Homepage
Index Contact us   Version française
TOP-ECI 25
Data at 22 Jul 19
Latest (EUR): 7,463.60
1-day change: -0.06%
YTD: +8.26%
Latest (EUR) 1-day change YTD
Underlying 6,430.20 -0.13% +19.90%
STOXX 50 EUR 3,191.2 +0.1 % +15.6 %
Choose landscape format  Print
Market data Methodology
Latest Reports
24 Jun 19 Change in constituents on 26 June 2019 after the market 6p.
20 Jun 19 Update - Addition/removal decisions taken by the ECI Committee 3p.
12 Jun 19 Addition/removal decisions taken by the ECI Committee on 12/06/2019 3p.
12 Jun 19 Addition/removal decisions taken by the ECI Committee on 12/06/2019 3p.
28 Mar 19 Change in constituents on 2 April 2019 after the market 6p.
25 Mar 19 Free Float Rule Application 3p.
19 Mar 19 Addition/removal decisions taken by the ECI Committee on 19/03/2019 3p.
11 Jan 19 Cellnex Telecom 1.5% 18/26: Additional tranche issue. Additional CBs included in index calculation on 21 January 2019 after market 3p.
19 Dec 18 Change in constituents on 8 January 2019 after the market 8p.
11 Dec 18 Addition/removal decisions taken by the ECI Committee on 11/12/2018 3p.
03 Oct 18 Change in constituents on 11 October 2018 after the market 7p.
27 Sep 18 Addition/removal decisions taken by the ECI Committee on 27/09/2018 3p.
1   [>1 year]  
Index Methodology
Methodology

Top ECI25

The Top-ECI25 is an index weighted by market caps and assumes coupons are reinvested.

The Top-ECI25 index is a sub-index of the ECI-Europe ex USD whose constituents are managed by the Technical Committee. It contains the 25 convertibles of this index that, for each sensitivity driver - underlying, interest rate, credit risk and volatility - when combined, give 60% of the total sensitivity of the ECI Europe ex USD index. At the end of meetings of the Technical Committee concerning the broad index, the selection criteria is applied to the new sample and the make-up of the Top ECI 25 is updated.


© Copyright EXANE Derivatives 2019 - Terms and conditions
Under French legislation, you have access to data concerning you and the ability to rectify it.