Search:
   

Friday, December 5, 2014

Financial Products News #2014 - 64
Nasdaq Announces Launch of Twenty Seven New Indexes Effective Monday, December 15, 2014

Markets Impacted:

  • All Markets

Data Feeds Impacted:

  • Nasdaq Global Index Data Service (GIDS 2.0)
  • Nasdaq Global Index Watch (GIW)
  • Nasdaq Global Index FlexFile Delivery (GIFFD)

Contact Information:

What you need to know:

Effective Monday, December 15, 2014, Nasdaq will begin disseminating the following new indexes on the Nasdaq Global Index Data ServicesSM (GIDS 2.0).

  • NASDAQ AlphaDEX® Switzerland Index (Symbol: NQDXCH)
  • NASDAQ AlphaDEX® Switzerland Total Return Index (Symbol: NQDXCHT)
  • NASDAQ AlphaDEX® Switzerland Net Total Return Index (Symbol: NQDXCHN)
  • NASDAQ AlphaDEX® Switzerland GBP Index (Symbol: NQDXCHGBP)
  • NASDAQ AlphaDEX® Switzerland GBP Total Return Index (Symbol: NQDXCHGBPT)
  • NASDAQ AlphaDEX® Switzerland GBP Net Total Return Index (Symbol: NQDXCHGBPN)
  • NASDAQ AlphaDEX® Switzerland EUR Index (Symbol: NQDXCHEUR)
  • NASDAQ AlphaDEX® Switzerland EUR Total Return Index (Symbol: NQDXCHEURT)
  • NASDAQ AlphaDEX® Switzerland EUR Net Total Return Index (Symbol: NQDXCHEURN)
  • NASDAQ AlphaDEX® Switzerland CHF Index (Symbol: NQDXCHCHF)
  • NASDAQ AlphaDEX® Switzerland CHF Total Return Index (Symbol: NQDXCHCHFT)
  • NASDAQ AlphaDEX® Switzerland CHF Net Total Return Index (Symbol: NQDXCHCHFN)
  • NASDAQ AlphaDEX® Japan Index (Symbol: NQDXJP)
  • NASDAQ AlphaDEX® Japan Total Return Index (Symbol: NQDXJPT)
  • NASDAQ AlphaDEX® Japan Net Total Return Index (Symbol: NQDXJPN)
  • NASDAQ AlphaDEX® Germany Index (Symbol: NQDXDE)
  • NASDAQ AlphaDEX® Germany Total Return Index (Symbol: NQDXDET)
  • NASDAQ AlphaDEX® Germany Net Total Return Index (Symbol: NQDXDEN)
  • NASDAQ AlphaDEX® Asia Pacific Ex-Japan Index (Symbol: NQDXASPAXJP)
  • NASDAQ AlphaDEX® Asia Pacific Ex-Japan Total Return Index (Symbol: NQDXASPAXJPT)
  • NASDAQ AlphaDEX® Asia Pacific Ex-Japan Net Total Return Index (Symbol: NQDXASPAXJPN)

    • UPDATED 12/5/2014 - Effective Monday, December 15, 2014, Nasdaq will begin disseminating the following new additional indexes on the Nasdaq Global Index Data ServicesSM(GIDS 2.0). The Indexes noted below, in bold, reflect what will be disseminated on the effective date.

  • NASDAQ AlphaDEX® Germany EUR Index (Symbol: NQDXDEEUR)
  • NASDAQ AlphaDEX® Germany EUR TR Index (Symbol: NQDXDEEURT)
  • NASDAQ AlphaDEX® Germany EUR NTR Index (Symbol: NQDXDEEURN)
  • NASDAQ AlphaDEX® Japan JPY Index (Symbol: NQDXJPJPY)
  • NASDAQ AlphaDEX® Japan JPY TR Index (Symbol: NQDXJPJPYT)
  • NASDAQ AlphaDEX® Japan JPY NTR Index (Symbol: NQDXJPJPYN)


    •  

    What are the new indexes?

    The NASDAQ AlphaDEX Switzerland Index employs the AlphaDEX stock selection methodology to select stocks from the NASDAQ Switzerland Index. The Index is constructed by ranking the stocks in the NASDAQ Switzerland Index on growth factors including 3-, 6- and 12-month price appreciation, sales to price and one year sales growth and separately on value factors including book value to price, cash flow to price and return on assets.

    The NASDAQ AlphaDEX Japan Index employs the AlphaDEX stock selection methodology to select stocks from the NASDAQ Japan Index. The Index is constructed by ranking the stocks in the NASDAQ Japan Index on growth factors including 3-, 6- and 12-month price appreciation, sales to price and one year sales growth and separately on value factors including book value to price, cash flow to price and return on assets.

    The NASDAQ AlphaDEX Germany Index employs the AlphaDEX stock selection methodology to select stocks from the NASDAQ Germany Index. The Index is constructed by ranking the stocks in the NASDAQ Germany Index on growth factors including 3-, 6- and 12-month price appreciation, sales to price and one year sales growth and separately on value factors including book value to price, cash flow to price and return on assets.

    The NASDAQ AlphaDEX Asia Pacific Ex-Japan Index employs the AlphaDEX stock selection methodology to select stocks from the NASDAQ ASPA Ex Japan Index. The Index is constructed by ranking the stocks in the NASDAQ ASPA Ex Japan index on growth factors including 3-, 6- and 12-month price appreciation, sales to price and one year sales growth and separately on value factors including book value to price, cash flow to price and return on assets.

    How are the indexes disseminated?

    Effective Monday, December 15, 2014, data recipients will receive real-time index information from the proprietary GIDS 2.0 data feed with the following attributes:

    Instrument ID Instrument Name Currency Frequency FP Type Brand
    NQDXCH NASDAQ AlphaDEX Switzerland Index USD 1S I PI
    NQDXCHT NASDAQ AlphaDEX Switzerland Total Return Index
    		 USD 1S I PI
    NQDXCHN NASDAQ AlphaDEX Switzerland Net Total Return Index
    		 USD 1S I PI
    NQDXCHGBP NASDAQ AlphaDEX Switzerland GBP Index GBP 1S I PI
    NQDXCHGBPT NASDAQ AlphaDEX Switzerland GBP Total Return Index
    		 GBP 1S I PI
    NQDXCHGBPN NASDAQ AlphaDEX Switzerland GBP Net Total Return Index
    		 GBP 1S I PI
    NQDXCHEUR NASDAQ AlphaDEX Switzerland EUR Index EUR 1S I PI
    NQDXCHEURT NASDAQ AlphaDEX Switzerland EUR Total Return Index
    		 EUR 1S I PI
    NQDXCHEURN NASDAQ AlphaDEX Switzerland EUR Net Total Return Index
    		 EUR 1S I PI
    NQDXCHCHF NASDAQ AlphaDEX Switzerland CHF Index CHF 1S I PI
    NQDXCHCHFT NASDAQ AlphaDEX Switzerland CHF Total Return Index
    		 CHF 1S I PI
    NQDXCHCHFN NASDAQ AlphaDEX Switzerland CHF Net Total Return Index
    		 CHF 1S I PI
    NQDXJP NASDAQ AlphaDEX Japan Index USD 1S I PI
    NQDXJPT NASDAQ AlphaDEX Japan Total Return Index
    		 USD 1S I PI
    NQDXJPN NASDAQ AlphaDEX Japan Net Total Return Index
    		 USD 1S I PI
    NQDXJPJPY NASDAQ AlphaDEX Japan JPY Index JPY 1S I PI
    NQDXJPJPYT NASDAQ AlphaDEX Japan JPY TR Index
    		 JPY 1S I PI
    NQDXJPJPYN NASDAQ AlphaDEX Japan JPY NTR Index
    		 JPY 1S I PI
    NQDXDE NASDAQ AlphaDEX Germany Index USD 1S I PI
    NQDXDET NASDAQ AlphaDEX Germany Total Return Index
    		 USD 1S I PI
    NQDXDEN NASDAQ AlphaDEX Germany Net Total Return Index
    		 USD 1S I PI
    NQDXDEEUR NASDAQ AlphaDEX Germany EUR Index EUR 1S I PI
    NQDXDEEURT NASDAQ AlphaDEX Germany EUR TR Index
    		 EUR 1S I PI
    NQDXDEEURN NASDAQ AlphaDEX Germany EUR NTR Index
    		 EUR 1S I PI
    NQDXASPAXJP NASDAQ AlphaDEX Asia Pacific Ex-Japan Index USD 1S I PI
    NQDXASPAXJPT NASDAQ AlphaDEX Asia Pacific Ex-Japan Total Return Index
    		 USD 1S I PI
    NQDXASPAXJPN NASDAQ AlphaDEX Asia Pacific Ex-Japan Net Total Return Index
    		 USD 1S I PI

    In addition to the real-time tick messages, Nasdaq will support the following directory messages on GIDS 2.0:

    • 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.

    Will the components and weightings data be made available?

    Yes. For access and more information on the Indexes on the Nasdaq Global Index Watch (GIW) and the Nasdaq Global Index FlexFile Delivery (GIFFD), please contact Nasdaq Index Data Sales.

    Where can I find additional information?

    For questions about Nasdaq Index products, please contact Nasdaq Global Indexes at +1 301 978 8284 or visit GIW.

    Please follow Nasdaq on Facebook RSS and Twitter.

    Nasdaq (Nasdaq: NDAQ) is a leading global provider of trading, clearing, exchange technology, listing, information and public company services. Through its diverse portfolio of solutions, Nasdaq enables customers to plan, optimize and execute their business vision with confidence, using proven technologies that provide transparency and insight for navigating today's global capital markets. As the creator of the world's first electronic stock market, its technology powers more than 90 marketplaces in 50 countries, and 1 in 10 of the world's securities transactions. Nasdaq is home to approximately 3,900 total listings with a market value of approximately $13 trillion. To learn more, visit: business.nasdaq.com.

    View NASDAQTrader.com Mobile