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1.1. STOXX® EUROPE 600 DVP (DIVIDEND POINTS)
STOXX® EUROPE SUPERSECTOR DVPS
EURO STOXX® SUPERSECTOR DVPS
Launch Date
December 13, 2011
With the Dividend Points (DVP), STOXX Ltd. provides additional data linked to STOXX indices as an
underlying for derivative products. It provides pure dividend data of the respective indices and increases the
investors ability to focus on the fundamentals that determine equity values. The indices track gross
cumulative cash dividends (i.e. the sum of the individual cash dividends) that are announced and paid by
the constituents of the respective indices during the annual period.
The STOXX Dividend Points (DVP) enables investors to hedge short selling and the possible resulting
dividend impact.


1.2. STOXX® EUROPE MAXIMUM DIVIDEND 40 INDEX
Launch Date
December 5, 2011
The STOXX Europe Maximum Dividend 40 index is a blue-chip index comprising the 40 highest dividendyielding companies across Europe. Derived from the STOXX Europe 600 index, the index represents
companies with the highest expected dividend yield in the upcoming quarter. The expected dividend yield
is determined by the announced or estimated dividend amount and the closing price of the stock at the
time of selection. The index covers the following 18 European countries: Austria, Belgium, Denmark,
Finland, France, Germany, Greece, Iceland, Ireland, Italy, Luxembourg, the Netherlands, Norway, Portugal,
Spain, Sweden, Switzerland and the United Kingdom.
Key Features
» The index portfolio is reviewed quarterly in order to track as closely as possible the performance of the
highest dividend-yielding companies and to take into account the fact that in Europe dividend
payments take place frequently throughout the year.
» The index portfolio is screened for liquidity based on two modes:
» Index constituents must have a 3-months average daily trading value (ADTV) of at least EUR 4
million.
» Stocks are selected on the basis of their liquidity-adjusted dividend yield
» In order to generate a well diversified index portfolio, the weights of the components are capped at
10%.
» The weighting of the single components is based on their expected liquidity-adjusted dividend yield:
the higher the dividend yield of a company and the higher its liquidity, the higher its weight in the
index.


1.3. STOXX® EX FINANCIALS AND STOXX® EX BANKS INDICES
Launch Date
October 17, 2011
The STOXX® ex Financials and STOXX® ex Banks indices provide market participants with a representation
of European stock markets, excluding companies that are active in the financial sector. Based on the
existing European STOXX indices, the STOXX ex Financials and STOXX ex Banks indices follow the same
methodology and transparency standards. However, the STOXX ex Financials indices exclude companies
that are allocated to the 'Financials' industry according to the Industry Classification Benchmark (ICB),
while the STOXX ex Banks indices exclude companies allocated to the ICB's 'Banks' supersector. The
indices are available for all major European and pan-European base indices calculated by STOXX:
EURO STOXX®, EURO STOXX 50®, EURO STOXX® Large, STOXX® Europe 600, STOXX® Europe Large 200.


1.4. STOXX® GLOBAL RARE EARTH INDEX
Launch Date
July 28, 2011
The STOXX Global Rare Earth index tracks the performance of companies that generate at least 30
percent of their revenues in the rare earth sector. The rare earth sector is defined as all companies whose
operations include the exploration, extraction, transport, processing or any other business involving any of
the following 17 rare earth elements: scandium, yttrium, lanthanum, lutetium, ytterbium, thulium, erbium,
holmium, dysprosium, terbium, gadolinium, europium, samarium, promethium, neodymium,
praseodymium and cerium.
Key Features
» Responding to the market`s demand for rare earth investments:
Growing demand for high-tech products in which rare earths are used is making them more and more
important in industry.
Observers see the limited access to rare earths as an obstacle to innovation and as limiting the
manufacture of many high-tech products


1.5. iSTOXX® WORLD SELECT INDEX
Launch Date
July 05, 2011
The iSTOXX® World Select index provides a Blue-chip representation of the 150 largest companies in the
Eurozone, the United States of America and Japan. The exposure is equally distributed among the three
markets by using the EURO STOXX 50®, STOXX® USA 50 and STOXX® Japan 50 indices as underlyings.
The iSTOXX® World Select index is designed to serve as a highly liquid underlying for derivatives, structured
and exchange traded products, as well as for hedging.
The index shows an attractive mid-term performance combined with comparable level of volatility.
Key Features
» Good diversification across the Eurozone, Japan and the USA and across supersectors. An equal
amount is invested in each index, neutralizing the dominance of the US market and so offering better
diversification.
» The index is suitable as a benchmarking instrument for assessing the performance and risk/return
profile of global equity portfolio mandates
» Provides global investors access to an index basket of three important markets with only one license fee
The index can be used as a basis for the definition of customized indices, which can be tailored to
specific client or mandate needs in almost unlimited forms.


1.6. iSTOXX® EUROPE MINIMUM VARIANCE INDEX
Launch Date
June 24, 2011
The iSTOXX® Europe Minimum Variance index is designed to minimize risk by reducing the volatility of the
underlying STOXX® Europe 600 index. This is achieved by the weighting of index constituents according to
their variance/covariance characteristics. Additional constraints are introduced to avoid extreme asset or
sector concentrations.
The strategy for the iSTOXX® Europe Minimum Variance index is based on Markowitz`s Nobel Prize-winning
Modern Portfolio Theory.
Key Features
» Volatility and sharpe ratio significantly improved: lowest possible volatility and at the same time
improved index`retrun compared to benchmark
» Highly liquid underlying for exchange traded funds and structured products.
» Easy replication possible as fewer components compared to STOXX® Europe 600 index.


1.7. STOXX® EUROPE 600 HEDGED EUR INDEX
Launch Date
June 21, 2011
The STOXX® Europe 600 Hedged EUR index is an innovative investment tool that measures the
performance of an underlying index while at the same time eliminating the currency fluctuations. The
index therefore combines the performance of the underlying STOXX® Europe 600 index with a
hypothetical, rolling investment into one-month foreign exchange forward contracts provided by Thomson
Reuters.
The STOXX® Europe 600 Hedged EUR index is designed to serve as a benchmark for actively managed
funds and to underlie exchange traded funds and structured products.
Key Features
» Currency hedging on a monthly basis by hedging beginning balances using rolling one-month forward
contracts.
» Depending on the investor’s strategy, variable hedge ratios can be applied.


1.8. EURO STOXX 50® VOLATILITY-BALANCED INDEX
Launch Date
June 1, 2011
The EURO STOXX 50® Volatility-Balanced index provides investors with access to higher risk-adjusted
returns than the EURO STOXX 50® index by coupling a base investment in the EURO STOXX 50® index
(Net Return) with a dynamic allocation to index volatility (VSTOXX® Short-Term Futures index).
To capture the anticipated changes in the volatility environment, the one-month realized volatility and the
value of one-month implied volatility (VSTOXX®) one-month back are observed. Depending on the
relationship between realized and expected volatility, the exposure may be adjusted.
A stop-loss mechanism is implemented on a daily basis. The weekly performance of the excess return
strategy is evaluated. If the loss over this period is more than 5%, both equity and volatility allocations are
moved into a 100% cash position
Key Features
» Daily rebalancing mechanism
» Dynamic allocation between equities and implied volatility based on prevailing volatility environment
» Stop-loss
» Transparent and systematic approach
More information on the STOXX website