Dow Jones Required Business Performance Index Family Expands With Four New Indexes

New Dow Jones RBP Indexes Available as a Basis for Financial Products


NEW YORK, May 3, 2010 (GLOBE NEWSWIRE) -- Dow Jones Indexes, a leading global index provider, today announced the addition of four new indexes to its family of Dow Jones RBP Indexes. The new series of indexes include three directional strategy indexes and one fundamentally weighted U.S. market index. The three strategy indexes are the Dow Jones RBP U.S. Large-Cap Aggressive Index, the Dow Jones RBP U.S. Large-Cap Defensive Index, and the Dow Jones RBP U.S. Large-Cap Market Index. The fundamentally weighted market index, the Dow Jones U.S. Large-Cap Total Stock Market Index (RBP weighted), provides market participants with additional rules-based information to measure the valuation of publicly traded companies included in the index.

Dow Jones RBP U.S. Large-Cap Aggressive Index, the Dow Jones RBP U.S. Large-Cap Defensive Index, and the Dow Jones RBP U.S. Large-Cap Market Index are licensed to Transparent Value LLC, a Guggenheim Partners Company, to underlie three mutual funds.

"The strategy indexes licensed to Transparent Value represent a brand new approach to indexing that combines the innovative RBP methodology with aggressive, defensive and neutral views of the market," said Michael A. Petronella, president designate, Dow Jones Indexes. "Dow Jones RBP Indexes are quantitative strategy indexes built upon rules-based analytics providing a powerful tool set for measuring and evaluating component company valuation."

The Required Business Performance (RBP) indexes were designed to measure the likelihood that companies can deliver the performance required to support their current stock prices. The indexes are created using rules-based, published analytics, RBP probability scores, supplied by Transparent Value, LLC. Components of the Dow Jones RBP Indexes are selected based on their RBP probabilities.

The creation of the three Dow Jones RBP Directional Indexes begins with the Dow Jones U.S. Large-Cap Total Stock Market Index, which consists of approximately 750 components. The selection criteria for the components of the Dow Jones RBP U.S. Large-Cap Aggressive, the Dow Jones RBP U.S. Large-Cap Defensive, and the Dow Jones RBP U.S. Large-Cap Market Indexes include beta and momentum factors and RBP probabilities. Each index measures the performance of the 100 top U.S. large-cap stocks in the universe ranked by RBP probability. The 750 Large-Cap components are sorted by a three-month beta factor using the Dow Jones U.S. Large-Cap Total Stock Market index itself as the proxy for the market. Those indexes noted as aggressive seek to measure the performance of stocks with a potentially high momentum and above-average betas and those noted as defensive are intended to measure the performance of stocks with a high momentum and below-average betas. The Dow Jones U.S. RBP Large-Cap Market Indexes are intended to reflect performance of stocks with a high momentum and betas close to one.

The Dow Jones U.S. Large-Cap Total Stock Market Index (RBP weighted) is a benchmark index offered by Dow Jones Indexes using rules-based published analytics supplied by Transparent Value, L.L.C. It represents the largest 750 stocks in the Dow Jones U.S. TSM Index. Index components are weighted by their RBP probabilities.

The Dow Jones RBP U.S. Large-Cap Indexes are reconstituted on a quarterly basis. Index components are weighted by their RBP probabilities.

The Dow Jones RBP U.S. Large-Cap Aggressive Index, the Dow Jones RBP U.S. Large-Cap Defensive Index, and the Dow Jones RBP U.S. Large-Cap Market Index were first published on May 18, 2009. All estimated daily historical closing prices prior to that date are based on back-testing (i.e., calculations of how the index might have performed in the past if it had existed). Back-tested performance information is purely hypothetical and is solely for informational purposes. Back-tested performance does not represent actual performance, and past performance is not indicative of future results.

Journalists may e-mail questions regarding this press release to PR-Indexes@dowjones.com.

Note to Editors:

About Dow Jones Indexes

Dow Jones Indexes (www.djindexes.com) is a leading full-service index provider that develops, maintains and licenses indexes for use as benchmarks and as the basis of investment products. Best-known for the Dow Jones Industrial Average, Dow Jones Indexes offers more than 130,000 equity indexes as well as fixed-income and alternative indexes, including measures of hedge funds, commodities and real estate. Dow Jones Indexes employs clear, unbiased and systematic methodologies that are fully integrated within index families. Dow Jones Indexes is part of CME Group Index Services LLC, a joint venture company which is owned 90 percent by CME Group Inc. (www.cmegroup.com) and 10 percent by Dow Jones & Company (www.dowjones.com), a News Corporation company (Nasdaq:NWS) (Nasdaq:NWSA) (ASX:NWS) (ASX:NWSLV) (www.newscorp.com).

The Dow Jones Indexes logo is available at http://www.globenewswire.com/newsroom/prs/?pkgid=1289

"Dow Jones®", "Dow Jones Indexes", "Dow Jones RBP Indexes" and all other index names listed above are service marks of Dow Jones Trademark Holdings LLC ("Dow Jones"), and have been licensed for use by CME Group Index Services LLC ("CME Indexes"). "Transparent Value®", "RBP®" and "Required Business Performance®" are registered trademarks of Transparent Value, LLC or one of its subsidiaries. Investment products based on the Dow Jones RBP Indexes are not sponsored, endorsed, sold or promoted by Dow Jones, CME Indexes or their respective affiliates and none of Dow Jones, CME Indexes and their respective affiliates make any representation regarding the advisability of investing in such products. Inclusion of a company in any of the Dow Jones RBP Indexes does not in any way reflect an opinion of Dow Jones, CME Indexes or any of their respective affiliates on the investment merits of such company.



            

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