Nasdaq Global Index FlexFile Delivery(GIFFD)
SFTP Delivery Service
Technical Specification Version 2.5
July 2020

1

Contents
1

Overview .................................................................................................................................. 3

2

Access to the GIFFD Premium Service ........................................................................................... 4

2.1 GIFFD Log In (Manual Browser Access only) ...................................................................................... 4
2.2 GIFFD Log In through FTP client (Automated Setup Access) ............................................................. 4
2.2 GIFFD - SFTP Folder Structure ............................................................................................................. 4
2.4 GIFFD – File Name Structure ............................................................................................................... 4
3

Delivery Times ........................................................................................................................... 5

3.1 Delivery Timetable .............................................................................................................................. 5
4

Products available ...................................................................................................................... 6

4.1 Restatements and Reissues ................................................................................................................ 8
4.2 Output Format .................................................................................................................................... 8
5

Product Specification – Field Definitions ...................................................................................... 8

5.1 Unified File Format (UFF) Weighting Data ......................................................................................... 8
5.2 Unified File Format (UFF) Index Values Data .................................................................................... 23
6

Fixed Income Files .................................................................................................................... 36

6.1 Fixed Income Weighting Files............................................................................................................. 36
6.2 Fixed Income Weighting 2 Entitlement Summary Files ..................................................................... 44
6.3 Fixed Income Index Values File .......................................................................................................... 52
7

Corporate Actions/Events Data service (CAUFF) ......................................................................... 57

7.1 Summary ........................................................................................................................................... 57
7.2 Product Specification CAUFF Fields Definitions................................................................................. 58
7.3 Blank Fields ....................................................................................................................................... 68
7.4 Footer ................................................................................................................................................ 61
7.5 Ordering ............................................................................................................................................ 61
7.6 CAUFF Events/Status ........................................................................................................................ 61
7.7 Action Type ....................................................................................................................................... 61
7.8 Action Code/Description ................................................................................................................... 61
8Contact Us ............................................................................................................................... 66

9

Appendix A .............................................................................................................................. 67
2

1 Overview
Global Index FlexFile Delivery (GIFFD)
The Nasdaq Global Index FlexFile Delivery (GIFFD) is a flexible and efficient delivery service forindex components and weights, advance corporate action and extensive additional data for
Nasdaq indexes. This premium service provides access to new products with morecomprehensive data fields within the files. It also allows clients to customize their daily index
files available upon request through an easy-to-download SFTP platform.
GIFFD provides
 More daily reports than GIW
 More efficient delivery New products with superior content
 Unified File Format (UFF) Weighting (EOD, SOD and Pro forma) Comprehensive Corporate Action file (Advance Notification)
 Buildable custom and standard product formats available upon request
 Consolidated index values within one file by entitlement3

2 Access to the GIFFD Premium Service
New clients seeking access to the GIFFD service can sign up by clicking on thefollowing link: New GIFFD Nasdaq Subscriber.
The full list of indexes is available via the Index Directory. Select the relevant Index Familyon the right hand side to filter. To search for a specific index, enter the index ticker or index
name in the search box at the top right and click on the suggested index in the drop-down.
2.1

GIFFD Log In (Manual Browser Access only)
To log into GIFFD, go to: https://ftp.indexes.nasdaqomx.com
To request login information, click here: Login details.
The username and password will be emailed directly to the user.
Please Note: The Manual Browser Access is intended to serve individual, ad-hoc queries as
opposed to bulk downloads. For automated or bulk downloads, please use the below:

2.2

GIFFD - SFTP Folder Structure
Host: sftp://ftp.indexes.nasdaqomx.com
Username: <enter username>
Password: <enter password>
Port: 22

2.3

GIFFD - SFTP Folder Structure Year (YYYY)
 Month Day (MMDD) TOKENID
 File TypeFor example: ftp.indexes.nasdaqomx.com/#/username/YYYY/MMDD/TOKENID/filetype/
2.4

GIFFD – File Name Structure Date: YYYYMMDD
 Product Symbol: Index Symbol, Token ID or Custom Name File Code: Refer to the Description column on section 4 – Products Available
 Report Type: Start of Day (SOD) or End of Day (EOD) Version: Starts at 01 and the number will increase if the file is restatedFile structure example: YYYYMMDD_ProductSymbol_FileCodeReportType_Version.txt
File name example: 20200721_IW03_WSOD_02.txt

43 Delivery Times
Index file delivery is grouped by Datasets and file types, specifically Start of Day (SOD) and End of
Day (EOD) files.
Each index is calculated and produced on a Dataset. A full list of indexes and their Datasets can befound and downloaded from the Nasdaq Index Directory. To filter through a specific Index Family,
click on the desired Index Family option on the right hand side of the webpage. Then, click “Export
All” to export into Excel and search for the index needed. This will show the corresponding Dataset
the index falls into. This Dataset can be cross-referenced against the table below to obtain
information regarding the approximate delivery time.
Example: An index with a Dataset of “GIC-AE” will have End of Day (EOD) files delivered at 1:30
PM US EST and Start of Day (SOD) files delivered at 5:30 PM US EST. Note that all Corporate Action(CAUFF) and Pro forma Files (PRO) are delivered at 12:30 AM US EST regardless of the index
Dataset.

3.1 Delivery Timetable
Global Index FlexFile Delivery (GIFFD) SFTP

DatasetIndex Delivery Times by Dataset
End of Day (EOD) US Eastern Time
Start of Day (SOD) US Eastern Time

GIC-AE
1:30 PM
5:30 PM
GIC-AUS
2:30 AM
9:15 AM
GIC-BAL
10:00 AM
8:00 PM
GIC-DK
11:30 AM
8:00 PMGIC-HOX
1:45 PM
8:00 PM
GIC-NFI
11:00 AM
1:45 AM
GIC-NOR
12:15 PM
8:00 PM
GIC-SEBFI
1:45 PM
8:00 PM
GIC-SE-OMXN
12:00 PM
8:00 PM
GIC-SNAP
10:30 AM
8:00 PM
GIC-US
7:00 PM
11:00 PM
GIC-USFI
5:00 PM
2:30 AM
SandP
8:45 PM
10:30 PM
Corporate Action (CAUFF) and Pro forma Files (PRO) are delivered at 12:30 AM
US Eastern Time5

4 Products available


Equity Indexes

File Code Description
WEIGHT Folder
WSOD
Start of Day Weighting

File Name Structure

WEOD

YYYYMMDD_ProductSymbol_WEOD_Version.txt

End of Day Weighting

YYYYMMDD_ProductSymbol_WSOD_Version.txt

HISTORY Folder
HSOD
Start of Day History

YYYYMMDD_ProductSymbol_HSOD_Version.txt

HEOD

End of Day History

YYYYMMDD_ProductSymbol_HEOD_Version.txt

VALUATION Folder
VSOD
Start of Day Values

YYYYMMDD_ProductSymbol_VSOD_Version.txt

VEOD

YYYYMMDD_ProductSymbol_VEOD_Version.txt

End of Day Values

HEDGEWEIGHT Folder
WCHSOD Start of Day CurrencyHedged Weighting
WCHEOD End of Day CurrencyHedged Weighting
HEDGEHISTORY Folder
HCHSOD Start of Day CurrencyHedged History
HCHEOD End of Day CurrencyHedged History
HEDGEVALUATION Folder
VCHSOD Start of Day CurrencyHedged Values
VCHEOD End of Day CurrencyHedged Values
CAUFF Folder
CAUFF
T+5 Corporate Actions

YYYYMMDD_ProductSymbol_WCHSOD_Version.txt
YYYYMMDD_ProductSymbol_WCHEOD_Version.txt

YYYYMMDD_ProductSymbol_HCHSOD_Version.txt
YYYYMMDD_ProductSymbol_HCHEOD_Version.txt

YYYYMMDD_ProductSymbol_VCHSOD_Version.txt
YYYYMMDD_ProductSymbol_VCHEOD_Version.txt

YYYYMMDD_ProductSymbol_CAUFF_Version.txt

PROFORMA Folder
PRO
YYYYMMDD_ProductSymbol_PRO_Version.txt
Pro Forma (onlypublished for selectIndexes in accordancewith each index’s
rebalance/reconstitution
schedule)6

Fixed Income Indexes

File Code Description
FIWEIGHT Folder
WFISOD
Fixed Income Start of Day
Weighting
WFIEOD Fixed Income End of Day
WeightingFIWEIGHT2 Folder
WFI2SOD Fixed Income 2 Start of
Day Weighting
WFI2EOD Fixed Income 2 End of Day
Weighting
FIHISTORY Folder
HFISOD
Fixed Income Start of Day
History
HFIEOD
Fixed Income End of Day
History
FIVALUATION Folder
VFISOD
Fixed Income Start of Day
Valuation
VFIEOD
Fixed Income End of Day
Valuation
FIVALUATION2 Folder
VFI2SOD Fixed Income Start of Day
Valuation 2
VFI2EOD Fixed Income End of Day
Valuation 2
FIPROFORMA Folder
PROFI
Fixed Income Pro Forma(only published for selectIndexes in accordancewith each index’s
rebalance/reconstitution
schedule)

File Name Structure
YYYYMMDD_ProductSymbol_WFISOD_Version.txt
YYYYMMDD_ProductSymbol_WFIEOD_Version.txt

YYYYMMDD_ProductSymbol_WFI2SOD_Version.txt
YYYYMMDD_ProductSymbol_WFI2EOD_Version.txt

YYYYMMDD_ProductSymbol_HFISOD_Version.txt
YYYYMMDD_ProductSymbol_HFIEOD_Version.txt

YYYYMMDD_ProductSymbol_VFISOD_Version.txt
YYYYMMDD_ProductSymbol_VFIEOD_Version.txt

YYYYMMDD_ProductSymbol_VFI2SOD_Version.txt
YYYYMMDD_ProductSymbol_VFI2EOD_Version.txt

YYYYMMDD_ProductSymbol_PROFI_Version.txt

7

4.1 Restatements and Reissues
A file format of 01.txt represents the first version of a file. If there is a reissue or
restatement, additional file versions will be created and the version will be stated in
the file name, such as ending with 02.txt or 03.txt. The SFTP directory will store allversions of the restated files, resulting in full transparency on any files delivered to
the SFTP site, which can be fully audited.
Important Note: The latest file version should be retrieved.
For example: 2nd version = 02.txt; 3rd version = 03.txt (latest).
4.2 Output Format
The GIFFD data output will be provided in pipe (|) delimited, ASCII-text format. To
reduce the download time, Nasdaq will not include extra spaces or trailing zeros for any
fields. Additionally, fields that contain no data will not be populated and the data will be
returned with two delimiters in a row.

5 Product Specification – Field Definitions
5.1 Unified File Format (UFF) Weighting DataStart of Day Equity Weighting
YYYYMMDD_ProductSymbol_WSOD_Version.txt

End of Day Equity Weighting
YYYYMMDD_ ProductSymbol_WEOD_Version.txt
Field Definitions:
HeaderData Field

Description

Max Field Size
/ Attribution

HeaderProduct Symbol | Date | File TypeFor example: NDX|YYYYMMDD|SOD

Varchar (65) –Alphanumeric

Weightings Content
Data Field

Description

SymbolUnique identifier of the index security assigned by its
Exchange or other marketplace.

Max Field Size
/ Attribution
Varchar (18) –Alphanumeric(including special
characters)

8

Closing PriceMarket Value

Index Shares

For EOD files, the last price or quote received from the
Exchange for the index security. For Nasdaq securities, it is
the last sale price on Nasdaq, which normally would be the
Nasdaq Official Closing Price (NOCP).
For SOD files, the previous day’s Local Closing Price isadjusted for corporate actions, if any.
Calculated value:
Index Shares * Local Closing Price * FX Rate
The number of shares representing an index security within
the index.

Index WeightCalculated Value:
Market Value / Index Market Value

CompanyName

The name of the issuer of the index security.

SEDOL

The Stock Exchange Daily Official List (SEDOL) is an
identification code issued by the London Stock Exchange to
identify stocks, indexes and shares.

Exchange

Please Note: SEDOL information is fee liable and ispopulated for those users entitled by LSE to receive the
SEDOL information. It is the customer’s responsibility tohave proper approval from LSE prior to requesting SEDOL
data
access. from which the Local Closing Price of the
The exchange
index security is utilized. Nasdaq will support the ISO 10383
standard, an ISO standard for “Codes for exchanges andmarket identification” (MIC): it defines codes for stock
markets. This standard is updated frequently and the latest
published standard is available at the maintenanceorganization of ISO 10383.

Bloomberg
Exchange
Currency

Blank – awaiting license.
Local currency in which the underlying index security is
traded on its Exchange, using ISO 4217.

Varchar (53) –Numeric(including decimal
point)

Varchar (53) –Numeric
Varchar (53) –Numeric(including decimal
point) (15) –VarcharNumeric(including decimal
Varcharpoint) (100) –Alphanumeric(including special
characters)
Varchar (12) –Alphanumeric

Varchar (4) –Alphanumeric

Varchar (18) –Alphanumeric
Varchar (3) –Alphanumeric

9

FX Rate

Rate at which the currency is converted to the index
currency.

Free Float
Factor

The adjustment applied to the total shares to represent
availability of shares to investors.

DomicileCountry
Code

Domicile Country Code follows the ISO 3166-1
standard and represents the country of domicile,
headquarter or principal executive offices.

Varchar (2) –Alphanumeric

Incorporation
Country Code

Incorporation Country Code follows the ISO 3166-1
standard and represents the country in which the company
is incorporated or legally registered.

Varchar (5) –Alphanumeric

NQGI
CountryCode

The Nasdaq Global Index Family (NQGI) Country Code
Varchar (5) –follows the ISO 3166-1 standard and is assigned by Nasdaq
Alphanumericbased on the combination of Country of Domicile, Country ofIncorporation and Country of Primary Listing. The detailed
information regarding NQGI country classification for index
securities is available in section 3.2 of NQGI methodology.
The methodology can be accessed here.

RegionSegment

Varchar (23) –Numeric(including decimal
point)
Varchar (12) –Numeric including
decimal point

Please Note: The field only applies to securities that are
currently members of the NQGI Index Family.
Per the NQGI methodology: North America, Latin America,
Asia Pacific (APAC), Europe and Middle East Africa.

Varchar (25) –Alphanumeric

Please Note: The field only applies to securities that are
currently members of the NQGI Index Family.
Per the NQGI index Methodology: Developed or Emerging
markets.

Varchar (25) –Alphanumeric

Please Note: This field is only populated for NQGI indexes and
NQGI components methodology.
Size
Industry
CodeLarge, Mid or Small size classification as defined in the NQGI
Methodology based on market capitalization.
A four-digit industry classification code that categorizes
companies into industrial groupings based on similar
production processes, similar products, or similar behavior
in financial markets.

Varchar (25) –Alphanumeric
Varchar (4) –Numeric

10IndexSymbolThe identifier or ticker symbol representing the index.

Varchar (18) –Alphanumeric(including special
characters)

CUSIP

CUSIP is a unique nine-character alphanumeric code
appearing on the face of each stock or bond certificate thatis assigned to an index security by the Standard & Poor's
Corporation.

Varchar (9) –Alphanumeric(including special
characters)

Bloomberg
ID

Identifier assigned by Bloomberg, if available. Otherwise, thefield will be blank.

Varchar (20) –Numeric

Please Note: This field is currently not supported and will
be implemented in the near future. Thus, the field iscurrently in the files but the values may be blank.
ISIN

The International Securities Identification Number (ISIN)
uniquely identifies an index security. The ISIN code is a 12character alphanumeric code that serves as a uniform
identification code of an index security at trading andsettlement.

Varchar (12) –Alphanumeric(including special
characters)

Please Note: ISIN information is fee liable and is populated
as a service for our clients. It is the client’s responsibility tohave proper approval from ISIN authority prior to use or
storage if this data.
RIC Code

The Reuters Instrument Code is a unique identifier.

Nasdaq Issue
ID

Please Note: This field is currently not supported and will
be implemented in the near future. Thus, the field iscurrently in the files but the values may be blank.
The unique identifier assigned by Nasdaq related tothe constituent Issue within the index.

Security
SharesNumber of shares representing an index security prior to
any capping or float adjustment, in accordance to eachindex methodology.

Varchar (25) –Alphanumeric

Varchar (20) –Numeric
Varchar (53) –Numeric

Please Note: This field is currently not supported and will
be implemented in the near future. Thus, the field iscurrently in the files but the values may be blank.

11

TSO

Represents the total shares outstanding (TSO) for the issue.

TSI

The total Issuer shares.

Capping
FactorAdjustment factor for capped indexes.

AWF Factor

Additional weight factor (AWF) used for certain index
methodologies such as Smart Beta indexes.

CORRFACTOR(Taken fromOMX Files)
Security
Dividend
Market Value

Varchar (53)
–Numeric
Please Note: This field is currently not supported and will be (including
implemented in the near future. Thus, the field is currently in decimal
the files but the values may be blank.
point)
Varchar (53)
– NumericPlease Note: This field is currently not supported and will be (including
implemented in the near future. Thus, the field is currently in decimal
the files but the values may be blank.
point)
Varchar (53) –Numeric
Please Note: This field is currently not supported and will be (including
implemented in the near future. Thus, the field is currently in decimal point)
the files but the values may be blank.
Numeric (25) –including decimalpoint

Please Note: This field is currently not supported and will be
implemented in the near future. Thus, the field is currently inthe files but the values may be blank.
Taken from OMX file.
Numeric (25) –includingdecimal point

Represents the index securities dividend market values.
Dividend Market Value = Cash dividend * index shares per
security.

Varchar (53) –Numeric(including
decimal)Please Note: This field is currently not supported and will be
implemented in the near future. Thus, the field is currently inthe files but the values may be blank.
Dividend
Yield

The dividend-price ratio calculated by dividing the dividend
per share by the price of the share.

Numeric (25) –includingdecimal point

Please Note: This field is currently not supported and will
be implemented in the near future. Thus, the field iscurrently in the files but the values may be blank.
12GrowthThe growth weight factor.
Please Note: This field is currently not supported and will be
implemented in the near future. Thus, the field is currently inthe files but the values may be blank.

Value

The value weight factor.
Please Note: This field is currently not supported and will be
implemented in the near future. Thus, the field is currently inthe files but the values may be blank.

Valor

NON-STDINDEXPRICE-TYPE
ICB
Subsector
Code

Numeric (25) –includingdecimal point

Numeric (25) –includingdecimal point

Unique to SixTk
NULL when Blank

Varchar(20) –Alphanumeric(including special
characters)
Indicates if there is a price type other than the standard price Varchar (25) –Alphanumeric
for this index that is used specifically for this constituent inthis index.
The eight-digit industry classification code that categorizes
Varchar (8) –companies into industrial groupings based on similar
Numeric
production processes, similar products, or similar behavior
in financial markets.

13Pro forma (Rebalance or Reconstitution) Equity Weighting
YYYYMMDD_ProductSymbol_PRO_Version.txt

Header
Data
Field
HeaderDescription
Index Symbol | Date | File TypeFor example: NDX|YYYYMMDD|SOD

Max Field Size /Attribution
Varchar (65) –Alphanumeric(including special
characters)

Weightings Content
Data
Description
Field
SymbolUnique identifier of the index security assigned by its Exchange orother marketplace.

Closing
Price

MarketValue
Index
Shares
Index
WeightCompanyName

Max Field Size /Attribution
Varchar (18) –Alphanumeric(including special
characters)
For EOD files, the last price or quote received from the Exchange for Varchar (53) –the index security. For Nasdaq securities, it is the last sale price on
Numeric (including
Nasdaq which normally would be the Nasdaq Official Closing Price
decimal point)(NOCP).
For SOD files, the previous day’s Local Closing Price is adjusted forcorporate actions (if any).
Calculated value:
Index Shares * Local Closing Price * FX Rate
The number of shares representing an index security within theindex.
Calculated Value:
Market Value / Index Market Value
The name of the issuer of the index security.

Varchar (53) –Numeric
Varchar (53) –Numeric (including
decimal point)
Varchar (15) –Numeric (including
decimal point)
Varchar (100) –Alphanumeric(including special
characters)

14

SEDOLThe Stock Exchange Daily Official List (SEDOL) is an identification
code issued by the London Stock Exchange to identify stocks, indexes
and shares.

Varchar (12) –Alphanumeric

Please Note: SEDOL information is fee liable and is populated for
those users entitled by LSE to receive the SEDOL information. It isthe customer’s responsibility to have proper approval from LSE
prior to requesting SEDOL data access.
Exchange

The exchange from which the Local Closing Price of the index
security is utilized. Nasdaq will support the ISO 10383 standard, an
ISO standard for “Codes for exchanges and market identification”(MIC): it defines codes for stock markets. This standard is updated
frequently and the latest published standard is available at themaintenance organization of ISO 10383.

Varchar (4) –Alphanumeric

Currency

Local currency in which the underlying index security is traded on
its Exchange, using ISO 4217.
Rate at which the currency is converted to the index currency.

Varchar (3) –Alphanumeric
Varchar (23) –Numeric (including
decimal point)
Varchar (12) –Numeric including
decimal point
Varchar (2) –Alphanumeric

FX RateFree
Float
FactorCountry

The adjustment applied to the shares to represent availability ofshares to investors.
Country code is variable and is determined by the index calculation
methodologies follow the ISO 3166-1 standard. Nasdaq may use oneof the following country code classifications:
Country of Domicile - represents the country of domicile
headquartered or principal executive offices.
Country of Incorporation - identifies the country in which thecompany is incorporated or legally registered.
NQGI Country Code – follows the ISO 3166-1 standard and is assigned
by Nasdaq based on a combination of Country of Domicile, Countryof Incorporation and Country of Primary Listing. The detailed info on
NQGI country assignment for index securities is available in section
3.2 of the NQGI methodology found here.
Please Note: The field only applies to securities that are currently
members of the NQGI Index Family

15

IndustryCode

A four-digit industry classification code that categorizes companies
into industrial groupings based on similar production processes, similar
products, or similar behavior in financial markets.

Varchar(4)–
Numeric

Index
SymbolThe identifier or ticker symbol representing the index.

CUSIP

CUSIP is a unique nine-character alphanumeric code appearing on theface of each stock or bond certificate that is assigned to an index
security by Standard & Poor's Corporation.

Varchar (18) –Alphanumeric(including
special
Varchar(9) –characters)
Alphanumeric(including
specialcharacters)

Please Note: CUSIP information is fee liable and is populated as aservice for our clients. It is the client’s responsibility to have proper
approval from CUSIP authority prior to use or storage of this data.
ThirdParty
AssignedID
ISIN

Please Note: This field is currently not supported and will be
implemented in the near future. Thus, the field is currently in the files
but the values may be blank.

Varchar(20)–
Numeric

The International Securities Identification Number (ISIN) uniquely
identifies an index security. The ISIN code is a 12-characteralphanumeric code that serves as a uniform identification code of anindex security at trading and settlement.

Varchar (12)–Alphanumeric(including
specialcharacters)

Please note: ISIN information is fee liable and is populated as a service
for our clients. It is the client’s responsibility to have proper approval
from ISIN authority prior to use or storage if this data.
Security
SharesNumber of shares representing an index security prior to any capping
or float adjustment, in accordance to each Index methodology.

Capping
FactorAdjustment factor for capped indexes.

Security
Dividend
MarketValue
ICB
Subsector
Code

Represents the index securities dividend market values.
Dividend Market Value = Cash dividend * index shares per security
The eight-digit industry classification code that categorizes companies
into industrial groupings based on similar production processes, similar
products, or similar behavior in financial markets.

Varchar(53)–
Numeric
Varchar (53) –Numeric(including
decimal point)
Varchar (53) –Numeric(including
decimal)Varchar (8) –Numeric

16

Footer
Data
Field
Index
Market
Value
Total
Index
Shares
Index
WeightNet
ChangeDescription
Calculated value:
Aggregate Market Value of all Index Securities
Calculated value:
Aggregate Index Shares of all Index Securities
Represents the summation of the market percentage of allcomponent securities within the index.
Represents the difference between the current tick value and theprior day’s closing tick value for a given index.

Max Field Size
/ Attribution
Varchar (53) –Numeric (including
decimal)Varchar (53) –Numeric (including
decimal)Varchar (15) –Numeric (including
decimal point)
Varchar (53) –Numeric (including
decimal point)

Calculated value:
Prior day’s closing index value – Current Index ValueHigh

Please Note: This value will be 0 for Start of Day files.
The highest calculated value for an index during the trading day.
Please Note: This value will be 0 for Start of Day files.

Index Market Value / Current Index Value

Varchar (53) –Numeric (including
decimal point)
Varchar (53) –Numeric (including
decimal point)

The Divisor is a number that is adjusted periodically (due tocomponent changes and corporate actions) to ensure continuity of
an index.
This field reflects the final calculated value for an instrument for thedefined trade date. This value is adjusted for corporate actions fromprior days, if applicable.

Varchar (53) –Numeric (including
decimal point)

Low

The lowest calculated value for an index during the trading day.

Divisor

Note: This value will be 0 for Start of Day requests.
Calculated value:

Current
Index
Value

Varchar (53) –Numeric (including
decimal point)

17

IndexDividend
Point
Index
Dividend
Market
Value
Base
Value

Calculated value:

Trade
Date

Date of the report.

Index Dividend Market Value / Divisor
Calculated value:
Aggregate dividend market value of all Index Securities
Index Value at inception.

YYYY-MM-DD (2011-02-17)
SOD/EOD

Index
SymbolData contained in the message represents the start-of-day or endof-day data. Allowable values:
SOD – Start-of-day adjusted for overnight corporate actions EOD– End-of-day positions for the given trade data
The identifier or ticker symbol representing the index.

Index
Name

Index name as defined by the Market of Origin. Due todependencies on Market of Origin naming protocols and field size
limit, the index name may be abbreviated.

Index
Currency
Index
FamilyThe currency in which the Index Market Value and Index
Dividend Market Value are reported in using ISO 4217.
Please Note: This field is currently not supported and will be
implemented in the near future. Thus, the field is currently in the files
but the values may be blank.
The International Securities Identification Number (ISIN) uniquely
identifies an index security. The ISIN code is a 12-characteralphanumeric code that serves as a uniform identification code of anindex security at trading and settlement.

ISIN

Varchar (16) –Numeric (including
decimal point)
Varchar (53) –Numeric (including
decimal)Varchar (12) –Numeric (including
decimal point)
Varchar (10) –Alphanumeric(including special
characters)
Varchar (3) –Alphanumeric

Varchar (18) –Alphanumeric(including special
characters)
Varchar (100) –Alphanumeric(including special
characters)
Varchar (3) –Alphanumeric
Varchar (56)

Varchar (12) –Alphanumeric(including special
characters)

Please note: ISIN information is fee liable and is populated as aservice for our clients. It is the client’s responsibility to have proper
approval from ISIN authority prior to use or storage if this data.
Please Note: This field is currently not supported and will be
implemented in the near future. Thus, the field is currently in the files
but the values may be blank.
18




Start of Day Currency Hedged Equity Weighting
YYYYMMDD_ProductSymbol_WCHSOD_Version.txt
End of Day Currency Hedged Equity Weighting
YYYYMMDD_ProductSymbol_WCHEOD_Version.txt

Field Definitions:
HeaderData Field
Description
HeaderProduct Symbol | Date | File TypeFor example: NDX|YYYYMMDD|SOD
Weightings Content
Data Field
Description

Max Field Size /Attribution
Varchar (65) –Alphanumeric
Max Field Size /Attribution
YYYY/MM/DD
YYYY/MM/DD

Trade Date
Trade Date
Reference
Trade Date
Rebalance
Trade Date
Effective

Current business day
The business day prior to the last business day in theprevious month.
The last business day in the previous month.
The first business day in the current month for which
the current weights are used in the calculations.

YYYY/MM/DD

Trade Date
FutureReference
Trade Date
FutureRebalance
Trade Date
FutureEffective
Days Left

The business day prior the last business day in thecurrent month.

YYYY/MM/DD

Underlying
Index Symbol

Hedged Index
Symbol

The last business day in the current month.

YYYY/MM/DD

YYYY/MM/DD

The first business day in next month which the new YYYY/MM/DD
weights will be effective in the calculation.
The number of calendar days from the current day, not Numeric (10)counting the current day (Trade Date) until the lastbusiness day in current month (Trade Date Future
Rebalance).
Unique identifier of the underlying index assigned by its Varchar (18)–
Exchange or other marketplace.
Alphanumeric(including special
characters)
Unique identifier of the hedged index assigned by its Varchar (18)–
Exchange or other marketplace.
Alphanumeric(including special
characters)
19

Underlying
The currency in which the Index Market Value and Index Varchar (3) –Index Currency Dividend Market Value are reported for the underlying Alphanumericindex, using ISO 4217.
Constituent
Currency

Constituent
Currency
FutureUnique constituent currency in the underlying index on
current business day (local), using ISO 4217.

Varchar (3) –Alphanumeric

Please Note: There is one (1) row per unique constituent
currency.
Unique constituent currency in the underlying index
Varchar (3) –effective on the first business day of next
Alphanumericmonth (Trade Date Future Effective) using ISO
4217.
Please Note: There is one (1) row per unique constituent
currency. The number of records can vary as constituent
currencies can be added or removed.
This field will only be populated in the SOD and EOD files.

No Of ConsNo Of Cons
FutureMarket Value

Market Value
Reference

SOD and ofEOD
on the laston
businessin the day
current
NumberConstituentscurrentday
businessbymonth.
security currency.
Number of Constituents by constituent currency
effective on the first business day in the next month(Trade Date Future Effective).
Constituent currency Market value on current
businessday inthefieldunderlying
currency. in the SOD
Please Note:Thiswill onlyindex
be populated
and EOD files on the last business day in the current
Calculated
value:
month.
Market Value by constituent currency in underlying
index currency.
Constituent currency Market Value in the underlying
index currency one business day prior (Trade Date
Reference) the last business day (Trade Date Rebalance)in the previous month. This value will be constant fromthe first business day in the month until close on the lastbusiness day in the month).

Varchar (5) – Numeric
Varchar (5) – Numeric

Varchar (53) –Numeric (including
decimal)Varchar (53) –Numeric (including
decimal)Calculated value:
Market Value by constituent currency in underlying
index currency which includes all actions effective asof SOD on the first business day in the current month(Trade Date Effective).
20

Market Value
FutureConstituent currency Market Value in the underlying
index currency one business day prior (Trade Date
Future Reference) the last business day (Trade Date
Future Rebalance) in the current month.

Varchar (53) –Numeric (including
decimal)Calculated value:
Market Value by constituent currency in underlying
index currency which includes all actions effective asof SOD on the first business day in next month(Trade Date Future Effective).
Please Note: This field will only be populated (SODand EOD) on the last business day in current month(Trade Date Future Rebalance).
WeightConstituent currency weight on the current business
day by security currency in the underlying index.
Calculated Value:
Constituent currency market value / Aggregate
constituent currencies market value.

Varchar (15)–
Numeric(including
decimal point)

WeightReference

Constituent currency weight one business day prior(Trade Date Reference) the last business day in theprevious month (Trade Date Reference). Calculated
value:
Constituent currency market value / Aggregate
constituent currencies market value.

Varchar (15) –Numeric(including
decimal point)

Weight Future

PleaseNote:currency
This value
will beconstant
fromfirstConstituent
weightone
businessdaythe(TradebusinessdayReference)in the month
until
on the last
Date
Futureprior
thecloselast businessdaybusiness
dayFuturein the Rebalance)month.
(TradeDatein the current month.
Calculated value:

Varchar (15) –Numeric(including
decimal point)

Constituent currency market value / Aggregate
constituent currencies market value.
Please Note: This field will only be populated in the
SOD and EOD files on the last business day in thecurrent month (Trade Date Future Rebalance).

21

Hedge Ratio

The currency Hedge Ratio
1 = 100% by default in the Nasdaq standard
indices.

Varchar (5) – Numeric

FX RateThe spot rate (Underlying Index currency into
Constituent currency) on current business day (Trade
Date).
For SOD files, the spot rate is the rate at close on theprevious business day.

Varchar (23) –Numeric(including
decimal point)

FX RateRebalance

The spot rate at the close on the last business day inthe previous month (Trade Date Rebalance).

FX RateReference

The spot rate at the close on the business day (Trade
Date Reference) prior the last business day in theprevious month (Trade Date Rebalance).

Varchar (23) –Numeric(including
decimal point)
Varchar (23) –Numeric(including
decimal point)

Forward Rate

The forward rate (Underlying Index currency into
Constituent currency) on the current business day.
For SOD files, the forward rate at close on the previous
business day.

Varchar (23) –Numeric(including
decimal point)

Forward Rate
Rebalance

The forward rate at the close on the last business day(Trade Date Rebalance) in the previous month.

Forward Rate
Reference

The forward rate at the close on the business day(Trade Date Reference) prior the last business day inthe previous month (Trade Date Rebalance).

Varchar (23) –Numeric(including
decimal point)
Varchar (23) –Numeric(including
decimal point)

FIR

The forward interpolated rate (Underlying Index
currency into Constituent Currency) on the current
business day (Trade Date).
For SOD files, the FIR will be recalculated from theEOD price at the previous business day by taking into
account the day/days closer to the last business day
in the current month.

Varchar (23) –Numeric(including
decimal point)

FIR Previous

The forward interpolated rate at close on theprevious business day.

Varchar (23) –Numeric(including
decimal point)

22

5.2

Unified File Format (UFF) Index Values DataStart of Day Index Values
YYYYMMDD_ProductSymbol_VSOD_Version.txt

End of Day Index Values
YYYYMMDD_ProductSymbol_VEOD_Version.txt

End of Day Historical Index Values
YYYYMMDD_ProductSymbol_HEOD_Version.txt

Data Field

Description

Max Field Size /Attribution

Trade Date
Product
SymbolYYYY/MM/DD
The identifier or ticker symbol representing the index.

Index Name

Index name as defined by the Market of Origin. Due todependencies on Market of Origin naming protocols andfield size limit, the index name may be abbreviated.

Numeric (10)Varchar (18) –Alphanumeric(including special
characters)
Varchar (100) –Alphanumeric (including
special characters)

SOD/EOD

Data contained in the message represents thestart-of-day or end-of-day data. Allowable valuesare: SOD – Start-of-day adjusted for overnight corporate
actions
 EOD – End-of-day positions for the given trade data

Varchar (3) –AlphanumericIndex Type

There are three versions of index calculation: Price
Return (PR), Total Return (TR) and Notional Net
Total Return (NR).
PR indexes only take into account the underlying
securities’ prices; TR indexes include dividends; NR
indexes include dividends minus a 30%
hypothetical tax rate.

Varchar (3) –Alphanumeric

Current
Index Value

Calculated value:
Index Market Value / Divisor

Varchar (20) – Numeric(including decimal
point)

23

Net Change

Represents the difference between the current tickvalue and the prior day’s closing tick value for a given
index.

Varchar (12) –Numeric (including
decimal point)

Calculated value:
Current Index Value - Prior day’s closing index value –Note: This value will be 0 in the Start of Day files.
High

The highest calculated value for an index during the
trading day.

Varchar (53) –Numeric (including
decimal point)

Note: This value will be 0 in the Start of Day files.
Low

The lowest calculated value for an index during the
trading day.

Varchar (53) –Numeric (including
decimal point)

Note: This value will be 0 in the Start of Day files.
Index
MarketValue

Calculated value:

Total Index
SharesCalculated value:

Aggregate Market Value of all Index Securities

Aggregate Index Shares of all Index Securities

Varchar (53) –Numeric (including
decimal)Varchar (53) –Numeric (including
decimal)Index
WeightRepresents the summation of the market percentage of allcomponent securities within the index.

Varchar (15) –Numeric (including
decimal point)

No Of Cons

Number of Constituents within the index.

Varchar (5) –Numeric

DivisorCalculated value:

Numeric (38) –Numeric (including
decimal point)

Index Market Value / Current Index Value
The Divisor is a number that is adjusted periodically(due to component changes and corporate actions) toensure continuity of an index.

24

IndexDividend
Point

Calculated value:

Index
Dividend
MarketValue

Calculated value:
Aggregate dividend market value of all Index Securities.

Varchar (53) –Numeric (including
decimal)Dividend
Yield

The dividend-price ratio calculated by dividing the dividend
per share by the price of the share.

Numeric (25) including
decimal point

Index Dividend Market Value / Divisor

Varchar (16) –Numeric (including
decimal point)

Please Note: This field is currently not supported and will be
implemented in the near future. Thus, the field is currently
in the files but the values may be blank.
Base Value

Index Value at inception.

Varchar (12) –Numeric (including
decimal point)
Numeric(10)
Varchar (3) –Alphanumeric

Base Date
Index
Currency

The Index inception date (YYYY/MM/DD)
The currency in which the Index Market Value and Index
Dividend Market Value are reported in using ISO 4217.

Index
FamilyPlease Note: This field is currently not supported and will
be implemented in the near future. Thus, the field iscurrently in the files but the values may be blank.

Varchar (53)

RegionPlease Note: This field is currently not supported and will
be implemented in the near future. Thus, the field iscurrently in the files but the values may be blank.

Varchar (25) – Alpha

Segment

Please Note: This field is currently not supported and will
be implemented in the near future. Thus, the field iscurrently in the files but the values may be blank.

Varchar (25) – Alpha

Size

Please Note: This field is currently not supported and will
be implemented in the near future. Thus, the field iscurrently in the files but the values may be blank.

Varchar (25) – Alpha

25

ISIN

The International Securities Identification Number (ISIN)
uniquely identifies an index security. The ISIN code is a 12character alphanumeric code that serves as a uniform
identification code of an index security at trading andsettlement.

Varchar (12) –Alphanumeric(including special
characters)

Please note: ISIN information is fee liable and is populated
as a service for our clients. It is the client’s responsibility tohave proper approval from ISIN authority prior to use or
storage if this data.

Bloomberg
ID

Please Note: This field is currently not supported and will be
implemented in the near future. Thus, the field is currently
in the files but the values may be blank.
Identifier assigned by Bloomberg.
Varchar (20) – Numeric
Please Note: This field is currently not supported and will
be implemented in the near future. Thus, the field iscurrently in the files but the values may be blank.

RIC Code

The Reuters Instrument Code is a unique identifier.

Varchar (25) – Alpha

Please Note: This field is currently not supported and will
be implemented in the near future. Thus, the field iscurrently in the files but the values may be blank.

Start of Day Currency Hedged Index Values
YYYYMMDD_ProductSymbol_VCHSOD_Version.txt

End of Day Currency Hedged Index Values
YYYYMMDD_ProductSymbol_VCHEOD_Version.txt

Start of Day Historical Currency Hedged Index Values
YYYYMMDD_ProductSymbol_HCHSOD_Version.txt

End of Day Historical Currency Hedged Index Values
YYYYMMDD_ProductSymbol_HCHEOD_Version.txt

Data Field

Description

Trade Date

Current business day

Max Field Size /Attribution
YYYY/MM/DD
26

Trade Date
Reference

The business day prior the last business day in theprevious month.

YYYY/MM/DD

Trade Date
Rebalance

The last business day in the previous month.

YYYY/MM/DD

Trade Date
Effective

The first business day in the current month which thecurrent weights are used in the calculations.

YYYY/MM/DD

Trade Date
FutureReference
Trade Date
FutureRebalance
Trade Date
FutureEffective
Underlying
Index
SymbolHedgedIndex
SymbolUnderlying
Index Name

The business day prior the last business day in thecurrent month.

YYYY/MM/DD

HedgedIndex Name

Index name representing the Hedged Index as definedby the Market of Origin. Due to dependencies on
Market of Origin naming protocols and field size limit,
the index name may be abbreviated.

Varchar (100) –Alphanumeric (including
special characters)

SOD/EOD

Data contained in the message represents the startof-day or end-of-day data. Allowable values:
 SOD – Start-of-day data adjusted for overnight
corporate actions
 EOD – End-of-day positions for the given trade data

Varchar (3) –Alphanumeric

The last business day in the current month.

YYYY/MM/DD

The first business day in the next month which the new YYYY/MM/DD
weights will be effective in the calculation.
The identifier or ticker symbol representing theunderlying index.
The identifier or ticker symbol representing theHedged index.
Index name representing the underlying index asdefined by the Market of Origin. Due to dependencies
on Market of Origin naming protocols and field size
limit, the index name may be abbreviated.

Varchar (18) –Alphanumeric(including special
Varchar(18) –
characters)
Alphanumeric(including special
characters)
Varchar(100) –
Alphanumeric (including
special characters)27

Underlying
Index Type

There are three versions of index calculation:
Price Return (PR), Total Return (TR) and Notional
Net Total Return (NR).
PR indexes only take into account the underlying
securities’ prices; TR indexes include dividends; NR
indexes include dividends minus a 30% hypothetical
tax rate.

Varchar (3) –Alphanumeric

Underlying
Index Value

The index value on the current business day (Trade Date) Varchar (20) –for the underlying index.
Numeric (including
decimal point)
Calculated value:
Index Market Value / Divisor

Underlying
Index Value
Rebalance

The Index value for the underlying index at end-of-day
on the last business day in the previous month (Trade
Date Rebalance).

Varchar (20) –Numeric (including
decimal point)

Calculated value:
Index Market Value / Divisor
Underlying
Index
Reference

The Index value for the underlying index at the end-of
day one day prior (Trade Date Reference) the lastbusiness day in the previous month (Trade Date
Rebalance).

Varchar (20) –Numeric (including
decimal point)

Calculated value:
Index Market Value / Divisor
HedgedIndex ValueThe Index value for the hedged index on the current
business day (Trade Date)

Varchar (20) –Numeric (including
decimal point)

Calculated value:
Hedged Index Value (Trade Date Rebalance) *((Underlying Index Value (Trade Date) / Underlying Index
Value (Trade Date Rebalance) + Hedge Impact %))HedgedIndex Value
Rebalance

The Index value for the hedged index at the end-ofday on the last business day in the previous month(Trade Date Rebalance).

Varchar (20) –Numeric (including
decimal point)

Calculated value:
Hedged Index Value (Trade Date Rebalance) *((Underlying Index Value (Trade Date) / Underlying
Index Value (Trade Date Rebalance) + Hedge Impact%))
28

HedgedIndex Value
Reference

The Index value for the hedged index at the end-of-day
one day prior (Trade Date Reference) the last business
day in the previous month (Trade Date Rebalance).

Varchar (20) –Numeric (including
decimal point)

Calculated value:
Hedged Index Value (Trade Date Rebalance) *((Underlying Index Value (Trade Date) / Underlying Index
Value (Trade Date Rebalance) + Hedge Impact %))Underlying
Net Change

Represents the difference between the current tickvalue and the prior day’s end-of-day tick value for agiven index.

Varchar (12) –Numeric (including
decimal point)

Calculated value:
Current Index Value - Prior day’s closing index value
Please Note: This value will be 0 in the Start of Day
files.
Hedged Net
ChangeRepresents the difference between the current tickvalue and the prior day’s closing tick value for agiven index.

Varchar (12) –Numeric (including
decimal point)

Calculated value:
Prior day’s closing index value – Current Index Value Prior day’s closing index value
Please Note: This value will be 0 in the Start of Day
files.
UnderlyingHigh

The highest calculated value for the underlying index
during the trading day.

Varchar (53) –Numeric (including
decimal point)

Please Note: This value will be 0 in the Start of Day files.
HedgedHigh

The highest calculated value for the hedged index
during the trading day.

Varchar (53) –Numeric (including
decimal point)

Please Note: This value will be 0 in the Start of Day
files.

31

Underlying
Low

The lowest calculated value for the underlying index
during the trading day.

Varchar (53) –Numeric (including
decimal point)

Please Note: This value will be 0 in the Start of Day files.
HedgedLow

The lowest calculated value for the hedged index
during the trading day.

Varchar (53) –Numeric (including
decimal point)

Please Note: This value will be 0 in the Start of Day
files.
Underlying
Index
MarketValue

Aggregate Market Value of all Index Securities on the
Varchar (53) –current business day (Trade Date) in the underlying index Numeric (including
currency.
decimal)Underlying
Index
MarketValue
Reference

Aggregate Market Value of all Index Securities one dayprior (Trade Date Reference) the last business day inthe previous month (Trade Date Rebalance) in theunderlying index currency.

Varchar (53) –Numeric (including
decimal)Underlying
Index
MarketValue
FutureAggregate Market Value in the underlying index
currency one business day prior (Trade Date Future
Reference) the last business day (Trade Date Future
Rebalance) in the current month.

Varchar (53) –Numeric (including
decimal)Calculated value:
Aggregate Market Value by all constituent currency inthe underlying index currency which includes all actions
effective as of SOD on the first business day in the next
month (Trade Date Future Effective).
Please Note: This field will only be populated in the
SOD and EOD files on the last business day in thecurrent month (Trade Date Future Rebalance).
Adjustment
FactorAdjustment factor value used in the calculation of theHedge Impact calculation for Monthly or Daily Hedged
Index.

Varchar (15) –Numeric(including
decimal point)32

HedgeImpact %Hedge impact value used in the calculation for Monthly
and Daily Hedged index value.
Note the differences in the calculation of the Hedge
Impact % value depend on either a Monthly or Daily
Hedged index.

Varchar (15) –Numeric(including
decimal point)

Underlying
Index Total
SharesAggregate Index Shares of all Index Securities

Varchar (53) –Numeric (including
decimal)Underlying
Index
WeightRepresents the summation of the market percentage of
all constituents within the underlying index.

Underlying
Index No Of
Cons
Underlying
Index
Divisor

Represents the summation of the Number ofConstituents within the underlying index.

Varchar (15) –Numeric(including
decimal point)
Varchar (5) – Numeric

Underlying
Index
Dividend
Point
Underlying
Index
Dividend
MarketValue

Underlying index divisor. Calculated value:
Index Market Value / Current Index Value
The Divisor is a number that is adjusted
periodically (due to component changes andcorporate actions) to ensure continuity of anindex.
Underlying index dividend point. Calculated value:
Index Dividend Market Value / Divisor

Numeric (38) –Numeric (including
decimal point)

Varchar (16) –Numeric (including
decimal point)

Underlying index dividend market value in the underlying Varchar (53) –index currency.
Numeric (including
decimal)Calculated value:
Aggregate dividend market value of all Index Securities

Underlying
Index
Dividend
Yield

Running yield of an index. Please Note: This field iscurrently not supported and will be implemented in
the near future. Thus, the field is currently in the files
but the values may be blank.

Numeric (25) including
decimal point

Underlying
Index Base
Value
Underlying
Index Base
Date

Underlying Index Value at inception (base date).

Varchar (12) –Numeric (including
decimal point)
YYYY/MM/DD

Underlying index base date.

33

Underlying
Index
Currency

The currency in which the Index Market Value andIndex Dividend Market Value are reported in using ISO
4217.

Varchar (3) –Alphanumeric

Index
FamilyFamily key provided to combine and help filter for
Brand, Series, Strategy or Asset Type.

Varchar (53)

RegionPlease Note: This field is currently not supported andwill be implemented in the near future. Thus, the field
is currently in the files but the values may be blank.

Varchar (25) – Alpha

Segment

Please Note: This field is currently not supported andwill be implemented in the near future. Thus, the field
is currently in the files but the values may be blank.

Varchar (25) – Alpha

Size

Please Note: This field is currently not supported andwill be implemented in the near future. Thus, the field
is currently in the files but the values may be blank.

Varchar (25) – Alpha

Underlying
Index ISINThe International Securities Identification Number (ISIN)
uniquely identifies an index security. The ISIN code is a12-character alphanumeric code that serves as a
uniform identification code of an index security at
trading and settlement.

Varchar (12) –Alphanumeric(including special
characters)

Please note: ISIN information is fee liable and ispopulated as a service for our clients. It is the client’s
responsibility to have proper approval from ISIN
authority prior to use or storage if this data.
Please Note: This field is currently not supported and will
be implemented in the near future. Thus, the field iscurrently in the files but the values may be blank.

34

HedgedISIN

The International Securities Identification Number (ISIN)
uniquely identifies an index security. The ISIN code is a12-character alphanumeric code that serves as a
uniform identification code of an index security at
trading and settlement.

Varchar (12) –Alphanumeric(including special
characters)

Please note: ISIN information is fee liable and ispopulated as a service for our clients. It is the client’s
responsibility to have proper approval from ISIN
authority prior to use or storage if this data.
Please Note: This field is currently not supported and will
be implemented in the near future. Thus, the field iscurrently in the files but the values may be blank.
Underlying
Index
Bloomberg
ID

Identifier assigned by Bloomberg.

Varchar (20) – Numeric

HedgedBloomberg
ID

Identifier assigned by Bloomberg.

Underlying
Index RICCodeThe Reuters Instrument Code is a unique identifier code.
Please Note: This value is not currently supported andwill be implemented in the near future.

Varchar (25) – Alpha

HedgedRIC Code

The Reuters Instrument Code is a unique identifier code.
Please Note: This value is not currently supported andwill be implemented in the near future.

Varchar (25) – Alpha

Please Note: This field is currently not supported andwill be implemented in the near future. Thus, the field iscurrently in the files but the values may be blank.
Varchar (20) – Numeric

Please Note: This field is currently not supported andwill be implemented in the near future. Thus, the field iscurrently in the files but the values may be blank.

35

6 Fixed Income Files
6.1 Fixed Income Weighting FilesStart of Day Weighting
YYYYMMDD_ProductSymbol_WFISOD_Version.txt

End of Day Weighting
YYYYMMDD_ProductSymbol_WFIEOD_Version.txt

The Fixed Income Weighting files are only intended for indexes and custom products, not for token-level
entitlement summary files since these do not include a column for the Index Symbol. For token-level weighting
files, please refer to the Fixed Income Weighting 2 Entitlement Summary files in the following section
HeaderData Field

Description

Parameter

Parameter of the query
Example: QQQQ2010-03-12|EOD
Example: QQQQ2010-03-12|SOD
Example: QQQQ2010-03-12|PRO

File Type

Indicates the report type requested.
Allowable values are:
 ‘EOD’ – End of Day
 ‘SOD’ – Start of Day ‘PRO’ – Pro forma

Max Field Size /Attribution
Varchar (40) –Alphanumeric(including special
characters)

Notes

Varchar (3) –Alphanumeric

Weightings Content
Data Field
SymbolDescription
The identifier or ticker symbol of
the index security.

Max Field Size /Attribution
Varchar (18) –Alphanumeric(including special
characters)

Notes

36

ISIN

CUSIP

Issue NameThe International Securities
Identification Number (ISIN) uniquely
identifies an index security. The ISIN
code is a 12-character alphanumericcode that serves as a uniform
identification code of an index security
at trading and settlement.

Varchar(12) –Alphanumeric

Please note: ISIN information is fee
liable and is populated as a service forour clients. It is the client’s
responsibility to have proper approval
from ISIN authority prior to use or
storage if this data.
CUSIP for the security. CUSIP is a
Varchar(9) –Please
Note:
This
field
is
currently
notunique nine- character alphanumeric
Alphanumeric
supported
and willbe implemented
code
appearingon theface of each in
the near
future.
Thus, thethat
fieldis isstock
or bondcertificate
currently
in
the
files
but
the
may
assigned to a security by thevalues
Standard
bePoor's
blank.Corporation.
&
CUSIP numbers are the property of theAmerican Bankers Association (ABA)
and are administered by the Standard& Poor's Corporation.
Please Note: CUSIP information is fee
liable and is populated as a service forour clients. It is the client’s
responsibility to have proper approval
from CUSIP authority prior to use or
storage of this data.
The name of the issue of the index
security.

Blank for certain
securities

Blank for certain
securities

Varchar (100) –Alphanumeric(including special
characters)

37

Country

Country code is variable and isdetermined by the index calculation
methodologies follows the ISO 3166-1
standard.
Nasdaq may use one of the following
country code classifications: Country of
Domicile - represents the country of
domicile. Country of Incorporation identifies the country in which thecompany is incorporated or legally
registered.

Exchange

The exchange from which the Local
Varchar (4) –Blank for
Closing Price of the index security is
Alphanumericcertainsecurities
utilized. Nasdaq will support the ISO
10383 standard (MIC), an ISO
standard specifies a universal methodof identifying exchanges, trading
platforms and regulated or
nonregulated markets as sources of
prices and related information in orderto facilitate automated processing. This
standard is updated frequently and thelatest publishedstandard is available at themaintenance organization of ISO
10383.
Coupon rate populated and used in the Varchar(20) – Numericsecurity and Index market value(including decimal
calculation when coupon adjustment is point)
applied in accordance with the index
methodology. For OMRX on the day
when the coupon is paid and is adjusted
in the index by adding the coupon to
the market cap calculation. For Credit
SEK indexes by adding coupon payment
rate from the day when coupon fall
until the last day in the current month.
If no coupon adjustment is applied, thefield is populated as blank.

CouponAdjustment

Varchar (2) – Alpha

Will not be
supported
for theNOMXCR
index
family38

Bonds in Index

Number of index shares for theconstituent within the index.

Varchar(53) –Numeric(including
decimal point)

Previous
Bonds in
Index

Previous Number of index shares forthe constituent within the index.

Varchar(53) –Numeric(including
decimal point)

Yield toMaturity

Constituent yield to maturity
expressed in annual terms.
This is the interest rate used indiscounting all of the future cash flows
of a bond to arrive at its current price.

Varchar(20) –Numeric (including
decimal point)

This value will only be
supported for
LaddeRite andBulletShares Indexes

Previous
Yield toMaturity

Previous Day’s Constituent yield tomaturity expressed in annual terms.

Varchar(20) –Numeric (including
decimal point)

This value will only
be supported for
LaddeRite andBulletShares
Indexes

Yield

Constituent Yield. Coupon rate divided
by the current price of the bond value
and populated for NOMXCR spreadindexes in the Yield field is the
Valuation Spread value.

Varchar(20) –Numeric (including
decimal point andspecial characters)

Not populated for
floaters in NOMXCRPrevious Yield

Previous Days Constituent Yield.
Value populated for NOMXCR spreadindexes in the Yield field is the
Valuation Spread value.

Varchar(20) –Numeric (including
decimal point andspecial characters)

Not populated for
floaters in NOMXCR

Dirty Price

Constituent Yield corresponding to
the gross price (clean price + accrued
interest).

Varchar(18) –Numeric (including
decimal point)

Divided by 100

Previous
Dirty Price

Start of day Constituent Yield
corresponding to the gross price(clean price + accrued interest).

Varchar(18) –Numeric (including
decimal point)

Divided by 100

Clean Price

Constituent Yield corresponding to theclean price.

Varchar(18) –Numeric (including
decimal point.

Divided by 100

Previous
Clean PricePrevious day’s Constituent Yield
corresponding to the clean price.

Varchar(18) –(including decimal
point)

Divided by 100

39

AccruedInterest

Constituent Accrued Interest.

Varchar(20) –Numeric (including
decimal point andspecial characters)

Duration

Constituent duration value calculated
as Macaulay's duration.

Mod. Duration

Constituent modified duration
value.

Varchar(20) –Numeric (including
decimal point)
Varchar(20) –Numeric (including
decimal point)

Convexity

Constituent convexity value.

Price Risk

Constituent price risk measure which
can be defined as the number ofpercent a bond will lose when theyield rise one percent.

Market Cap

Constituent market
capitalization.

Previous
Market Cap

Previous day’s Constituent market
capitalization.

WeightIn Index

Constituent weight.

Industry Sector Tiered Industry Sector Classification(always Government in this index).

Industry Group Tiered Industry GroupClassification (always Federal inthis index).

Varchar(20) –Numeric (including
decimal point)
Varchar(20) –Numeric. (including
decimal point)
Varchar(53) –Numeric (including
decimal point)
Varchar(53) –Numeric. (including
decimal point)
Varchar (15) –Numeric (including
decimal point)
Varchar(50) –Alphanumeric(including special
characters)

Varchar(50) –Alphanumeric(including special
characters)

This value is not
currently supported
and will be
implemented in thenear future.
This value is not
currently supported
and will be
implemented in thenear future.

40

Industry
Sub Group

Tiered Industry Sub GroupClassification.

Varchar(50) –Alphanumeric(including special
characters)

This value is not
currently supported
and will be
implemented in thenear future.

Day Count

Day count convention used in
calculating accrued interest andpresent value.

Varchar(20) –Alphanumeric(including special
characters)

Blank for
NOMXCR

Code

Description

Notes

1

Act/Act2

Act/3653

Act/360

430/360US

530/360European

6

ACT_PR E

7

TBILL1

8

TBILL2930/365

CouponFrequency

Number of coupon payments per
year. Propose values 1 = annual, 2 =semi-annual, 3 = quarterly.

Varchar (1) –Numeric

Blank for
NOMXCR

Coupon Rate

Coupon interest rate stated forthe bond at issue.

Varchar(20) –Numeric (including
decimal point

Blank for
NOMXCR.

CouponAmountCurrent coupon amount. Annual
Coupon rate divided by Frequency.

Varchar(20) –Numeric (including
decimal point

Blank for
NOMXCR

41

Coupon TypeType of coupon payment A - Fixed
B - Zero Coupon
C - Payment-in-Kind (PIK) D - Stepped
E - Floating
F - Interest-at-Maturity G - Stepped
Payment-in- Kind
H - Variable Payment-in- Kind
I - Stepped Interest-at- Maturity
J - Variable Interest-at- Maturity
K - Credit Sensitive
L - Short-Term Discount Rate
M - Fixed rate of interest based on
index-linked principal value
N - Other situation

This value is not
currently supported
and will be
implemented in thenear future

Inflation
Index Factor

Inflation index adjustment factor
applied to coupon for inflation linked
bonds.

Varchar(20) –Numeric (including
decimal point andspecial characters)

This value is not
currently supported
and will be
implemented in thenear future.

Maturity Date

Date the bond will be redeemed byissuer if it is not called before (ifapplicable term exists for the security).

Varchar (10) –YYYYMMDD Alphanumeric(including special
characters)

Blank for
NOMXCR

RatingAverage of vendor ratings.

Yield to Worst

Yield to worst for the underlying
constituent.

Varchar(20) –Numeric (including
decimal point andspecial character)

This value will only
be supported for
LaddeRite andBulletShares
Indexes

Effective
Duration

Effective Duration for theunderlying constituent.

Varchar(20) –Numeric (including
decimal point)

This value will only
be supported for
LaddeRite andBulletShares
IndexesThis value will only
be supported for
LaddeRite andBulletShares
Indexes42Duration to
Worst

Duration to Worst for the underlying
constituent.

Varchar(20) –Numeric (including
decimal point)

This value will only
be supported for
LaddeRite andBulletShares
Indexes

Bonds
Outstanding

Bonds issued and outstanding on thebond (adjusted for strips, QE
programs, and Fed holdings).

Varchar(53) –Numeric

This value is not
currently supported
and will be
implemented in thenear future.

Previous
Bonds
Outstanding

Previous Days Constituent Nominal
Amount.

Varchar(53) –Numeric

This value is not
currently supported
and will be
implemented in the
futureNasdaqIssue ID

The Unique identifier assigned by
Nasdaq related to the constituent
Issue within the index.

Varchar (20)
– NumericInternal Nasdaq ID
and can be subject
to change

436.2 Fixed Income Weighting 2 Entitlement Summary FilesStart of Day Weighting
YYYYMMDD_TOKENID_WFI2SOD_Version.txt

End of Day Weighting
YYYYMMDD_TOKENID_WFI2EOD_Version.txt

Fixed Income Weighting 2 Entitlement Summary files are offered at the token level only.
These files include all the fields in the Fixed Income Weighting files above in section 6.1, alongwith eight (8) additional fields at the end of the files. These additional fields include the Index
Symbol, which is necessary to process token-level summary files. All fields are included below.
HeaderData Field

Description

Parameter

Parameter of the query
Example: QQQQ2010-03-12|EOD
Example: QQQQ2010-03-12|SOD
Example: QQQQ2010-03-12|PRO

File Type

Indicates the report type requested.
Allowable values are:
 ‘EOD’ – End of Day
 ‘SOD’ – Start of Day ‘PRO’ – Pro forma

Max Field Size /Attribution
Varchar (40) –Alphanumeric(including special
characters)

Notes

Varchar (3) –Alphanumeric

Weightings Content
Data Field
SymbolDescription
The identifier or ticker symbol of
the index security.

Max Field Size /Attribution
Varchar (18) –Alphanumeric(including special
characters)

Notes

44

ISIN

CUSIP

Issue NameThe International Securities
Identification Number (ISIN) uniquely
identifies an index security. The ISIN
code is a 12-character alphanumericcode that serves as a uniform
identification code of an index security
at trading and settlement.

Varchar(12) –Alphanumeric

Please note: ISIN information is fee
liable and is populated as a service forour clients. It is the client’s
responsibility to have proper approval
from ISIN authority prior to use or
storage if this data.
CUSIP for the security. CUSIP is a
Varchar(9) –Please
Note:
This
field
is
currently
notunique nine- character alphanumeric
Alphanumeric
supported
and willbe implemented
code
appearingon theface of each in
the near
future.
Thus, thethat
fieldis isstock
or bondcertificate
currently
in
the
files
but
the
may
assigned to a security by thevalues
Standard
bePoor's
blank.Corporation.
&
CUSIP numbers are the property of theAmerican Bankers Association (ABA)
and are administered by the Standard& Poor's Corporation.
Please Note: CUSIP information is fee
liable and is populated as a service forour clients. It is the client’s
responsibility to have proper approval
from CUSIP authority prior to use or
storage of this data.
The name of the issue of the index
security.

Blank forcertainsecurities

Blank forcertainsecurities

Varchar (100) –Alphanumeric(including special
characters)

45

Country

Country code is variable and isdetermined by the index calculation
methodologies follows the ISO 3166-1
standard.
Nasdaq may use one of the following
country code classifications: Country of
Domicile - represents the country of
domicile. Country of Incorporation identifies the country in which thecompany is incorporated or legally
registered.

Exchange

The exchange from which the Local
Varchar (4) –Blank for
Closing Price of the index security is
Alphanumericcertainsecurities
utilized. Nasdaq will support the ISO
10383 standard (MIC), an ISO
standard specifies a universal methodof identifying exchanges, trading
platforms and regulated or
nonregulated markets as sources of
prices and related information in orderto facilitate automated processing. This
standard is updated frequently and thelatest publishedstandard is available at themaintenance organization of ISO
10383.
Coupon rate populated and used in the Varchar(20) – Numericsecurity and Index market value(including decimal
calculation when coupon adjustment is point)
applied in accordance with the index
methodology. For OMRX on the day
when the coupon is paid and is adjusted
in the index by adding the coupon to
the market cap calculation. For Credit
SEK indexes by adding coupon payment
rate from the day when coupon fall
until the last day in the current month.
If no coupon adjustment is applied, thefield is populated as blank.

CouponAdjustment

Varchar (2) – Alpha

Will not be
supported
for theNOMXCR
index
family46

Bonds in Index

Number of index shares for theconstituent within the index.

Varchar(53) –Numeric(including
decimal point)

Previous
Bonds in
Index

Previous Number of index shares forthe constituent within the index.

Varchar(53) –Numeric(including
decimal point)

Yield toMaturity

Constituent yield to maturity
expressed in annual terms.
This is the interest rate used indiscounting all of the future cash flows
of a bond to arrive at its current price.

Varchar(20) –Numeric (including
decimal point)

This value will
only besupported for
LaddeRite andBulletShares
Indexes

Previous
Yield toMaturity

Previous Day’s Constituent yield tomaturity expressed in annual terms.

Varchar(20) –Numeric (including
decimal point)

Yield

Constituent Yield. Coupon rate divided
by the current price of the bond value
and populated for NOMXCR spreadindexes in the Yield field is the
Valuation Spread value.

Varchar(20) –Numeric (including
decimal point andspecial characters)

This value
will only be
supportedfor
LaddeRite
and
BulletShareNot
spopulated
Indexes

Previous Yield

Previous Days Constituent Yield.
Value populated for NOMXCR spreadindexes in the Yield field is the
Valuation Spread value.

Varchar(20) –Numeric (including
decimal point andspecial characters)

Not
populated
for floaters
in NOMXCR

Dirty Price

Constituent Yield corresponding to
the gross price (clean price + accrued
interest).

Varchar(18) –Numeric (including
decimal point)

Divided by
100

Previous
Dirty Price

Start of day Constituent Yield
corresponding to the gross price(clean price + accrued interest).

Varchar(18) –Numeric (including
decimal point)

Divided by100

Clean Price

Constituent Yield corresponding to theclean price.

Varchar(18) –Numeric (including
decimal point.

Divided by
100

Previous
Clean PricePrevious day’s Constituent Yield
corresponding to the clean price.

Varchar(18) –(including decimal
point)

Divided by100

for floaters
in NOMXCR

47

AccruedInterest

Constituent Accrued Interest.

Varchar(20) –Numeric (including
decimal point andspecial characters)

Duration

Constituent duration value calculated
as Macaulay's duration.

Mod. Duration

Constituent modified duration
value.

Varchar(20) –Numeric (including
decimal point)
Varchar(20) –Numeric (including
decimal point)

Convexity

Constituent convexity value.

Price Risk

Constituent price risk measure which
can be defined as the number ofpercent a bond will lose when theyield rise one percent.

Market Cap

Constituent market
capitalization.

Previous
Market Cap

Previous day’s Constituent market
capitalization.

WeightIn Index

Constituent weight.

Industry Sector Tiered Industry Sector Classification(always Government in this index).

Industry Group Tiered Industry GroupClassification (always Federal inthis index).

Varchar(20) –Numeric (including
decimal point)
Varchar(20) –Numeric. (including
decimal point)
Varchar(53) –Numeric (including
decimal point)
Varchar(53) –Numeric. (including
decimal point)
Varchar (15) –Numeric (including
decimal point)
Varchar(50) –Alphanumeric(including special
characters)

Varchar(50) –Alphanumeric(including special
characters)

This value isnotcurrently
supported
and will be
implementedin theThisvalue isnear
not future.
currently
supported
and will be
implemente
d in thenear future.

48

Industry
Sub Group

Tiered Industry Sub GroupClassification.

Varchar(50) –Alphanumeric(including special
characters)

Day Count

Day count convention used in
calculating accrued interest andpresent value.

Varchar(20) –Alphanumeric(including special
characters)

Code

Description

1

Act/Act2

Act/3653

Act/360

430/360US

530/360European

6

ACT_PR E

7

TBILL1

8

TBILL2930/365This value isnotcurrently
supported
and will be
implementedin the
Blank
for
near
future.
NOMXCR

Notes

CouponFrequency

Number of coupon payments per
year. Propose values 1 = annual, 2 =semi-annual, 3 = quarterly.

Varchar (1) –Numeric

Blank for
NOMXCR

Coupon Rate

Coupon interest rate stated forthe bond at issue.

Varchar(20) –Numeric (including
decimal point

Blank for
NOMXCR.

CouponAmountCurrent coupon amount. Annual
Coupon rate divided by Frequency.

Varchar(20) –Numeric (including
decimal point

Blank for
NOMXCR

49

Coupon TypeType of coupon payment A - Fixed
B - Zero Coupon
C - Payment-in-Kind (PIK) D - Stepped
E - Floating
F - Interest-at-Maturity G - Stepped
Payment-in- Kind
H - Variable Payment-in- Kind
I - Stepped Interest-at- Maturity
J - Variable Interest-at- Maturity
K - Credit Sensitive
L - Short-Term Discount Rate
M - Fixed rate of interest based on
index-linked principal value
N - Other situation

This value isnotcurrently
supported
and will be
implemente
d in thenear future

Inflation
Index Factor

Inflation index adjustment factor
applied to coupon for inflation linked
bonds.

Varchar(20) –Numeric (including
decimal point andspecial characters)

Maturity Date

Date the bond will be redeemed byissuer if it is not called before (ifapplicable term exists for the security).

Varchar (10) –YYYYMMDD Alphanumeric(including special
characters)

RatingAverage of vendor ratings.

Yield to Worst

Yield to worst for the underlying
constituent.

Varchar(20) –Numeric (including
decimal point andspecial character)

Effective
Duration

Effective Duration for theunderlying constituent.

Varchar(20) –Numeric (including
decimal point)

This value isnotcurrently
supported
and will be
implemente
d in theBlank fornear future.
NOMXCR

This value
will only be
supportedfor
LaddeRite
and
BulletShareThis values Indexes
will only be
supportedfor
LaddeRite
and
BulletShare
This
value
swill
Indexes
only besupportedfor
LaddeRite
and
BulletShare
50
s IndexesDuration to
Worst

Duration to Worst for the underlying
constituent.

Varchar(20) –Numeric (including
decimal point)

This value
will only be
supportedfor
LaddeRite
and
BulletShareThis value issnot
Indexescurrently
supported
and will be
implemente
d in thenear future.
This value isnotcurrently
supported
and will be
implemente
d in thefutureInternal
Nasdaq ID
and can be
subject tochangeThis fieldmight appear
blank

Bonds
Outstanding

Bonds issued and outstanding on thebond (adjusted for strips, QE
programs, and Fed holdings).

Varchar(53) –Numeric

Previous
Bonds
Outstanding

Previous Days Constituent Nominal
Amount.

Varchar(53) –Numeric

NasdaqIssue ID

The Unique identifier assigned by
Nasdaq related to the constituent
Issue within the index.

Varchar (20)
– NumericCall Date

The date on which the bond can beredeemed prior to maturity.

Varchar (10) –Alphanumeric(including special
characters)

Call Price

The price at which the issuer can
Numeric (28) –This field
redeem the bond. This price is set when including decimal point might appear
the security is issued. The call price isblankalso known as redemption price.

Coupon Date 1

The first coupon date. This is when a
Varchar (10) –bond makes its first coupon payment to Alphanumericbondholders.
(including special
characters)

This fieldmight appear
blank

51

Coupon Date 2

The last coupon date. This is when a
Varchar (10) –bond makes the last coupon payment to Alphanumericbondholders.
(including special
characters)

Issuer Name

The name of the bond issuer – the legal
entity that developed, registered andsold the bond.
The face value of the bond.

Par Value

This fieldmight appear
blank

Varchar (50) –Alphanumeric(including special
characters)
Numeric(28) –
including decimal point

Incorporation
Country Code

Incorporation Country Code follows the Varchar (2) –ISO 3166-1 standard and represents the Alphanumericcountry in which the company isincorporated or legally registered.

Index Symbol

The identifier or ticker symbol
representing the index.

This fieldmight appear
blank

Varchar (18) –Alphanumeric(including special
characters)

6.3 Fixed Income Index Values FileStart of Day Index Value FileYYYYMMDD_ProductSymbol_VFISOD_Version.txt

End of Day Index Value FileYYYYMMDD_ProductSymbol_VFIEOD_Version.txt

End of Day Index History FileYYYYMMDD_ProductSymbol_HFIEOD_Version.txt
Data Field

Description

Trade Date

Date of the report.
YYYY-MM-DD (2011-0217)

Product Symbol

The identifier or ticker
symbol representing theindex.

Max Field Size /Attribution
Varchar (10) –Alphanumeric(including special
characters)
Varchar (18) –Alphanumeric(including special
characters)

Notes

52

Index Name

Index Name.

Index
Currency

The currency in which theIndex Market Value is reported
in using ISO 4217.

Index Value

This field reflects the final
calculated value for a pricelevel index for the defined
trade date. This field will beblank in the SOD and PRO filetypes.
The
highest calculated value

High

Low

Previous Index
Value
DivisorPrevious
DivisorIndex Market
Value
Previous Index
Market Valuefor an index during the
trading day. Note: This value
will be 0 in the Start of Day
files.
The lowest calculated value
for an index during the
trading day. Note: This value
will be 0 for Start of Day files.
This field reflects the previous
day’s final calculated value for
an index in the defined trade
date.
Divisor for the Index,
expressed in index basecurrency. The Divisor is anumber that is adjusted
periodically (due tocomponent changes andcorporate actions) to ensure
continuity of an index. This
field will be blank in SOD
Previous Day’s Divisor.
reports.
Index market value for thecurrent day. This field will beblank in SOD reports.
Previous day’s Index
market value.

Varchar (100) –Alphanumeric(including special
characters)
Varchar (3) –Alphanumeric
Varchar(53) –Numeric(including decimal
point)
Varchar (53) –Numeric(including decimal
point)
Varchar (53) –Numeric(including decimal
point)
Varchar(53) –Numeric(including decimal
point)
Varchar(53) –Numeric(including-decimal
point)

Varchar(53) –Numeric(including
decimal point)
Varchar(53) –Numeric
Varchar(53) –Numeric )53

Accrued
IncomeAggregate of accrued
interest across all index
holdings.

Varchar(53) –Numeric

Index Yield

Weighted average yield forthe index.

Index
Previous
Yield

Previous day’s weighted
average yield for the index.

Index
Weighted Avg
Price

Weighted average price ofindex components.

Varchar(20) –Numeric(including decimal
point and special
characters)
Varchar(20) –Numeric(including decimal
point and special
characters)
Varchar(20) –Numeric(including
decimal point)

Index
CouponWeighted average coupon for
the index.

Index Yield toMaturity

Weighted average yield- tomaturity for the index.

Index Yield to
Worst

This value will only be
supported for
LaddeRite andBulletShares Indexes

This value is not
currently supported
and will be
implemented in thenear future.

Varchar(20) –Numeric(including decimal
point)
Varchar(20) –Numeric(including decimal
point)

Blank for NOMXCR

Weighted average yield- toworst for the index

Varchar(20) –Numeric(including decimal
point)

This value will only be
supported for
LaddeRite andBulletShares Indexes

Index Price Risk

Weighted average Price Riskfor the index.

Index
Duration

Weighted average duration
value calculated as Macaulay's
duration for the index.

Varchar(20) –Numeric(including decimal
point)
Varchar(20) –Numeric(including decimal
point)

This value will only
be supported for
LaddeRite, Ryan andBulletShares Indexes54Index Mod.
Duration

Index Duration
to Worst

Weighted average modified
duration value calculated as
Modified duration for theindex.
Weighted average duration
to worst for the index.

Varchar(20) –Numeric(including decimal
point)
Varchar(20) –Numeric(including decimal
point)

This value will only
be supported for
Ladderite andBulletShares Indexes

IndexEffective
Duration

Weighted average
effective duration for theindex.

Varchar(20) –Numeric(including decimal
point)

This value will only be
supported for
LaddeRite andBulletShares Indexes

Index
Convexity

Weighted average Convexity
for the index.

Total Bonds In
Index
Previous Total
Bonds In Index

Sum of Bonds in the index.

Varchar(20) –Numeric(including
decimal point)
Varchar(53) –Numeric
Varchar(53) –Numeric

Index Par
Shares

The total number ofshares of bonds(excluding the US
Treasury constituent)
within the index.

Varchar(20) –Numeric(including decimal
point))

This value will only be
supported for
LaddeRite andBulletShares Indexes

Average
Index
Maturity

The average maturity of
constituents within the index,
expressed in numerical decimalformat.

Varchar(20) –Numeric(including decimal
point)

This value will only
be supported for
Ladderite, Ryan andBulletShares Indexes

Index Term to
Maturity

Market Value Weighted
Years to Maturity (Effective
Maturity).

Varchar(20) –Alphanumeric(including special
characters)

This value will only be
supported for
LaddeRite andBulletShares Indexes

Industry
SectorTiered Industry Sector
Classification.

Varchar(50) –Alphanumeric(including special
characters)

This value will only be
supported for
LaddeRite andBulletShares Indexes

Previous Sum of Bonds in theindex.

55

IndustryGroup

Tiered Industry GroupClassification. In the case of the
US Treasury Fixed Income
indexes, this value will always
be “Federal”.

Varchar(50) –Alphanumeric(including special
characters)

This value will only be
supported for
LaddeRite andBulletShares Indexes

No. ofConstituents

Accumulated number ofactive Security Constituentsfor the index.

Varchar(6) –Numeric

Constituents
Added

Number of constituents addedsince the previous day.

Varchar(6) –Numeric

Constituents
RemovedNumber of constituents
removed since the previous
day.

Varchar(6) –Numeric

Weight of ten
largestcomponents

Sum of index weights of the
top ten largest components(by index weight).

Varchar (15) –Numeric(including decimal
point and special
character)

This value will only
be supported for
Ladderite andBulletShares Indexes

ISIN

The International Securities
Identification Number (ISIN)
uniquely identifies an index
security. The ISIN code is a 12character alphanumeric codethat serves as a uniform
identification code of an index
security at trading andsettlement.

Varchar(12) –Alphanumeric

RatingIndex rating.

Varchar(50) –Alphanumeric(including special
characters)

ISIN information is
fee liable and ispopulated as aservice for ourclients. It is theclient’s responsibility
to have proper
approval from ISIN
authority prior to use
or storage if thisdata.
This field is currently
not supported andwill be implemented
in the near future.
Thus, the field iscurrently in the files
but the values may
be blank.
This value will only be
supported for
LaddeRite andBulletShares Indexes56

7 Corporate Actions/Events Data service (CAUFF)
7.1 Summary
The Nasdaq UFF (Unified File Format) Corporate Actions/Events Data service (CAUFF) is an enhanced
daily file designed to communicate the treatment of current and future changes in the Nasdaq Equity
Indexes in advance of their implementation.
The CAUFF file provides same-day and advance notification of Corporate Actions, Security Actions
and Index actions, which have an impact to a security constituent within an index. Each day, the
CAUFF file will include the current day’s actions plus any actions that have been posted in advancefor up to 5 business days in the future. Nasdaq provides the advance action information as part of adaily forecast which calculates with best effort the future position of a security weight in the index.
Forecast information can change nightly as the actions may occur, and each end of day closing priceis used for the next forecast run.
In exceptional circumstances, some events may be announced during market hours for the next day
implementation.
These exceptional circumstances are usually linked to late company disclosure of corporate eventsor unexpected changes to previously announced corporate events.
Announcements made by Nasdaq during market hours will be communicated through the CAUFF
File on the next business day, as long as the Action is scheduled to be effective within the next 5business days.

57

7.2 Product Specification CAUFF Fields Definitions
 Corporate Action file Unified File Format (CAUFF)YYYYMMDD_ProductSymbol_CAUFF_Version.txt
 Equity indexes only
Field Definitions:
Header
No Data Field
Parameter

Description
Parameter of the query
For example:
NDX|2014-01-01 - for the single index report or
NQGI|2014-01-01 - for the family report.

Corporate Actions UFF Content
Data Field
Description

Max Field Size /Attribution
Varchar (35) –Alphanumeric (including
special characters)

Max Field Size /Attribution
Field Length (8) –Numeric represented as(YYYYMMDD)

1

Effective Date

Indicative of when the corporate actions data isapplicable. Also known as the “ex-date”.

2

Last Modified Date

The date when the last change was made to thisrecord.

Field Length (8) –Numeric represented as(YYYYMMDD)

3

Original
Publication Date

The date the event first appears in the file.

Field Length (8) –Numeric represented as(YYYYMMDD)

4

StatusStates whether the entry is Pending (PE),Completed (CO), Updated (UP) or Cancelled(CX). The action will move to Completed on the
day of the ex-date. Table 6.6 –Event Status

Varchar (20) –Alphanumeric5

Index Name

Defines the index name that this stock isrelated to.

Varchar (100) –Alphanumeric (including
special characters)

6

Index Symbol

Defines the index code that this stock is related
to.

Varchar (50) –Alphanumeric (including
special characters)

7

Index Marker

1) Index Symbol assigned to the single index
reportVarchar (100) –58

2) Underlying Index codes associated to the
NQGI family report

Alphanumeric –(including special
characters)
Varchar (3) –Alphanumeric8

Index Currency

The 3-character ISO currency code for thecurrency in which the index level data is being
reported in.

9

Action TypeThe Action Type represents the action andinformation to follow. Allowable values are:Index Action (IA), Corporate Action (CA) and
Security Action (SA). Order of priority shown in
Table 7.7

Varchar (3) –Alphanumeric

10

ActionMultiple actions on the same Security with same
effective date, the ordering in the file will show
the action with highest priority first and ends
with the action with lowest priority. Order ofpriority shown on Table 7.8

Varchar (20) –Alphanumeric

11

Action Description

The action description - Table 7.8

12Issue Add/Delete

Indicates whether the Constituent was an
Addition or a Deletion during the Index
Reconstitution.

Varchar (100) –Alphanumeric
Varchar (10)13

Action ID

Assigned unique action identifier.

14

Issue Name

The name of the issue of the index security.

15

New Issue Name

The new name of the issue of the index
security.

16

RIC

The Reuters Instrument Code is a unique identifier. Varchar (7) –Alphanumeric
Please Note: This field is currently not supported
and will be implemented in the near future.
Thus, the field is currently in the files but thevalues may be blank.

17

New RICThe new Reuters Instrument Code is a unique Varchar (7) –identifier.
Alphanumeric

Varchar (50) –Alphanumeric
Varchar (50) –Alphanumeric
Varchar (50) –Alphanumeric

Please Note: This field is currently not supported
and will be implemented in the near future.
Thus, the field is currently in the files but thevalues may be blank.
59

18

19

Bloomberg ID

New Bloomberg
ID

Identifier assigned by Bloomberg, if available.
Otherwise, the field will be blank.

Varchar (10) –Alphanumeric

Please Note: This field is currently not supported
and will be implemented in the near future.
Thus, the field is currently in the files but thevalues may be blank.
New identifier assigned by Bloomberg, if
available. Otherwise, the field will be blank.

Varchar (10) –Alphanumeric

Please Note: This field is currently not supported
and will be implemented in the near future.
Thus, the field is currently in the files but thevalues may be blank.
Current SIX-TK Financial Valor number
The field is currently NULL

20

Valor

(8) – Numeric

21

New Valor

New SIX-TK Financial Valor number.
Should be NULL(8) – Numeric

22

CUSIP

Constituent’s 9-character CUSIP identifier,provided on a best effort basis.

Varchar (9) –Alphanumeric (including
special characters)

23

New CUSIP

Constituent’s new 9-character CUSIP
identifier as of the effective date,provided on a best effort basis.

Varchar (9) –Alphanumeric (including
special characters)

24

ISIN

The International Securities Identification
Number (ISIN) uniquely identifies an index
security. The ISIN code is a 12-characteralphanumeric code that serves as a uniform
identification code of an index security at trading
and settlement.

Varchar (12) –Alphanumeric

Please note: ISIN information is fee liable and ispopulated as a service for our clients. It is theclient’s responsibility to have proper approval
from ISIN authority prior to use or storage if thisdata.
Please Note: This field is currently not supported
and will be implemented in the near future. Thus,
the field is currently in the files but the values
may be blank.
60

25

New ISIN

The new International Securities Identification
Number (ISIN), which uniquely identifies anindex security, as of the effective date. The ISIN
code is a 12-character alphanumeric code thatserves as a uniform identification code of anindex security at trading and settlement.

Varchar (12) –Alphanumeric

Please note: ISIN information is fee liable and ispopulated as a service for our clients. It is theclient’s responsibility to have proper approval
from ISIN authority prior to use or storage if this
data.
26

SEDOL

The Stock Exchange Daily Official List (SEDOL) is
Varchar (7) –Please
Note:
This
field
is
currently
notsupported
an identification code issued by the London
Alphanumeric
and
will
be
implemented
in
the
near
future.
Thus,
Stock Exchange to identify stocks, indexes andthefield is currently in the files but the values
shares.
may be blank.
Please Note: SEDOL information is fee liable andis populated for those users entitled by LSE toreceive the SEDOL information. It is thecustomer’s responsibility to have proper approval
from LSE prior to requesting SEDOL data access.

27

New SEDOL

The new Stock Exchange Daily Official List
(SEDOL), which is an identification code issued
by the London Stock Exchange to identify
stocks, indexes and shares.

Varchar (7) –Alphanumeric

Please Note: SEDOL information is fee liable andis populated for those users entitled by LSE toreceive the SEDOL information. It is thecustomer’s responsibility to have proper approval
from LSE prior to requesting SEDOL data access.
28

Issue Symbol

The identifier of the index security
assigned by its Exchange or othermarketplace.

Varchar (50) –Alphanumeric (including
special characters)

29

New Issue Symbol

The new identifier or ticker symbol of the index
Issue.

Varchar (50) –Alphanumeric (including
special characters)

61

30

Nasdaq Issue ID

31

ICB Subsector
Code

The unique identifier assigned by Nasdaq
related to the constituent Issue within theindex.
The four-digit industry classification code thatcategorizes companies into industrial
groupings based on similar production
processes, similar products, or similar
behavior in financial markets.

Varchar (20) – Numeric

The new four-digit industry classification codethat categorizes companies into industrial
groupings based on similar production processes,
similar products, or similar behavior in financial
markets.
The exchange from which the Local Closing
Price of the index Issue is utilized. Nasdaq
supports the ISO 10383.
The exchange from which the Local Closing Priceof the index Issue is utilized. Nasdaq supports
the ISO 10383 standard, an ISO standard for“Codes for exchanges and market identification”(MIC): it defines codes for stock markets. This
standard is updated frequently and the latest
published standard is available at themaintenance organization of ISO 10383.

Varchar (4) – Numeric

Varchar (4) – Numeric32

New ICB
Subsector Code33

Exchange

34

New Exchange

35

Domicile Country
Code

Domicile Country Code follows the ISO 3166-1
standard and represents the country of domicile,
headquarter or principal executive offices.

Varchar (2) –Alphanumeric

36

New Domicile
Country Code

Domicile Country Code follows the ISO 3166-1
standard and represents the country of domicile,
headquarter or principal executive offices.

Varchar (2) –Alphanumeric

37

Country Of
Incorporation
Code

Incorporation Country Code follows the ISO 31661 standard and represents the country in which
the company is incorporated or legally registered.

Varchar (2) –Alphanumeric38

New Country Of
Incorporation
Code

Incorporation Country Code follows the ISO 31661 standard and represents the country in which
the company is incorporated or legally registered.

Varchar (2) –Alphanumeric

Varchar (4) –Alphanumeric
Varchar (4) –Alphanumeric

62

39

Country Of Listing40

Nasdaq Country
CodeCountry code is determined by the index
calculation methodologies and follows the
ISO 3166-1 standard.
Country of Listing- represents the country
where the component Issue is primarily listedin.
NQGI Country Code – follows the ISO 3166-1
standard and is assigned by Nasdaq based on a
combination of Country of Domicile, Country ofIncorporation and Country of Primary Listing.
The detailed info on NQGI country assignment
for index securities is available in section 3.2 of
the NQGI methodology found here.

Varchar (2) –Alphanumeric Check

Varchar (2) –Alphanumeric

Please Note: The field only applies to securities
that are currently members of the NQGI Index
Family.
41

New Nasdaq
Country CodeThe new NQGI Country Code follows the ISO
3166-1 standard and is assigned by Nasdaq
based on a combination of Country of Domicile,
Country of Incorporation and Country of Primary
Listing. The detailed info on NQGI country
assignment for index securities is available insection 3.2 of NQGI methodology here.

Varchar (2) –Alphanumeric

Please Note: The field only applies to securities
that are currently members of the NQGI Index
Family.
42

Segment

43

New Segment

44

Region45

New Region

Per the NQGI Index Methodology,
Developed or Emerging
The new segment per the NQGI Index
Methodology: Developed or Emerging
NQGI EMEA, Eurozone, BRIC, Asia Pacific, North
AmericaNQGI EMEA, Eurozone, BRIC, Asia Pacific,
North America

Alphanumeric (50)Alphanumeric (50)Alphanumeric (50)Alphanumeric (50)

63

46

Size

Constituent’s size. Represents if the stock is a
Large, Mid, Small or Mid/Small cap stock within
the methodology of the index. It is possible fora stock to be classified differently in one index
vs. others. For example classified as Large inindex A and classified as Mid in index B.

Varchar (4) –Alphanumeric

47

New Size

Constituent’s New size. Represents if the stock isa Large, Mid, Small or Mid/Small cap stock
within the methodology of the index. It is
possible for a stock to be classified differently in
one index vs. others.

Varchar (4) –Alphanumeric

48

Currency

Local currency in which the underlying index
Issue is traded on its Exchange, using ISO 4217.

Varchar (3) –Alphanumeric49

New Currency

New Currency.

50

FX RateRate at which the Currency is converted to theIndex Currency.

51

TSO

Represents the total shares outstanding for theissue.

52

NEW TSO

New total shares outstanding for the issue.

53

TSI

The total Issuer shares.

54

NEW TSI

New total Issuer shares

55

Index Shares

56

New Index Shares

The number of shares of a security in theindex. Based on the specific index’s
calculation and weighting method.
New Index shares.

57

Free Float Factor

Varchar (3) –Alphanumeric
Varchar (23) –Numeric (including
decimal point)
Varchar (53) –Numeric (including
decimal point)
Varchar (53) –Numeric (including
decimal point)
Varchar (53) –Numeric (including
decimal point)
Varchar (53) –Numeric (including
decimal point)
Varchar (53) –Numeric (including
decimal point)
Varchar (53) –Numeric (including
decimal point)
Varchar (12) –Numeric (including
decimal point)

Represents the adjustment applied to the
Shares to represent availability and investabilityof shares to investors.

64

58

New Free Float
FactorRepresents the adjustment applied to the
Shares to represent availability and investabilityof shares to investors.

Varchar (12) –Numeric (including
decimal point)

59

AWF

Additional weight factor (AWF) used forcertain index methodologies such as Smart
Beta indexes.
This field will have value 1 for methodologies notusing AWF.

Varchar (25) –Numeric (including
decimal point)60

NEW AWF

The new Additional Weight Factor (AWF), which
is used for certain index methodologies such as
Smart Beta indexes.
This field will have value 1 for methodologies notusing AWF.

Numeric (25) –including decimal
point

61

Correction factor

Price correction factor available for theNordic equity indexes.

Numeric (25) –including decimal
point

62

New Correction
Factor

New Price correction factor available for theNordic equity indexes.

63

GrowthThe growth weight factor associated with thestock, as of the effective date. This factor will
always be between 0 and 1 for style indices and 0
or 1 for pure style indices.

Numeric (25) –including decimal
point
Numeric –Max. Length: 38;
Max. Precision 14

64

Value

The value weight factor associated with thestock, as of the effective date. This factor will
always be between 0 and 1 for style indices and
0 or 1 for pure style indices.

Numeric –Max. Length: 38;
Max. Precision 14

65

Apply Cash Before
Stock Flag

For stock splits with Special or Cash dividends,
this field indicates when the cash adjustment
will be applied before the stock adjustment.

Varchar (1) –Alphanumeric66

Stock Factor QTY

A numeric factor by which a stock distribution
will be applied.

67

Subscription Price

Subscription price for the rights offering.

Varchar (28) –Numeric (including
decimal point)
Numeric –Max. Length: 38;
Max. Precision 14
65

68

Rights Expiration
Date

Last day to exercise rights.

Field Length (8) –Numeric represented as(YYYYMMDD)

69

Price Adjustment
AmountRights adjusted for previous close used only forspecial cash dividend.

70

Close Price

Latest available price prior to the effective
date used for the Issue at the close of theindex (EOD). The price method can vary; forexample, Last sale, Last official, Bid, Ask,
VWAP, Fixed price can be used.

Varchar (28) –Numeric (including
decimal point)
Varchar (53) –Numeric (including
decimal point)

71

T1 Adjusted Close

Close Price and T1 Adjusted Close would be equal Varchar (53) –to each other unless there is a corporate action in Numeric (including
accordance to the methodology, which would
decimal point)
adjust that Closing Price to the different T1
Adjusted Close.

72

Ordinary Dividend
AmountCash Dividend (Ordinary) Per Share in the
Dividend Currency.

73

T1 Cash Adjusted
Close

74

Dividend Currency

75

Issue DividendMarket Value76

Net Issue
Dividend Market
Value

77

Tax Rate

Varchar (53) –Numeric (including
decimal point)
Close Price minus per share cash Dividend. If there Varchar (53) –is no ordinary cash amount, the field would be
Numeric (including
equal to the value in field 71.
decimal point)
The dividend currency code using ISO 4217. The
3-character ISO currency code for the currency
the dividend is paid in.
Dividend amount (gross) as reported, as of theeffective date. Dividend amount is converted tothe index currency if dividend differs from theindex currency.
Dividend amount (net – after subtracting taxes
and franking) as of the effective date. Tax andfranking rates used are as of the ex-date.
Dividend amount is converted to the index
currency if dividend differs from the index
currency.

Varchar (3) –AlphanumericSpecific tax rate associated to the index.

Numeric –Max. Length: 38;
Max. Precision 14

Varchar (53) –Numeric (including
decimal point)
Varchar (53) –Numeric (including
decimal point)

66

78

New Tax Rate

New tax rate.

79

Spin Off Issue
SymbolThe identifier or ticker symbol of the index spin
off Issue. Provided on a best effort basis.

80

Spin off Issue
Name
Spin Off CashValue

The issue name of the index spin off Issue.
Provided on a best effort basis.
Cash value of the spinoff transaction,
expressed on a per share basis.

82

Spin Off Per Share

Terms

83

Comments

Varchar(1000)

84

ICB Subsector
Code 8

Free form space available for comments
associated with the action.
The eight-digit industry classification code thatcategorizes companies into industrial
groupings based on similar production
processes, similar products, or similar behavior
in financial markets.

85

New ICB
Subsector Code8

The new eight-digit industry classification codethat categorizes companies into industrial
groupings based on similar production processes,
similar products, or similar behavior in financial
markets.

Varchar (8) –Numeric

81

Numeric –Max. Length: 38;
Max. Precision 14

Varchar (8) –Numeric

677.3 Blank Fields
Depending on the status of the event, certain fields can be blank in the CAUFF file.
In some other cases, if a security is being added to a Nasdaq Index its “current” fields can be blank,
and its “new” fields will be populated. For additions, if the identifiers of the new security are notavailable at the time the event, it will also be blank. Thus, certain fields included may not always be
populated depending on the circumstances.
Current Blank fields
Data Field

Description

Max Field Size
/ Attribution
Varchar (7)–Alphanumeric

Description

RIC

The Reuters Instrument Code is a unique
identifier.

New RIC

Constituent’s new Reuters Instrument
Code as of the EFFECTIVE DATE, provided
on a best effort basis. The RIC code must
contain exactly one period (“.”) and thesecond part must be 1 to 3 characters.
The field is currently NULL

Varchar (7)–Alphanumeric

Awaiting
licenseeagreement

Bloomberg ID

Bloomberg ticker, provided on best effort
basis. Bloomberg ticker may contain exactly
one space (“ ”). The first part must be 1 to 8
characters and the second part must be 1 to
2 characters.

Varchar (10) –Alphanumeric

Awaiting
licenseeagreement

New Bloomberg
ID

Bloomberg ticker, provided on best effort
basis. Bloomberg ticker may contain exactly
one space (“ ”). The first part must be 1 to 8
characters and the second part must be 1 to
2 characters.

Varchar (10)–Alphanumeric

Awaiting
licenseeagreement

Valor

Current SIX-TK Financial Valor number.
The field is currently NULLNew SIX-TK Financial Valor number.
The field is currently NULL.

(8) –Numeric(8) –Numeric

Awaiting
licenseeagreement
Awaiting
licenseeagreement

New Valor

Awaiting
licenseeagreement

68

AWF

Additional Weight Factor (AWF) may be
used for certain index methodologies suchas Smart Beta methodology types.
This field will have a value of 1 formethodologies not using AWF.

Numeric (25)includingdecimal point

AwaitingNew
releaseNEW AWF

Additional Weight Factor (AWF) may be
used for certain index methodologies, suchas Smart Beta methodology types.
This field will have a value of 1 formethodologies not using AWF.

Numeric (25)includingdecimal point

AwaitingNew
releaseCorrection factor

Price correction factor available for theNordic equity indexes.

Numeric (25)includingdecimal point

Awaiting
Nordic release
November
2014

GrowthThe growth weight factor associated with thestock, as of the effective date. This factor will
always be between 0 and 1 for style indices,and 0 or 1 for pure style indices.

Numeric; Max.
Length: 38;
Max. Precision
14

AwaitingNew
releaseValue

The value weight factor associated withthe stock, as of the effective date.
This factor will always be between 0
and 1 for style indices and 0 or 1 forpure style indices.

Numeric;
Max.
Length:38; Max.
Precision
14

Awaiting New
releaseSegment

NQGI index Methodology (Developed or
Emerging)
NQGI EMEA, Eurozone, BRIC, Asia
Pacific, North America

Alphanumeric(50)
Alphanumeric(50)

AwaitingNew
release
AwaitingNew
releaseRegion69

7.4 Footer
EOF (End of File) will appear immediately following the data rows and can be used as an endof-file indicator.
7.5 Ordering
The CAUFF shows index and security events for a given index or group of indexes. Certain parameters
impact the ordering and display of the information contained in the files. Please note that all sortingis in ascending order unless otherwise specified in the below tables.
7.6

CAUFF Events/Status

PE
CX
UP
CO
7.7

StatusPending
Cancelled
UpdatedCompleted

Description
First status shown on the CAUFF
When an event is cancelled
Updated to reflect new value in a pending event
The day of the effective date

Action Type
Action Type
Code
CA
IA
SA
IM

7.8

Description
Corporate Action
Index Action
Security Action
Index Maintenance Action

Action Code/Description
Action Type
Security Action
Security Action
Index MaintenanceActionSecurity
ActionSecurity Action
Security Action
Security Action
Security Action
Security Action
Security Action

Action CodeAction Description
PriorityLI
Listing
1
DE
Delisting2
CA
IM Constituent Activation based on Security IPOs with Trades
3
MM
Market Move (with MIC change)
4
MC
Market Class Change (with MIC Change)
5MS
MarketSegment Change
6
TC
TSO Change
7
FF
FreeFloatFactor Change
8
QS
Quote Status Change
9SC
Symbol Change
1061

Action Type
Security Action
Security Action
Security Action
Security Action
Security Action
Security Action
Security Action
Security Action
Security Action
Security Action
Security Action
CorpAction
CorpAction
CorpAction
CorpAction
CorpAction
CorpAction
CorpAction
CorpAction
CorpAction
IndexAction
IndexAction
IndexAction
IndexAction
IndexAction
IndexAction
IndexAction
IndexAction
IndexAction
IndexAction
IndexAction
IndexAction
IndexAction

Action Code
NC
BT
VC
IC
WW
IT
IS
CC
IN
LIS
DIS
XC
CP
CS
RS
SO
XR
XS
XW
XX
DA
AP
MP
DP
AFP
MFP
DFP
AFPO
MFPO
AWCO
MWCO
DFPO
RRPC

Action Description
Name/Cusip Change
BourseId/SEDOL/TradingCurrency Change
ValorId Change
ICBSubSector Change
WhenDistributed/WhenIssued Change
IssueType/SubIssueType Change
ISIN ChangeCountryCode Change
IncorpCountryCode Change
Listing of Spot Rate
Delisting of Spot Rate
Cash Dividend
Stock Div. payable in another company
Cash and Stock Dividend or Split
Reverse Split
Spin OffEx-Rights
Stock Dividend or Split
Ex-Warrants
Any Other Type
Delete Action Request
AddPopulation
ModifyPopulation
DeletePopulation
AddFinancialProduct
ModifyFinancialProduct
DeleteFinancialProduct
AddFinancialProductOutput
ModifyFinancialProductOutput
Add WCO
Modify WCO
DeleteFinancialProductOutput
Remove and Replace Population Constituent

Priority
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43

62

Action TypeIndexAction
IndexAction
IndexAction
IndexAction
IndexAction
IndexAction
IndexAction
IndexAction
IndexAction
IndexAction
IndexAction
IndexAction
IndexAction
IndexAction
IndexAction
IndexAction
IndexAction
IndexAction
IndexAction
IndexAction
IndexAction
IndexAction
Index MaintenanceActionIndex MaintenanceActionIndex MaintenanceActionSecurity
ActionSecurity Action
IndexAction
Index MaintenanceActionSecurity
ActionSecurity Action
Security Action
Security Action
Security Action
Security Action
Security Action
Security Action
Security Action
Index MaintenanceActionCorpAction
IndexAction

Action Code
APC
DPC
API
DPI
APE
DPE
ADPC
MPUT
MOP
MNOS
MTSO
MFFF
MST
MTAC
IWCA
RRPI
MPR
MFPR
REFP
RBFPO
CFP
MDIV
RP
RFP
PCFP
GC
SF
MCSC
AUTOADPC
RC
TI
LC
BC
MSN
PD
FTC
FTI
FFF
RFPA
FP
AMTT

Action Description
AddPopulationConstituent
DeletePopulationConstituent
AddPopulationInclude
DeletePopulationInclude
AddPopulationExclude
DeletePopulationExclude
Add/Delete Population Constituent
Modify PriceUntilTraded for Constituent
Modify OverridePrice for Constituent
Modify NumberOfShares for Constituent
Modify TSO for Constituent
Modify FreeFloatFactor for Constituent
Modify State for Constituent
Modify T1AdjustedClose for Constituent
IW Corporate Action
Remove and Replace Population Constituent by issuer
ModifyPopulationRebuildDate
ModifyFinancialProductRebuildDate
ReweightFinancialProductRebaseFinancialProductOutput
Cap Financial Product
Modify Divisor using SODIndexValueIM Reconstitute/Rebuild Population
IM Reconstitute/Rebuild Financial Product
IM Perform Capping For Financial Product
GicCountryCode Change
Spin Off Security Add
Market Cap Size Change
RIC Change
TSI Change
Listing Country Change
Bloomberg Id Change
Market Segment Nordic Change
Pre Delisting request
Force TSO
Force TSI
Force FreeFloat
Reset fixed price action
Fixed price action for T-1
Add Modify Tax Table

Priority
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
72
73
74
75
76
77
78
79
80
81
82
83
63

Action TypeIndexAction
IndexAction
IndexAction
IndexAction
IndexAction
IndexAction
IndexAction
IndexAction
IndexAction
IndexAction
IndexAction
IndexAction
IndexAction
IndexAction
IndexAction
IndexAction
IndexAction
IndexAction
IndexAction
IndexAction
Security Action
Security Action
IndexAction
IndexAction
IndexAction
IndexAction
IndexAction
IndexAction
IndexAction
IndexAction
IndexAction
IndexAction
IndexAction
IndexAction
Index MaintenanceActionIndex MaintenanceActionIndexAction
IndexAction
IndexAction
Index MaintenanceActionIndex MaintenanceActionAction Code
DTT
BUTT
UTT
RCFP
BUFP
UCRFP
MTSI
PDPC
MFTSI
MFFFF
MFTSO
SFP
MPM
MCVWAPMCVWIP
MCBP
MCAP
BUHD
UHD
PHD
IIC
INC
UNOS
MCP
MSCP
RBRL
AFPHREMFPHREUFPHREMFPOMF
MDF
URNOS
UFRS
DFRS
CD
MCSO
GISF
USBI
MT1FPEAC
DC

Action Description
Delete Tax Table
Bulk Upload Tax Table
Upload Tax Table
Recomposition setting for Financial ProductBulk Upload Financial Product for Capping/Recomposition
Upload Financial Product for Capping/Recomposition
Modify TSI for Constituent
Pre Delete Population constituent
Modify Forced TSI for Constituent
Modify Forced FreeFloatFactor for Constituent
Modify Forced TSO for Constituent
Set Fixed Price Flag
Modify Price Method for Constituent
Modify Closing VWAP for Constituent
Modify Closing VWAP Interval for Constituent
Modify Closing Bid Price for Constituent
Modify Closing Ask Price for Constituent
Bulk Upload HOX Data
Upload HOX Data
Publish HOX Data
Issuer ID Change
Issuer Name Change
Upload NumberOfShares
Modify Closing Price for Constituent
Modify Spot Rate Closing Price for Constituent
Rebalance Roll
Add HRE
Modify HRE
Upload HRE
ModifyOutputMortgageFactor
Modify Disruption Flag
Upload Roll Number Of Shares
Upload FutRollSchedule data
Delete FutRollSchedule data
IM Constituent Delete based on Security SpinOffFlag with
IM MultiCorpTrades
action for SpinOffs
Generate Intraday Spin Files for Constituent
Upload NumberOfShares by Index
Modify T1AdjustedClose for ETF Constituent
IM Index Basket Add Constituent
IM Index Basket Delete Constituent

Priority
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
119
120
121
122
123
500
501
64

Action TypeIndex MaintenanceActionIndex MaintenanceActionIndex MaintenanceActionIndex MaintenanceActionIndex MaintenanceActionIndexAction
IndexAction
IndexAction
IndexAction
Index MaintenanceActionIndexAction
IndexAction
IndexAction
IndexAction
IndexAction

Action Code
RC
RRC
CAC
RFPO
RCFPO
SPD
ITD
HR
VPRL
REC
UTTF
MCCP
ADCF
ADFI
MHLT

Action Description
IM Index Basket Recalculate Constituent
IM Index Basket Remove Replace Constituent
IM Index Basket Cap Constituent
IM Recalculate FP Output
IM Reconstitute/Rebuild Index Output
Get Security Price Data
Get Index Tick Data
Halt Rule
View Population Rebuild List
Recompose Constituent
Upload TSO TSI FF
Modify Constituent Closing price
Add/Delete Cash Flow Message
Add/Delete Fixed Income Quote
Mass Halt

Priority
502
503
504
505
506
507
508
509
510
511
512
605
606
607
608

65

8 Contact Us
If you need assistance, our 24-Hour Global Index Client Services team is ready to assist you:
Asian & Americas Index Support
08.00 – 24.00 EST (U.S. and early Asia market hours)+ 1 301 978 8284
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23.00 – 08.00 EST (Late Asia and EMEA market hours)+ 46 8 405 6296
For Index Calculation, Methodology, Corporate Actions, Daily File Delivery
and general questions or inquiries: IndexServices@nasdaq.com
U.S. | Toll Free Number: +1 844 717 0708
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Contracts, Sales and Licensing:IndexDataSales@nasdaq.com+1 301 978 5307 or + 45 33 93 336
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66

9 Appendix A
Documentation Revision Control Log
October 1, 2014 – GIFFD Draft Version 1.0
 Released Draft product specification, for pilot release
December 12, 2014 – GIFFD Version 1.0
 Updated in line with Nordic Equity release
October 1, 2015 - GIFFD Version 1.0
 Updated to include Hedged File reports
April 1, 2016 – GIFFD Version 1.0
 Updated to include Fixed income Indexes Added Fixed Income delivery times
September 1, 2016 – GIFFD Version 2.0
 Updated to include BulletShares & LadderRite
July 1, 2018 – GIFFD Version 2.1
 Updated to remove TOKENID from file names
 Updated to add new GIFFD directory folder
February 11, 2019 – GIFFD Version 2.2
 Updated table 7.8 – CAUFF Action Code/Description
May 22, 2019 – GIFFD Version 2.3
 Added new field – ICB Subsector Code
December 5, 2019 – GIFFD Version 2.4
 Added two new fields to the Corporate Action Unified File Format (CAUFF) files to reflect the
updated 8-character ICB code and the 8-character new ICB code from corporate actions (fields
84 and 85)
 Updated to reflect an increase in length of the field Index Name from 50 to 100 characters in
the Corporate Action Unified File Format (CAUFF) files (field number 5)
 Minor language revisions for clarity and consistency
July 31, 2020 – GIFFD Version 2.5
 Added section 2.4 – File Name Structure. This structure is used throughout the document.
 Updated section 4 – Products Available to correctly include the History folders
 Added section 6.2 – Fixed Income Weighting 2 Entitlement Summary Files Added section 6.3 – Fixed Income Index Values File67