Transcription of Index Calculation Guide - STOXX
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Index Calculation Guide - STOXX
Internal JULY 2022 STOXX Calculation Guide STOXX Calculation Guide CONTENTS 2/39 Internal 1. INTR ODUCTI ON TO TH E STOXX Index GUIDES 4 2. CHAN GES TO THE G UIDE BOOK 5 HISTORY OF CHANGES TO THE STOXX EQUITY Calculation Guide 5 3. DISSE MINATI ON 6 DISSEMINATION CALENDARS 6 REGIONAL CALENDARS 6 COUNTRY CALENDARS 6 OTHER CALENDARS 6 DISSEMINATION PERIOD 6 REAL-TIME AND END-OF-DAY INDICES 7 4. IN PUT DATA 8 SOURCES 8 MONITORING 8 DATA ACCURACY 8 CURRENCY RATES 8 STOCK PRICES 9 5. AVAILA BLE DATA 10 OPEN QUOTA TIONS 10 Index SETTLEMEN T VALUES 10 INTRADAY SNAPSHOTS DA TA 10 CLOSING DATA 10 CORPORATE ACTION FORECASTS 11 MONTHLY REPORTS AND SELEC TION LISTS 11 Index REVIEW LISTS 11 STOX X NEWS AND Index DATA NOTIFICATIONS 11 6.
From 17:30 CET, fixed foreign exchange rates are used for the calculation of the indices (using WM fixed exchange rates from 17:00 CET). The global closings set at 22:15 CET use the same fixed rates as the European indices. The fixed foreign exchange rates are provided by the WM Company – for further information
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