NYSE EURONEXT INTEGRATED SOLUTIONS FOR YOUR INDEXING NEEDS For nearly 30 years, the Index Group at NYSE Euronext, has been a leader in designing, calculating, maintaining and broadcasting successful indices worldwide. Today, over $20 billion in assets under management and over 2,500 Exchange Traded Products (ETPs), mutual funds and derivative products are associated with our indices.
We have also built extensive relationships with a wide range of asset managers, data providers and exchanges around the globe – enabling us to deliver flexible and innovative solutions to our clients.
Why NYSE Euronext?
Flexible Business Model: We are dedicated to your success and can accommodate various arrangements that suit your business needs. We can act as your calculation agent, assist you in the builing of new customized indices or even start a partnership with you. You can name the indices with your own brand or you can leverage the NYSE Euronext brand name.
Extensive capabilities and history of innovation: Our comprehensive and constantly evolving database of over 20,000 global securities, along with an extensive range of screening criteria and flexible delivery options, affords us the capabilities to design a wide array of benchmark indices. Other capabilities include:
Asset class Equities, commodities, futures, currenciess Multiple currency baskets Currencies and global composition Currency conversion across all currencies
Methodologies Support complex and sophisticated methodologies
Intraday-consolidated last sales direct from CTS for U.S. Equities Price data Closing value (primary market close) Index maintenance Thorough and accurate handling of corporate actions and rebalances IOPV/iNAV calculations – based on basket or index delta method Real time values Values disseminated every 15 seconds Dedicated dissemination channels Data dissemination FTP server for index composition data Real Time Value broadcast 6:30AM CET (00:30) to 19:00 EST
Knowledgeable, dedicated and responsive staff: We are well versed in working with many methodologies and have extensive experience with multiple industry standards and market data vendors. Our knowledgeable and responsive specialists will work with you to fully understand your objectives and to design a suite of indices that encompasses your vision.
Quality assurance: The index team is highly adept at daily operations and vendor related services. Our high attention to detail allows us to deliver superior maintenance and administrative services across all our indices.
Integrated solutions: Unlike other index compilers who only offer siloed solutions, we can offer an integrated solution: index design, data dissemination and ETP Listing. As a part of a leading global operator of financial markets, we collaborate closely with our listing teams to ensure your index meets listing and regulatory standards and facilitate the listing of your product on NYSE Euronext:
Index Index Data ETP IOPV/iNAV Development Maintenance Distribution Listing Calculation 3000+ Over $22billion linked ETPs in AUM
Our indexing solutions
Index licensing
Why license an NYSE Euronext index?
NYSE Euronext is home to the world’s most successful index families like the AEX, CAC 40 and NYSE Arca
NYSE Euronext is the leading global operator of financial markets and uniquely positioned to ensure your product’s story reaches the widest possible customer base
Below are some examples of NYSE Euronext most well-know customized indices and calculation services
CUSTOMIZED INDICES AND NYSE EURONEXT’S OWN INDICES CALCULATION SERVICES
AEX® Auspice Broad Commodity & Managed Futures Indices CAC 40® Barclays Commodity Pure Beta Indices BEL 20® Credit Suisse Indices Dynamic Intellidex® Indices CSI Global Equity Indices Low Carbon 100 Europe Index® NYSE®-BNEF Indices NYSE 20+ Treasury Bond® Market Grader Indices NYSE Arca® Gold BUGS Sabrient Indices NYSE Arca® Biotechnology Rogers International Commodity Indices NYSE Liffe® Commodity Indices Societe Generale Leverage Stock Indices PSI 20® SPADE Defense Index StrataQuant® Indices Summerhaven Dynamic Commodity Indices Strategy Indices (leverage-short) WilderHill Indices Volatility, covered-call and protective-put indices Zacks Equity Indices
Customized index services
Why create customized indices with NYSE Euronext?
Build your own investment strategies that cannot be replicated using existing indices
Index experts that help you translate your investment ideas into successful indices
No need for an in-house indexing system, which saves you time and resources
Eliminate benchmark risk with indices that meet specific investment mandates
Availability of your data to major market data vendors
The index can serve as an underlying for financial products 750+ 1350+ indices IIV/Inavs
Steps to customizing your own index:
Index idea Develop index Launch index Maintain index Consultation Methodology development Index goes live Apply corporate actions Index Historical back testing Press release Apply rebalancing Finalize concepts Set up index Dissemination to data Source provider vendors Dissemination of composition files
Calculation services
Why choose us as an independent index group to calculate your indices? Calculating indices is most likely not your core business. Our index system and index experts can calculate complex and sophisticated methodologies. This means that by outsourcing the calculation, maintenance and broadcasting of your indices, you can focus on what is important to you - thereby saving time, capital and resources. An independent index group can also provide you with the freedom, objectivity and added security you need for development and maintenance. Many clients also often seek our services to address regulatory and reputational requirements, particularly when launching indexed investment products.
IOPV/iNAV calculation service NYSE Euronext offers real-time calculations of the IOPV/iNAV for Exchange Traded Products. All calculated data points are distributed throughout the trading day to market participants and vendors. We provide the following services per region:
UNITED STATES
NSCC supported, equity based Non-NSCC supported, fixed income, commodity (U.S. and non-U.S. securities) (U.S. and non-U.S. securities)
Completely automated process Custom support for new product types Operational support for file issues Data file translation services Distribution of static values Direct pull of information from custodians Direct connections to custodians Aggregation of fund information Aggregation of information for data vendors
EUROPE
Consolidates fund family information for market participants and vendors Ability to use underlying index or basket as pricing source Feeds into surveillance for regulatory needs Provide multiple currency output support Dissemination to 8million 70+ data vendors index messages sent every day
Data services We offer an array of data services to investment professionals. These include:
Global Index Feed: Data and features of GIF include direct access to index and Exchange Traded Product data from the source via NYSE Euronext’s Secure Financial Transaction Infrastructure (SFTI) and the following per region:
UNITED STATES: EUROPE: Real time publication of NYSE index data, including: Real time publication of NYSE Euronext European NYSE, Arca, MKT and other indices index data, including: (e.g. fixed income, strategy) CAC 40®, AEX®, BEL 20®, PSI 20® and benchmark Third-party index values (e.g. DB Liquid Commodity, domestic market family indices Wisdom Tree, Wilder Hill New Energy) Third-party index calculation and distribution Exchange Traded Product data, including: (e.g. Societe Generale) Segmented ETF IOPV/iNAV values and static Summary information open, close, high and low portfolio data for intraday index valuation Real-time IOPV/iNAV Exchange Traded Product data, including: Daily valuation information, including: Net Asset Value Real-time iNAV (NAV), shares outstanding, estimated cash per unit Summary information open, close, high and low creation, total cash per unit creation, and dividends for intraday iNav valuation Broader distribution framework for multipurpose Daily reference information such as name, real time valuation use listing location, classification, identification codes
NYSE Group Index Weighting (United States): Comprised of Summary (carrying index levels, divisors and market capitalization) and Components reports (carrying detailed composition data) published twice daily. The package also includes the Next Day reports, which carries data adjusted for corporate actions/index reviews. Indices covered in the package include:
Intellidex® NYSE® Equity NYSE Arca® & MKT Equity NYSE® Fixed Income StrataQuant®
All these indices are also available as separate index weighting packages
NYSE Euronext Index Weighting (Europe): The Index Weighting products are comprised of Index (carrying index levels, divisors and market capitalization) and Stock reports (carrying detailed composition data) published twice daily. The Next Day reports (NXTD) carry data adjusted for corporate actions/ index reviews. Indices covered in the package include:
CAC® Indices AEX® Indices BEL® Indices PSI® Indices All Next Group Indices
All these indices are also available as separate index weighting packages Contacts
United States [email protected] 212-656-2723
Europe [email protected] [email protected] +31-20-550-4695
Website: indices.nyx.com Twitter: twitter.com/NYSE Blog: exchanges.nyx.com nyx.com
This publication is for information purposes only and does not constitute investment advice or any offer, solicitation or recommendation to acquire or dispose of any investment or to engage in any transaction. Although this publication is issued in good faith, it is provided on an “as is” basis without representation or warranty of any kind, whether express or implied, and NYSE Euronext and/or any of its officers, employees or agents shall incur no responsibility or liability for any loss or damages of any nature resulting from, arising out of or in connection with the contents of this publication and any such liability is expressly disclaimed. No information set out or referred to in this publication shall form the basis of any contract. The creation of rights and obligations in respect of financial products that are traded on the exchanges operated by NYSE Euronext’s subsidiaries shall depend solely on the applicable rules of the market operator. NYSE Euronext offers no view on whether investments are appropriate for you and recommends you obtain independent advice in respect of any such investments. Persons wishing to trade products available on NYSE Euronext markets or wishing to offer such products to third parties are advised, before doing so, to check their legal and regulatory position in the relevant territory and to understand the related risks. All proprietary rights and interest in or connected with this publication shall vest in NYSE Euronext. No part of it may be redistributed or reproduced in any form or by any means or used to make any derivative work (such as translation, transformation, or adaptation) without the prior written permission of NYSE Euronext. NYSE Euronext refers to NYSE Euronext and its affiliates and references to NYSE Euronext in this publication include each and any such company as the context dictates. NYSE Euronext®, Euronext®, AEX®, BEL®, BEL 20®, CAC®, CAC 40®, PSI®, PSI 20®, Low Carbon 100 Europe Index®, NYSE®, NYSE Arca®, Intellidex® and StrataQuant® are registered trademarks of NYSE Group, Inc., Euronext N.V. or their subsidiaries. © 2013, NYSE Euronext - All rights reserved. EU-13758/1302