Wednesday, February 10, 2016

Financial Products News #2016 - 12
Nasdaq Announces Launch of Six New Indexes Effective Tuesday, February 16, 2016

Markets Impacted:

  • All Markets

Data Feeds Impacted:

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

Contact Information:

What you need to know:

Effective Tuesday, February 16, 2016, Nasdaq will begin disseminating the following new indexes on the Nasdaq Global Index Data ServiceSM (GIDS).


What are the new indexes?

The Nasdaq IBIS Emerging Markets Rotation Index utilizes IBIS’ Quantitative Tactical Rotation model. The Index will invest in US-listed Exchange-Traded Funds covering emerging markets as classified by Nasdaq. The selection of countries is determined through a proprietary technology for Relative Strength. The Index will tactically allocate up to five US-listed ETFs on an equal-weighted basis using IBIS’ proprietary model to take advantage of short and long term shifts in price performance.

How are the indexes disseminated?

On Tuesday, February 16, 2016, data recipients will receive real-time index information from the proprietary GIDS data feed with the following attributes:

Instrument ID Instrument Name Currency Frequency FP Type Brand Session ID
NQIBEM
The Nasdaq IBIS Emerging Markets Rotation Index
USD
1S I NQ AME
NQIBEMT
The Nasdaq IBIS Emerging Markets Rotation Total Return Index
USD
1S I NQ AME
NQIBEMN
The Nasdaq IBIS Emerging Markets Rotation Net Total Return Index
USD
1S I NQ AME
NQIBEMCAD
The Nasdaq IBIS Emerging Markets Rotation CAD Index
CAD
1S I NQ AME
NQIBEMCADT
The Nasdaq IBIS Emerging Markets Rotation CAD Total Return Index
CAD
1S I NQ AME
NQIBEMCADN
The Nasdaq IBIS Emerging Markets Rotation CAD Net Total Return Index
CAD
1S I NQ AME

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.

Will the components and weightings data be made available?

Yes. For access and more information on the Index on the Nasdaq Global Index Watch (GIW) and 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 (US) +1 301 978 8284 or (Nordic) +46 8 405 6296 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.