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Monday, December 29, 2014

Financial Products News #2014 - 68
Nasdaq Announces Launch of Six New Indexes Effective Monday, January 12, 2015

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, January 12, 2015, Nasdaq will begin disseminating the following new indexes on the Nasdaq Global Index Data ServicesSM(GIDS 2.0).            

 

 

What are the new indexes?

The NASDAQ IBIS US Preservation Index utilizes IBIS’ Quantitative Tactical Fixed Income Rotation model. The Index will invest in US-listed Exchange-Traded Funds covering various segments of the global fixed income market. The selection of assets is determined through a proprietary technology for Relative Strength. The Index will tactically allocate into six US-listed ETFs on an equal-weighted basis based upon IBIS’ proprietary model to take advantage of short and long term shifts in quality, duration, and geographic risk within fixed income.

The NASDAQ IBIS Canadian Preservation Index utilizes IBIS’ Quantitative Tactical Fixed Income Rotation model. The Index will invest in Canadian-listed Exchange-Traded Funds covering various segments of the global fixed income market. The selection of assets is determined through a proprietary technology for Relative Strength. The Index will tactically allocate into six US-listed ETFs on an equal-weighted basis based upon IBIS’ proprietary model to take advantage of short and long term shifts in quality, duration, and geographic risk within fixed income.

How are the indexes disseminated?

Effective Monday, January 12, 2015, 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
NQIUSP NASDAQ IBIS US Preservation Index USD 1S I PI
NQIUSPT NASDAQ IBIS US Preservation Total Return Index
 USD 1S I PI
NQICP NASDAQ IBIS Canadian Preservation Index
 USD 1S I PI
NQICPT NASDAQ IBIS Canadian Preservation Total Return Index
 USD 1S I PI
NQICPCAD NASDAQ IBIS Canadian Preservation CAD Index
 CAD 1S I PI
NQICPCADT NASDAQ IBIS Canadian Preservation CAD Total Return Index
 CAD 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.

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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.

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