Features - Ibex 35

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.
IBEX MEDIUM CAP is a market
cap weighted index adjusted by
free float.
IBEX MEDIUM CAP® is a tradable index suitable for derivatives. Designed to
represent the performance of the medium-sized securities traded on the Spanish
Stock Market.
IBEX MEDIUM CAP is Eurodenominated and calculated in
real-time within the European
time zone.
IBEX MEDIUM CAP® is the benchmark for Exchange-traded funds (ETFs) issued by
LYXOR INTERNATIONAL ASSET MANAGEMENT.
IBEX MEDIUM CAP is made up by
the 20 securities following those
on IBEX 35 by free-float adjusted
market cap. Provided that their
annualised rotation on free float
capital is above 15%. Selection
criteria of constituents have no
sector diversification bias.
10 Y Performance (Capital Value) – EUR terms
25.000
23.000
21.000
19.000
17.000
15.000
13.000
IBEX MEDIUM CAP is a price
return index. Sociedad de Bolsas
also calculates IBEX MEDIUM CAP
total return and an IBEX MEDIUM
CAP net return.
11.000
9.000
7.000
5.000
IB
Constituents
IBEX MEDIUM CAP
BE
Security name
Ticker
EBRO FOODS
ZARDOYA OTIS
BOLSAS Y MER
PROSEGUR
MELIA HOTELS
G.CATALANA O
INM. COLONIA
VIDRALA
ATRESMEDIA
ALMIRALL
EBRO
ZOT
BME
PSG
MEL
GCO
COL
VID
A3M
ALM
Weigthing%
8.91
8.22
7.66
7.03
6.87
6.70
6.14
5.19
5.00
4.87
Security name
Ticker
NH HOTEL
APPLUS SERVI
CODERE
EUSKALTEL
LOGISTA
COR.ALBA
CIE AUTOMOT.
SACYR
OBR.H.LAIN
FAES
NHH
APPS
CDR
EKT
LOG
ALB
CIE
SCYR
OHL
FAE
Weigthing%
4.33
3.99
3.64
3.62
3.60
3.01
2.96
2.92
2.73
2.63
X 35®NV
IBEX Index Series
Indices IBEX®
IBEX Top Dividendo®
IBEX 35®
IBEX Medium Cap®
IBEX SmallCap®
IBEX 35®
IBEX Top Dividendo TR / NR
IBEX 35 TR/ NR
IBEX Medium Cap TR / NR
IBEX Small Cap TR / NR
Sectors
IBEX 35®
Short
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
IBEX
Medium Cap
IBEX 35
IBEX
Small Cap
1 . O i l a nd en er g y
2 . B as i c ma t er ia l s . i nd us tr y an d
c o ns tr u c t io n
2 0 . 2 9%
0 . 0 0%
6 . 2 0%
8 . 4 0%
2 6 . 2 1%
3 0 . 8 9%
3 . Co ns um er g o ods
1 5 . 7 1%
2 2 . 3 8%
2 2 . 4 5%
9 . 9 0%
2 2 . 9 1%
4 . 4 6%
3 0 . 1 6%
2 4 . 7 1%
3 3 . 5 0%
1 5 . 5 4%
3 . 7 9%
2 . 5 0%
4 . Co ns um er ser v i ce s
5 . F in an c ia l an d r ea l es ta t e
s er v i ce s
6 T ec hn o lo gy a nd
t e l ec omm un i ca t io ns
Information
Index Launch
1st July 2005
Eligibility Criteria
Highest market cap adjusted by
free float (excluding IBEX 35
Returns breakdown
constituents)
6 M %
1 2M %
3Y %
5Y %
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
I B EX M ed iu m C ap
- 2 . 87
- 9 . 13
15.12
69.18
I B EX M ed iu m C ap T ot a l R e tur n
- 1 . 27
- 6 . 87
23.68
92.62
I B EX M ed iu m C ap N et R et ur n
- 1 . 56
- 7 . 29
22.00
87.80
Weighting
3.61
1.88
11.08
- 5 . 78
Market cap adjusted by free
I B EX Sm al l Ca p
Index Calculation
Real-time
float
Volatility
1 - Y ear %
3 - Ye ar s %
5 - Ye ar s %
Maximum weighting limit of 20%
in reviews
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 Ne t R et ur n
27.18
22.16
23.79
Currency
I B EX M ed iu m C ap
19.50
17.55
17.80
I B EX M ed iu m C ap T ot a l R e tur n
19.49
17.52
17.77
Euro
I B EX M ed iu m C ap N et R et ur n
19.49
17.52
17.77
I B EX Sm al l Ca p
19.50
18.89
17.77
Base Date
December 29th 1989
Correlation (returns. since J an 1992)
I B EX 3 5
I B EX 35
1 0 0%
M e d ium
S ma l l
TD
Base Level
3.000
I B EX M ed iu m
7 8%
1 0 0%
I B EX Sm al l
6 3%
7 1%
1 0 0%
I B EX TD
8 9%
8 5%
7 4%
1 0 0%
Review Dates
Quarterly
Vendor Codes
Ordinary in June and December
I SI N
R e ut er s
B l o omb er g
I B EX 3 5
E SO SI 0 0 0 0 00 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 6 2
< .I B EX N R>
I B EX NR I nd ex < GO >
I B EX M ed iu m C ap
I B EX M ed iu m C ap T R
E S 0 SI 0 0 0 00 1 3
E S 0 S0 0 0 00 2 7 3
< .I B EX C>
< .I B EX CT>
I B EX C I nd ex <GO >
I B EX C T I nd e x <GO >
Index Rules
I B EX M ed iu m C ap N R
E S 0 S0 0 0 00 2 8 1
< .I B EX C N>
I B EX C N I n de x < GO >
Available at www.sbolsas.com
I B EX Sm al l Ca p
I B EX 3 5
E S 0 S0 0 0 00 0 2 1
E S 0 SI 0 0 0 00 3 9
< .I B EX S >
< .I B EX D>
I B EX S I n de x < GO >
I B EX TDI V I nd ex <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.
Follow-ups
in
March
and
September
Factsheet Data
Sociedad de Bolsas data as at
16th September 2016