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Friday, March 20, 2015

Financial Products News #2015 - 12
Nasdaq to Become the Official Index Calculator for Selected Dorsey Wright Indexes Effective Monday, June 1, 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:

  • Nasdaq® is transitioning the calculation and dissemination of selected Dorsey Wright Indexes to the Nasdaq Global Index Data ServiceSM(GIDS 2.0).
  • Effective Monday, June 1, 2015, Nasdaq will become the official source for the Indexes with GIDS 2.0 as the only direct source for real-time calculations.
  • The Instrument ID/Name will remain the same for all Indexes.

Updated 5/13/2015 - The Indexes noted below, in bold, reflect the updated Instrument Names.

What is changing?

Nasdaq will become the primary calculator of selected DWA indexes and the real-time values will be disseminated on GIDS 2.0. Clients should switch from their current suppliers; the S&P Fix/Fast data feed on the CME Market Data Platform (MDP) and the NYSE GIF and begin sourcing the real-time values from GIDS 2.0 with the following attributes:

Indexes from the S&P Fix/Fast data feed:

Instrument ID Instrument Name Currency Frequency FP Type Brand
DWATLSC Dorsey Wright SmallCap Technical Leaders Index
 USD 1S I NQ
DWATLSCT Dorsey Wright SmallCap Technical Leaders Total Return Index
 USD 1S I NQ
DWADM Dorsey Wright Developed Markets Technical Leaders Index
USD 1S I NQ
DWATRDM Dorsey Wright Developed Markets Technical Leaders Total Return Index
 USD 1S I NQ
DWADMNTR Dorsey Wright Developed Markets Technical Leaders Net Total Return Index
USD 1S I NQ
DWAEM Dorsey Wright Emerging Markets Technical Leaders Index
 USD 1S I NQ
DWATREM Dorsey Wright Emerging Markets Technical Leaders Total Return Index
 USD 1S I NQ
DWAEMNTR Dorsey Wright Emerging Markets Technical Leaders Net Total Return Index
 USD 1S I NQ

Indexes from the NYSE GIF data feed:

Instrument ID Instrument Name Currency Frequency FP Type Brand
DWTL Dorsey Wright Technical Leaders Index
 USD 1S I NQ
DWTLTR Dorsey Wright Technical Leaders Total Return Index
 USD 1S I NQ
DWBM Dorsey Wright Basic Materials Technical Leaders Index
 USD 1S I NQ
DWBMTR Dorsey Wright Basic Materials Technical Leaders Total Return Index
 USD 1S I NQ
DWCC Dorsey Wright Consumer Cyclicals Technical Leaders Index
 USD 1S I NQ
DWCCTR Dorsey Wright Consumer Cyclicals Technical Leaders Total Return Index
 USD 1S I NQ
DWCS Dorsey Wright Consumer Staples Technical Leaders Index
 USD 1S I NQ
DWCSTR Dorsey Wright Consumer Staples Technical Leaders Total Return Index
 USD 1S I NQ
DWEN Dorsey Wright Energy Technical Leaders Index
 USD 1S I NQ
DWENTR Dorsey Wright Energy Technical Leaders Total Return Index
 USD 1S I NQ
DWFN Dorsey Wright Financials Technical Leaders Index
 USD 1S I NQ
DWFNTR Dorsey Wright Financials Technical Leaders Total Return Index
 USD 1S I NQ
DWHC Dorsey Wright Healthcare Technical Leaders Index
 USD 1S I NQ
DWHCTR Dorsey Wright Healthcare Technical Leaders Total Return Index
 USD 1S I NQ
DWIDX Dorsey Wright Industrials Technical Leaders Index
 USD 1S I NQ
DWIDXTR Dorsey Wright Industrials Technical Leaders Total Return Index
 USD 1S I NQ
DWTY Dorsey Wright Technology Technical Leaders Index
 USD 1S I NQ
DWTYTR Dorsey Wright Technology Technical Leaders Total Return Index
 USD 1S I NQ
DWUT Dorsey Wright Utilities Technical Leaders Index
 USD 1S I NQ
DWUTTR Dorsey Wright Utilities Technical Leaders Total Return Index
 USD 1S I NQ

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. The Dorsey Wright Indexes will have a new index entitlement; the daily files will be available on Global Index Watch (GIW) and Nasdaq Global Index FlexFile Delivery (GIFFD).

Please note that to ensure you have access to this entitlement, please reach out to your Sales Manager in obtaining the correct license at Nasdaq Index Data Sales

What database changes do Nasdaq market data redistributors need to make to accommodate the new indexes?

Nasdaq asks that all market data redistributors update their database to reflect the new index source for the indexes on Monday, June 1, 2015. Additionally, Nasdaq requests that market data redistributors retain historical data from the S&P Fix/Fast data feed on the CME MDP and the NYSE GIF begin to process the GIDS 2.0 disseminated data.

Where can I find additional information?

For questions about Nasdaq Index products, please contact Nasdaq Global Indexes at (US) +1 301 978 8284 or (Nordic) +46 8 405 6296 or visit GIW.

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