Friday, September 14, 2012

Financial Products News #2012 - 64
NASDAQ OMX to Begin Dissemination of 15 New Morningstar Indexes Effective September 21, 2012

Markets Impacted:

  • All Markets

Data Feeds Impacted:

  • Global Data Index Service (GIDS and GIDS 2.0)

Contact Information:

What you need to know:

  • NASDAQ OMX® – through its data dissemination relationship with Interactive Data Pricing & Reference Data, Inc. – has been chosen by Morningstar as the index dissemination provider for 15 new indexes.
  • Effective Friday, September 21, 2012, NASDAQ OMX will disseminate the 15 new Morningstar indexes on Global Index Data Service (GIDS).

What are the new indexes?

The Morningstar Developed Markets ex-US Factor Tilt Index measures the performance of stocks located in developed countries across the world (excluding the United States) with increased exposure to small-capitalization and value stocks.

The Morningstar Emerging Markets Factor Tilt Index measures the performance of stocks located in emerging countries across the world with increased exposure to small-capitalization and value stocks.

The Morningstar Global Markets ex-US Index captures the performance of stocks located in developed and emerging countries across the world, excluding the United States.

The Morningstar Developed Markets ex-US Index captures the performance of stocks located in developed countries across the world, excluding the United States.

The Morningstar Emerging Markets Index captures the performance of stocks located in emerging countries across the world.

How will the indexes be disseminated in GIDS 2.0?

Effective Friday, September 21, 2012, data recipients will receive end-of-day index information from the proprietary GIDS 2.0 data feed.

NASDAQ OMX will identify this index via the following data elements in GIDS 2.0:

Instrument ID Instrument Name Currency Frequency FP Type Brand
MSDXUSFTIG Morningstar Dev Mkts ex-US Factor Tilt GR USD USD "ODCL" "I" "GA"
MSDXUSFTI Morningstar Dev Mkts ex-US Factor Tilt PR USD USD "1S" "I" "GA"
MSDXUSFTIN Morningstar Dev Mkts ex-US Factor Tilt NR USD USD "ODCL" "I" "GA"
MSEMMFTIG Morningstar Emerging Mkts Factor Tilt GR USD USD "ODCL" "I" "GA"
MSEMMFTI Morningstar Emerging Mkts Factor Tilt PR USD USD "1S" "I" "GA"
MSEMMFTIN Morningstar Emerging Mkts Factor Tilt NR USD USD "ODCL" "I" "GA"
MSGXUSIG Morningstar Gbl Mkts ex-US GR USD USD "ODCL" "I" "GA"
MSGXUSI Morningstar Gbl Mkts ex-US PR USD USD "1S" "I" "GA"
MSGXUSIN Morningstar Gbl Mkts ex-US NR USD USD "ODCL" "I" "GA"
MSDXUSIG Morningstar Dev Mkts ex-US GR USD USD "ODCL" "I" "GA"
MSDXUSI Morningstar Dev Mkts ex-US PR USD USD "1S" "I" "GA"
MSDXUSIN Morningstar Dev Mkts ex-US NR USD USD "ODCL" "I" "GA"
MSEMMIG Morningstar Emerging Mkts GR USD USD "ODCL" "I" "GA"
MSEMMI Morningstar Emerging Mkts PR USD USD "1S" "I" "GA"
MSEMMIN Morningstar Emerging Mkts NR USD USD "ODCL" "I" "GA"
  • Equities Summary (Message Type F): Disseminated at the end of the U.S. and European trading session to relay the summary of the current trading day's activity for an equity index.
  • Index Directory (Message Type R): Disseminated at the start of each day to relay basic index information.

How will the indexes be disseminated on GIDS?

Data recipients will receive real-time index information from the proprietary GIDS data feed. The index will be identified as NASDAQ OMX U.S. Family (Originator ID of "Q") in the message header field.

In addition to the real-time tick messages, NASDAQ OMX will support the following directory messages on GIDS:

  • Index End of Day Summary (Category A - Type B): Disseminated at the end of the U.S. and European trading session to relay closing index summary data.
  • Index Directory (Category A - Type C): Disseminated at the start of each day to relay basic index information.

Where can I find additional information?


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About the NASDAQ OMX Group:
The NASDAQ OMX Group, Inc. is the world's largest exchange company. It delivers trading, exchange technology and public company services across six continents, with more than 3,600 listed companies. NASDAQ OMX offers multiple capital raising solutions to companies around the globe, including its U.S. listings market, NASDAQ OMX Nordic, NASDAQ OMX Baltic, NASDAQ OMX First North, and the U.S. 144A sector. The company offers trading across multiple asset classes including equities, derivatives, debt, commodities, structured products and exchange-traded funds. NASDAQ OMX technology supports the operations of over 70 exchanges, clearing organizations and central securities depositories in more than 50 countries. NASDAQ OMX Nordic and NASDAQ OMX Baltic are not legal entities but describe the common offering from NASDAQ OMX exchanges in Helsinki, Copenhagen, Stockholm, Iceland, Tallinn, Riga, and Vilnius. For more information about NASDAQ OMX, visit www.nasdaqomx.com.

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