Via SocGen:
The next STOXX blue-chip annual review is Sep 2016, while June's quarterly process had no fast adds/deletes. Any annual changes should be announced and based on end of Aug prices and take effect at close 16 Sep. Based on end of Jun prices, there could be two annual replacements in both Euro STOXX 50 (SX5E) and STOXX Europe 50 (SX5P). In SX5E, adidas (ADS GY, 34th) and CRH (CRH ID, 41st) could replace UniCredit (UCG IM, 62nd) and Carrefour (CA FP, 61st). Continental (CON GY, 47th) is the next closest add candidate but 24% from annual entry level, while Assicurazioni Generali (G IM,55) is the next closest delete, -15% away. Ahold (AH NA, 53rd) could be added instead of CRH if it completes its friendly stock offer for Delhaize (DELB BB) as it could become an auto add candidate, ranked 34th. In SX5P, there could be two annual changes in Sep as Deutsche Bank (DBK GY, 86th from 74th) and Credit Suisse (CSGN VX, 85th from 68th) could deleted, while Vinci (DG FP, 41st) and Iberdrola (IBE SM, 42nd) could replace them. CSGN/DBK could be fast deletes if they rank below 74 at end of Jul, as they did in Jun, and could come out in early Aug. CSGN/DBK are currently 12%/17% below fast exit levels, so DG and IBE could be balancing add candidates, but in any case are 1 and 4% from annual entry levels. ASML Intl.(ASML NA, 46th) is the next closest add candidate, 9% from annual add levels but nearer is next closest delete candidate Intesa SanPaolo (ISP IM, 59th), -1% from exit levels. In Sep 2015's annual reviews RWE (RWE GY) and Repsol (REP SM) were replaced by Fresenius SE & Co.(FRE GY, 39th) and Safran (SAF FP, 41st) in SX5E. In SX5P, Intesa Sanpaolo (ISP IM, 37th) and Imperial Tobacco (IMT LN, 40th) replaced Glencore (GLEN LN, 76th) and BHP Billiton (BLT LN, 55th). In 2013, STOXX changed the fast entry rules for blue-chip indices, making any fast adds much less likely as any non-constituents would now need to be in the top 25, not top 40, at the end of Feb, May or Nov to join in the following month's review. Annual reviews in September, allow entry if in top 40 or exit if below 60. Fast exit stays the same at below 74 for two months, so these rules are now more equally balanced. STOXX now also update floats from what is used in the broader index to build blue chip selection lists. These lists comprise broad constituents which make up closest to the top ~60% of each STOXX TMI (total market index) sector free float cap and/or current constituents. The largest non-constituent can join if a current constituent has to be deleted due to takeover or delisting. Ranks shown below are based on free float cap, while moves needed are for fast entry/ exit levels.