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NASDAQ Commodity Index Family Frequently Asked …

NASDAQ Commodity Index Family Frequently Asked Questions Q: What is the NASDAQ Commodity Index Family ? A: The NASDAQ Commodity Index Family provides a broad way to track dollar denominated commodities traded on and exchanges. NASDAQ s transparent and rules-based selection criteria result in a diverse Index Family with significant exposure across major Commodity sectors. Q: Which commodities will the NASDAQ Commodity Index Family track? A: The NASDAQ Commodity Index Family consists of individual and sector indexes based on 33 different futures-based commodities with the primary benchmark being the NASDAQ Commodity Benchmark Index (NQCI). Q: How is this different than other indexes that track commodities? A: The NASDAQ Commodity Index Family uses an objective method in determining the individual Commodity weights by combining the average daily dollar trading volume and estimated market size of each Commodity future.

NASDAQ Commodity Index Family Frequently Asked Questions Q: What is the NASDAQ Commodity Index Family? A: The NASDAQ Commodity Index Family provides a broad way to track U.S. dollar denominated commodities traded on U.S. and U.K. exchanges. NASDAQ‘s transparent and rules-based selection criteria result in a diverse index family with

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Transcription of NASDAQ Commodity Index Family Frequently Asked …

1 NASDAQ Commodity Index Family Frequently Asked Questions Q: What is the NASDAQ Commodity Index Family ? A: The NASDAQ Commodity Index Family provides a broad way to track dollar denominated commodities traded on and exchanges. NASDAQ s transparent and rules-based selection criteria result in a diverse Index Family with significant exposure across major Commodity sectors. Q: Which commodities will the NASDAQ Commodity Index Family track? A: The NASDAQ Commodity Index Family consists of individual and sector indexes based on 33 different futures-based commodities with the primary benchmark being the NASDAQ Commodity Benchmark Index (NQCI). Q: How is this different than other indexes that track commodities? A: The NASDAQ Commodity Index Family uses an objective method in determining the individual Commodity weights by combining the average daily dollar trading volume and estimated market size of each Commodity future.

2 NQCI offers a broader and more diversified representation of the Commodity futures market compared to many other Commodity indexes. The five different roll schedules offer the choice of different exposure and strategies along the Commodity futures curve. The NQCI are based upon quantitative measures and have a rules-based and transparent methodology. Q: What criteria are used to determine which contracts are eligible for inclusion? A: Only futures contracts of physically settled non-financial ( , equity) commodities are considered for inclusion. Must be traded on a regulated US or UK exchange. Must be USD-denominated. Must have been traded for at least one full year before the cut-off date for the annual review. The Commodity future must have a total minimum notional market value of $1 billion. The Commodity future must have a minimum notional 12-month average daily dollar trading volume of $100 million.

3 Page 2 Q: What is the weighting for each sector? A: As of the 2012 review, the weightings for each sector are as follows: Q: What types of indexes are available? A: The NASDAQ Commodity Family is calculated in Excess Return and Total Return. Q: How will the Index values be disseminated? A: Data recipients will receive end-of-day Index information from the proprietary Global Index Disseminations Service (GIDS) data feed. For a list of the indexes and data elements that are disseminated via GIDS, please click here. NASDAQ OMX will support the following directory messages on GIDS: Index End-of-Day Summary (Category A - Type B): Disseminated at the end of the and European trading session to relay closing Index summary data. Index Directory (Category A - Type C): Disseminated at the start of each day to relay basic Index information. Q: How will the components and weightings data be made available?

4 A: For weightings data, NASDAQ OMX s premier delivery service, NASDAQ OMX Global Index Watch (GIW), is the only direct source for the NASDAQ Commodity Indexes. NASDAQ OMX will offer a new NASDAQ Commodity entitlement on GIW to support these new indexes using a secure website interface and will be supported via the Unified File Format (UFF) web service. Page 3 Additionally, we expect that this new entitlement will be offered via our Index data distribution partners. Please speak to your provider to ensure you have access to this data. Q: Will historical data be available? A: Historical Index values will be available on GIW for each Index . Most indexes have history back to January 1999. Some commodities do not have sufficient data all the way back to this date and therefore have a shorter history. Q: Where can I find the GIW Web Service Specification document?

5 A: For more information about the secure web service offering supporting the NASDAQ Commodity Indexes, click here. Q: How much will the data cost? A: For subscription pricing information, please contact the Global Data Sales team at +1 301 978 5307 or +45 33 93 33 66. Q: How can I order the NASDAQ Commodity Index Family data? A: For new NASDAQ OMX customers, the following forms must be completed: NASDAQ OMX Global Data Agreement System Application New Data Feed Request Form (print copy) or via the Online Data Feed Request webpage For existing NASDAQ OMX customers, the following form must be completed: New Data Feed Request Form (print copy) or via the Online Data Feed Request webpage For access to the NASDAQ Commodity Index Family offering via a vendor-controlled terminal, the following form must be completed: Global Index Watch Approval Request Form Q: Where can I find additional information?

6 Please refer to the Global Index Watch Website For GIW subscription information, contact NASDAQ OMX Global Data Sales at +1 301 978 5307 or +45 33 93 33 66. For product-related inquiries, contact NASDAQ OMX Global Data Products at +1 301 978 5307 or +45 3393 3366. For Index licensing opportunities, contact the NASDAQ OMX Global Index Group.


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