Premium Data Products Support Corporate
Introduction
- The Service
- The Software

Market Coverage
» Australian Market Data
» US Market Data
» World Indices

World Indices
- Overview
> Index Descriptions
- Update Schedule: March
- Update Schedule: April to September
- Update Schedule: October
- Update Schedule: November to February

Getting Started
- Price
- Subscribe
- Free Trial

Index Descriptions


Bovespa

Index of leading stocks traded on the Sao Paulo Stock Exchange in Brazil.
Accumulation or Total Return Index (assumes dividends are re-invested).
Liquidity-weighted and designed to account for 80% of total market liquidity.
Components reviewed quarterly.
Nominal base value of 100, as of Jan 2, 1968. However, the index has undergone 10 "splits" since inception.
Data starts after the last division by 10 on March 3, 1997.

BSE Sensex 30

Index of leading stocks traded on the Bombay Stock Exchange.
Capitalization-weighted (free float-adjusted as of September 1, 2003).
First published in 1986.
Base value of 100 as of April 1, 1979.

CAC 40

Index of stocks traded on Euronext Paris.
Capitalization-weighted (free float-adjusted from December 2003).
Components reviewed quarterly.
Base value of 1000 as of December 31, 1987.

CBOE Volatility Index

Index of expected U.S. stock market volatility, as measured by the implied volatility of S&P 500 Index options.
First calculated in 1993, based on the $SP 100 Index (OEX).
Methodology revised in September 2003, with the S&P 500 serving as the new base and a wider range of option strikes covered.
Simulated history for the "new" VIX provided back to 1990.

Thomson Reuters/CoreCommodity CRB Index

Index of international commodity futures prices.
First published by Commodity Research Bureau in 1957.
Latest major revision in 2005 (the 10th revision) saw an increased emphasis on energy components.
Index components and weightings as of 2006 were -
Crude Oil23%
Aluminium6%
Copper6%
Corn6%
Gold6%
Live Cattle6%
Natural Gas6%
Soybeans6%
Cocoa5%
Coffee5%
Cotton5%
Heating Oil5%
RBOB Gasoline5%
Sugar5%
Lean Hogs1%
Nickel1%
Silver1%
Wheat1%

DAX 30

Index of leading German companies traded on the Frankfurt Stock Exchange's electronic trading system (Xetra).
Performance index (dividends are folded into the calculation so as to measure total returns).
Capitalization-weighted (free float-adjusted from June 2002).
Components reviewed quarterly.
Calculated on Xetra generated prices since June 21, 1999.
Base value of 1000 as of December 30, 1987.

Dow Jones FXCM Yen Index

Index measuring the value of the Japanese Yen against an equal-weighted basket of foreign currencies (Australian Dollar, Euro, New Zealand Dollar, US Dollar).
First published in June, 2012.
Base value of 10,000 as of December 31, 2010.

Dow Jones Global

Broad market index covering about 95% of market capitalization for each represented country.
Constituents drawn from (about) 47 Dow Jones Country Indices that are categorized as Developed or Emerging.
Capitalization-weighted (free-float adjusted).
Re-constituted annually in September with quarterly updates.
First published in September, 2000.
Base value of 100 as of December 31, 1991.

Dow Jones Industrial Average

Index of 30 industry-leading U.S. stocks.
Price-weighted.
First published in 1896 with 12 components.
Number of components increased to 30 in 1928.
First non-NYSE stocks (Microsoft, Intel) included in 1999.

Dow Jones South Africa Index

Broad index of South African stocks representing approximately 95% of total market capitalization.
Capitalization-weighted, free float-adjusted.
Components reviewed quarterly.
Base value of 100 as of December 31, 1991.

DJ-UBS Agriculture Sub-Index

Coffee, Corn, Cotton, Soybeans, Soybean Oil, Sugar, Wheat.

DJ-UBS Commodity Index

Broad index of international commodity futures prices.
Introduced in 1998.
Components reviewed annually.

DJ-UBS Energy Sub-Index

Crude Oil, Heating Oil, Natural Gas, RBOB Gasoline.

DJ-UBS ex-Energy Sub-Index

Aluminium, Coffee, Corn, Cotton, Gold, Lean Hogs, Live Cattle, Nickel, Silver, Soybeans, Soybean Oil, Sugar, Wheat, Zinc.

DJ-UBS Grains Sub-Index

Corn, Soybeans, Wheat.

DJ-UBS Industrial Metals Sub-Index

Aluminium, Copper, Nickel, Zinc.

DJ-UBS Livestock Sub-Index

Lean Hogs, Live Cattle.

DJ-UBS Petroleum Sub-Index

Crude Oil, Heating Oil, RBOB Gasoline.

DJ-UBS Precious Metals Sub-Index

Gold, Silver.

DJ-UBS Softs Sub-Index

Coffee, Cotton, Sugar.

EURO STOXX 50

Index of stocks drawn from exchanges in the 12 Eurozone countries (exchanges that have the Euro as a currency).
Capitalization-weighted, free float-adjusted.
Components reviewed annually.
First published in February 1998.
Base value of 1000 as of December 31, 1991.

FTSE 100

Index of stocks traded on the London Stock Exchange's SETS trading system.
Capitalization-weighted, free float-adjusted.
Components reviewed quarterly.
First published in January 1984.
Base value of 1000 as of January 3, 1984.

FTSE China 50

Index of the largest and most liquid Chinese stocks listed on the Hong Kong Exchange (H Shares, Red Chips and P Chips).
Originally named the FTSE China 25. Was enhanced to cover 50 stocks on the 22nd September 2014.
Capitalization-weighted, free float-adjusted.
Components reviewed quarterly.
Base value of 5000 as of March 16, 2001.

FTSE China A50

Index of the largest and most liquid Chinese stocks incorporated in mainland China and listed on the Shanghai or Shenzhen stock exchanges.
Capitalization-weighted, free float-adjusted.
Components reviewed quarterly.
Base value of 5000 as of July 21, 2003.

FTSE Eurofirst 300

Index of the largest 300 European companies by market capitalization.
Components drawn from "Europe Developed" nations as classified by FTSE.
Capitalization-weighted, free float-adjusted.
Components reviewed quarterly.
First published in September 2004.
Base value of 1000 as of July 25, 1997.

FTSE MIB

Index of 40 large-cap stocks traded on the Italian Stock Exchange.
Capitalization-weighted, free float-adjusted.
Includes foreign stocks.
Components reviewed quarterly.
Launched by S&P as the S&P/MIB in June 2003 to supersede the MIB 30 Index.
Administered by S&P until June 2009.
Base value of 24,401.5 as of December 31, 1997.

Hang Seng

Index of stocks drawn from 4 industry groupings of the Hong Kong Stock Exchange.
49 components as of June 2012.
Capitalization-weighted (free float-adjusted from September 2006).
Components reviewed quarterly.
First published in November, 1969.
Base value of 100 as of July 31, 1964.

IBEX 35

Index of the 35 most liquid stocks traded on the Madrid Stock Exchange.
Capitalization-weighted, free float-adjusted.
Components reviewed bi-annually (June and December) with quarterly follow-ups.
First published in January, 1992.
Base value of 3000 as of December 29, 1989.

KOSPI 200

Index of stocks traded on the Korea Exchange.
Capitalization-weighted.
Components reviewed annually.
First published in June, 1994.
Base value of 100 as of January 3, 1990.

MSCI Singapore (Free) Index

Index of stocks traded on the Singapore Exchange.
Capitalization-weighted, free float-adjusted.
Components selected to represent 85% of the total market cap of each GICS Level 2 Industry Group.
32 components as of June 2012.
Components reviewed quarterly.
Base value of 100 as of December 31, 1987.

MSCI Taiwan Index

Index of stocks traded on the Taiwan Stock exchange that are available to international investors.
Capitalization-weighted, free float-adjusted.
Components selected to represent 85% of the total market cap of each GICS Level 2 Industry group.
114 components as of June 2012.
Components reviewed quarterly.
Base value of 100 as of December 31, 1987.

Mexico IPC Index

Index of 35 of the largest and most liquid stocks traded on the Mexican Stock Exchange.
Capitalization-weighted, free float-adjusted.
Components reviewed annually in August with quaterly weighting re-balances.
Base value of 0.78 as of October 30, 1978.
Index is calculated relative to the previous day's value rather than to the base value.

NASDAQ 100

Index of the 100 largest and most active stocks traded on the NASDAQ.
Excludes financial stocks.
Foreign stocks included from 1998.
Modified capitalization-weighted.
Components reviewed annually.
First published in January, 1985.
Base value of 250 as of January 31, 1985.

NASDAQ Composite

Index of all common stocks, domestic and foreign, traded on the NASDAQ.
Capitalization-weighted.
Base value of 100 as of February 5, 1971.

Nikkei 225

Index of stocks drawn from the "first section" of the Tokyo Stock Exchange.
Price-weighted.
Components reviewed annually.
First published in September, 1950.
Known as the "Nikkei-Dow" until 1985.
Base value of 100 as of May 16, 1949.

NYSE Composite

Index of all common stocks, domestic and foreign, traded on the New York Stock Exchange.
Includes ADRs, REITs and tracking stocks.
Capitalization-weighted (free float-adjusted as of January, 2003).
Original base value of 50 as of December 31, 1965.
Re-launched in January 2003, with base value of 5000 as of December 31, 2002.

OMX Nordic 40

Index of the 40 largest and most liquid stocks traded on the 4 NASDAQ OMX Exchanges (Denmark, Finland, Iceland & Sweden).
Capitalization-weighted, free float-adjusted.
Components reviewed bi-annually (June and December).
Base value of 1000 as of December 31, 2001.

RTS Index

Index of 50 of the largest stocks traded on the Moscow Exchange.
Capitalization-weighted, free float-adjusted. Maximum weight of 15% for any component.
Calculated in $US.
Components reviewed annually.
Base value of 100 as of September 1, 1995.

Russell 1000

Index of U.S. stocks representing the largest 1000 stocks in the Russell 3000 Index.
Capitalization-weighted (free float-adjusted since inception).
Components reviewed annually.
First calculated in real time in December 1986.
Base value of 130 as of December 31, 1986.

Russell 2000

Index of U.S. stocks representing the smallest 2000 stocks in the Russell 3000 Index.
Capitalization-weighted (free float-adjusted since inception).
Components reviewed annually.
First calculated in real time in December 1986.
Base value of 135 as of December 31, 1986.

S&P 100

Index of leading U.S. stocks that have corresponding exchange-traded options.
Capitalization-weighted (free float-adjusted as of September, 2005).
Components reviewed as needed.
First published in March, 1983.
Base value of 50, as of January 2, 1976.
Index split 2:1 on November 24, 1997.

S&P 500

Index of U.S. stocks.
Capitalization-weighted (free float-adjusted as of September, 2005).
Components reviewed as needed.
First published as the S&P 500 in March, 1957.
Historical prices linked to the earlier S&P 90 Stock Composite Index as of 1928.

S&P Global 100

Index of highly-liquid, multinational blue-chip stocks (minimum float-adjusted market cap of US$5 billion).
Constituents drawn from the S&P Global 1200 and selected to provide sector and geographical balance (about a dozen countries represented).
Capitalization-weighted, free float-adjusted.
Composition generally only changes when a vacancy is created through delisting.
First published in February, 2000.
Base value of 1000 as of 31 December, 1997.

S&P Midcap 400

Index of mid-range U.S. stocks.
Capitalization-weighted (free float-adjusted as of September, 2005).
Components reviewed as needed.
First published in June, 1991.
Base value of 100, as of December 31, 1990.

S&P/ASX 200

Index of stocks traded on the Australian Securities Exchange.
Capitalization-weighted (free float-adjusted as of October, 2002).
Components reviewed quarterly.
First published in April, 2000.

CNX Nifty

Index of 50 leading stocks traded on the National Stock Exchange of India.
Capitalization-weighted.
Components reviewed quarterly.
First published in November, 1995.
Base value of 1000 as November 3, 1995.

S&P/TSX 60

Index of stocks traded on the Toronto Stock Exchange.
Capitalization-weighted, free float-adjusted.
Components reviewed quarterly.

S&P/TSX Composite

Index of stocks traded on the Toronto Stock Exchange.
Capitalization-weighted, free float-adjusted.
Components reviewed quarterly.
Replaced the former TSE 300 Index as the benchmark broad market index as of May 2002.

Shanghai Composite

Index of all stocks (A shares and B shares) traded on the Shanghai Stock Exchange.
Capitalization-weighted.
First published in July, 1991.
Base value of 100, as of December 19, 1990.

Straits Times

Index of stocks traded on the Singapore Exchange.
Capitalization weighted (free float-adjusted from January, 2008).
Components reviewed semi-annually.
Published as the Straits Times Index from August 1998.
Re-launched on January 10, 2008 with 30 components.

Swiss Market Index

Index of stocks traded on the Swiss Exchange.
25 components as of September 24, 2007 (formerly 25).
Capitalization-weighted, free float-adjusted.
Components reviewed annually.
First published in June, 1988.
Base value of 1,500 as June 30, 1988.

TecDAX

Index of the 30 largest German technology stocks traded on the Frankfurt Stock Exchange's electronic trading system (Xetra) and drawn from the "Prime Standard" segment beneath the DAX.
Capitalization-weighted, free float-adjusted.
Components reviewed quarterly.
First published in March, 2003.
Base value of 1000, as of December 30, 1997.

US Dollar Index

Index measuring the value of the US Dollar against a basket of foreign currencies (British Pound, Canadian Dollar, Euro, Japanese Yen, Swedish Krona, Swiss Franc).
Calculated as a weighted geometric mean.