MILLENNIUM EXCHANGE
FTSE Indices Package
Issue 15.0 ∙ 5 February 2013
Disclaimer The London Stock Exchange Group has taken reasonable efforts to ensure that the information contained in this publication is correct at the time of going to press, but shall not be liable for decisions made in reliance on it. The London Stock Exchange Group will endeavour to provide notice to customers of changes being made to this document, but this notice cannot be guaranteed. Therefore, please note that this publication may be updated at any time. The information contained is therefore for guidance only.
2
1. Introduction Following the acquisition of MillenniumIT, the London Stock Exchange embarked on a programme of change, during which the Group’s equity markets migrated from the legacy TradElect/Infolect platform to Millennium Exchange – the multi-asset class, ultra-low latency platform of MillenniumIT.
1.1. Purpose The purpose of this document is to provide clients a full overview of the FTSE indices supported by the Millennium Exchange platform. The Group will continually monitor the indices provided by FTSE and update the Millennium Exchange product to support new indices when they become available. Clients should note that not all FTSE indices are supported by Millennium Exchange and are encouraged to communicate any specific index requests to their Technical Account Manager. All clients intending to subscribe to FTSE indices provided by Millennium Exchange should ensure they have an appropriate FTSE licence. Please contact
[email protected] for further information.
3
1.2. Indices Supported by Millennium Exchange Index Name
Opening Time (GMT)
Closing Time (GMT)
Currency
Interval (secs)
AD01
FTSE Developed Index
23:30
20:10
USD
60
AD02
FTSE Developed Ex US Index
23:30
20:10
USD
15
AD03
FTSE Developed ex North America Index
23:30
15:30
USD
60
AD04
FTSE Developed ex UK Index
23:30
20:10
USD
60
AD05
FTSE Developed ex Japan Index
23:30
20:10
USD
60
AD06
FTSE Developed Europe Index
07:00
15:30
USD
60
AD07
FTSE Developed Europe ex UK Index
07:00
15:30
USD
60
AD09
FTSE Developed All Cap ex USA Index
23:30
20:10
USD
60
AD13
FTSE Developed Europe All Cap Index
07:00
15:30
USD
60
AD17
23:30
15:30
USD
60
07:00
15:30
USD
60
AIM1
FTSE Developed All Cap Index FTSE Developed Europe All Cap ex UNITED KINGDOM Index FTSE AIM 100 Index
07:00
15:30
GBP
60
AIM5
FTSE AIM UK 50 Index
07:00
15:30
GBP
15
ASX
FTSE All-Share Index
07:00
15:30
GBP
SS
Index Code
AD20
ASXX
FTSE All-Share ex Inv Co Index
07:00
15:30
GBP
60
AW01
FTSE All-World Index
23:30
20:10
USD
60
AW02
FTSE All-World Ex US Index
23:30
20:10
USD
60
AW03
FTSE All-World Ex UK Index
23:30
20:10
USD
60
AW04
FTSE All-World Ex Japan Index
23:30
20:10
USD
15
AW05
FTSE All-World Ex South Africa Index
23:30
20:10
USD
60
AW11
FTSE Europe Index
07:00
15:30
USD
60
AW12
FTSE Europe Ex UK Index
07:00
15:30
USD
60
AW13
FTSE Europe Ex Eurobloc Index
07:00
15:30
USD
60
AW14
FTSE Eurobloc Index
07:00
15:30
USD
60
AXX
FTSE AIM All-Share Index
07:00
15:30
GBP
15
COLOM20
FTSE Columbia 20 Index
14:30
21:00
COP
60
E0500
FTSEurofirst Oil & Gas
07:00
15:30
EUR
60
E1300
FTSEurofirst Chemicals
07:00
15:30
EUR
60
E1700
FTSEurofirst Basic Resources
07:00
15:30
EUR
60
E2300
FTSEurofirst Construction & Materials
07:00
15:30
EUR
60
E2700
FTSEurofirst Industrial Goods & Services
07:00
15:30
EUR
60
E3300
FTSEurofirst Automobiles & Parts
07:00
15:30
EUR
60
E3500
FTSEurofirst Food & Beverage
07:00
15:30
EUR
60
E3700
FTSEurofirst Personal & Household Goods
07:00
15:30
EUR
60
E3X0001
Eurotop Sectors Index - Oil & Gas
07:00
15:30
EUR
60
E3X0530
Eurotop Sectors Index - Oil & Gas Producers
07:00
15:30
EUR
60
E3X0570
Eurotop Sectors Index - Oil Equipment Services & Distribution
07:00
15:30
EUR
60
E3X0580
Eurotop Sectors Index - Alternative Energy
07:00
15:30
EUR
60
E3X1000
Eurotop Sectors Index - Basic Materials
07:00
15:30
EUR
60
4
E3X1350
Eurotop Sectors Index - Chemicals
07:00
15:30
EUR
60
E3X1730
Eurotop Sectors Index - Forestry & Paper
07:00
15:30
EUR
60
E3X1750
Eurotop Sectors Index - Industrial Metals & Mining
07:00
15:30
EUR
60
E3X1770
Eurotop Sectors Index - Mining
07:00
15:30
EUR
60
E3X2000
Eurotop Sectors Index - Industrials
07:00
15:30
EUR
60
E3X2350
Eurotop Sectors Index - Construction & Materials
07:00
15:30
EUR
60
E3X2710
Eurotop Sectors Index - Aerospace & Defense
07:00
15:30
EUR
60
E3X2720
Eurotop Sectors Index - General Industrials
07:00
15:30
EUR
60
E3X2730
Eurotop Sectors Index - Electronic & Electrical Equipment
07:00
15:30
EUR
60
E3X2750
Eurotop Sectors Index - Industrial Engineering
07:00
15:30
EUR
60
E3X2770
Eurotop Sectors Index - Industrial Transportation
07:00
15:30
EUR
60
E3X2790
Eurotop Sectors Index - Support Services
07:00
15:30
EUR
60
E3X3000
Eurotop Sectors Index - Consumer Goods
07:00
15:30
EUR
60
E3X3350
Eurotop Sectors Index - Automobiles & Parts
07:00
15:30
EUR
60
E3X3530
Eurotop Sectors Index - Beverages
07:00
15:30
EUR
60
E3X3570
07:00
15:30
EUR
60
07:00
15:30
EUR
60
E3X3740
Eurotop Sectors Index - Food Producers Eurotop Sectors Index - Household Goods & Home Construction Eurotop Sectors Index - Leisure Goods
07:00
15:30
EUR
60
E3X3760
Eurotop Sectors Index - Personal Goods
07:00
15:30
EUR
60
E3X3780
Eurotop Sectors Index - Tobacco
07:00
15:30
EUR
60
E3X4000
Eurotop Sectors Index - Health Care
07:00
15:30
EUR
60
E3X4530
Eurotop Sectors Index - Health Care Equipment & Services
07:00
15:30
EUR
60
E3X4570
Eurotop Sectors Index - Pharmaceuticals & Biotechnology
07:00
15:30
EUR
60
E3X5000
Eurotop Sectors Index - Consumer Services
07:00
15:30
EUR
60
E3X5330
Eurotop Sectors Index - Food & Drug Retailers
07:00
15:30
EUR
60
E3X5370
Eurotop Sectors Index - General Retailers
07:00
15:30
EUR
60
E3X5550
Eurotop Sectors Index - Media
07:00
15:30
EUR
60
E3X5750
Eurotop Sectors Index - Travel & Leisure
07:00
15:30
EUR
60
E3X6000
Eurotop Sectors Index - Telecommunications
07:00
15:30
EUR
60
E3X6530
Eurotop Sectors Index - Fixed Line Telecommunications
07:00
15:30
EUR
60
E3X6570
Eurotop Sectors Index - Mobile Telecommunications
07:00
15:30
EUR
60
E3X7000
Eurotop Sectors Index - Utilities
07:00
15:30
EUR
60
E3X7530
Eurotop Sectors Index - Electricity
07:00
15:30
EUR
60
E3X7570
Eurotop Sectors Index - Gas Water & Multiutilities
07:00
15:30
EUR
60
E3X8000
Eurotop Sectors Index - Financials
07:00
15:30
EUR
60
E3X8350
Eurotop Sectors Index - Banks
07:00
15:30
EUR
60
E3X8530
Eurotop Sectors Index - Nonlife Insurance
07:00
15:30
EUR
60
E3X8570
07:00
15:30
EUR
60
07:00
15:30
EUR
60
E3X8670
Eurotop Sectors Index - Life Insurance/Assurance Eurotop Sectors Index - Real Estate Investment & Services RE – currently no FTSE constituents Eurotop Sectors Index - Real Estate Investment Trusts REITs
07:00
15:30
EUR
60
E3X8770
Eurotop Sectors Index - Financial Services
07:00
15:30
EUR
60
E3X9000
Eurotop Sectors Index - Technology
07:00
15:30
EUR
60
E3X9530
Eurotop Sectors Index - Software & Computer Services
07:00
15:30
EUR
60
E3X9570
Eurotop Sectors Index - Technology Hardware & Equipment
07:00
15:30
EUR
60
E4500
FTSEurofirst Health Care
07:00
15:30
EUR
60
E5300
FTSEurofirst Retail
07:00
15:30
EUR
60
E3X3720
E3X8630
5
E5500
FTSEurofirst Media
07:00
15:30
EUR
60
E5700
FTSEurofirst Travel & Leisure
07:00
15:30
EUR
60
E6500
FTSEurofirst Telecommunications
07:00
15:30
EUR
60
E7500
FTSEurofirst Utilities
07:00
15:30
EUR
60
E8300
FTSEurofirst Banks
07:00
15:30
EUR
60
E8500
FTSEurofirst Insurance
07:00
15:30
EUR
60
E8600
FTSEurofirst Real Estate Index
07:00
15:30
EUR
15
E8700
FTSEurofirst Financial Services
07:00
15:30
EUR
60
E9500
FTSEurofirst Technology
07:00
15:30
EUR
60
EB0500
FTSEurofirst Euro Oil & Gas
07:00
15:30
EUR
60
EB1300
FTSEurofirst Euro Chemicals
07:00
15:30
EUR
60
EB1700
FTSEurofirst Euro Basic Resources
07:00
15:30
EUR
60
EB1X
FTSE Euro 100 Index
07:00
15:30
EUR
15
EB2300
FTSEurofirst Euro Construction & Materials
07:00
15:30
EUR
60
EB2700
FTSEurofirst Euro Industrial Goods & Services
07:00
15:30
EUR
60
EB3300
FTSEurofirst Euro Automobiles & Parts
07:00
15:30
EUR
60
EB3500
FTSEurofirst Euro Food & Beverage
07:00
15:30
EUR
60
EB3700
FTSEurofirst Euro Personal & Household Goods
07:00
15:30
EUR
60
EB4500
FTSEurofirst Euro Health Care
07:00
15:30
EUR
60
EB5300
FTSEurofirst Euro Retail
07:00
15:30
EUR
60
EB5500
FTSEurofirst Euro Media
07:00
15:30
EUR
60
EB5700
FTSEurofirst Euro Travel & Leisure
07:00
15:30
EUR
60
EB6500
FTSEurofirst Euro Telecommunications
07:00
15:30
EUR
60
EB7500
FTSEurofirst Euro Utilities
07:00
15:30
EUR
60
EB8300
FTSEurofirst Euro Banks
07:00
15:30
EUR
60
EB8500
FTSEurofirst Euro Insurance
07:00
15:30
EUR
60
EB8600
FTSEurofirst Eurozone Real Estate Index
07:00
15:30
EUR
15
EB8700
FTSEurofirst Euro Financial Services
07:00
15:30
EUR
60
EB9500
FTSEurofirst Euro Technology
07:00
15:30
EUR
60
EF80
FTSEurofirst 80 Index
07:00
15:30
EUR
15
EFC1
FTSEurofirst 100 Index
07:00
15:30
EUR
60
FBRIC
BRIC 50
01:00
21:30
USD
FTDWSLNU
FTSE Developed World Super Liquid Net of Tax Index
00:30
21:10
USD
FTESLNE
FTSE Europe Super Liquid Net of Tax Index
08:00
16:30
EUR
FTXUKSNE
FTSE Europe exc. UK Super Liquid Net of Tax Index
08:00
16:30
EUR
FTEUSLNE
FTSE Eurozone Super Liquid Net of Tax Index
08:00
16:30
EUR
FTUSLNU
FTSE USA Super Liquid Net of Tax Index
14:30
21:10
USD
FTJSLNY
FTSE Japan Super Liquid Net of Tax Index
23:50
06:45
JPY
FTEMSLNU
FTSE Emerging Super Liquid Net of Tax Index
00:30
21:10
USD
FTUKLSNG
FTSE UK Super Liquid Net of Tax Index
08:00
16:30
GBP
EMEA40CE
FTSE EMEA 40 Emerging Index
06:30
16:30
EUR
EMEA40CU
FTSE EMEA 40 Emerging Index
06:30
16:30
USD
SS SS SS SS SS SS SS SS SS 15 15
HIX
FTSE 350 Higher Yield Index
07:00
15:30
GBP
60
LIX
FTSE 350 Lower Yield Index
07:00
15:30
GBP
60
MCIX
FTSE 250 ex Inv Co Index
07:00
15:30
GBP
MCX
FTSE 250 Index
07:00
15:30
GBP
MCXNUK
FTSE 250 Net Dividend Index
08:00
16:30
GBP
SS SS SS
6
MCXSP
FTSE 250 expiry
expiry
index
GBP
SS
N30XU
FTSE Nordic 30 Index
07:00
15:30
USD
15
NDKX
FTSE Denmark 20 Index
07:00
15:00
DKK
60
NFIX
FTSE Finland 25 Index
07:00
15:30
EUR
15
NMIX
FTSE 350 ex Inv Co Index
07:00
15:30
GBP
NMX
FTSE 350 Index
07:00
15:30
GBP
NMX0530
FTSE 350 Index - Oil & Gas Producers
07:00
15:30
GBP
NMX0570
FTSE 350 Index - Oil Equipment Services & Distribution
07:00
15:30
GBP
NMX0580
FTSE 350 Index - Alternative Energy
07:00
15:30
GBP
NMX1350
FTSE 350 Index - Chemicals
07:00
15:30
GBP
NMX1730
FTSE 350 Index - Forestry & Paper
07:00
15:30
GBP
NMX1750
FTSE 350 Index - Industrial Metals & Mining
07:00
15:30
GBP
NMX1770
FTSE 350 Index - Mining
07:00
15:30
GBP
NMX2350
FTSE 350 Index - Construction & Materials
07:00
15:30
GBP
NMX2710
FTSE 350 Index - Aerospace & Defense
07:00
15:30
GBP
NMX2720
FTSE 350 Index - General Industrials
07:00
15:30
GBP
NMX2730
FTSE 350 Index - Electronic & Electrical Equipment
07:00
15:30
GBP
NMX2750
FTSE 350 Index - Industrial Engineering
07:00
15:30
GBP
NMX2770
FTSE 350 Index - Industrial Transportation
07:00
15:30
GBP
NMX2790
FTSE 350 Index - Support Services
07:00
15:30
GBP
NMX3350
FTSE 350 Index - Automobiles & Parts
07:00
15:30
GBP
NMX3530
FTSE 350 Index - Beverages
07:00
15:30
GBP
NMX3570
FTSE 350 Index - Food Producers
07:00
15:30
GBP
NMX3720
FTSE 350 Index - Household Goods & Home Construction
07:00
15:30
GBP
NMX3740
FTSE 350 Index - Leisure Goods
07:00
15:30
GBP
NMX3760
FTSE 350 Index - Personal Goods
07:00
15:30
GBP
NMX3780
FTSE 350 Index - Tobacco
07:00
15:30
GBP
NMX4530
FTSE 350 Index - Health Care Equipment & Services
07:00
15:30
GBP
NMX4570
FTSE 350 Index - Pharmaceuticals & Biotechnology
07:00
15:30
GBP
NMX5330
FTSE 350 Index - Food & Drug Retailers
07:00
15:30
GBP
NMX5370
FTSE 350 Index - General Retailers
07:00
15:30
GBP
NMX5550
FTSE 350 Index - Media
07:00
15:30
GBP
NMX5750
FTSE 350 Index - Travel & Leisure
07:00
15:30
GBP
NMX6530
FTSE 350 Index - Fixed Line Telecommunications
07:00
15:30
GBP
NMX6570
FTSE 350 Index - Mobile Telecommunications
07:00
15:30
GBP
NMX7530
FTSE 350 Index - Electricity
07:00
15:30
GBP
NMX7570
FTSE 350 Index - Gas Water & Multiutilities
07:00
15:30
GBP
NMX8350
FTSE 350 Index - Banks
07:00
15:30
GBP
NMX8530
FTSE 350 Index - Nonlife Insurance
07:00
15:30
GBP
NMX8570
FTSE 350 Index - Life Insurance/Assurance
07:00
15:30
GBP
NMX8630
FTSE 350 Index - Real Estate Investment & Services REITs
07:00
15:30
GBP
NMX8670
FTSE 350 Index - Real Estate Investment Trusts REITs
07:00
15:30
GBP
NMX8770
FTSE 350 Index - Financial Services
07:00
15:30
GBP
NMX8980
FTSE 350 Index - Equity Investment Instruments
07:00
15:30
GBP
NMX9530
FTSE 350 Index - Software & Computer Services
07:00
15:30
GBP
NMX9570
FTSE 350 Index - Technology Hardware & Equipment
07:00
15:30
GBP
SS SS SS SS SS SS SS SS SS SS SS SS SS SS SS SS SS SS SS SS SS SS SS SS SS SS SS SS SS SS SS SS SS SS SS SS SS SS SS SS SS SS
NORWAY30
FTSE Norway 30 Index
07:00
15:24
NOK
15
7
NSX
FTSE Fledgling Index
07:00
15:30
GBP
SS
NSWX
FTSE Sweden 30 Index
07:00
15:30
SEK
15
PERU20
FTSE Peru 20 Index
13:00
21:30
PEN
15
PERU20U
FTSE Peru 20 Index - USD
13:00
21:30
USD
15
RIOB
FTSE Russia IOB Index
07:15
14:30
USD
SMX
FTSE SmallCap Index
07:00
15:30
GBP
UB0500
FTSE 350 Oil & Gas
07:00
15:30
GBP
UB1300
FTSE 350 Chemicals
07:00
15:30
GBP
UB1700
FTSE 350 Basic Resources
07:00
15:30
GBP
UB2300
FTSE 350 Construction & Materials
07:00
15:30
GBP
UB2700
FTSE 350 Industrial Goods & Services
07:00
15:30
GBP
UB3300
FTSE 350 Automobiles & Parts
07:00
15:30
GBP
UB3500
FTSE 350 Food & Beverage
07:00
15:30
GBP
UB3700
FTSE 350 Personal & Household Goods
07:00
15:30
GBP
UB4500
FTSE 350 Health Care
07:00
15:30
GBP
UB5300
FTSE 350 Retail
07:00
15:30
GBP
UB5500
FTSE 350 Media
07:00
15:30
GBP
UB5700
FTSE 350 Travel & Leisure
07:00
15:30
GBP
UB6500
FTSE 350 Telecommunications
07:00
15:30
GBP
UB7500
FTSE 350 Utilities
07:00
15:30
GBP
UB8300
FTSE 350 Banks
07:00
15:30
GBP
UB8500
FTSE 350 Insurance
07:00
15:30
GBP
UB8600
FTSE 350 Real Estate Index
07:00
15:30
GBP
UB8700
FTSE 350 Financial Services
07:00
15:30
GBP
UB9500
FTSE 350 Technology
07:00
15:30
GBP
UKX
FTSE 100 Index
07:00
15:30
GBP
UKXEQ
FTSE 100 Equally Weighted Index – launching 23/12/11
08:00
16:30
GBP
UKXMV
FTSE 100 Minimum Variance Index – launching 23/12/11
08:00
16:30
GBP
UKXDUK
FTSE 100 Declared Dividend Index
08:00
16:30
GBP
UKXNUK
FTSE 100 Net Dividend Index
08:00
16:30
GBP
UKXSP
FTSE 100 expiry index
expiry
index
GBP
SS SS SS SS SS SS SS SS SS SS SS SS SS SS SS SS SS SS SS SS SS SS SS SS SS SS SS
WI01
FTSE World Index
23:30
20:10
USD
60
WI02
FTSE World Ex South Africa Index
23:30
20:10
USD
60
WIARG
FTSE Argentina Index – currently no FTSE constituents
14:00
20:10
ARS
15
WIAUS
FTSE Australia Index
00:00
06:00
AUD
15
WIAUT
FTSE Austria Index
07:15
15:45
EUR
15
WIBEL
FTSE Belgium/Lux Index
07:00
15:45
EUR
15
WIBRA
FTSE Brazil Index
12:00
21:30
BRL
15
WICAN
FTSE Canada Index
13:30
21:30
CAD
15
WICHE
FTSE Switzerland Index
07:00
15:35
CHF
15
WICHL
FTSE Chile Index
12:00
21:30
CLP
15
WICHN
FTSE China Index
01:30
07:00
HKD
15
WICOL
FTSE Colombia Index
14:30
21:00
COP
15
WICZH
FTSE Czech Republic Index
08:00
15:00
CZK
15
WIDEN
FTSE Denmark Index
07:00
15:05
DKK
15
WIDEU
FTSE Germany Index
07:00
15:31
EUR
15
8
WIEGY
FTSE Egypt Index
06:45
13:30
EGP
15
WIESP
FTSE Spain Index
07:00
15:40
EUR
15
WIFIN
FTSE Finland Index
07:00
15:31
EUR
15
WIFRA
FTSE France Index
07:00
15:45
EUR
15
WIGBR
FTSE UK Index
07:00
15:30
GBP
15
WIGRC
FTSE Greece Index
08:30
15:00
EUR
15
WIHKG
FTSE Hong Kong Index
01:30
08:00
HKD
15
WIHUN
FTSE Hungary Index
07:00
15:00
HUF
15
WIIDN
FTSE Indonesia Index
02:30
09:00
IDR
15
WIIND
FTSE India Index
03:45
10:00
INR
15
WIIRL
FTSE Ireland Index
07:00
16:15
EUR
15
WIISR
FTSE Israel Index
06:45
14:30
ILS
15
WIITA
FTSE Italy Index
07:01
15:25
EUR
15
WIKOR
FTSE Korea Index
00:00
06:00
KRW
15
WIMAL
FTSE Malaysia Index
01:00
09:00
MYR
15
WIMAR
FTSE Morocco Index
09:30
15:20
MAD
15
WIMEX
FTSE Mexico Index
13:30
21:30
MXN
15
WINLD
FTSE Netherlands Index
07:00
15:45
EUR
15
WINOR
FTSE Norway Index
07:00
15:30
NOK
15
WINZL
FTSE New Zealand Index
00:00
04:45
NZD
15
WIPAK
FTSE Pakistan Index
04:15
11:30
PKR
15
WIPER
FTSE Peru Index
14:00
20:10
PEN
15
WIPHL
FTSE Philippines Index
01:30
07:40
PHP
15
WIPOL
FTSE Poland Index
07:00
14:25
PLN
15
WIPTL
FTSE Portugal Index
07:00
15:45
EUR
15
WIRUS
FTSE Russia Index
06:00
14:46
USD
15
WISGP
FTSE Singapore Index
01:00
09:00
SGD
15
WISWE
FTSE Sweden Index
07:00
15:40
SEK
15
WITHA
FTSE Thailand Index
02:55
09:45
THB
15
WITUR
FTSE Turkey Index
07:00
15:30
TRY
15
WITWN
FTSE Taiwan Index
01:00
05:30
TWD
15
WIUAE
FTSE UAE Index
02:00
10:00
AED
15
WIUSA
FTSE USA Index
13:30
21:30
USD
15
WIZAF
FTSE South Africa Index
07:00 15:00 ZAR 15 *Please note that SS is a streamed service index.
9
Copyright © May 2012 London Stock Exchange Group plc. Registered in England and Wales No. 2075721. London Stock Exchange plc has used all reasonable efforts to ensure that the information contained in this publication is correct at the time of going to press, but shall not be liable for decisions made in reliance on it. London Stock Exchange and the coat of arms device are registered trade marks of London Stock Exchange plc. London Stock Exchange 10 Paternoster Square London EC4M 7LS Telephone: +44 (0)20 7797 1000 www.londonstockexchange.com
10