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OMX index methodology


The methodology booklets of the OMX Nordic Index family includes All Share, tradable, benchmark, sector, list indexes and fixed income indexes. They are aimed at users, investors and others interested in the construction and computation of such indices. Calculation of the All-Share, Sector and Benchmark indices and the adjustments of them are broadly similar for all OMX Indexes and are described below. Where differences or special rules do occur between the indexes, these are described.

The OMX Nordic Exchange is the sole and exclusive owner of all rights, titles and interest in and to the indices. Any products based on the indices require permission by the OMX Nordic Exchange
The NOREX Exchanges carry out the periodically and daily maintenance of the indices, such as calculating and distributing the index levels and calculation parameters.

Changes in the tradable and benchmark indexes due to the index composition will be published by the OMX Nordic Exchange. Detailed information on special events, such as the semi-annual review of the Benchmark Indexes composition and adjustments caused by corporate actions, will also be published via a Market Notice.

All files are PDF-files and open in new windows.

 

Methodology OMX Nordic Indexes:

- All-share, benchmark, sectors and Nordic 40

 

Methodology OMX Copenhagen Indexes

All-share, benchmark and sectors

- OMX Copenhagen 20 (OMXC20)

- Mid Cap+ and Small Cap+ rules

- KFMX rules

 

Methodology OMX Stockholm Indexes

All-share, benchmark and sectors
- OMX Stockholm 30 (OMXS30)

- OMX Stockholm Benchmark (OMXSB) (in Swedish only)

- OMRX Index

- Addendum OMXS30

 

Methodology OMX Helsinki Indexes

All-share, benchmark and sectors

- OMX Helsinki 25 Index (OMXH25) description

- OMX Helsinki Tech (OMX HEXTech) description

- OMX Helsinki Cap

 

Methodology OMX Iceland Indexes

All-share, benchmark and sectors
- OMX Iceland 15 Index (OMXI15)

- OMX ICE Equity Indexes

- OMXi15 Float June 2008



 

VINX rules
 

- Rules for the construction and maintenance of the VINX Equity indexes

 

Methodology NASDAQ OMX Carbon Indexes (NOCO2)

- NOCO2 Index Methodology.pdf

Index highlights
All OMX indexes can be
viewed here
Index descriptions

OMX Nordic index

OMX Copenhagen local indexes

OMX Stockholm local indexes

OMX Helsinki local indexes

OMX Iceland local indexes

VINX index

Baltic indexes

NASDAQ OMX commodity indexes

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