Careers Press Contact Us Site Map Search
ISE Global
The International Securities Exchange (ISE) operates the US’s leading options exchange and offers options trading on over 2,000 underlying equity, ETF, index, and FX products. As the first all-electronic options exchange in the U.S., ISE transformed the options industry by creating efficient markets through innovative market structure and technology. ISE continues to expand its marketplace through the ongoing development of enhanced trading functionality and new product introductions.



The ISE-REVERE Wal-Mart® Supplier index tracks the performance of companies that derive a substantial portion of revenue from Wal-Mart Stores, Inc. The index exploits a unique situation where the world’s largest retailer has spawned a sub-industry of dependent companies, including many that are common household names. The goal of the index is to be the benchmark of that sub-industry.
Research Report
Historical Index Values
Index Methodology Guide

ISE-REVERE Wal-Mart Supplier Index (WMX)
Closing Price: 55.01
Settlement Value: 07/2010 - 53.74
Daily Change-1.4090Year-to-date Return8.10
Divisor25715182.722500001 yr Return39.20
Daily high/low55.92/54.813 yr Return52.80
52-wk high/low57.03/39.515 yr Return66.36
Month-to-date Return5.30Annualized Volatility23.10
Index Changes for ISE-REVERE Wal-Mart Supplier Index (WMX)

Select year:
DateTitle
07-23-20102010-175 WMX Component Change
07-16-20102010-171 WMX Divisor
07-14-20102010-167 WMX July Rebalance
06-07-20102010-088 WMX Share Adjustment
03-12-20102010-028 WMX Component Change
03-03-20102010-024 WMX Share Adjustment
02-10-20102010-016 WMX Component Change
01-16-20102010-009 WMX Divisor
01-11-20102010-003 WMX January Rebalance

ISE-REVERE Wal-Mart Supplier Index (WMX)
PRODUCT SPECIFICATION
Symbol WMX
 
Index Description The ISE-REVERE Wal-Mart® Supplier index tracks the performance of companies that derive a substantial portion of revenue from Wal-Mart Stores, Inc. The index exploits a unique situation where the world’s largest retailer has spawned a sub-industry of dependent companies, including many that are common household names. The goal of the index is to be the benchmark of that sub-industry.
 
Index Multiplier 100. The index multiplier means that the options premiums are multiplied by 100 to obtain the actual premium amount.
 
Price Interval Strike price intervals are at least $2.50.
 
Minimum Trading  
Increments		 The minimum trading increment for an options contract trading at less than $3.00 is $0.05. The minimum trading increment for an options contract trading at $3.00 or higher is $0.10.
 
Expiration Date Saturday following the third Friday of the expiration month.
 
Expiration Months Up to four near-term months followed by one additional month from the March quarterly cycle (March, June, September and December).
 
Exercise Style European. Options generally may be exercised only on the last business day before expiration.
 
Last Trading Day Trading will ordinarily cease on the business day (usually a Thursday) preceding the day on which the exercise-settlement value is calculated.
 
Settlement Type A.M., cash settlement
 
Settlement Value  
Symbol		 JBM
 
Settlement Value The exercise-settlement value is calculated using the opening (first) reported sales price in the primary market of each component stock on the last business day (usually a Friday) before the expiration date. If a stock in the index does not open on the day in which the exercise-settlement value is determined, the last reported sales price will be used in calculating the exercise-settlement value. The exercise-settlement amount is equal to the difference between the exercise-settlement value and the exercise price of the option, multiplied by $100. Exercise will result in delivery of cash on the business day following expiration.
 
Position and Exercise  
Limits		 The position and exercise limits are 31,500 contracts on the same side of the market. Position and Exercise limits are subject to change.
 
Trading Hours 9:30 A.M. - 4:00 P.M. Eastern Time (New York time). This options product is exclusively traded at the ISE. In the event of a wide-scale disruption to the ISE Options Market, this product will be temporarily unavailable for trading. ISE will communicate with market participants in the event of a wide-scale disruption so that investors holding open positions in an exclusively traded product are made aware of such an event.
 
ISE-REVERE Wal-Mart Supplier Index (WMX)


Download all ISE Index Components    Export to Excel

Divisor: 25715182.72250000

 As of: 07-29-10
 
TICKER NAME ASSIGNED SHARES PRICE WEIGHT
ACVAlberto-Culver Co B2,228,14629.964.72 %
CALMCal Maine Foods Inc2,586,68232.285.90 %
CHDChurch & Dwight Co641,13767.133.04 %
CLXClorox Co1,200,77565.685.58 %
COTCott Corporation (US)14,436,6826.056.17 %
CSTRCoinstar Inc316,45848.161.08 %
DFDean Foods Co807,05311.680.67 %
DLMDel Monte Foods Co6,247,78913.976.17 %
DMNDDiamond Foods554,84545.061.77 %
ENREnergizer Hldgs Inc612,39959.392.57 %
FLOFlowers Foods Inc724,46224.471.25 %
GISGeneral Mills Inc576,63535.441.44 %
HASHasbro Inc1,705,58641.535.01 %
HBIHanesbrands Inc2,898,31325.295.18 %
ICONIconix Brand Group3,083,58216.483.59 %
JAHJarden Corp1,929,52429.123.97 %
JAKKJAKKS Pacific Inc5,549,73414.895.84 %
KKellogg Co576,87351.522.10 %
LANCLancaster Colony Corp223,43853.370.84 %
LFLeapfrog Enterprises Inc7,521,0684.882.59 %
LNCELance Inc2,098,14921.53.19 %
MATMattel Inc3,249,47421.424.92 %
PBHPrestige Brands Holdings8,110,0498.144.67 %
PRGOPerrigo Co940,76456.163.74 %
PTVPactiv Corporation905,69931.021.99 %
RAHRalcorp Hldgs Inc53,95958.940.22 %
REVRevlon Inc A4,017,86713.393.80 %
SJMSmucker, J.M. Co960,37762.094.22 %
SMBLSMART BALANCE1,433,9023.950.40 %
TRTootsie Roll Industries Inc1,849,91125.693.36 %