0
< .I B EX DS >
I B EX D S I n de x < GO >
I B EX 3 5 Sh or t X 3
E S 0 SI 0 0 0 00 8 8
< .I B EX T S>
I B EX T S I nde x < GO >
I B EX 3 5 Sh or t X 5
E S 0 SI 0 0 0 01 9 5
< .I B EX I >
I B EX I NX 5 I nd ex <GO >
I B EX 3 5 Sh or t X 1 0
E S 0 SI 0 0 0 17 3 0
< .I B EGX >
I B EX SH X I nd e x <GO >
[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.
.
Ordinary in June and December
Follow-ups
in
March
and
September
Index Rules
Available at www.sbolsas.com
Factsheet Data
Sociedad de Bolsas data as at
16th September 2016