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NASDAQ Index Holdings - Definitions

As of October 1, 2009, index data on NASDAQtrader.com has been retired. Basic index information can be retrieved at https://indexes.nasdaqomx.com by clicking on Nasdaq U.S. at the top and then on the right select the appropriate market and index. Complete holdings and corporate action information is available through Global Index Watch. For more information please visit the Nasdaq Global Index Service offerings web site or contact Nasdaq Global Data Products at +1 301 978 5307.

All data fields reported are as of the market close noted on the page as "Data as of", and adjusted for Index changes to become effective prior to market open on the subsequent day.

Please note the file name reflects the date of the "Data as of" date.

Top of File
Data Field Definition
Symbol The identifier or ticker symbol of the index security.
Closing Price/NOCP The closing price of the index security. For NASDAQ listed securities, if there is a NASDAQ Official Closing Price (NOCP) that value is used. Refer to NASDAQ Vendor Alerts #2003-18 and #2002-6 for more information on the NOCP.
Market Value The market capitalization of the index security which is obtained by multiplying the Last Sale by the Index Shares.
DRM/TSO - Depending on the Index The Depositary receipt Multiplier (DRM) - The modified number of shares used in the Index. The DRM is used to calculate the market value of the security.

 

Total Shares Outstanding (TSO) – The number of shares an issue has outstanding. TSO is used to calculate the market value of the security.
Market Percentage

The weighting of each security in the index (market value of the security divided by the total market value of the index).
Symbol Name

The name of the issuer of the security.
Bottom of File
Data Field Definition
Market Value

Represents the summation of the market value of each of the index securities.
DRM/TSO

Represents the summation of the Depositary receipt Multiplier (DRM) - The modified number of shares used in the Index. The DRM is used to calculate the market value of the security.

 

Represents the summation of the Total Shares Outstanding (TSO) – The number of shares an issue has outstanding. TSO is used to calculate the market value of the security.
Market Percentage Represents the summation of the market percentage of each of the index securities.
Index Value Represents the summation of the volume of each of the index securities. The volume data for reports ordered after T+2 of the report date will include T+2 trade corrections submitted to NASDAQ.
Net Change Change in Index Value from the previous day.
High Intraday High Index Value for the day.
Low Intraday Low Index Value for the day.
As Of Date of the report as of market close adjusted for corporate actions to become effective prior to market open on subsequent day.
Divisor The Divisor is a number that is adjusted periodically (due to component changes and corporate actions) to ensure continuity of an index.

 

This field is used beginning July 9, 2007.
Current Index Value (Market Value / Divisor)
Base Value Index Value at inception (as adjusted)

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