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Thursday, January 21, 2021

Financial Products News #2021 - 1
UPDATE: Nasdaq to Begin Dissemination of New Third Party Indexes on GIDS, Effective Tuesday, January 19, 2021

Markets Impacted:

  • All Markets

Data Feeds Impacted:

  • Nasdaq Global Index Data Service (GIDS)

Contact Information:

What you need to know:

Effective Tuesday, January 19, 2021, Nasdaq, through its data dissemination relationship with Thomas Schumann Capital, will send daily index level information on the Nasdaq Global Data Service℠(GIDS).

Update 1/21/2021: Updates to Index names, details in the table below.

What are the new indexes?

Thomas Schumann Capital® is the only solution provider at the nexus of water security and responsible investing. TSC sponsors the TSC Water Risk Indices® in order to enable investors to integrate physical and financial water risk into investment decisions to achieve sustainable performance, positive impact, water stewardship and engagement.

WTRUSPR
INDEX_SHORT_NAME: TSC US Water Risk PR Index
INDEX_NAME: TSC US Water Risk Price Return Index
INDX_DES: TSC Water Risk Indices are constructed using Thomas Schumann Capital’s proprietary water risk metrics. The TSC US Water Risk PR Index measures the price return of a quarterly rebalanced, diversified portfolio of large cap shares from the USA. Constituent weights are determined proportionately to their level of water risk, targeting a much lower water footprint vs. the benchmark.

WTRUSNR
INDEX_SHORT_NAME: TSC US Water Risk NR Index
INDEX_NAME: TSC US Water Risk Net Return Index
INDX_DES: TSC Water Risk Indices are constructed using Thomas Schumann Capital’s proprietary water risk metrics. The TSC US Water Risk NR Index measures the net return of a quarterly rebalanced, diversified portfolio of large cap shares from the USA. Constituent weights are determined proportionately to their level of water risk, targeting a much lower water footprint vs. the benchmark.

WTREUPR
INDEX_SHORT_NAME: TSC Euro Water Risk PR Index
INDEX_NAME: TSC Euro Water Risk Price Return Index
INDX_DES: TSC Water Risk Indices are constructed using Thomas Schumann Capital’s proprietary water risk metrics. The TSC Euro Water PR Risk Index measures the price return of a quarterly rebalanced, diversified portfolio of large cap shares from the Eurozone. Constituent weights are determined proportionately to their level of water risk, targeting a lower water footprint vs. the benchmark.

WTREUNR
INDEX_SHORT_NAME: TSC Euro Water Risk NR Index
INDEX_NAME: TSC Euro Water Risk Net Return Index
INDX_DES: TSC Water Risk Indices are constructed using Thomas Schumann Capital’s proprietary water risk metrics. The TSC Euro Water Risk NR Index measures the net return of a quarterly rebalanced, diversified portfolio of large cap shares from the Eurozone. Constituent weights are determined proportionately to their level of water risk, targeting a much lower water footprint vs. the benchmark.



How are the indexes disseminated?

Effective Tuesday, January 19th, 2021, data recipients will receive real-time index information from the proprietary GIDS data feed with the following attributes:


Update 1/21/2021: Instrument name update, highlighted changes below:

Instrument ID Instrument Name Currency Frequency FP Type
WTRUSNR TSC US Water Risk Net Return Index USD ODCL I
WTRUSPR TSC US Water Risk Price Return Index USD ODCL I
WTREUNR TSC Euro Water Risk Net Return Index EUR ODCL I
WTREUPR TSC Euro Water Risk Price Return Index EUR ODCL I

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

  • 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.

Where can I find additional information?


For questions about Nasdaq index products, please contact Nasdaq CAPI Operations at +1 844 717 0708 (for US Callers) or +1 301 978 8311 (for International Callers).

For additional information about Thomas Schumann Capital, please contact them at, +1 310-310-1797 or visit https://www.thomasschumanncapital.com.

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