Datastream News Behind the Scenes – Mining …...Q3.13 INFOSTREAM Datastream News Behind the Scenes – Mining the Metrics of Board Diversity A recent Thomson Reuters white paper,

Q3.13

INFOSTREAMDatastream News

Behind the Scenes – Mining the Metrics of Board Diversity A recent Thomson Reuters white paper, titled Mining the Metrics of Board Diversity, provided insight into the gender composition of the world’s largest capitalised companies. It was widely published in the global media, including Alpha Now. A short explanation about how it was made possible follows.

The actual ‘mining’ would not have been possible without the combination of ASSET4 content and the unique capabilities of Datastream.

André Chanavat, product manager for ESG and co-author of the report, explains:

Using a combination of Thomson Reuters officers and directors data and leveraging ASSET4 unique calculation capabilities, we are able to take open lists of data such as the gender of each board member for each company and calculate what the ratio is per fiscal year. Typically this raw data is provided with comma delimitations, but with the ASSET4 rating engine we are able to process these and actually count how many women are on the board divided by the total, to give us a ratio that can easily be downloaded.

Datastream users can download the corresponding ratio of women on the boards for over 4,100 companies, using the following time series datatype:

Value – Board Structure/Board Gender Diversity – CGBSO17V

Using Datastream for Office we are then able to crunch the data using Excel, analysing the sector, regional breakdowns of the data and understanding – relative to the total number of companies available in the ASSET4 database per fiscal year – how those trends had evolved over a period of time.

The final aspect of the research, which received the most media attention, concerned the performance question. Do gender-diverse boards demonstrate better stock returns than non-gender-diverse boards?

To answer that question we first downloaded the information in Excel and created two lists: one with no women on their board and another with one or more women on their board. To prevent a look-ahead bias we took FY2007 board gender data, which would have been processed and made available to investors in January 2009.

in this issue• Mining the metrics of board diversity with

ASSET4 data• Coming soon – Datastream Charting 2.7• Additional I/B/E/S datatypes now

available• Forthcoming restrictions on constituent

list and weights data• Sukuk Islamic Benchmark Bonds• Latest 2013 Content enhancements

contents

feature01 Behind the Scenes – Mining the Metrics of

Board Diversity

product enhancement05 Coming Soon – Datastream Charting

Version 2.7

content enhancement08 I/B/E/S 12-Month Trailing Datatypes10 Datastream Global Equity Indices –

Additional I/B/E/S Forecast Datatypes Now Available

12 Equities – Update for August 201313 Equity Indices – Mandatory Restrictions on

Constituent List and Weights Data15 Equity Indices – Update for August 201320 Fund Market Expansion22 Economics Round-up29 Coming Soon: Additional Government

Benchmark Yields and Datastream Yield Curve Lists

32 Sukuk Islamic Benchmark Bond Series Available on Datastream

34 Commodities and Energy39 Futures42 Options43 Company Additions to Worldscope

47 Contributors

continued on page 2

http://share.thomsonreuters.com/pr_us/gender_diversity_whitepaper.pdf

http://share.thomsonreuters.com/pr_us/gender_diversity_whitepaper.pdf

http://alphanow.thomsonreuters.com/premium/mining-the-metrics-of-board-diversity/

INFOSTREAM2 • Q3 2013 • © Thomson Reuters 2013

FEATURE

To demonstrate causality, ie simply having women on the board of a company = better stock price performance, would take much more research and might even turn out to be impossible to pinpoint. Instead the intention was to see if, when using Datastream, we are able to find correlations and generate another inflection point when it comes to discussions about gender diversity in the workforce.

Based on the fiscal year 2007 dataset, we were then able to create two user-created indices (UCI). By uploading the company identifiers, determining the currency, the time range and weightings to be applied (market cap in this case), we were then ready to begin analysing the relative performance using DS Charting. Simply put, without the ability to create UCIs, the job would have been much more time-consuming and complex.

In DS Charting we were able to look at the total return of the indices (includes dividends), rebase them to 100 starting from 1 January 2009 then, using line charts, see how those total returns have evolved up to June 2013. In addition we were able to create a split chart, so that the lower chart could illustrate the actual difference in performance of the UCIs versus a large global sector benchmark; in the case of the report it was the MSCI World Index.

Although in the final report only one performance chart was illustrated, there were in fact more than ten made for each TRBC economic sector, with 20+ UCIs, two for each of the ten sectors (those with gender-diverse boards vs those without). Each sector performance chart was compared relative to a corresponding TR sector index benchmark (see Chart 1 as an example).

By analysing the general performance of these indices, we were able to see if there was just a statistical fluke or whether on average across sectors we had similar observations to the global chart which was ultimately used.

Chart 1


FEATURE

Chart 2 below, which is illustrated in the report, was created by our creative services team but is actually derived from Datastream Charting and its underlying data, see Chart 3.

Chart 2


FEATURE

Chart 3

In the end, the data indicated a positive correlation: if companies had women on their board they tended on average to show lower volatility relative to their benchmark (low tracking error), and equal if not better returns to their benchmarks.

PRODUCT ENHANCEMENTINFOSTREAM5 • Q3 2013 • © Thomson Reuters 2013

Coming Soon – Datastream Charting Version 2.7The next version of Datastream Charting will be released shortly and includes the following new features: Chart reports Fan chartsCompatibility with Internet Explorer v10User-created Chart Studies (in DS Professional and Eikon)Eikon styling (in Eikon)

Chart reports• Generate documents for a list of instruments• Arrange multiple charts for each company on a page• Select from a set of pre-defined layouts or create your own custom layouts and save for re-use later• Use overlapping transparent charts if required• Use charts with multiple variables eg substitute the equity and the index using a

comma-separated list• Automatically generate a PDF or Word document of the output


Fan charts • Show multiple forecasts with degrees of confidence• Use area chart style for your user forecasts and select Fan option• Set colour/transparency as required

Eikon styling• A new look and feel for Eikon users of Charting


Version 2.7 will be released to all Eikon and Thomson ONE customers who have access to Datastream Charting as well as to Advance 4.0, Datastream 5.0 and 5.1, Datastream Direct and Datastream Professional customers. Clients wishing to use the new chart reports will need to install an upgraded version of the Charting add-in.

CONTENT ENHANCEMENTINFOSTREAM8 • Q3 2013 • © Thomson Reuters 2013

I/B/E/S 12-Month Trailing Datatypes Thomson Reuters has released 12-month trailing datatypes within Datastream.

MEASURE 3-CHAR SUFFIX

12-MONTH TRAILING

12-MONTH FORWARD

Adjusted Funds from Operations AFO AFO1TR12 AFO1FD12

Book Value Per Share BPS BPS1TR12 BPS1FD12

Capital Expenditure CAP CAP1TR12 CAP1FD12

Cash Earnings Per Share CSH CSH1TR12 CSH1FD12

Cash Flow Per Share CPS CPS1TR12 CPS1FD12

Dividends Per Share DPS DPS1TR12 DPS1FD12

Earnings Before Goodwill (PS) EBG EBG1TR12 EBG1FD12

EBIT EBT EBT1TR12 EBT1FD12

EBITDA EBD EBD1TR12 EBD1FD12

EBITDA Per Share EBS EBS1TR12 EBS1FD12

Enterprise Value EVT EVT1TR12 EVT1FD12

Earnings Per Share EPS EPS1TR12 EPS1FD12

Free Cash Flow Per Share FCF FCF1TR12 FCF1FD12

Funds from Operations (PS) FFO FFO1TR12 FFO1FD12

GAAP Earnings Per Share GPS GPS1TR12 GPS1FD12

Gross Margin GRM GRM1TR12 GRM1FD12

Net Asset Value NAV NAV1TR12 NAV1FD12

Net Debt NDT NDT1TR12 NDT1FD12

Net Income INC INC1TR12 INC1FD12

Operating Profit OPR OPR1TR12 OPR1FD12

Pre-Tax profit PRE PRE1TR12 PRE1FD12

Return on Assets (%) ROA ROA1TR12 ROA1FD12


###1TR12 is calculated on the fly from the mean forecast and actual values. The 12-month trailing EPS for FY1 is calculated as follows:

EPS1FD12 = ((M x F0) + ((12 -M) x F1)) / 12

Where:

M = Number of month-ends to end of current fiscal year. Note that the current fiscal year will be FY1 if the date is before the FY1 year-end and FY2 if the date is after FY1 year-end.F0 = Consensus forecast or actual earnings for the period to the previous fiscal year.F1 = Consensus forecast for the period to the current fiscal year.

And:

### is the three-character measure suffix.

This datatype is particularly useful for time series analysis of earnings forecasts over recent history, especially where the period of measurement incorporates a fiscal year-end.

MEASURE 3-CHAR SUFFIX

12-MONTH TRAILING

12-MONTH FORWARD

Return on Equity (%) ROE ROE1TR12 ROE1FD12

Reported Net Income NER NER1TR12 NER1FD12

Reported Pre-Tax Profit PRR PRR1TR12 PRR1FD12

Sales SAL SAL1TR12 SAL1FD12

Tangible Book Value Per Share TBV TBV1TR12 TBV1FD12


Datastream Global Equity Indices – Additional I/B/E/S Forecast Datatypes Now Available – August 2013 Thomson Reuters has released eight new I/B/E/S forecast datatypes for Datastream Global Equity Indices. These measures complement the 11 forecast datatypes released earlier this year and are calculated using the I/B/E/S 12-month forward estimates for the underlying index constituents. These new datatypes can also be used with all securities covered by I/B/E/S on Datastream.

The I/B/E/S datatypes complement the existing price, valuation and Worldscope fundamental items already provided for the Datastream Global Equity Indices, which together provide a unique and comprehensive overview of world equity markets.

The Datastream Global Equity Indices draw on the wealth of the Thomson Reuters Datastream database to provide a range of equity indices across 61 countries, 39 regions and 170 sectors worldwide and they form a comprehensive, independent standard for equity research and benchmarking.

NAME (NEW DATATYPES)

INDEX & SECURITY DATATYPE

UNITS CALCULATION METHOD SHOWING UNDERLYING I/B/E/S DATATYPE

Net Asset Value DINA Thousands Aggregate NAV1FD12

Operating Profit DIOP Thousands Aggregate OPR1FD12

Net Debt DIND Thousands Aggregate NDT1FD12

Capital Expenditure DICX Thousands Aggregate CAP1FD12

Earnings Per Share Gross DIES Per share SUM(EPS1FD12 * IBNOSH) / SUM(IBNOSH)

Cash Flow Per Share DICF Per share SUM(CPS1FD12 * IBNOSH) / SUM(IBNOSH)

Return on Asset DIRA %SUM(ROA1FD12 * IBNOSH * IBP) /SUM(IBNOSH * IBP)

Gross Margin DIGM ThousandsSUM(GRM1FD12 * IBNOSH * IBP) /SUM(IBNOSH * IBP)


Update timesFor Datastream Global Equity Indices, the I/B/E/S datatype values are updated weekly on Sundays. Each series is recalculated back to the start date at that time. This means that historic values for the indices are always based on the latest list of constituents.

Historic index valuesIt is important to note that no minimum number of constituent securities is set for the measures to be calculated. This may lead to variability in smaller markets, and for all markets in earlier years, when only a small number of securities are available for the calculation of a measure, and changes in I/B/E/S contributor coverage result in securities entering and exiting the index.

Further Information

Start datesFor a table of all I/B/E/S datatype start dates for each market and region click here.

I/B/E/S on Datastream User GuideThe User Guide is available on the Datastream Extranet click here.

Sample graphicsRefer to Chart Library within Datastream Charting.

Sample DFO workbookA useful DFO workbook has been created which displays 12-month forward measures and graphics for all Datastream Total Market Indices, sectors and regions click here.

NAME (DATATYPES RELEASED IN MAY 2013)

INDEX & SECURITY DATATYPE

UNITS CALCULATION METHOD SHOWING UNDERLYING I/B/E/S DATATYPE

Earnings Per Share DIEP Per share SUM(EPS1FD12 * IBNOSH)/SUM(IBNOSH)

Price/Earnings Ratio DIPE Ratio SUM(IBNOSH * IBP)/SUM(EPS1FD12 * IBP)

Book Value Per Share DIBV Per share SUM(BPS1FD12 * IBNOSH)/SUM(IBNOSH)

Dividend Per Share DIDV Per share SUM (DPS1FD12 * IBNOSH)/SUM (IBNOSH)

Earnings before Interest and Tax (EBIT)

DIEB Thousands Aggregate EBT1FD12

Earnings before Interest, Tax, Depreciation & Amortisation (EBITDA)

DIED Thousands Aggregate EBD1FD12

Enterprise Value DIEV Thousands Aggregate EVT1FD12

Net Income DINI Thousands Aggregate INC1FD12

Pre-Tax Profit DINP Thousands Aggregate PRE1FD12

Return on Equity DIRE %SUM(ROE1FD12 * IBNOSH *IBP) /SUM(IBNOSH * IBP)

Sales DISL Thousands Aggregate SAL1FD12

http://extranet.datastream.com/data/Equity indices/documents/IBES BASE DATES July 2013.xls

http://extranet.datastream.com/data/Equity indices/documents/IGA Guide Ver 4.0.pdf

http://extranet.datastream.com/Free_Reports/files/DFO/Templates/v2 TOTMK 12MFWD_DFO.xlsm


Equities – Update for August 2013Japan – Osaka and Tokyo merger – effective 16 July 2013The merger between the Osaka and Tokyo Stock Exchanges was successfully implemented on Datastream. For details please refer to the following link:http://extranet.datastream.com/ContentUpdate/detail.asp?Category=All&Title=&Description=&refid=&Region=All&Country=Japan&DateFrom=&pageno=1&DateTo=&cattype=&Submit=Search&MainID=6218

Hong Kong – Indicative PricesThomson Reuters is publishing Indicative Prices for Hong Kong on Datastream effective from 30 July 2013. Historical indicative prices have also been loaded and are generally available from 1 January 2003. This is in line with the Indicative Prices, which are published and reflected in the Nominal Price by the stock exchange.

As a result of this change, it will be possible for the Close (P) to be published, but all other datatypes for the day such as the Open (PO), High (PH), Low (PL), Volume (VO), Turnover (VA), Volume-Weighted Average Price (VWAP) and Alternate Close (PX) to be blank. For example:

DSCODE NAME Date PO PH PL P VO VA VWAP PA PB

362026Aeon Stores (Hong Kong)

10.06.2013 16 17 15.2

Hungary – PX datatype mapping changeEffective 24 June 2013, the data stored on the PX (Alternate Exchange Price) datatype for Budapest equities was moved to the VWAP (Volume-Weighted Average Price) datatype on Datastream. This change is to ensure consistency in the mapping of the datatypes across markets, as currently PX is updated with Volume-Weighted Average Price for Hungary.

Saudi Arabia – change in trading daysThe Tadawul Stock Exchange recently announced a change in trading days effective 30 June 2013, with the new trading days for Saudi Arabia equities from Sunday to Thursday instead of Saturday to Wednesday.

New Trading Days and Weekend – effective 30 June 2013Trading Days: Sunday to Thursday Weekend: Friday and Saturday

Previous Trading Days and WeekendTrading Days: Saturday to WednesdayWeekend: Thursday and Friday

http://extranet.datastream.com/ContentUpdate/detail.asp?Category=All&Title=&Description=&refid=&Region=All&Country=Japan&DateFrom=&pageno=1&DateTo=&cattype=&Submit=Search&MainID=6218


Equity Indices – Mandatory Restrictions on Constituent List and Weights Data – Effective 1 October 2013A number of suppliers are no longer licensing constituent-level index data for wholesale distribution through vendors to their clients and as a result, constituent data will become restricted and available only in new modules on Datastream. The changes cover constituent data from NYSE Euronext, S&P Dow Jones (for Dow Jones Sector Titans) and the National Stock Exchange of India (NSE). All the changes will be effective from 1 October 2013 and will impact clients using all versions of Datastream and Datastream Feeds.

In order to minimise the impact of these changes, it is advisable that you review as soon as possible if you wish to continue to access constituent data from these suppliers. Click on the links below for full details.

NYSE Euronext constituent listsAll constituent data (apart from security names) will be provided in six new modules.

http://extranet.datastream.com/ContentUpdate/detail.asp?MainID=6290

MODULE SERVICE CODE

NYSE Euronext Amsterdam ICW restricted lists – including benchmark and sector lists NYEUAMS

NYSE Euronext Brussels ICW restricted lists – including benchmark and sector lists NYEUBRU

NYSE Euronext Lisbon ICW restricted lists – including benchmark and sector lists NYEULIS

NYSE Euronext Paris ICW restricted lists – including benchmark and sector lists NYEUPAR

NYSE Euronext Next Group ICW restricted lists – Euronext 100, 150 indices, the Alternext All Share and Euronext Next CAC 60 indices

NYEUNEX

NYSE Euronext All ICW restricted lists (includes all the above modules) NYEUALL



National Stock Exchange of India (NSE) constituent listsAll constituent data (apart from security names) will be provided in five new modules.


Dow Jones Sector Titans constituent listsAll constituent data (including security names) will be provided in one new module.

MODULE SERVICE CODE

Dow Jones Sector Titans Constituent Data DJSTITAN

MODULE SERVICE CODE

CNX Nifty (50) NSECNXNY

CNX 100 Index NSECN100

CNX Nifty Junior NSECNXJU

Bank Nifty Index NSECNXBK

CNX IT Index NSECNXIT

NYSE Euronext All ICW restricted lists (includes all the above modules) NYEUALL


Equity Indices – Update for August 2013

Highlights for this Infostream include the release of several new indices

from Dow Jones including Islamic indices and Home Construction, MSCI

Risk Premia and ESG indices plus indices from Keefe, Bruyette & Woods

(KBW) and Middle East indices for Qatar and Palestine.

We have recently enhanced our coverage of Stoxx indices on Datastream with the addition of several Stoxx index families. The indices include the Stoxx Risk Control indices, Stoxx Global ESG Leaders Index, Stoxx Europe 600 Daily Double Short Index, EURO Stoxx 50 Leverage and Daily Short indices.

Read on for all the details.

Global Update

Stoxx IndicesWe have recently enhanced our coverage of Stoxx indices on Datastream with the addition of several Stoxx index families.

Stoxx Global 200 Risk Control 20% RV IndexThe Stoxx Risk Control indices are designed to control the risk profile of their underlying Stoxx indices. The Stoxx Risk Control indices reflect a target volatility strategy that targets a predefined volatility level: 5%, 10%, 15% and 20%. The indices therefore shift between a risk-free money market investment (measured by the applicable overnight rate) and a risky portfolio (measured by the underlying Stoxx index). The allocations of each Stoxx Risk Control Index are determined on the basis of the estimated volatility of the underlying index. The family consists of two types of index. Whereas the Stoxx Risk Control indices usually have a leverage factor of 150%, for the Stoxx Europe Large 200 Risk Control indices, the maximum portion investable into the risky portfolio is 100%.

Stoxx Global ESG Leaders IndexThe Stoxx Global ESG Leaders Index offers a representation of the leading global companies in terms of environmental, social and governance criteria, based on ESG indicators provided by Sustainalytics. The index is made up of the following three ESG sub-indices: the Stoxx Global ESG Environmental Leaders, the Stoxx Global ESG Social Leaders and the Stoxx Global ESG Governance Leaders indices.

Other indices recently added include the Stoxx Global Infrastructure indices and the Stoxx Global Rare Earth Index – click on the link below for all the details.



Stoxx Europe 600 Daily Short indicesThe Stoxx Europe 600 Daily Short indices are now available along with sector indices.


The Euro Stoxx 50 Leverage and Short indices are now available on Datastream.


MSCI new Risk Premia and ESG indicesMSCI recently launched new Risk Premia indices and constituent lists and these are now available on Datastream. The new indices include the following:

• 4 MSCI High-Dividend Yield indices• 15 MSCI Quality indices• 6 MSCI Equal-Weighted indices• 5 MSCI Minimum Volatility indices• 1 MSCI Value-Weighted index• 2 MSCI Risk-Weighted indices


Additional MSCI ESG indices are also now available on Datastream.


Dow Jones Islamic indicesAdditional Dow Jones Islamic indices are now available on Datastream. The Dow Jones Islamic Market™ index family includes thousands of broad-market, blue-chip, fixed-income and strategy and thematic indices that have passed rules-based screens for Shariah compliance.

To determine their eligibility for the indices, stocks are screened to ensure that they meet the standards set out in the published methodology. Companies must meet Shariah requirements for acceptable products, business activities, debt levels, and interest income and expenses. The screening methodology is subject to input from an independent Shariah supervisory board. By screening stocks for consistency with Shariah law, the indices help to reduce research costs and compliance concerns Muslim investors would otherwise face in constructing Islamic investment portfolios.


Dow Jones US Contrarian Opportunities Index and Select Home Construction IndexThe Dow Jones Contrarian Opportunities indices are transparent, rules-based tools for benchmarking contrarian investment strategies. The indices are designed to systematically measure the performance of stocks that lag behind the broader market in terms of recent performance, but that outrank their peers based on fundamentals-based and other qualitative criteria.

Currently the Dow Jones US Contrarian Opportunities Index is available on Datastream, which covers US-traded stocks.

INDEX NAME MNEMONIC DATATYPE START DATE

Dow Jones US Contrarian Opportunities Index

DJUSCOPPI, RI PO, PH, PL, RO, RH, RL

31/12/1991 02/12/2009


The Dow Jones US Select Home Construction Index measures the performance of the home construction sector of the US equity market.

http://www.kbw.com/research/indices

KBW indicesIndices from Keefe, Bruyette & Woods (KBW) are now available on Datastream.

KBW Global Ex-US Financials (KGX) IndexThe index is currently composed of American depository receipts. The index is a modified market capitalisation weighted index that seeks to reflect the performance of approximately 60 non-US financial companies that are principally engaged in the business of providing financial services and products, including banking, insurance and diversified financial services.

KBW Premium Yield Equity REIT (KYX) IndexThe index is calculated using a dividend yield weighted methodology that seeks to reflect the performance of approximately 24 to 40 small and mid-cap equity REITs in the USA.

KBW Capital Markets (KSX) IndexThe index is a float-adjusted modified market capitalisation weighted index that seeks to reflect the performance of companies that do business as broker-dealers, asset managers, trust and custody banks or exchanges that are publicly traded.

KBW Property & Casualty (KPX) IndexThe index is a modified market capitalisation weighted index that seeks to reflect the performance of approximately 24 property and casualty insurance companies.

KBW Financial Sector Dividend Yield (KDX) IndexThe index is constructed using a dividend yield weighted methodology that seeks to reflect the performance of approximately 24 to 40 publicly listed financial companies that are principally engaged in the business of providing financial services and products, including banking, insurance and diversified financial services, in the USA.


Dow Jones US Select Home Construction Index

DJUSSHCPI, RI PO, PH, PL RO, RH, RL

31/12/1991 14/09/2006 06/03/2008


KBW Global Ex-US Financials Index KBWGXUFPI, PO, PH, PL RI, RO, RH, RL

13/09/2007 29/06/2010

KBW Premium Yield Equity REIT Index KBWPYERPI, PO, PH, PL RI, RO, RH, RL

28/12/2000 09/05/2008

KBW Capital Markets Index KBWCPMKPI, PO, PH, PL RI, RO, RH, RL

17/11/2004 02/01/2004

KBW Property & Casualty Index KBWP&CIPI, PO, PH, PL RI, RO, RH, RL

28/12/2000 09/05/2008

KBW Financial Sector Dividend Yield Index

KBWFSDYPI, PO, PH, PL, RI RO, RH, RL

04/02/2013 22/02/2013


WNA Nuclear Energy Index The index is designed to track the overall performance of globally traded companies that are engaged in the nuclear energy industry with representation across reactors, utilities, construction, technology, equipment, service providers and fuels. The rules-based index is rebalanced quarterly from a universe of equity securities traded on recognised stock exchanges in the Americas, Europe, the Middle East, Africa and Asia/Pacific.

Morningstar Ultimate Stock-Pickers IndexThe index seeks to invest in the stocks that are most widely held and most heavily bought by the industry’s top portfolio managers. By using Morningstar’s extensive database of mutual fund portfolio holdings as well as leveraging Morningstar’s equity research, the index chooses those stocks that have been identified by some of the industry’s brightest minds as offering the highest and most reliable returns.


WNA Nuclear Energy Index (USD) WNANUE$ PI, PO, PH, PL 13/09/2007

WNA Nuclear Energy Index (Euro) WNANUEE PI, PO, PH, PL 13/09/2007


Morningstar Ultimate Stock-Pickers Index MSULSTP PI, PO, PH, PL, RI, RO, RH, RL 02/01/2013

Europe Update

Germany – DAX 30 Ex Financials Index The Deutsche Börse has launched the DAX Ex Financials 30 Index, which measures the 30 largest and most liquid companies in Germany excluding stocks classified as Banks, Financial Services and Insurance. The new index reflects the 30 largest and most actively traded companies in the Prime Standard Segment of the FWB® Frankfurter Wertpapierbörse (the Frankfurt Stock Exchange).

The DAX measures the performance of the 30 largest and best-performing companies on the German equities market and represents about 80% of the listed market capitalisation in Germany. The DAX Ex Financials 30 Index currently comprises 25 DAX companies and five MDAX companies.

Middle East Update

Palestine – Palestine Exchange indices The Palestine Exchange (PEX) was established in 1995 to promote investment in Palestine. The PEX was fully automated upon establishment – a first among the Arab Stock Exchanges. The PEX became a public shareholding company in February 2010 responding to principles of transparency and good governance. The PEX operates under the supervision of the Palestinian Capital Market Authority.

There are 48 listed companies on the PEX as of 31 May 2013 with market capitalisation of about $3 billion across five main economic sectors: banking and financial services, insurance, investments, industry, and services. Most of the listed companies are profitable and trade in Jordanian dinar, while others trade in US dollars.


DAX 30 Ex Financials Index DAX30XFPI, RI PH, PL, PO, RH, RL, RO

20/03/2003 20/06/2013



Qatar – QE Al Rayan Islamic IndexThe QE Al Rayan Islamic Index was launched by the Qatar Exchange and Al Rayan Investment. This Islamic index is a total return index reflecting both price performance and dividend income of Shariah-compliant stocks (as approved by Al Rayan’s Shariah Supervisory Board) listed on the Qatar Exchange. The index is intended to support the creation of Shariah-compliant exchange traded funds by Al Rayan Investment and has been issued with a Fatwa by its Shariah Board.


Palestine General Index PALGNRL PI, PH, PL, PO 10/01/1997

Palestine All Share Index PALALSH PI, PH, PL, PO 01/02/2011

Palestine Investment Index PALINVE PI, PH, PL, PO 01/02/2011

Palestine Indus Index PALINDU PI, PH, PL, PO 01/02/2011

Palestine Bank Index PALBANK PI, PH, PL, PO 01/02/2011

Palestine Insurance Index PALINSU PI, PH, PL, PO 01/02/2011

Palestine Service Index PALSERV PI, PH, PL, PO 01/02/2011


QE AI Rayan Islamic Index QEALRIS RI, RH, RL, RO 23/03/2009


Fund Market ExpansionDuring 2013, Datastream is introducing a number of new fund markets previously not available to users, sourcing data directly from the Thomson Reuters Lipper database.

So far in 2013, the markets in the table below have been successfully added; users can search individual funds in Navigator or use one of the Market lists to view available funds. During the rest of 2013, more markets will be made available.

New markets recently added

MARKET FUND UNIVERSE LIST

Denmark LDKALL

Finland LFIALL

Liechtenstein LLIALL

Malaysia LMYALL

Malta LMTALL

Norway LNOALL

Philippines LPHALL

Singapore LSGALL

Sweden LSEALL

Datastream supports the following data items on individual funds:• Fund Name • Fund Domicile• Fund Classification (Mutual Fund, Hedge Fund, Insurance Fund or Pension Fund)• Improved Symbology (ISIN, SEDOL and Lipper ID)• Net Asset Value – full Lipper history, stored in time series datatype P• Dividends – full Lipper history• Corporate Actions


MARKET FUND UNIVERSE LIST

Austria LATALL

Belgium LATALL

France LFRAALL

Germany LDEALL

Italy LITALL

South Africa LZAALL

Spain LESALL

Switzerland LCHALL

Some existing fund markets have been enhanced with the measures above:


Economics Round-upThere is much to report as over recent months the Economics team have added nearly 50,000 new series, handled multiple revisions and the change in European Union membership, and completed a major metadata project.

Press Release/Indentation Project CompletedMany more press releases are now presented in the Economics Explorers of Datastream Navigator. The Indentation project first described in the Q1 edition of Infostream has been completed – providing release lists and the content in tabular displays. These enhancements facilitate finding, and seeing in context, the relevant series on the day news breaks. Press Release nodes are now available for the G7 countries, Australia, the BRIC, PIGS and other G20 markets. These are located in the National Source section of the Economics Explorer hierarchy, just under the Key Indicator node for each country. In the Press Release nodes you will find the releases for that country arranged in alphabetical order by titles used by the sources on their calendars.

The individual explorer lists of the releases have been enhanced to show the hierarchy and hence relationships among series. You can see indentation in the names column, mirroring tabular displays in the source statistical releases. Over the course of the project, 15,000 new series were added to complete coverage of tables. For a listing of those series, see Content Update #6328.

National Source EventsAdditions

New Information on US ConsumersOver 2,700 new monthly consumer confidence and expectation series from Thomson Reuters/University of Michigan are now available, doubling the content set. The team at the university expanded their questionnaire, seeking more information on personal finances and housing markets from American respondents. As a result, the consumer survey series now cover responses on what’s current and expected for the following topics:• financial and income situation, and contributing factors• job security• retirement outlook • investment values and outlook• value of homes and selling conditions• gasoline prices • expectation five years out

Survey results for these topics are available for all households, by region of residence and demographic segments – age, gender, income and education. See Content Update #6172 for series listings.

This new data is part of the extensive Thomson Reuters/University of Michigan Consumer Confidence premium database. Please contact your account manager for subscription information.




Financial Accounts for Chinese IndustriesFrom the National Bureau of Statistics’ (NBS) enterprise accounts, over 4,400 new series provide balance sheet indicators by major industry sectors and detailed manufacturing industries. The concepts available for each of the 41 major sectors cover assets, sales, liabilities, expenses, taxes, profits, loss, product inventories, financial ratios, and more. The key concepts of assets, liabilities, finished goods inventories, product sales revenue and profits are available per manufacturing industry. Historical data begins in February 2010 for major sectors, and February 2012 for manufacturing detail. NBS will be providing more history in future and it will be added to the database at that time. See Content Updates #6197 and #6360 for series lists.

Australia• 345 series covering assets and liabilities by sector as produced by the Australian Bureau of

Statistics (ABS). Concepts are quarterly net transactions and amounts outstanding, starting in September 1988. The sectors are other private non-financial corporations, national general government, and state and local general government. See Content Update #6096.• 491 series comprising the bond market tables from the financial accounts by ABS. The new

coverage details transactions and levels of bonds issued in country and offshore by type of issuer. The quarterly series are generally available from Q3 1998. See Content Update #6365.

Belgium• 143 series on public finance as published by the National Bank of Belgium. The new data covers

general government debt and non-financial accounts; and official debt and financial balance of the Treasury. Series are available at all frequencies, with history generally back to 1998. See Content Updates #6280 and 6334.• 28 series on trade in diamonds as published by the Antwerp World Diamond Centre. The new

series cover total exports and imports of polished and rough diamonds. Also included is trade in polished diamonds between Belgium and its top ten partner countries. Data is monthly with history back to January 2011.

Canada180 quarterly financial account series from Statistics Canada CANSIM Matrix 378-0121. This new coverage details the non-financial assets and outstanding financial claims of the corporate sector of the economy. All series start in Q1 1990. See Content Update #6063.

Colombia41 new series from the Colombian monthly manufacturing survey as published by the National Administrative Department of Statistics. The new dataset provides annual percentage changes in real manufacturing production from January 2007. See Content Update #6363.

Czech Republic 12 indices of realised prices of flats, from the Czech Statistical Office. There are aggregate series on both new and second-hand flats; and also new flats in Prague. The data is quarterly with three to five years’ history. See Content Update #6217.

Denmark174 series detailing trade in services as compiled by Statistics Denmark. The quarterly series start in Q1 2005 and are available both seasonally and not seasonally adjusted. The data covers trade by type of service and in terms of partner country/area. See Content Update #6374.

India• 6 new Residex house price indices from the National Housing Bank (NHB) of India. New series

provide data for cities Chandigarh, Coimbatore, Dehradun, Meerut, Nagpur and Raipur. These are newly produced starting in Q1 2013. See Content Update #6301.• 12 export series from the Gem & Jewellery Export Promotion Council – India (GJEPC). Data is

available for diamonds, gold and silver, and pearl gems and jewels. The series are monthly with history from April 2008. See Content Update #6361.














Japan• 5 home price indices as produced by the Tokyo Stock Exchange (TSE). The indices are calculated

from transaction data of used condominiums in the Tokyo Metro Area, Tokyo, Chiba, Kanagawa and Saitama and taken from the Real Estate Information Network (REIN) for East Japan. The repeat-sales method, which is based on price changes between two transactions of equivalent properties, is used. The series are monthly and start in June 1993. See Content Update #6313.• 144 Tankan predicted exchange rate series as produced by the Bank of Japan (BOJ). The new

category is under Annual Projections of the Tankan Survey of Enterprises and represents the expected average of predicted exchange rates of Japanese yen per US dollar. The series are reported in annual and semi-annual frequencies with earliest history from 1996. See Content Update #6343.

Netherlands• 76 series that fill gaps in coverage of the Dutch national accounts. The new data includes items in

production, expenditure, income and external transaction of the accounts. The series are quarterly, in current and constant prices, and with history generally available from Q1 1988. See Content Update #6307.• 54 series that are components of assets and liabilities of households as reported by the Dutch

Central Bank. The series are expressed as flows; available at annual and quarterly frequency and with history back to Q4 1998. See Content Update #6231.

New Zealand70 new GDP series as published by Statistics New Zealand. The data details industry groups as per the production approach of GDP. They are available annually with earliest history from 1972. See Content Update #6252.

Pakistan31 International Investment Position series from the State Bank of Pakistan. The new coverage provides quarterly counterparts to the existing annual series with historical data starting Q1 2010. See Content Update #6353.

Poland• 92 series from the National Bank of Poland’s (NBP) Senior Loan Officer Opinion Survey on Bank

Lending Practices and Credit Conditions. Data is quarterly with history generally from Q4 2003. See Content Update #6132.• 236 series of trade by commodity from the Central Statistical Office of Poland. Exports and imports

are detailed in accordance with the Combined Nomenclature Classification of Poland (GUS). All series are annual with historical data starting in 2004. See Content Update #6152.

Portugal214 Portuguese export series by country as published by the National Institute of Statistics (INE). Together with the 39 existing ones, they form the complete breakdown of exports to partner countries. Series are monthly with history generally from January 1993. See Content Update #6100.

Saudi Arabia214 Balance of Payments (BOP) series as published by the Saudi Arabia Monetary Agency. The series are quarterly whereas the BOP coverage was previously just at annual frequency. History is available from Q1 2009. See Content Update #6291.

Switzerland180 series detailing employment by industry as published by the Federal Statistics Office of Switzerland. The new dataset measures the full-time equivalent jobs (FTE) with breakdown in accordance with BESTA nomenclature, the Swiss version of NACE Rev 2 for employment statistics. All series are quarterly with historical data starting from Q3 1991. See Content Update #6183.

Taiwan 86 automotive series as reported by the Taiwan Transportation Vehicle Manufacturers Association. The new series cover production and sales of automobiles, classified by model and company. They are available annually from 1979 and monthly from August 2001. See Content Update #6297.














Thailand30 new CPI series as reported by the Bureau of Trade and Economic Indices, Ministry of Commerce, Thailand. The indices include CPIs for food, non-food and beverage items, and fuel. Core rural CPIs were also added, along with components. All series are monthly with history from January 2002. See Content Updates #6094 and 6321.

Turkey• 31 house price indices as published by Central Bank of the Republic of Turkey. The indices are

constructed to monitor price movements in the Turkish housing market. The data covers all houses on a countrywide basis according to NUTS-Level 2, as well as new houses constructed in the last two years for Istanbul, Ankara and Izmir. Figures are reported monthly with history going back to January 2010. See Content Update #6288.• 118 series to cover the new balance sheet presentation for/from Central Bank of the Republic of

Turkey. The new monthly series carry historical data from January 2013. See Content Update #6266.

UK394 labour statistics from the Office for National Statistics (ONS). The series comprise employee jobs, workforce jobs and self-employed by industry; and workforce jobs by region. The new data is quarterly with history from Q1 1996. Figures are not published in official ONS releases but available from ad hoc ONS datasets obtained by Thomson Reuters. See Content Update #6254.

USA• 113 additional series detailing imports of crude oil and petroleum products by country as published

by the Energy Information Administration (EIA). Data is in barrels per day and available from January 1973. See Content Update #6126.• 51 state leading indices from the Federal Reserve Bank of Philadelphia. The data describes the

current and future economic situation of the states with special coverage of Pennsylvania, New Jersey and Delaware. Series are monthly with start dates of January 1982. See Content Update #6304.

Vietnam6 producer price indices as reported quarterly by the General Statistics Office of Vietnam (GSO). These introduce PPIs to our Vietnamese coverage. Series include PPI for total and manufacturing industries and cover base periods CPPY=100, PP=100 and cumulative CPPY=100. Historical data is available from Q1 2011. See Content Update #6226.

Other additions from national sources are detailed in these Content Updates:

6131 Austria Industrial Production Index

6389 Belgium Diamond Export & Imports

6306 Belgium General Government Accounts

6167 Canada Trusteed Pension Funds

6391 China CIA Real Estate Transaction

6147 China Outward Foreign Direct Investment

6257 Colombia Energy Demand

6363 Colombia Manufacturing Survey Annual Percentage Change

6219 Czech Republic Labour Force Sample Survey

6346 France Government Bonds Ownership

6281 India External Debt Currency Composition

6387 India Yarn, Fibre & Cloth Production

6296 Japan Bond Transactions & Trading Volume of Securities

6259 Japan Currency Trade Ratio

6177 Japan Hourly Cash Earnings

























6212 Japan Sources of Changes in Current Account Balances

6295 Malaysia Distributive Trade Volume Indices

6077 New Zealand Government Financial Performance

6353 Pakistan International Investment Position

6095 Pakistan Sensitive Price Index

6274 Poland Dwellings

6216 Poland GDP Per Capita

6394 Portugal Flow of Funds – Financial Account

6066 South Korea International Investment Position

6159 South Korean Wholesale and Retail Trade Index

6293 Sweden Economic Forecasts

6211 Switzerland International Trade with China

6245 Taiwan Export Orders by Product and Zone

6093 Thailand Manufactured Goods Prices

6395 UK Output in the Construction Industry (Chained Volume Measure)

6272 US RBC Consumer Outlook Index

6166 US Weekly Petroleum Imports and Exports

National Source EventsRevisions/Changes

Revisions continue unabated as statistical agencies rebase indices and real economic data to more recent reference periods. To date, over 240 Content Updates have been issued describing country changes and one summarising recent European rebasings (#6329).

Both the USA and UK have made comprehensive revisions to their national accounts, not just rebasing, but also updating concepts to be in line with current economic factors. For full details see Content Updates #6244 and 6294 for the UK and the following for the USA:

To stay current with these changes, please subscribe to receive announcements by email. This is a free service that can be subscribed to on the Datastream Extranet.

6303Advance Notice: Comprehensive Revisions to US National Income and Product Accounts

6351Advance Notice: Comprehensive Revisions to US National Income and Product Accounts (Part II)

6364Advance Notice: US Personal Income & Detailed Personal Consumption Expenditure Revisions

6369Final Notice: Comprehensive Revisions to US National Income and Product Accounts






















International Source EventsAdditions

Markit Introduces Sector PMIsMarkit Economics has released detailed sector Purchasing Managers’ Indexes (PMIs) to further provide timely economic signals. The 630 new series cover both Global and European Union PMIs. The data is derived from survey panels of over 20,000 private sector companies around the world. Respondents are asked to state whether business conditions for a number of variables have improved, deteriorated or stayed the same compared with the previous month. These are aggregated to form raw PMI data in the same way that standard PMI data is calculated, with an end result of seasonally adjusted diffusion indices.

Component indicators, such as output, order books, input prices, inventories and employment, are available for 8 major groups, 18 sectors and 8 further subsectors based on the Markit sector classifications. Series are monthly with historical data from January 1998. This new PMI data is a contracted premium service. Clients may subscribe by contacting Markit Economics directly through email to: mailto:[email protected] or via the internet at http://www.markit.com/sites/en/about/registrations/pmi-registration.page.

ECB Bank Lending SurveyCoverage of the European Central Bank’s Lending Survey has been extended by six questions for addition of another 376 series. Banks were asked about loan demand, credit lines and credit standards – what the situation was in the past three months and what is expected. Data was collected for Euro Area borrowers and series created for enterprises by size, consumer house purchases, and other consumer credit. The data is quarterly with history from Q1 2003. For more details on the statistics, please visit the ECB website via this link: http://www.ecb.int/stats/money/surveys/lend/html/index.en.html. See Content Update #6230 for series listing.

Other New ECB Series • 123 new series completing coverage of the harmonised competitiveness indicators (HCIs).

According to ECB, the HCIs provide “meaningful and comparable measures of Euro Area countries’ price and cost competitiveness that are also consistent with the real effective exchange rates (EERs) of the euro”. The new series include HCIs based on either consumer price indices (CPI), GDP deflator or unit labour costs. For series listings, see Content Update #6300.• 186 additional series from the Euro Area economic and financial accounts. The new series detail

the non-financial sector of member countries Italy and Portugal. They are quarterly and generally available beginning Q1 1999. See Content Update #6220.• 183 monthly interest rates for loans by monetary financial institutions (MFI) to non-financial

corporations (NFC). The new coverage details rates for the entire maturity of loans granted by MFIs to NFCs in EU countries. Historical values start in January 2003. See Content Update #6262.

International Source EventsChanges

European Union AggregatesOn 1 July 2013, Croatia became the 28th nation to join the European Union. As sources publish series for the new 28-member definition, appropriate changes are being made in the Economics database. Eurostat, European Commission and the Economist Intelligence Unit have already begun. See Content Updates #6267, 6327, 6371 and 6397 for the details.

International Monetary Fund IFSThe Navigator presentation of the 180,000 series from IMF International Financial Statistics has been redone to mirror current categorisation by the International Monetary Fund and ensure comparability. In addition, the series can now be viewed in either subject or area hierarchies. The IMF-IFS subject groups are: Balance of Payments, Exchange Rates, External Trade, Financial Indicators, Fund Accounts, Government Finance, International Investment Position, International Reserves, Labour Markets, National Accounts, Price Indices, Industry Indicators and Commodity Prices. For more details, see Content Update #6269.

http://www.markit.com/sites/en/about/registrations/pmi-registration.page

http://www.markit.com/sites/en/about/registrations/pmi-registration.page

http://www.ecb.int/stats/money/surveys/lend/html/index.en.html

http://www.ecb.int/stats/money/surveys/lend/html/index.en.html











World Bank Datasets• With the July 2013 release of World Development Indicators, the World Bank introduced 2005

as the new reference year of its national accounts in constant USD prices. Series were revised accordingly. See Content Update #6366 for more information.• The World Bank renamed its Global Development Finance database to International Debt Statistics

and the same was done to the Explorer node on Datastream. Other impacts of this change were discontinuation of 2,152 series that the bank has ceased to publish altogether. Another 799 series that were in the GDF and duplicates of series in the World Development Indicators dataset are not included in the IDS. The WDI series have been given GDF mnemonics as synonyms. For more details see Content Update #6144.




Coming Soon: Additional Government Benchmark Yield Time Series and Datastream Yield Curve ListsDatastream has been working on a strategic expansion of its Government Benchmark Yield time series coverage and Yield Curves throughout 2013, with a target of 70 global markets by end of Q3.

Up to now, coverage has been expanded to 49 Government Benchmark Yield Curves made up of 531 constituent benchmark time series (see Table 1).

Coming soon are an additional 21 Government Benchmark Yield Curves made up of 130 constituent benchmark time series (see Table 2). Constituent Benchmark Curve lists will also be made available for use in Datastream Charting.

This supplements the Datastream Fixed Income Security database, which currently covers 50 global government and corporate bond markets.

Benchmark bid yield data is ingested end of day directly from the databases of record that support Eikon and are mapped directly to product RIC codes.

NOTE: Historical data available for each series is variable due to both available benchmark issuance/tenors and market price liquidity.

Table 1: Current coverage – at a glanceGives an overview of existing bond market benchmarks hosted in Datastream by country, with indication of the tenors available.

BENCHMARK COUNTRY SERIES

1 W

1 M

2 M

3 M

6 M

9 M

1Y

2Y

3Y

4Y

5Y

6Y

7Y

8Y

9Y

10 Y

11 Y

12 Y

14 Y

15 Y

20 Y

25 Y

30 Y

35 Y

40 Y

50 Y

Argentina 5 Y Y Y Y Y

Australia 15 Y Y Y Y Y Y Y Y Y Y Y Y Y Y Y Y

Austria 14 Y Y Y Y Y Y Y Y Y Y Y Y Y Y

Belgium 15 Y Y Y Y Y Y Y Y Y Y Y Y Y Y Y

Brazil 7 Y Y Y Y Y Y Y

Bulgaria 6 Y Y Y Y Y Y

Canada 12 Y Y Y Y Y Y Y Y Y Y Y Y

China 12 Y Y Y Y Y Y Y Y Y Y Y Y

Colombia 5 Y Y Y Y Y



1 W

1 M

2 M

3 M

6 M

9 M

1Y

2Y

3Y

4Y

5Y

6Y

7Y

8Y

9Y

10 Y

11 Y

12 Y

14 Y

15 Y

20 Y

25 Y

30 Y

35 Y

40 Y

50 Y

Cyprus 4 Y Y Y Y

Czech Rep 15 Y Y Y Y Y Y Y Y Y Y Y Y Y Y Y

Denmark 9 Y Y Y Y Y Y Y Y Y

Eurozone 17 Y Y Y Y Y Y Y Y Y Y Y Y Y Y Y Y Y

Finland 10 Y Y Y Y Y Y Y Y Y Y

France 16 Y Y Y Y Y Y Y Y Y Y Y Y Y Y Y Y

Germany 14 Y Y Y Y Y Y Y Y Y Y Y Y Y Y

Greece 8 Y Y Y Y Y Y Y Y

Hong Kong 12 Y Y Y Y Y Y Y Y Y Y Y Y

Hungary 7 Y Y Y Y Y Y Y

India 14 Y Y Y Y Y Y Y Y Y Y Y Y Y Y

Indonesia 14 Y Y Y Y Y Y Y Y Y Y Y Y Y Y

Ireland 7 Y Y Y Y Y Y Y

Israel 5 Y Y Y Y Y

Italy 17 Y Y Y Y Y Y Y Y Y Y Y Y Y Y Y Y Y

Japan 15 Y Y Y Y Y Y Y Y Y Y Y Y Y Y Y

Kenya 14 Y Y Y Y Y Y Y Y Y Y Y Y Y Y

Korea 7 Y Y Y Y Y Y Y

Lithuania 6 Y Y Y Y Y Y

Malaysia 4 Y Y Y Y

Mexico 11 Y Y Y Y Y Y Y Y Y Y Y

Netherlands 14 Y Y Y Y Y Y Y Y Y Y Y Y Y Y

New Zealand 9 Y Y Y Y Y Y Y Y Y

Norway 10 Y Y Y Y Y Y Y Y Y Y

Philippines 12 Y Y Y Y Y Y Y Y Y Y Y Y

Poland 16 Y Y Y Y Y Y Y Y Y Y Y Y Y Y Y Y

Portugal 15 Y Y Y Y Y Y Y Y Y Y Y Y Y Y Y

Russia 10 Y Y Y Y Y Y Y Y Y Y

Singapore 7 Y Y Y Y Y Y Y

Slovakia 8 Y Y Y Y Y Y Y Y

South Africa 10 Y Y Y Y Y Y Y Y Y

Spain 15 Y Y Y Y Y Y Y Y Y Y Y Y Y Y Y

Sri Lanka 7 Y Y Y Y Y Y Y

Sweden 14 Y Y Y Y Y Y Y Y Y Y Y Y Y Y

Switzerland 15 Y Y Y Y Y Y Y Y Y Y Y Y Y Y

Taiwan 5 Y Y Y Y Y

Thailand 7 Y Y Y Y Y Y Y

Turkey 8 Y Y Y Y Y Y Y Y

United Kingdom 16 Y Y Y Y Y Y Y Y Y Y Y Y Y Y Y Y

United States 10 Y Y Y Y Y Y Y Y Y Y

Vietnam 6 Y Y Y Y Y Y


Table 2: Coming soon – at a glanceGives an overview of new bond market benchmarks coming soon in Datastream by Country, with indication of the tenors available.


1 W

1 M

2 M

3 M

6 M

9 M

1Y

2Y

3Y

4Y

5Y

6Y

7Y

8Y

9Y

10 Y

11 Y

12 Y

14 Y

15 Y

20 Y

25 Y

30 Y

35 Y

40 Y

50 Y

BOTSWANA 4 Y Y Y Y

CHILE Peso 8 Y Y Y Y Y Y Y Y Y

CHILE UDF 8 Y Y Y Y Y Y Y Y

Croatia 7 Y Y Y Y Y Y Y

GHANA 5 Y Y Y Y Y

ICELAND 3 Y Y Y Y

LATVIA 8 Y Y Y Y Y Y Y Y

MALTA 8 Y Y Y Y Y Y Y Y

MAURITIUS 3 Y Y Y

MOROCCO 6 Y Y Y Y Y Y

Nigeria 12 Y Y Y Y Y Y Y Y Y Y Y Y

PAKISTAN 9 Y Y Y Y Y Y Y Y Y

PERU 6 Y Y Y Y Y Y

ROMANIA 5 Y Y Y Y Y

SAUDI ARABIA 6 Y Y Y Y Y Y

SERBIA 8 Y Y Y Y Y Y Y Y

SLOVENIA 3 Y Y Y

TANZANIA 4 Y Y Y Y

UGANDA 8 Y Y Y Y Y Y Y Y

ZAMBIA 9 Y Y Y Y Y Y Y Y Y


Sukuk Islamic Benchmark Bond Series Available on DatastreamThomson Reuters has added the Sukuk Islamic Benchmark Bond series to Datastream. The launch of the series brings greater coverage to Fixed Income government yield series.

Underlying instruments are selected based on time to maturity, high rating and denomination of US dollars. The instruments will be reviewed on a regular basis to ensure that the most suitable Sukuk are used in the yield curve.

Series and DatatypesThe series cover short and long-term maturities ranging from two weeks to ten years. There are 12 series in total and four data items available.

DATATYPE DESCRIPTION

IR Interest Rate Mid Yield

IB Interest Rate Bid Yield

IO Interest Rate Offer Yield

PB Bid Price

SERIES MNEMONIC SERIES DESCRIPTION HISTORY START DATE

TRSUK2W TR SUKUK 2W BMK BOND INDEX 27/05/2009

TRSUK1M TR SUKUK 1M BMK BOND INDEX 25/05/2009





TRSUK1Y TR SUKUK 1Y BMK BOND INDEX 20/05/2008




SERIES MNEMONIC SERIES DESCRIPTION HISTORY START DATE



TRSUK10 TR SUKUK 10Y BMK BOND INDEX 03/11/2008

LIST MNEMONIC DESCRIPTION

LTRSUBMK TR Sukuk Benchmark List


Commodities & EnergyDow Jones UBS Commodity Indices Expansion Datastream has significantly expanded its DJ UBS coverage with the release of 385 new commodity indices. The new offering includes the following products:• DJ-UBS composite indices hedged in various currencies: Canadian dollar, Polish zloty and

Swedish krona. • Commodity sub-indices such as Crude Oil, Gold, Coffee, hedged in various currencies: Swiss franc,

Australian dollar, Canadian dollar, euro, yen and sterling.• Commodity sub-indices from one-month to six-month forward cycles in US dollars.• Roll Select commodity indices in US dollars.• DJ-UBS Commodity ex-Agriculture and Livestock in euros.

Total Return (TR) and Excess Return (XS) indices are available with start date from April 2013.

The DJ-UBS Commodity ex-Agriculture and Livestock Capped indices are also available with histories commencing from January 1991. These indices aim to provide investors with exposure to the DJ-UBSCI excluding the Agriculture and Livestock sectors, while limiting concentration in the Petroleum sector. Only one component is permitted to reach a maximum weight of 30%, with any excess weight distributed proportionately among the remaining commodities. For the purpose of capping, the eight components of the index are Petroleum (WTI Crude Oil, Brent Crude Oil, RBOB Gasoline and Heating Oil), Natural Gas, Gold, Silver, Aluminium, Copper, Nickel and Zinc).

Further information as well as mnemonics can be found on the official releases, Content Updates #6337 and #6170.

S&P GSCI Commodity Indices Expansion Thomson Reuters has released S&P GSCI Risk Weight, Roll Weight Select, Dynamic Roll Capped Component Commodity Indices as well as the 3-Month Forward All Metals indices with history commencing from January 1995.

The Risk Weight indices are a modified weight version of the S&P GSCI. It measures and uses the risk contribution of each commodity sector to the overall index risk by applying a risk parity concept, then limits the maximum sector weight to 33%. The five sectors in the S&P GSCI Risk Weight are the same as the sectors in the S&P GSCI: Energy, Industrial Metals, Precious Metals, Agriculture and Livestock.

Roll Weight Select indices aim to reduce the negative impact of contango by modifying the weights of the commodities according to the relative change in the realised roll yield for each commodity in the index.

The S&P GSCI Dynamic Roll Capped Component 35/20 uses a flexible monthly futures contract rolling strategy in order to determine the new futures contract months for the underlying commodities. The S&P GSCI Dynamic Roll Capped Component 35/20 indices use a systematic methodology to search for the optimal contract months along the curve, choosing from a set of the most liquid for a given commodity.




MNEMONIC NAME

SPGSRWP S&P GSCI Risk Weight Spot Index

SPGSRWX S&P GSCI Risk Weight Excess Return Index

SPGSRWT S&P GSCI Risk Weight Total Return Index

SPGSRWS S&P GSCI Roll Weight Select Spot Index

SPGRWSX S&P GSCI Roll Weight Select Excess Return Index

SPGRWST S&P GSCI Roll Weight Select Total Return Index

SPDYUCH S&P GSCI Dynamic Roll Capped Component Spot Index

SPDYUCX S&P GSCI Dynamic Roll Capped Component Excess Return Index

SPDYUCT S&P GSCI Dynamic Roll Capped Component Total Return Index

SG3MACP S&P GSCI All Metals 3-Month Forward Capped Component Price Index

SG3MACE S&P GSCI All Metals 3-Month Forward Capped Component Excess Return

SG3MACT S&P GSCI All Metals 3-Month Forward Capped Component Total Return Index

SG3MAMP S&P GSCI All Metals 3-Month Forward Price Index

SG3MAME S&P GSCI All Metals 3-Month Forward Excess Return

SG3MAMT S&P GSCI All Metals 3-Month Forward Total Return Index

Further information as well as mnemonics can be found on the official release, Content Update #6338.

East European Electricity Prices Thomson Reuters has expanded four East European electricity markets:• Polish electricity from the Power Exchange POLPX. • Romanian electricity from the OPCOM Exchange. • Slovenian electricity from BSP Regional Energy Exchange. • Czech Republic electricity prices from market operator OTE.

For all markets, day-ahead prices are available for hourly fixings (01-24 hours), as well as electricity indices for peak, base and off-peak indices. As per standard practice, all prices are day-ahead prices; the price traded in today’s session is for the price agreed for next working day.

Further information as well as mnemonics can be found on the official release, Content Updates #6357, #6238, #6240 and #6239.







Thomson Reuters European Baseload and Peakload Composites Thomson Reuters has released 33 TRPC (Thomson Reuters Power Composite) Peakload and Baseload European continuous electricity series with history commencing from February 2007. Countries include Germany, France, Netherlands, Belgium, Italy and the UK based on daily, monthly, quarterly, yearly futures, and for the UK series seasonal futures are also available.

These series are calculated by Thomson Reuters with prices obtained from various brokers who contribute on a real-time basis and final prices taken at 22:45 GMT. All end-of-day values are manually checked, validated and compared against benchmark sources such as Argus, Platts and McCloskey, to ensure validity of prices received against other benchmark sources.


Thomson Reuters Natural Gas Continuation Series Thomson Reuters has released 20 TRPC (Thomson Reuters Power Composite) Natural Gas continuation series for different regions:• Germany (Netconnect)• Netherlands (Title Transfer Facility – TTF)• Belgium (Zeebrugge) • UK (National Balancing Point NBP)

Histories commence from December 2002 and series available are based on prices contributed by brokers for daily, monthly, quarterly, yearly, seasonal futures.


Oil Crudes and Crude Spreads Differentials Datastream has expanded its crude oil coverage to include new crude series for North Sea, Mediterranean and West Africa oilfields. Content for these Thomson Reuters series is provided by local and contributed broker sources. In additional, Brent Forties Oseberg BFO end-of-day price differentials against other key crudes have also been added to the Datastream product. History on some series commences in 1990 and prices available are bid (PB), ask (PA) and mid price (P).





Platts Biofuels and Russian Crude Oil SeriesThomson Reuters has added new energy Platts categories to its existing coverage. Platts is a leading global provider of energy, petrochemicals and metals information, and a premier source of benchmark price assessments for those commodity markets. From an original focus on petroleum, Platts gradually expanded its purview to include petrochemicals, metals, shipping and other energy-related commodities – natural gas, electric power, coal, nuclear, biofuels and other renewable.

Platts content is a restricted content set and available on Datastream on a pass-through basis; this offering is available through the following Platts market data categories:

• Biofuels: Miscellaneous Non-Platts Data (Platts Data Category = BX)• Russian Netbacks (Platts Data Category = RN)

The biofuels category consists of ethanol prices from DTN and Russian Netbacks include Russian prices for crude oil, jet fuel, diesel, gasoil and gasoline.

Clients wishing to subscribe to Platts can find the order form and FAQ on this link: http://extranet.datastream.com/data/Commodities/Index.htm


CRUspi Steel Commodity Indices Thomson Reuters has released CRUspi Metal Indices on Datastream along with full historical data commencing from April 1994 directly from CRU.




The CRU Steel Price Indicator (CRUspi) comprises a set of eight price indicators, derived from prices published in CRU’s monthly product-specific monitors. Indicators are based on actual steel and metallic’s transaction prices, weighted by apparent demand and represent price movements in the USA, Europe and Asia.


Fine Wine: Liv-ex Bordeaux 500 IndexThomson Reuters has released the Liv-ex Bordeaux 500 Index with histories back to 2003 and mnemonic LIVBRDI.

The Liv-ex Bordeaux 500 is Liv-ex’s most comprehensive index and reflects trends in the wider fine wine market. It represents the price movement of 500 leading wines and is calculated monthly using the Liv-ex Mid Price. The index is calculated from the constituents of the six sub-indices: the Fine Wine 50, the Right Bank 50, the Second Wine 50, the Sauternes 50, the Right Bank 100 and the Left Bank 200.

For more information go to this link: http://www.liv-ex.com/staticPageContent.do?pageKey=Bordeaux_500

MNEMONIC NAME

CRULONG CRUspi Steel Long Products Indicator

CRUSTNL CRUspi Stainless Steel Indicator

CRUGLOB CRUspi Steel Global Indicator

CRUASIA CRUspi Steel Asia indicator

CRUEURO CRUspi Steel Europe Indicator

CRUFLAT CRUspi Steel Flat Products Indicator

CRUNUSA CRUspi Steel North America Indicator

CRUMETL CRUspi Steel Metallics Indicator



FuturesNew Currency FieldThomson Reuters has released new Futures contract facts available on Datastream.

ISO Currency fields for Lot Size, Tick Size and Tick Value enable futures users to easily recognise the trading currency of each contract and key for investment managers to correctly calculate the futures contract value held in their portfolios. Currencies are available for all single series as well as continuous series.

In the above example the different currency attributes are easily identified, eg CME Japanese Yen contract size is in yen, while the tick value is in US dollars and tick size in US cents.

Swedish Fixed Income DerivativesThomson Reuters has released Nasdaq OMX Fixed Income Derivatives data on Datastream. Nordic Fixed Income Derivatives are traded and cleared in a unique market structure. Trades in fixed income derivatives are reached through bilateral negotiations between buyers and sellers, and reported to Nasdaq OMX Derivatives Markets for central counterparty clearing.

DESCRIPTION DATATYPE

Contract (Lot) Size Currency FLOTCUR

Tick Size Currency TICKSCUR

Tick Value Currency TICKVCUR

NAME TICK SIZE TICK SIZE CURRENCY

TICK VALUE TICK VALUE CURRENCY

CONTRACT SIZE

CONTRACT SIZE CURRENCY

CBT-30 YEAR US T-BOND SEP 2013 0.03125 USD 31.25 USD 100000 USD

CME-3 MTH EURODOLLAR DEC 2014 0.0025 USD 6.25 USD 1000000 USD

CME-JAPANESE YEN CONTINUOUS 0.0001 USX 12.5 USD 12500000 JPY

CME-JAPANESE YEN DEC 2013 0.0001 USX 12.5 USD 12500000 JPY

CME-LIVE CATTLE CONTINUOUS 0.025 USX 10 USD 40000 USD

CME-FEEDER CATTLE CONTINUOUS 0.025 USX 12.5 USD 50000 USD

NYM-LIGHT CRUDE OIL CONT LTDT 0.01 USD 10 USD 1000 USD


DS CLASS RIC CHAIN DESCRIPTION START DATE

SFK 0#SE10YT: 10-year Swedish Government Bond 22/03/2012

SFI 0#SE5YT: 5-year Swedish Government Bond 22/03/2012

SFD 0#SE2YT: 2-year Swedish Government Bond 22/03/2012

SFL 0#RIBA: Riksbank Bond 15/04/2009

SFJ 0#SE3MF: SEK 3-Mth IMM FRA Interest Rate 29/06/2009

DS CLASS RIC ROOT DESCRIPTION START DATE

TLM LFOFARAM Low Sulphur Fuel Oil ARA FOB Swap 15/03/2010

TGM MOGFARAM Motor Gasoline ARA FOB Swap 15/03/2010

TSM HFOFMEDM High Sulphur Fuel Oil MED Swap 15/03/2010

TFM FO180SGSWM Fuel Oil 180CST FOB Cargo Singapore Swap 31/03/2005

Thomson Reuters Forward Curve Assessments Thomson Reuters has released Forward Curves Assessments data on Datastream. The Forward Curves Assessments data is calculated based on the Spreads* obtained for each of the products applied to the respective calendar strips to calculate the outright swap for each of those products.

Below are the Class Codes available with the base date.

*Spreads – crack and differential for the products are assessed from the price discovery process during the day. The process involves assessing data from different sources, brokers, traders and editorial.

Individual futures as well as continuous series are available for price close/settlement for these classes.

NAME LAST TRADE DATE PRICE SETT

FUEL OIL 180CST FOB CARG SG AUG 2013 15/08/2013 600.25

FUEL OIL 180CST FOB CARG SG SEP 2013 15/09/2013 602.75

FUEL OIL 180CST FOB CARG SG OCT 2013 15/10/2013 604.25

FUEL OIL 180CST FOB CARG SG NOV 2013 15/11/2013 603.75

FUEL OIL 180CST FOB CARG SG DEC 2013 15/12/2013 603.25

FUEL OIL 180CST FOB CARG SG JAN 2014 15/01/2014 603.25

FUEL OIL 180CST FOB CARG SG FEB 2014 14/02/2014 603

FUEL OIL 180CST FOB CARG SG MAR 2014 15/03/2014 602.75

FUEL OIL 180CST FOB CARG SG APR 2014 15/04/2014 602.25

FUEL OIL 180CST FOB CARG SG MAY 2014 15/05/2014 601.75

FUEL OIL 180CST FOB CARG SG JUN 2014 15/06/2014 601

FUEL OIL 180CST FOB CARG SG JUL 2014 15/07/2014 599.75

FUEL OIL 180CST FOB CARG AUG 2014 15/08/2014 598.25



OptionsThomson Reuters has released key index options benchmarks for Poland and Greece. The WIG20 index options are available with the class code = WWIG and the Athens FTSE Top 20 index available with class code = AF20.

The table below shows the options moneyness term structure for WIG20 index option with one-month and three-month constant maturities for 12 August 2013.

NAME IMPLIED VOL 1 MTH IMPLIED VOL 3 MTH

WWIG 80% MONEYNESS 33.18 28.28






WWIG 110% MONEYNESS 16 15.3




Company Additions to WorldscopeDuring the April to June period, 256 companies were added to the Worldscope database. These additions included 126 US and 19 UK, 18 Canadian and 14 Japanese companies. A total of 8,351 active companies have now been added, with data sourced from the Reuters Fundamentals database.

Worldscope’s total coverage at the end of June consisted of 75,099 companies, 46,563 of which were active companies. As at 16 August, 12,631 of these companies were limited dataset companies (8,855 active).

COUNTRY TOTAL MAR 2013

COMPANIES ADDED APR-JUN 2013

ACTIVE JUN 2013

INACTIVE JUN 2013

TOTAL JUN 2013

TOTAL ACTIVE FROM REUTERS FUNDAMENTALS JUN 2013

ARGENTINA 144 1 106 39 145 19

AUSTRALIA 2907 8 1950 965 2915 47

AUSTRIA 212 0 92 120 212 4

BAHAMAS 11 0 10 1 11 10

BAHRAIN 45 0 43 2 45 2

BANGLADESH 68 0 68 0 68 68

BARBADOS 12 0 12 0 12 12

BELGIUM 323 0 146 177 323 4

BERMUDA 113 1 82 32 114 10

BOLIVIA 15 0 15 0 15 15

BOSNIA & HERZEGOVINA 92 0 89 3 92 89

BOTSWANA 19 0 19 0 19 17

BRAZIL 687 6 384 309 693 23

BULGARIA 275 0 258 17 275 257

CAMBODIA 2 0 2 0 2 2

CANADA 5046 18 3352 1712 5064 1835

CAYMAN ISLANDS 51 0 33 18 51 10

CHILE 324 0 250 74 324 44

CHINA 3474 5 3315 164 3479 49

COLOMBIA 111 0 82 29 111 40

COSTA RICA 8 0 8 0 8 8

COTE D'IVOIRE 29 0 29 0 29 29

CROATIA 116 0 108 8 116 97




ACTIVE JUN 2013

INACTIVE JUN 2013

TOTAL JUN 2013


CYPRUS 136 2 119 19 138 118

CZECH REPUBLIC 91 0 17 74 91 0

DENMARK 586 0 343 243 586 175

ECUADOR 12 0 12 0 12 12

EGYPT 223 0 204 19 223 86

EL SALVADOR 9 0 8 1 9 8

ESTONIA 17 0 15 2 17 6

FAROE ISLANDS 3 0 3 0 3 3

FIJI 15 0 15 0 15 15

FINLAND 245 0 126 119 245 2

FRANCE 1818 5 799 1024 1823 27

GEORGIA 1 0 1 0 1 1

GERMANY 1706 2 959 749 1708 53

GHANA 29 0 28 1 29 28

GREECE 460 0 286 174 460 15

GUATEMALA 6 0 6 0 6 6

GUERNSEY 28 0 25 3 28 24

GUYANA 3 0 3 0 3 3

HONDURAS 5 0 5 0 5 5

HONG KONG 1346 5 1148 203 1351 16

HUNGARY 72 0 43 29 72 7

ICELAND 26 0 10 16 26 4

INDIA 2823 5 2621 207 2828 161

INDONESIA 534 6 470 70 540 1

IRELAND 175 0 64 111 175 2

ISLE OF MAN 14 1 14 1 15 14

ISRAEL 631 1 512 120 632 275

ITALY 579 1 282 298 580 11

JAMAICA 28 0 25 3 28 25

JAPAN 5127 14 3677 1464 5141 35

JERSEY 14 0 12 2 14 12

JORDAN 258 0 241 17 258 185

KAZAKHSTAN 58 0 52 6 58 49

KENYA 55 0 55 0 55 30

KOREA (SOUTH) 2179 3 1732 450 2182 484

KUWAIT 209 0 207 2 209 19

LATVIA 33 0 32 1 33 32

LEBANON 12 0 12 0 12 6

LITHUANIA 41 0 33 8 41 17

LUXEMBOURG 99 2 60 41 101 11

MACEDONIA 33 0 31 2 33 31

MALAWI 8 0 8 0 8 8

MALAYSIA 1329 3 945 387 1332 4

MALTA 20 0 20 0 20 20

MAURITIUS 48 0 46 2 48 43




ACTIVE JUN 2013

INACTIVE JUN 2013

TOTAL JUN 2013


MEXICO 264 1 148 117 265 14

MONGOLIA 1 0 1 0 1 1

MONTENEGRO 22 0 22 0 22 22

MOROCCO 80 0 74 6 80 34

NAMIBIA 7 0 7 0 7 7

NETHERLANDS 439 2 176 265 441 8

NEW ZEALAND 278 2 154 126 280 22

NIGER 1 0 1 0 1 1

NIGERIA 106 0 101 5 106 58

NORWAY 513 0 216 297 513 9

OMAN 129 0 125 4 129 54

PAKISTAN 322 0 287 35 322 129

PALESTINE 28 0 28 0 28 28

PANAMA 22 0 22 0 22 20

PARAGUAY 40 0 40 0 40 40

PERU 218 0 177 41 218 89

PHILIPPINES 298 0 263 35 298 5

POLAND 564 0 474 90 564 46

PORTUGAL 151 0 54 97 151 0

QATAR 46 0 42 4 46 1

ROMANIA 163 0 155 8 163 150

RUSSIAN FEDERATION 1141 0 967 174 1141 701

SAUDI ARABIA 159 1 158 2 160 10

SENEGAL 1 0 1 0 1 1

SERBIA 114 0 97 17 114 95

SINGAPORE 912 2 654 260 914 5

SLOVAKIA 49 0 23 26 49 1

SLOVENIA 64 0 53 11 64 15

SOUTH AFRICA 922 1 353 570 923 10

SPAIN 354 1 159 196 355 7

SRI LANKA 231 0 227 4 231 171

SUDAN 1 0 1 0 1 1

SWAZILAND 3 0 3 0 3 3

SWEDEN 870 0 447 423 870 51

SWITZERLAND 498 0 279 219 498 14

TAIWAN 2059 2 1705 356 2061 20

TANZANIA 5 0 5 0 5 5

THAILAND 729 3 586 146 732 11

TRINIDAD & TOBAGO 5 0 5 0 5 5

TUNISIA 57 0 57 0 57 49

TURKEY 403 4 361 46 407 105

UGANDA 6 0 6 0 6 6

UKRAINE 91 1 91 1 92 85

UNITED ARAB EMIRATES 119 0 114 5 119 31

UNITED KINGDOM 5097 19 1875 3241 5116 77




ACTIVE JUN 2013

INACTIVE JUN 2013

TOTAL JUN 2013


UNITED STATES 21154 126 9180 12100 21280 628

VENEZUELA 57 0 34 23 57 3

VIETNAM 749 2 715 36 751 704

VIRGIN ISLANDS (BRITISH) 21 0 12 9 21 5

ZAMBIA 14 0 14 0 14 14

ZIMBABWE 38 0 35 3 38 0

OVERALL TOTALS 74843 256 46563 28536 75099 8351


PRODUCT MANAGEMENT

ROSS BAILEY DATASTREAM PROFESSIONALHEAD OF DESKTOP PRODUCT [email protected]+44 (0)20 7542 8475

JULIAN RICKARDSDATASTREAM ADVANCE,DSWINDOWS, [email protected]+44 (0)20 7542 8934

CASEY PEARCEDATASTREAM [email protected]+44 (0)20 7542 9825

GARETH [email protected]+44 (0)20 7542 8931

CONTENT MANAGEMENT

PAUL BACONHEAD OF CONTENT [email protected]+44 (0)20 7542 8254

ANNE SIEBEREQUITIES, EQUITY INDICES & FUNDS [email protected]+44 (0)20 7324 9741

JAMES BRIGHTESTIMATES & FUNDAMENTALSI/B/E/S GLOBAL [email protected]+44 (0)20 7542 1954

NELSON SALSINHACOMMODITIES, FUTURES,OPTIONS & [email protected]+44 (0)20 7542 6791

MADELEINE [email protected]+1 301 545 4255

JOSEPH SWANFIXED INCOME [email protected]+44 (0)20 7542 1998

PAUL GODDENFIXED INCOME [email protected]+44 (0)20 7542 1960

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