M I L L E N N I U M E X C H A N G E. FTSE Indices Package. Issue May 2012

MILLENNIUM EXCHANGE FTSE Indices Package Issue 13.0 ∙ 4 May 2012 Disclaimer The London Stock Exchange Group has taken reasonable efforts to ensure...
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MILLENNIUM EXCHANGE

FTSE Indices Package

Issue 13.0 ∙ 4 May 2012

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.

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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.

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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

EMEA40CE

FTSE EMEA 40 Emerging Index

06:30

16:30

EUR

EMEA40CU

FTSE EMEA 40 Emerging Index

06:30

16:30

USD

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

MCXSP

FTSE 250 expiry

expiry

index

GBP

SS SS SS 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

SS SS SS SS

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

6

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

NORWAY30

FTSE Norway 30 Index

07:00

15:24

NOK

15

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

SS SS SS SS

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

7

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

WI01

FTSE World Index

23:30

20:10

USD

60

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

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

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

8

WIIDN

FTSE Indonesia Index

02:30

09:00

IDR

15

WIIND

FTSE India Index

03:45

WIIRL

FTSE Ireland Index

07:00

10:00

INR

15

16:15

EUR

WIISR

FTSE Israel Index

15

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

09:00

15:40

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.

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