DOCSLIB.ORG

IF170208CADE 2 Confirmation

Total Page：16

File Type：pdf, Size：1020Kb

Download full-text PDF Read full-text
IF170208CADE 2 Confirmation DATE: 8 FEBRUARY 2017 MARKET: EURONEXT CASH MARKETS; EURONEXT DERIVATIVES MARKETS PROJECT: New Euronext Index Service CONFIRMATION OF MIGRATION OF INDICES TO NEW EURONEXT INDEX SERVICE Executive Summary Euronext confirms the planned migration of indices to the new Index Calculation and Distribution service. Following the Info-Flash published on 19 January 2017 , Euronext confirms the timeline for the migration of indices in Lots 3, 4 and 5 onto the new Index Calculation and Distribution service. MIGRATION OVERVIEW EFFECTIVE LOT PRODUCT ENVIRONMENT STEP DATE Introduction of indices Lots 3 Monday 3+4 Indices (including Strategy) PROD and 4 13 Feb 2017 Monday 5 Indices (blue chips and others) PROD Introduction of indices Lot 5 20 Feb 2017 Several products are currently available for testing via the new channels on the EUA (External User Acceptance) platform. LIST OF INDICES PER LOT Find in the appendix the list of indices planned to migrate in each Lot. Please note that an index was added to Lot 5 (NL0012081418). DETAILS ON MIGRATION APPROACH ■ External User Acceptance (EUA) platform □ The EMS Customer Technical Support Group (CTSG) will provide support to its members while testing throughout the EUA period. ■ Production platform □ Migration of indices in two lots. This Info-Flash is for information purposes only and is not a recommendation to engage in investment activities. Whilst all reasonable care has been taken to ensure the accuracy of the content, Euronext does not guarantee its accuracy or completeness. Euronext will not be held liable for any loss or damages of any nature ensuing from using, trusting or acting on information provided. No information set out or referred to in this publication shall form the basis of any contract except as provided otherwise. Some information may be subject to regulatory approval. The Euronext Markets comprise the markets operated by Euronext Amsterdam, Euronext Brussels, Euronext Lisbon, Euronext London and Euronext Paris, referred to respectively as the Amsterdam, Brussels, Lisbon, London and Paris markets, as relevant. Euronext refers to Euronext N.V. and its affiliates. Information regarding trademarks and intellectual property rights of Euronext is located at www.euronext.com/terms-use. © 2017, Euronext N.V. - All rights reserved. Euronext N.V., PO Box 19163, 1000 GD Amsterdam, The Netherlands www.euronext.com INFO-FLASH □ Broadcast of indices will be switched off on existing channel 107 on Friday evening at close of markets, and will be activated on Monday morning on channel 350. □ As channel 350 is already used in Production, there will not be a parallel run or a Dummy SymbolIndex during the migration of indices. COMMUNICATION PLAN 2 weeks before the migration of each lot Confirmation of migration Day after the migration Results of migration MULTICAST CHANNELS Service ID on EUA The current Service ID are divided into the following three Multicast Channels: ■ 550 – Index channel /650 Refresh Index Channel One ■ 555 – iNAV channel /655 Refresh Index Channel Two ■ 560 – 3d party index channel / 660 Refresh Index Channel Three Service ID in Production ■ 350 – Index channel /450 Refresh Index Channel One ■ 355 – iNAV channel /455 Refresh Index Channel One ■ 360 – 3d party index channel /460 Refresh Index Channel One MARKET DATA DOCUMENTATION The Market Data XDP specifications, focusing on the Euronext Index Service, are available on the Euronext website at www.euronext.com/it-documentation/market-data > Technical documentation ■ Euronext Indices XDP Client Specification– v1.0 ■ Euronext Indices Market Data Services XDP Production DR and EUA Environment v1.0 SUPPORT For support during the development work on the EUA test platform, please contact: EMS Customer Technical Support Group : [email protected] tel: +33 1 85 14 85 88 To request new users for Retransmission and Refresh Recovery Services (Source IDs) for the Production and/or EUA test platform, please use the online web form available at: www.euronext.com/it-documentation/market-data > Connectivity Forms For further support, please contact the Customer Access Service team : [email protected] tel: +33 1 85 14 85 89 For more information about this Info-Flash, contact your relationship manager at [email protected] or contact Euronext Market Services : www.euronext.com/services-support Page 2 of 12 INFO-FLASH APPENDIX Below is a list of indices - Lots 3, 4 and 5 – which will migrate onto the new Index Calculation and Distribution service. LOT 3 – Monday 13 February (effective date of migration) ISIN Code Instrument Name Mnemonic Code Class ID Lot BE0004613544 KBC5L INDEX KBC5L 82 3 BE0004614559 ABI5L INDEX ABI5L 82 3 BE0389914715 BEL 20 X5 LEV NR BEL5L 82 3 BE0389915720 BEL 20 X5 SH GR BEL5S 82 3 BE0389916736 BEL 20 X3 LEV NR BE3LN 82 3 FR0011627892 CAC 40 X15 SH GR CA15S 82 3 FR0012939775 FP5L INDEX FP5L 82 3 FR0012939783 MT5L INDEX MT5L 82 3 FR0012939791 RI5L INDEX RI5L 82 3 FR0013186921 CAC 40 X15 LEV NR C15LE 82 3 FR0013186939 CAC 40 X12 LEV NR C12LE 82 3 FR0013189941 UG5I Index UG5I 82 3 FR0013189958 GLE5I Index GLE5I 82 3 FR0013189966 ACA5I Index ACA5I 82 3 NL0010661898 ITALIA X 7 ITX7L 82 3 NL0010661906 ITALIA X -7 ITX7S 82 3 NL0011515366 AEX X10 LEV NR AE10L 82 3 NL0011515390 AEX X10 SHORT GR AE10S 82 3 NL0011515408 AEX X12 SHORT GR AE12S 82 3 NL0011515416 AEX X15 SHORT GR AE15S 82 3 NL0011936133 AEX X15 LEV NR A15LE 82 3 NL0011936141 AEX X12 LEV NR A12LE 82 3 PTINO0220004 PSI 20 X3 LEV NR PS3LN 82 3 QS0011052139 CAC 40 VOLA IDX VCAC 84 3 QS0011052147 AEX VOLAT.INDEX VAEX 84 3 QS0011052162 FTSE100 VOLAT.INDX VFTSE 84 3 QS0011054309 CAC 40 CVRD CALL CACCC 82 3 QS0011054325 AEX COVERED CALL AEXCC 82 3 QS0011054333 CAC 40 PROT PUT CACPP 82 3 QS0011054341 AEX PROTECTIVE PUT AEXPP 82 3 QS0011095815 CAC40 LEVERAGE CACLV 82 3 QS0011095831 CAC 40 SHORT GR CACSH 82 3 QS0011095856 CAC 40 XBEAR GR CACXB 82 3 QS0011095864 BEL 20 LEVERAGE BELLV 82 3 Page 3 of 12 INFO-FLASH QS0011095880 BEL 20 SHORT GR BELSH 82 3 QS0011095898 AEX LEVERAGE AEXLV 82 3 QS0011095914 AEX SHORT GR AEXSH 82 3 QS0011095922 PSI 20 LEVERAGE PSILV 82 3 QS0011095948 PSI 20 SHORT GR PSISH 82 3 QS0011100847 BEL 20 XBEAR GR BELXB 82 3 QS0011100854 AEX XBEAR GR AEXXB 82 3 QS0011100862 PSI 20 XBEAR GR PSIXB 82 3 QS0011146857 CAC 40 X3 LEV CAC3L 82 3 QS0011146865 CAC 40 X2 SHORT GR CAC2S 82 3 QS0011146873 CAC 40 X3 SHORT GR CAC3S 82 3 QS0011146899 AEX X2 SHORT GR AEX2S 82 3 QS0011146915 BEL X3 LEV BEL3L 82 3 QS0011146923 BEL 20 X2 SHORT GR BEL2S 82 3 QS0011146931 BEL 20 X3 SHORT GR BEL3S 82 3 QS0011146949 PSI 20 X3 LEV PSI3L 82 3 QS0011146956 PSI 20 X2 SHORT GR PSI2S 82 3 QS0011146964 PSI 20 X3 SHORT GR PSI3S 82 3 QS0011179221 CAC LEVERAGE NR CACTL 82 3 QS0011179239 AEX TR LEVERAGE AEXTL 82 3 QS0011179247 BEL 20 TR LEVERAGE BELTL 82 3 QS0011179254 PSI TR LEVERAGE PSITL 82 3 QS0011206008 CAC 40 X4 LEV NR CAC4L 82 3 QS0011206016 CAC 40 X5 LEV NR CAC5L 82 3 QS0011206917 CAC 40 X4 SHORT GR CAC4S 82 3 QS0011206925 CAC 40 X5 SHORT GR CAC5S 82 3 QS0011216205 AEX LEVERAGE NR AEXNL 82 3 QS0011216213 CAC 40 LEVERAGE GR CACGL 82 3 QS0011216593 BNP2L INDEX BNP2L 82 3 QS0011216692 UG2L INDEX UG2L 82 3 QS0011216726 BNP3L INDEX BNP3L 82 3 QS0011216734 GSZ3L INDEX ENG3L 82 3 QS0011216759 ORA3L INDEX ORA3L 82 3 QS0011216767 VIV3L INDEX VIV3L 82 3 QS0011216775 CS3L INDEX CS3L 82 3 QS0011216783 GLE3L INDEX GLE3L 82 3 QS0011216817 DG3L INDEX DG3L 82 3 QS0011216825 UG3L INDEX UG3L 82 3 QS0011216833 RNO3L INDEX RNO3L 82 3 QS0011223516 CAC 40 X6 LEV NR CAC6L 82 3 QS0011223524 CAC 40 X7 LEV NR CAC7L 82 3 QS0011223532 CAC 40 X6 SHORT GR CAC6S 82 3 Page 4 of 12 INFO-FLASH QS0011223540 CAC 40 X7 SHORT GR CAC7S 82 3 QS0011229752 CA3L INDEX CA3L 82 3 QS0011230115 AEX X3 LEVERAGE NR AEX3L 82 3 QS0011230156 AEX X4 LEVERAGE NR AEX4L 82 3 QS0011230164 AEX X5 LEVERAGE NR AEX5L 82 3 QS0011230172 AEX X6 LEVERAGE NR AEX6L 82 3 QS0011230180 AEX X7 LEVERAGE NR AEX7L 82 3 QS0011230198 AEX X3 SHORT GR AEX3S 82 3 QS0011230206 AEX X4 SHORT GR AEX4S 82 3 QS0011230214 AEX X5 SHORT GR AEX5S 82 3 QS0011230222 AEX X6 SHORT GR AEX6S 82 3 QS0011230230 AEX X7 SHORT GR AEX7S 82 3 QS0011231642 CAC 40 X10 LEV NR CA10L 82 3 QS0011231659 CAC 40 X10 SH GR CA10S 82 3 QS0011235825 VK3L INDEX VK3L 82 3 QS0011236005 ACA3L INDEX ACA3L 82 3 QS0011236013 ALO3L INDEX ALO3L 82 3 QS0011243936 CRD3L INDEX CRD3L 82 3 QS0011249701 CAC 40 X 12 SH GR CA12S 82 3 QS0011249719 CS5L INDEX CS5L 82 3 QS0011249727 BNP5L INDEX BNP5L 82 3 QS0011249735 EN5L INDEX EN5L 82 3 QS0011249750 ORA5L INDEX ORA5L 82 3 QS0011249768 GSZ5L INDEX ENG5L 82 3 QS0011249784 RNO5L INDEX RNO5L 82 3 QS0011249800 SGO5L INDEX SGO5L 82 3 QS0011249818 VK5L INDEX VK5L 82 3 QS0011249826 VIE5L INDEX VIE5L 82 3 QS0011249834 DG5L INDEX DG5L 82 3 Page 5 of 12 INFO-FLASH LOT 4 – Monday 13 February (effective date of migration) ISIN Code Instrument Name Mnemonic Code Class ID Lot FR0011710326 MIROVA SI EUROP MSIEU 81 4 FR0011710342 MIROVA SI EUROP NR MSEUN 87 4 FR0011710359 MIROVA SI EUROP GR MSEUG 86 4 FR0012246049 ENT PEA-PME 150 GR EPMEG 87 4 FR0013134848 CLEWN JPY HEDGED CLEWJ 81 4 FR0013134855 CLEWN JPY CLEJP 81 4 NL0000245710 FTSE EURO TOP 100 E100 81 4 NL0000255438 FTSEUROFIRST 80 EF80 81 4 NL0000255446 FTSEUROFIRST 100 EFC1 81 4 NL0011246335 EN GERMANY ENDEI 81 4 NL0011246343 EN GERMANY NR ENDEN 87 4 NL0011246350 EN GERMANY GR ENDEG 86 4 NL0011246368 EURONEXT ITALY ENITI 81 4 NL0011246376 EURONEXT ITALY NR ENITN 87 4 NL0011246384 EURONEXT ITALY GR ENITG 86 4 NL0011246392 EURONEXT SPAIN ENESI 81 4 NL0011246400 EURONEXT SPAIN NR ENESN 87 4 NL0011246418 EURONEXT SPAIN GR ENESG
Load more

Recommended publications
  • CN DASHBOARD Marketing Meer Informatie? Ga Naar: of Bel 0900 MARKETS (0900-6275387; Lokaal Tarief) Samenstelling Document: Nico P.R
    BNP PARIBAS - Corparate & Intitutional Banking TA: CN DASHBOARD Marketing Meer informatie? Ga naar: www.bnpparibasmarkets.nl of bel 0900 MARKETS (0900-6275387; lokaal tarief) Samenstelling document: Nico P.R. Bakker & Wouter de Boer www.nicoprbakker.nl updates via Twitter @TheDailyTurbo De weergegeven signalen zijn momentopnamen en kunnen na publicatie van dit document veranderen. Check dan ook de actuele rangen en standen als u transacties overweegt. DASHBOARD Coaching en Conditie EL Enter Long Coaching UP Up, koopstatus, stijging in uptrend XL Exit Long Coaching RES Resistance, correctiestatus, daling in uptrend ES Enter Short Coaching CN Dashboard DOWN Down, verkoopstatus, daling in downtrend Coaching & Conditie XS Exit Short Coaching SUP Support, herstelstatus, stijging in downtrend DW Dag- en weekgrafiek hebben dezelfde conditie (c) (d) closed of delayed koersdata Update DAILY Coaching en Conditie WEEKLY Coaching en Conditie 25-2-2020 Koers Fondsen Nederland Fondsen Nederland DAILY Signalen Nederlandse Fondsen Aantal van Signaal DW EL UP XL RES ES DOWN XS SUP EL UP XL RES ES DOWN XS SUP 0 AALBERTS NV 40,31 1 AALBERTS NV 1 DOWN ABN AMRO BANK N.V. 14,16 1 ABN AMRO BANK N.V. 1 0 ADYEN 841,40 1 ADYEN 1 DOWN AEGON 3,52 1 AEGON 1 0 AEX25 Index 596,83 1 AEX25 Index 1 0 AHOLD DEL 23,00 1 AHOLD DEL 1 DOWN AIR FRANCE -KLM 8,37 1 AIR FRANCE -KLM 1 DOWN AKZO NOBEL 81,36 1 AKZO NOBEL 1 UP ALTICE EUROPE N.V. 6,18 1 ALTICE EUROPE N.V. 1 DOWN AMG 20,40 1 AMG 1 0 AMX-INDEX 927,92 1 AMX-INDEX 1 0 APERAM 29,55 1 APERAM 1 RES ARCADIS 23,36 1 ARCADIS
    [Show full text]
  • Vivoryon Therapeutics Is Included in Ascx Index
    Vivoryon Therapeutics is Included in AScX Index HALLE (SAALE), Germany, 20 December 2019 – Vivoryon Therapeutics AG (Euronext Amsterdam: VVY, ISIN DE0007921835), announced today that the company has been included in the AScX index as of December 20, 2019. The new indices will start trading on Monday, December 23, 2019. Vivoryon Therapeutics is in position 83 in the AEX Index family (22 in the AScX index). Established in 2005, the AScX index is a stock market index of companies that trade on Euronext Amsterdam. The AScX index is composed of the 25 companies that trade on the exchange and have a certain Market Cap. The composition of this index is reviewed twice a year. ### For more information, please contact: Vivoryon Therapeutics AG Dr. Ulrich Dauer, CEO Email: [email protected] Trophic Communications Gretchen Schweitzer / Joanne Tudorica Tel: +49 172 861 8540 / +49 176 2103 7191 Email: [email protected] About Vivoryon Therapeutics AG With 20+ years of unmatched understanding in identifying post-translational modifying enzymes that play critical roles in disease initiation and progression, Vivoryon’s scientific expertise has facilitated the creation of a discovery and development engine for small molecule therapeutics. This platform has demonstrated success by developing a novel therapeutic in type 2 diabetes. In its current programs Vivoryon Therapeutics is advancing its lead product, PQ912, in Alzheimer’s disease and its entire portfolio of QPCT and QPCTL inhibitors in oncology and other indications. www.vivoryon.com Forward Looking Statements Information set forth in this press release contains forward-looking statements, which involve a number of risks and uncertainties.
    [Show full text]
  • Mood and Stock Returns the Effect of Weather Conditions and Biorhythm on the Dutch Stock Market
    Mood and Stock Returns The effect of weather conditions and biorhythm on the Dutch stock market Juline Nijhout 354646 Supervisor: Prof. Han Bleichrodt Erasmus School of Economics Erasmus University, Rotterdam This thesis is submitted for the Master of Science in Behavioural Economics November 2016 Abstract This master thesis investigates the influence of mood classified as investor sentiment in financial markets on Dutch stock market returns. The Dutch weather and biorhythm are used as mood-proxy variables to measure its influence on the large-cap AEX Index and the small-cap AScX Index between 2005 and 2016. The statistical significance is evaluated using Ordinary Least Squares regression analysis with Newey-West standard errors and Least Absolute Deviations. The results do not violate the efficient market hypothesis for large-cap stocks in the Netherlands. Significant effects are found for Seasonal Affective Disorder and temperature on small-cap stocks, but these regression coefficients are smaller than 0.0005. Preface This master thesis is the final project of my master in Behavioural Economics at the Erasmus School of Economics in Rotterdam. By writing this thesis I developed a more thorough understanding of statistics and conducting research. Also, this has been a great opportunity to combine the knowledge of behavioural economics and finance I gained during the past year. In the existing literature, different events have been examined that are associated with investor mood. I chose the weather and biorhythm, since all investors are exposed to these conditions. I enjoyed writing this thesis, especially because the results could have major practical implications. I would like to thank dr.
    [Show full text]
  • Financial Market Data for R/Rmetrics
    Financial Market Data for R/Rmetrics Diethelm Würtz Andrew Ellis Yohan Chalabi Rmetrics Association & Finance Online R/Rmetrics eBook Series R/Rmetrics eBooks is a series of electronic books and user guides aimed at students and practitioner who use R/Rmetrics to analyze financial markets. A Discussion of Time Series Objects for R in Finance (2009) Diethelm Würtz, Yohan Chalabi, Andrew Ellis R/Rmetrics Meielisalp 2009 Proceedings of the Meielisalp Workshop 2011 Editor Diethelm Würtz Basic R for Finance (2010), Diethelm Würtz, Yohan Chalabi, Longhow Lam, Andrew Ellis Chronological Objects with Rmetrics (2010), Diethelm Würtz, Yohan Chalabi, Andrew Ellis Portfolio Optimization with R/Rmetrics (2010), Diethelm Würtz, William Chen, Yohan Chalabi, Andrew Ellis Financial Market Data for R/Rmetrics (2010) Diethelm W?rtz, Andrew Ellis, Yohan Chalabi Indian Financial Market Data for R/Rmetrics (2010) Diethelm Würtz, Mahendra Mehta, Andrew Ellis, Yohan Chalabi Asian Option Pricing with R/Rmetrics (2010) Diethelm Würtz R/Rmetrics Singapore 2010 Proceedings of the Singapore Workshop 2010 Editors Diethelm Würtz, Mahendra Mehta, David Scott, Juri Hinz R/Rmetrics Meielisalp 2011 Proceedings of the Meielisalp Summer School and Workshop 2011 Editor Diethelm Würtz III tinn-R Editor (2010) José Cláudio Faria, Philippe Grosjean, Enio Galinkin Jelihovschi and Ri- cardo Pietrobon R/Rmetrics Meielisalp 2011 Proceedings of the Meielisalp Summer Scholl and Workshop 2011 Editor Diethelm Würtz R/Rmetrics Meielisalp 2012 Proceedings of the Meielisalp Summer Scholl and Workshop 2012 Editor Diethelm Würtz Topics in Empirical Finance with R and Rmetrics (2013), Patrick Hénaff FINANCIAL MARKET DATA FOR R/RMETRICS DIETHELM WÜRTZ ANDREW ELLIS YOHAN CHALABI RMETRICS ASSOCIATION &FINANCE ONLINE Series Editors: Prof.
    [Show full text]
  • Final Report Amending ITS on Main Indices and Recognised Exchanges
    Final Report Amendment to Commission Implementing Regulation (EU) 2016/1646 11 December 2019 | ESMA70-156-1535 Table of Contents 1 Executive Summary ....................................................................................................... 4 2 Introduction .................................................................................................................... 5 3 Main indices ................................................................................................................... 6 3.1 General approach ................................................................................................... 6 3.2 Analysis ................................................................................................................... 7 3.3 Conclusions............................................................................................................. 8 4 Recognised exchanges .................................................................................................. 9 4.1 General approach ................................................................................................... 9 4.2 Conclusions............................................................................................................. 9 4.2.1 Treatment of third-country exchanges .............................................................. 9 4.2.2 Impact of Brexit ...............................................................................................10 5 Annexes ........................................................................................................................12
    [Show full text]
  • INDEX RULE BOOK Leverage, Short, and Bear Indices
    INDEX RULE BOOK Leverage, Short, and Bear Indices Version 20-02 Effective from 15 May 2020 indices.euronext.com Index 1. Index Summary 1 2. Governance and Disclaimer 8 2.1 Indices 8 2.2 Administrator 8 2.3 Cases not covered in rules 8 2.4 Rule book changes 8 2.5 Liability 8 2.6 Ownership and trademarks 8 3. Calculation 9 3.1 Definition and Composition of the Index 9 3.2 Calculation of the Leverage Indices 9 3.3 Calculation of the Bear and Short Indices 9 3.4 Reverse split of index level 10 3.5 Split of index level 10 3.6 Financing Adjustment Rate (FIN) 10 4. Publication 11 4.1 Dissemination of Index Values 11 4.2 Exceptional Market Conditions and Corrections 11 4.3 Announcement Policy 14 5. ESG Disclosures 15 1. INDEX SUMMARY Factsheet Leverage, Short and Bear indices Index names Various based on AEX®, BEL 20®, CAC 40®, PSI 20® and ISEQ® Index type Indices are based on price index versions or Net return index or Gross return index versions. Administrator Euronext Paris is the Administrator and is responsible for the day-to-day management of the index. The underlying indices have independent Steering Committees acting as Independent Supervisor. Calculation Based on daily leverage. May include spread on interest rate or Financing Adjustment rate in the calculation Rule for exceptional trading Either suspend or reset if underlying index moved beyond certain threshold. See reference circumstances table. 1 Mnemo Full name Underlying Factor Rule for ISIN Base level index exceptional and date trading circumstances AEX® based AEXLV AEX® Leverage AEX® 2 Suspend if Underlying QS0011095898 1,000 at Index < 75% of close 31Dec2002 of previous day AEXNL AEX® Leverage AEX® NR 2 Suspend if Underlying QS0011216205 1,000 at NR Index < 75% of close 31Dec2002 of previous day AEXTL AEX® Leverage AEX® GR 2 Suspend if Underlying QS0011179239 1,000 at GR Index < 75% of close 31Dec2002 of previous day AEX3L AEX® NR 3 Reset if Underlying QS0011230115 10,000 at AEX® X3 Leverage Index < 85% of close 31Dec2008 NR of previous day.
    [Show full text]
  • Thomson One Symbols
    THOMSON ONE SYMBOLS QUICK REFERENCE CARD QUOTES FOR LISTED SECURITIES TO GET A QUOTE FOR TYPE EXAMPLE Specific Exchange Hyphen followed by exchange qualifier after the symbol IBM-N (N=NYSE) Warrant ' after the symbol IBM' When Issued 'RA after the symbol IBM'RA Class 'letter representing class IBM'A Preferred .letter representing class IBM.B Currency Rates symbol=-FX GBP=-FX QUOTES FOR ETF TO GET A QUOTE FOR TYPE Net Asset Value .NV after the ticker Indicative Value .IV after the ticker Estimated Cash Amount Per Creation Unit .EU after the ticker Shares Outstanding Value .SO after the ticker Total Cash Amount Per Creation Unit .TC after the ticker To get Net Asset Value for CEF, type XsymbolX. QRG-383 Date of issue: 15 December 2015 © 2015 Thomson Reuters. All rights reserved. Thomson Reuters disclaims any and all liability arising from the use of this document and does not guarantee that any information contained herein is accurate or complete. This document contains information proprietary to Thomson Reuters and may not be reproduced, transmitted, or distributed in whole or part without the express written permission of Thomson Reuters. THOMSON ONE SYMBOLS Quick Reference Card MAJOR INDEXES US INDEXES THE AMERICAS INDEX SYMBOL Dow Jones Industrial Average .DJIA Airline Index XAL Dow Jones Composite .COMP AMEX Computer Tech. Index XCI MSCI ACWI 892400STRD-MS AMEX Institutional Index XII MSCI World 990100STRD-MS AMEX Internet Index IIX MSCI EAFE 990300STRD-MS AMEX Oil Index XOI MSCI Emerging Markets 891800STRD-MS AMEX Pharmaceutical Index
    [Show full text]
  • Event Study Analysis
    Event study analysis “The relationship between elections and stock market returns” Abstract This master thesis research investigates the timing of election-induced events on the European financial stock markets. Positive stock market returns in periods with an election-induced event are found. Stock market returns are positively (less negatively) affected in periods ending with an election- induced event compared to the entire event-window. Furthermore, election-induced stock market returns on the European financial markets are positively correlated with the national stock market. Positive (negative) stock market returns following the election outcome on the national index will positively (negatively) affect the European stock returns. Moreover, we find that stock market returns are positively correlated with shifts in sentiment. Favourable (unfavourable) political news is positively (negatively) affecting stock market returns. Lastly, a negative relationship is found between economic performance and stock market returns during election periods. The abnormal stock market returns are positively (negatively) affected by elections before (after) the financial crisis. These results are in line with Pantzalis et al. (2000), Brown et al. (1998), Hibbs (1977), Lee et al. (2002) and Chan et al. (1996). Keywords: Political elections, Stock market return, Financial Crisis, Europe. Student name: Ronald Antonius Pieter van Eupen Administration number: 866381 E-mail address: Study program: MSc Finance CFA Track Supervisor: dr. D.A. (David) Hollanders Second reader: dr. F. (Fabio) Castiglionesi Date: August 29, 2017 2 Preface This MSc thesis is the result of a graduation research under supervision of the Finance Department at Tilburg University. As part of the MSc Finance CFA track program, this research focussed around macroeconomic events and specifically the effect of political elections on stock market returns.
    [Show full text]
  • Effects of Carbon Pricing on EU Equity Markets
    Stockholm School of Economics Master Thesis in Finance Effects of Carbon Pricing on EU Equity Markets Andrii Shekhirev* 2011.06.20 The current work examines whether the price changes of European Union Allowance (EUA) contracts for emitting carbon dioxide affect the price dynamics of the European equity markets. The author uses the Vector Autoregressive (VAR) and Vector Error Correction (VECM) models in four specifications to investigate the linkages between the EUA market and major stock indexes of 27 EU countries which are participating in the second phase of the European Emissions Trading System. The regression models, together with Granger causality testing, suggest that stock markets of several developed European countries exhibit significant negative responses to EUA price shocks. In particular, CAC 40 (France), DAX 30 (Germany), AEX (the Netherlands), and FTSE MIB (Italy) indexes have been found to react to the EUA market movements. This may serve as a hint for the growing importance of the price of carbon as an additional risk factor for businesses given that emission quotas are being consistently tightened every year. Author: Andrii Shekhirev Supervisor: Cristian Huse Discussant: Huizi Zeng Date of Presentation: June 13th, 2011 Final Thesis: June 20th, 2011 Keywords: emissions trading, carbon markets, market linkages, ETS, price shocks, vector autoregression, VAR, Granger causality *[email protected] Andrii Shekhirev Effects of Carbon Pricing on EU Equity Markets Table of Contents 1. Introduction .........................................................................................................................
    [Show full text]
  • 2015 Registration Document | 02
    2015 REGISTRATION DOCUMENT | 02 CONTENTS Risks 2 5 Operating and fi nancial review 75 Strategic Risks 3 5.1 Overview 76 Financial Risks 5 5.2 Material contracts and related party Operational Risks 6 Transactions 96 5.3 Legal Proceedings 98 5.4 Insurance 100 Presentation of the Group 9 1 5.5 Liquidity and Capital Resources 101 1.1 Company Profi le 10 5.6 Tangible Fixed Assets 102 1.2 Strategy 12 1.3 Description of the Business 13 Financial Statements 103 1.4 Regulation 25 6 6.1 Consolidated Income Statement 104 6.2 Consolidated Statement Corporate Governance 29 2 of Comprehensive Income 105 2.1 Corporate Governance 30 6.3 Consolidated Balance Sheet 106 2.2 Management & Control Structure 32 6.4 Consolidated Statement of Cash Flows 107 2.3 Report of the Supervisory Board 43 6.5 Consolidated Statement of Changes 2.4 Remuneration report 45 in Parent’s Net Investment 2.5 Corporate Social Responsibility 50 and Shareholders’ Equity 108 6.6 Notes to the Consolidated Financial Statements 110 3 Selected historical combined fi nancial 6.7 Euronext N.V. Company Financial Statements information and other fi nancial for the year ended 31 December 2015 151 information 57 6.8 Notes to Euronext N.V. Financial Statements 153 6.9 Other information 167 4 General description of the Company and its share capital 61 Glossary 169 4.1 Legal Information on the Company 62 G 4.2 Share Capital 62 4.3 Shareholder structure 64 4.4 Share Classes and Major Shareholders 64 4.5 General Meeting of Shareholders and Voting Rights 69 4.6 Anti-Takeover Provisions 70 4.7 Obligations of Shareholders and Members of the Managing Board to Disclose Holdings 70 4.8 Short Positions 71 4.9 Market Abuse Regime 72 4.10 Transparency Directive 72 4.11 Dutch Financial Reporting Supervision Act 73 4.12 Dividends and Other Distributions 73 4.13 Financial Calendar 74 - 2015 Registration document 2015 Registration Document including the Annual Financial Report Euronext N.V.
    [Show full text]
  • Introducing Best of Book
    CASH MARKETS INTRODUCING BEST OF BOOK The Best Execution Service for Retail Simple. Impartial. Safe. Transparent. EURONEXT Euronext’s Best of Book is a Best Execution service for retail orders. Dedicated liquidity providers offer price improvement for your retail flow. The service operates within Euronext’s robust and highly regulated Central Order Book. Euronext’s Best of Book service helps retail brokers RLP quotes are firm orders and execute in direct meet MiFID best execution requirements within a single competition with the Euronext Central Order Book. These platform for all liquid stocks traded across Euronext, quotes are at, or better, than the European Best Bid and potentially saving brokers the need to connect to Offer (EBBO)1. multiple platforms. By becoming a Retail Member Organisation (RMO), you A specially designed Retail Liquidity Provider (RLP) will be able to execute your retail order flow within Best programme provides price improvement for retail of Book and with potential price improvement versus the investors. The RLP programme is highly competitive EBBO, through your existing access to Euronext. and is open to all Euronext members, thus ensuring absolute neutrality. You will also receive daily best execution reports, provided via an independent data provider to ensure compliance with your best execution policy. SIMPLE IMPARTIAL SAFE TRANSPARENT Makes your life easier Does not take sides You can trust us The price you see is the price you get Reconsider the need Unlike our competitors, We have 400 years’ See competitive to connect to other Euronext offers you a experience in running prices compared platforms to get Best true price to trade as exchanges - and we are to the EBBO1 in a Execution as you can you are trading in full continuously improving.
    [Show full text]
  • Part I INDEX and EQUITY PRODUCTS
    Part I Last update: 1 July 2020 INDEX AND EQUITY PRODUCTS Order Prioritisation (TP Large-in-ScaleTrade Facility (LiS) Technical Trade Facility Evening Trading Trade invalidation at Request for Trading at 3.3.1) (TP 4.5)2 Session (TP 2.5) a member’s request Cross (RFC) Index Close (TP (TP 3.5) "Minimum 3.10) Contract Exchange for Swaps (EFS) Against Actuals FUTURE CONTRACTS Volume RFC Code and Exchange of Options Facility (AGA) (TP Price/Time Pro Rata Standard trading day Expiry day for Options (EOO) 4.4) Responses" (TP 4.2) Amsterdam Market AEX-Index® KF.FTI ✓ 07:15 – 22:00 07:15 – 16:00 18:30 – 22:00 AEX-Index® Mini KF.MFA ✓ 07:15 – 22:00 07:15 – 16:00 18:30 – 22:00 AEX-Index® Weeklies KF._FT ✓ 07:15 – 22:00 07:15 – 16:00 18:30 – 22:00 AMX-Index® KF.FMX 07:15 – 17:00 ✓ 07:15 – 18:30 AEX® Dividend Index KF.AXF ✓ 07:15 – 18:30 07:15 – 13:00 Single Stock Futures AF. 6 ✓ 07:15 – 18:30 07:15 – 17:40 Single Stock Dividend Futures AF. 8 ✓ 07:15 – 18:30 07:15 – 12:00 Morningstar Eurozone 50 Index Future KF.FME ✓ 07:15 – 18:30 07:15 – 18:00 Brussels Market BEL 20® FF.BXF 07:15 – 18:30 07:15 – 16:00 ✓ ✓ 07:15 – 18:30 07:15 – 17:40 Single Stock Futures BF. 6 Single Stock Dividend Futures BF. 8 ✓ 07:15 – 18:30 07:15 – 12:00 Lisbon Market 07:15 – 18:30 07:15 – 17:40 PSI 20® Index MF.PSI ✓ Single Stock Futures SF.
    [Show full text]