Features Real-Time the IBEX Index
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Bolsas y Mercados Españoles (BME) calculates, publishes and disseminates in Features 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 equity The IBEX indices measure the turnover for Q1 was 159.9 billion and the turnover for March amounted to 58.2 performance of securities billion. listed on the Spanish Stock Market. IBEX 35® is a tradable index suitable for investment products. Designed to The IBEX indices are Euro- represent the performance of the largest securities traded on the Spanish Stock denominated and calculated in Market. real-time within the European time zone. Since 1992, IBEX 35 has been the underlying index for futures and options contracts traded on BME’s Derivatives Market (MEFF). IBEX 35 is also the IBEX 35 is the domestic and benchmark for Exchange-traded funds (ETFs) issued by BBVA Asset Management. international benchmark for Lyxor Asset Management and Deutsche Bank db x-trackers. the Spanish Stock Market IBEX 35 is made up by the 35 10Y Performance (Capital Value) – EUR terms most liquid securities traded on the Spanish Stock Market. Selection criteria of constituents have no sector diversification bias. 18.000 IBEX 35 constituents are 16.000 weighted by market capitalization adjusted by free 14.000 float. 12.000 IBEX 35 is a price return index. Sociedad de Bolsas also 10.000 calculates a TOTAL RETURN IBEX 35 and an IBEX 35 NET 8.000 RETURN. as well as a wide range of short and leverage 6.000 indices. 4.000 Constituents IBEX 35 Weighting Weighting Weighting Security name Ticker % Security name Ticker % Security name Ticker % SANTANDER SAN 15.50 GAS NATURAL GAS 2.16 MERLIN PROP. MRL 0.95 INDITEX ITX 11.23 ACS CONST. ACS 1.84 B.POPULAR POP 0.74 TELEFONICA TEF 10.05 B. SABADELL SAB 1.78 ACCIONA ANA 0.63 BBVA BBVA 8.75 RED ELE.CORP REE 1.75 DIA DIA 0.61 IBERDROLA IBE 7.84 GRIFOLS GRF 1.74 MEDIASET ESP TL5 0.60 CAIXABANK CABK 4.36 ENDESA ELE 1.65 ACERINOX ACX 0.57 REPSOL REP 4.10 BANKIA BKIA 1.40 CELLNEX CLNX 0.55 AMADEUS IT AMS 3.82 BANKINTER BKT 1.29 MELIA HOTELS MEL 0.43 ABERTIS INFR ABE 2.70 GAMESA GAM 1.14 VISCOFAN VIS 0.43 INT.AIRL.GRP IAG 2.63 MAPFRE MAP 1.10 TEC.REUNIDAS TRE 0.38 FERROVIAL FER 2.54 ENAGAS ENG 1.03 INDRA "A" IDR 0.37 AENA AENA 2.36 ARCEL.MITTAL MTS 0.98 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® IBEX 35® IBEX 35® IBEX 35® IBEX 35® Short Leverage Bank Energy Construction IBEX 35® 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 X2 Total X3 Net X2 Net Sector breakdown IBEX 35 1. Oil and energy 18.53% 2. Basic materials. industry and construction 8.08% Information 3. Consumer goods 13.40% 4. Consumer services 9.34% 5. Financial and real estate services 35.87% Index Launch 6 Technology and telecommunications 14.79% 14th January 1992 Returns breakdown Eligibility Criteria 6 M % 12M % 3Y % 5Y % IBEX 35 17.56 13.20 1.93 19.25 Highest Liquidity IBEX 35 Total Return 19.76 18.33 15.95 53.08 IBEX 35 Net Return 19.34 17.35 13.04 45.49 Index Calculation IBEX Medium Cap 7.89 3.47 1.08 67.61 Real-time IBEX Small Cap 21.39 25.36 0.03 35.19 IBEX Top Dividendo 20.13 19.48 2.03 44.68 IBEX Capped Net Return 19.34 17.35 13.17 46.20 Weighting Market cap adjusted by free Volatility float 1 -Year % 3-years % 5-years % Maximum weighting limit of 20% IBEX 35 21.91 21.89 22.62 in reviews IBEX 35 Total Return 21.87 21.85 22.60 IBEX 35 Net Return 21.87 21.85 22.60 IBEX Medium Cap 15.19 16.96 16.74 Currency IBEX Small Cap 15.17 17.80 17.41 Euro IBEX Top Dividendo 20.37 20.56 20.74 IBEX Capped Net Return 21.87 21.83 22.57 Fecha base Correlation (returns since January 1992) 29/12/1989 IBEX IBEX IBEX TOP IBEX Medium Small 35 35 TR 35 NR DIV CAPN IBEX 35 100% Base Date IBEX 35 TR 100% 100% 3.000 IBEX 35 NR 100% 100% 100% IBEX Medium 78% 78% 84% 100% Review Dates IBEX Small 63% 63% 73% 71% 100% Quarterly IBEXTD 89% 89% 96% 85% 74% 100% IBEX CapNet 100% 100% 100% 79% 63% 90% 100% Ordinary in June and December Follow-ups in March and Vendor Codes September ISIN Reuters Bloomberg IBEX 35 ESOSI0000005 <.IBEX> IBEX Index <GO> IBEX 35 TR ES0SI0000047 <.IBEXTR> IBEX35TR Index <GO> Index Rules IBEX 35 NR ES0SI0000062 <.IBEXNR> IBEXNR Index <GO> Available at www.sbolsas.com IBEX Medium ES0SI0000013 <.IBEXC> IBEXC Index <GO> IBEX Small ES0SI0000021 <.IBEXS> IBEXS Index <GO> Factsheet Data IBEXTD ES0SI0000039 <.IBEXD> IBEXTDIV Index <GO> IBEX Cap Net ES0SI0000146 <.IBEXCNR> IBEXZ Index <GO> Sociedad de Bolsas data as at 17th March 2017 [email protected] www.bolsasymercados.es © Sociedad de Bolsas. S.A. 2017. 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..