INFOSTREAM - WordPress.com · 2011-12-01 · INFOSTREAM 4TH QUARTER 2011 IN THIS ISSUE • Datastream Charting version 2.3 released ... you will need to re-enter your Datastream User

INFOSTREAM4TH QUARTER 2011

IN THIS ISSUE

• Datastream Charting version 2.3 released• Datastream for Office (DFO) version 2.0 released• Coming soon – Fathom Charts in Datastream Charting• Extranet search functionality released

© THOMSON REUTERS 2011 24TH QUARTER 2011

PRODUCT ENHANCEMENT Datastream Charting version 2.3Coming Soon: Fathom Charts in Datastream ChartingDatastream Sample Chart LibraryDatastream ProfessionalDatastream for Office (DFO) version 2.0New FunctionsExtranet Search Functionality CONTENT ENHANCEMENT Equity Content Enhancements Equity Indices: Update for October 2011 • Global • USA • Asia • Europe • Africa • Middle EastCommodities and EnergyFutures and OptionsNew Economic Content Expansion of Economics Point in Time CoverageNew Data Release: Latin American BondsCompany Additions to Worldscope

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CONTENTS


DATASTREAM CHARTING VERSION 2.3

The new version of Datastream Charting includes a number of extensions to the styling and formatting options, together with an updated look and feel and many other new features.

Chart styling and formattingOptions new in version 2.3:

• Add a chart border• Switch off borders on bars• Customise the colours and transparency of recession bands• Align titles and legends to the far left or far right of the chart canvas• Set individual styling for each pane title or follow the Master Pane Title font• Change the thickness, colour and style of each axis independently• Set the axis colour and/or font to follow the colour of the series attached to it• Remove the minor tick marks from any axis to get a cleaner look• Customise the number of decimal places displayed in annotations and other substitutable text

PRODUCT ENHANCEMENT


Updated look and feelWe have updated the default style for new charts with a white background for a fresher look and feel.

To accommodate the many new settings added in this and previous releases of Datastream Charting, we have redesigned the editor dialogs to display multiple tabs:


Note: Don’t forget that your preferred style settings for fonts, colours, borders and so on can be saved as a user-defined style for easy re-use on other charts. And if you want to make all your new charts default to this style automatically, open the Styles section of the Library and select the Set As My Default option. For example, you could select the Blue Background style as your default, if you prefer to continue using this instead of the new white style.

Scatter charts additional flexibilityWe now support scatter charts for daily data. You can also change the styling of the best-fit line to make it more prominent.

New date optionsThree new end-date options allow you to prepare your reports with charts running to the end of the latest year, quarter or month, and to refresh them next time without the need to update the end date manually.

Toolbar linksTwo new links on the toolbar give access to Contact Us for queries or enhancement requests and to the Extranet.

Sample chartsThe Datastream folder in the Chart Library contains examples of charts which can be created using the new features in version 2.3, as well as other charts illustrating the depth of content and functionality in the product.


To preview all the charts, right-click on the “2.3 New Features” folder and select Preview.

Multiple Logon ProtectionWith this new version comes an optional upgrade to Datastream Charting. This version gives more protection and security for child ID users, by ensuring that your logon ID cannot be used simultaneously from more than one location (IP address).

Note: If you are using AFO (Advance for Office) or DFO 1.0 (Datastream for Office) together with the Charting 2.3 add-in, you will need to re-enter your Datastream User ID and Password in the Charting options dialog the first time you use the Charting add-in.

To install the latest version of the Datastream Charting for Office add-in, you can download it from the Customer Zone.

Please follow the installation notes to ensure a smooth upgrade.

Moving from Advance or DSWindows to Datastream ChartingDon’t forget that you can convert Advance flexible charts or DSWindows 401X formats to Datastream Charting charts using our migration tools.

Further informationFor a full list of the new features in version 2.3 and other support materials for Datastream Charting, please click here.

For context-relative help on using Datastream Charting, click on the Help icon at the top right of each page.

Version 2.3 is available to all Advance 4.0, Datastream 5.0 and 5.1, Datastream Direct and Datastream Professional customers, as well as to Thomson ONE customers who have access to Datastream Charting. For more information on Datastream Charting or on getting access to the Datastream Extranet, please contact your customer service representative.

https://customers.reuters.com/Home/default.aspx

http://extranet.datastream.com/User%20Support/PubDoc/documents/User%20guide%20for%20Advance%20to%20DC%20migration%20tool.pdf

http://extranet.datastream.com/User%20Support/PubDoc/DatastreamCharting.htm


COMING SOON: FATHOM CHARTS IN DATASTREAM CHARTING

Thomson Reuters has teamed up with Fathom Consulting to offer Datastream customers access to Fathom’s analytical content through a new library of Fathom charts.

Fathom Consulting is a leading independent economic and financial consultancy, with a proven track record in macroeconomic analysis and financial market research. Its directors have experience from both a policy perspective at the Bank of England and from some of the world’s leading sell and buy-side institutions.

Clients who have access to Datastream Charting will soon be able to access 2,000 pre-built charts from Fathom’s economists and researchers. The charts will use Datastream data and charting capabilities and will cover a wide range of economic and financial market indicators for developed and emerging economies, together with key international comparisons. The Fathom library will be extended over time to carry Fathom’s complete set of 5,000 charts.


The charts will also include unique proprietary indicators calculated by Fathom, such as Fathom’s Business Price Index, Transport Index, Sovereign Fragility Indicator and forecasts.

Datastream users can use the Fathom charts as a reference library, to check trends or to save time when creating their own libraries of charts. The charts can be exported directly into documents or modified with the user’s custom settings and saved in the user’s Library.

In addition, a new Gallery tab will display topical Fathom charts together with commentary on the significance of each chart.


DATASTREAM SAMPLE CHART LIBRARY

Datastream Charting allows you to build your own charts and store them in the Library, but did you know that the Library also offers hundreds of sample charts? These range from charts highlighting specialised content, to examples showing how to use various types of functionality. Topical news-related charts are provided by our Reuters journalists, while a new collection of real estate charts showcases the wealth of Datastream content related to this key sector.

You can use the charts for reference, for example to check on recent trends in a particular market, or just to get ideas of new charts to try out. Alternatively, you may wish to use a sample chart as the basis for one of your own charts. Just open the chart in the Chart page to see the expressions and settings used, then customise as required and save the amended version to your Shared or Private folder.

The Chart PreviewIt’s easy to review what’s available. Simply right-click on any folder and select “Preview Charts”.


In the pop-up window you can choose a single chart view or a layout view, and you can even configure your preferred layout using the User Settings. Many of the charts have descriptions, which can be viewed as you mouse over the image.

Charting FunctionalityThe 2.3 New Features folder shows functionality or content that has been added recently, while the Charting Features folder provides a comprehensive set of examples illustrating the broad spectrum of different chart styles and analytical tools available in the Datastream product. New charts are added to this section regularly.


Reuters News ChartsThe Reuters News Charts folder shows just a small selection of the popular topical charts published by our Financial Graphics team. To see more charts like these, follow Scotty Barber on Twitter.

Sample Charts This section contains hundreds of reference charts covering financial and economic indicators. Specialised content includes Environmental, Social and Corporate Governance (ESG) content from ASSET4.

Real Estate MarketsThis is a new section in the Sample Charts folders. Datastream contains a wealth of information that is relevant to real estate. This includes both macroeconomic indicators that are relevant to this market as well as specific real estate factors such as performance indices, mortgage applications, rent and vacancy rates and construction activity. The Thomson Reuters Real Estate Markets team have created a set of charts which showcase this valuable data in one place. Covering some of the key global markets, the charts give an overview of the different sectors in this significant industry and show how this content can be displayed graphically to highlight trends.

http://twitter.com/scottybarber


More charts, as well as news and research, are available in Thomson Reuters Real Estate http://www.reutersrealestate.com/, a dedicated global market intelligence service for real estate professionals. This service combines the real estate-focused and related Thomson Reuters editorial content and databases together with contributed/aggregated research, data and news from specialist providers.


DATASTREAM PROFESSIONAL

Datastream Professional gives you access to Datastream’s outstanding charting interface alongside Thomson Reuters industry-leading content in a web-based solution. Thomson Reuters has combined the strengths of Datastream, Thomson Reuters and EcoWin to create an integrated desktop offering, encompassing all relevant asset classes, graphical capabilities and Microsoft Office functionality. This web-based platform is an innovative “work anywhere” solution hosted through an uncontended user-centric platform and accessed via a single login. (Installation required only for the Office support.)

Datastream Professional uses the powerful Datastream Navigator as its launchpad. This hub provides free text search functionality to retrieve results quickly, sorted by relevance. While this allows you to zero in on the desired series, Navigator will also display other asset types based on your search, bringing the depth and breadth of Datastream’s database to the fore. Once you are happy with your selection, Navigator will direct you to other relevant content (see below) or interact seamlessly with MS Office in just one click.

Access to Thomson Reuters market-leading news, data and collaborative tools Datastream Professional allows you to keep abreast of market-moving information with streaming news from the Reuters news service and editorials from the BreakingViews service, as well as access to live and on-demand news, commentary and analysis from Reuters Insider, a powerful new video experience with content from 150+ select partners. You can also read and comment on economic research with Reuters Management System, access upcoming Economic events and stay on top of the market by saving the release to your Outlook calendar, and see delayed and real-time market. Collaboration tools such as Thomson Reuters Messenger are seamlessly integrated into Datastream Professional, to provide instant communication between you and your colleagues.


The world’s most comprehensive financial time series database, Datastream offers access to an unrivalled set of historical financial content that allows users to investigate the correlations and relationships of global economic indicators and asset classes. This includes access to Datastream’s complete time series integrated database (now including the EcoWin databases) with:

• Over 50 years of history on many series• Over 3 million global financial instruments and indicators• Over 5 million securities (including inactives)• Over 10,000 different fields• Totalling over 230 million time series

Datastream Professional will be released in January 2012. For more information, please contact your Thomson Reuters account manager.

Datastream Charting provides a platform for idea generation and the latest version simplifies the graphical exploration of trends and relationships between different asset classes. Its intuitive interface makes it easy to retrieve and analyse any indicator or metric. Powerful annotation, formatting and dynamic publishing tools ensure that you can explore and display your analysis in continuous workflow. Datastream Professional also introduces the concept of Chart Studies: popular pre-defined charts available as overlays, making it even easier to move from lookup to a fully fledged visualisation of your chosen series.


DATASTREAM FOR OFFICE (DFO) VERSION 2.0

In this new version of the next-generation Datastream add-in for the latest versions of Excel (including 64-bit Office 2010), we have enhanced the functionality of the first Datastream for Office (DFO) version, to bring it more in line with the Datastream Desktop (AFO) 5.1 Excel add-in. In addition, we have extended the control of the updating of the formulas used in the sheets, and the logon options. We have also added facilities for you to convert your AFO sheets to DFO.

Entering functions “Intellisense” functionality that prompts you with the parameters for Datastream functions as you type, and highlights the opposing brackets, has been added – facilitating the creation of Datastream expression with multiple functions.

Customising the header in time series requestsThe option to customise the information displayed first in a time series request – for example to display the SEDOL or ISIN code before the time series – has been included.

Date formatsThe dates in the formulas created from the request dialogs are now in a universal date format, so sheets can be updated on PCs using any date locale. In time series requests, you also have the option for quarterly and annual dates to display these either as Q1 11 or 2011 – or in the locale date format, eg 01/01/2000.


Formula calculationA further option has been added to the calculation options to switch off Auto calculation – so when a referenced cell is updated, the DFO request will not update until one of the Refresh options is used (to refresh a single request, the active sheet or the workbook). This prevents the data being refreshed several times if several changes need to be made.

Request TableThe Request Table (RT) template (with and without the User-Created Time Series (UCTS) sheet) has been enhanced in several ways:

• The buttons to run Request Table and to select code from Navigator can now be copied to an output sheet, so you can select codes and update a model just from this sheet.

• A new option has been added to the template, to run the requests in the sequence they are placed in the sheet, so the output from one request (such as an index mnemonic) can be used in the next request (with an L prefix) to retrieve the company’s peers (in a related index constituent list).

• The data destination field has been extended to support formulas, so that the destination can be changed based on earlier requests – for example if the data from several requests is to be placed in a contiguous set of cells.

• The underlying technology used for the Request Table template has been changed – so for example VBA macros can be used to control the sheet, and some issues in the earlier version – such as limitation in the use of the Excel Zoom functionality – have been resolved.


User listsIn addition to being able to create lists (stored on the Datastream central servers) from a set of tickers in Excel, there is now an interface that allows you to create and modify lists, with mnemonics or other supported codes such as ISINs, either typed directly in, or series selected from Navigator.

User-Created indicesThe User-Created Indices (UCI) template has been added – allowing you to create and modify the constituents of your index in Excel. Alternatively, for simple indices, a quick way has been added with the option to create the UCI constituent list directly from a set of mnemonics in Excel – with a prompt to define the parameters to be used for the index.


ChartingThe integration with the Datastream Charting add-in has been extended – so you are now presented with a single ribbon in Excel and you can export the data in chart to Excel as a DFO formula – so the values can be refreshed. There is also an option to install the Charting add-in when you install DFO version 2.0.

Logging onThe logon facilities have been extended, so you can now use Thomson ONE as well as Datastream child IDs, and there is more rigorous enforcement to prevent multiple logins – you can also now explicitly disconnect from Datastream server.

Sheet conversionThe facility has been added to convert AFO sheets using both embedded requests (the Refresh buttons) and Request Tables (and Request Table/UCTS sheets), and also to convert DFO 1.0 Request Table sheets to DFO 2.0 Tables to take account of the change to the underlying technology used in the version 2 Request Table.

For more information on Datastream for Office version 2.0, please contact your customer service representative.


NEW FUNCTIONS

Exciting new function capabilities enabling you to analyse Datastream’s unrivalled content in new ways.

Powerful new capabilities are being added to the wide range of available functions on Datastream, which allow you to easily manipulate and analyse data. Existing functions are also being enhanced with new parameters and formats. Full details and examples are provided below.

These new functions and parameters can be used directly in data and charting requests, and in the Datastream Charting and Datastream for Office (DFO) Expression Builder; they are not yet accepted directly in the Advance for Office (AFO) Expression Builder.

For further information, please see the Function Definitions pages within AFO or DFO.

Base Date – BDT#This function allows you to display the base date of a series with a datatype.

Example:BDT#(BARC(F1MN))This displays the base date of the F1MN datatype for Barclays.

Frequency – FREQ#This function allows you to specify the frequency of sample values to be used in the calculation when nested within another function.

Example:MAV#(FREQ#(VOD,M),5M) calculates the five-month moving average for Vodafone, using five-monthly data points rather than the underlying daily values.

Moment – MOM#This function calculates a rolling N-th central moment mN. It can be used to characterise a probability distribution for a random variable. The most common values are N=2 or N=3 or N=4 – the first of these gives the sample variance; N=3 or N=4 gives the third or fourth central sample moments, which are used in the calculation of skewness and kurtosis, respectively.

Examples:MOM#(PCH#(MKS,1D),5Y,3) gives a rolling five-year estimate of the third central moment for daily Marks & Spencer returns.MOM#(PCH#(CHCONPRCF,1M),10Y,4) gives the ten-year rolling fourth central moment of monthly inflation rates.

Skewness – SKEW#This calculates the sample skewness, which is a standardised third central moment. For a symmetric probability distribution such as, for example, the normal distribution, this measure is zero.

Examples:SKEW#(PCH#(MKS,1D)) calculates the sample skewness for daily returns between the start and end dates given in, for example, a time series request.SKEW#(PCH#(MKS,1D),1Y) calculates a rolling one-year sample skewness for daily returns.


Kurtosis – KURT#This calculates the sample kurtosis, which is a standardised fourth central moment. For a normal distribution this measure of (excess) kurtosis is zero. A positive measure often signifies “fat tails” or greater probability of “extreme values” than if a variable is normally distributed.

Examples:KURT#(PCH#(MKS,1D)) calculates the sample kurtosis for daily returns between the start and end dates given in, for example, a time series request.KURT#(PCH#(MKS,1D),1Y) calculates a rolling one-year sample kurtosis for daily returns.

Median – MED#This existing function calculates the median value for the series (the middle value in an ordered set of the values in the date range) and a rolling format is now available.

Example:MED#(MKS,6M) calculates the median in the Marks & Spencer share price for the previous six months, on a rolling basis.

Continuous Series – CSR#This existing function enables you to convert a series from one update frequency (eg quarterly) to a pseudo-series with a higher frequency with a range of options including applying linear interpolation – a daily frequency parameter has now been added to the existing linear interpolation quarterly and monthly parameters.

Example:CSR#(USGDP…D,D) displays US GDP, which is a quarterly series by default, at daily frequency using linear interpolation.

Value – VAL#This existing expression displays a single value for a series at a specific date and can be used within an expression or displayed on a chart as a single line. The Time parameter has now been added, which displays the value – on the date of the latest available value. Optionally, a period prior to the Time date can be specified in terms of a number -XX and a frequency F, for example -2Q to specify two quarters before the date of the last available value.

Examples:VAL#(UKGDP…D,TIME) displays the latest available value for UK GDP.VAL#(UKCONPRCF,TIME-2M) displays the value of UK CPI from two months prior to the latest available value.

Covariance – COVA#This existing expression is generally used to measure the degree to which two series move together. A positive covariance means the two variables move together and a negative covariance means the two move inversely (ie in opposite directions).

An optional fourth parameter N has been added to this function to use an exponential weighting with a value between 0 and 1. The lower the weighting, the greater the smoothing effect. Each weighted value (EWA) in the series is given by:

EWA = Previous EWA + Exponential weighting * (Current value - Previous EWA)

Examples:COVA#(MKS,IBM,100D) displays the covariance between Marks & Spencer and IBM over a 100-day period.COVA#(MKS,FTSE100,30D,0.8) calculates the covariance between Marks & Spencer and the FTSE100 over a 30-day period, with a 0.8 exponential weighting.


EXTRANET SEARCH FUNCTIONALITY

Over the years, the Datastream Extranet has evolved into the primary knowledge base for the Datastream suite of products, with many useful documents about new product and content enhancements, as well as background information on the content sets, together with factsheets on the coverage and history available. On the functionality side, there is also detailed information on the functions and expressions, together with hints on how to use these to calculate a wide range of measures and statistics. As we have continued to expand the Extranet with further detailed information on the products, it has become more challenging to find appropriate features and articles.

We have therefore implemented new facilities to search the whole Extranet site (excluding the Data Alerts), based on the technology that has been successfully deployed for the free text search page in Navigator.

There is a new search box available in the home page of the Extranet.

Enter the text words that you would expect to be present in the document or WebPages, select GO and see the top ten results which contain the full text you typed in, with the most relevant results listed at the top.

Note: Currently Data Alerts are excluded from the search results.


If you want to do a specific search or narrow down the search results, you can double-click on the search text and select GO; this will place quotes around your search text so the exact sequence of words used is found.

Notes on the searching facilities 1. Search works across the different parts of the Extranet – including HTML pages (eg: Hints & Tips,

product & content update etc), functions help files (eg: Mav#, Corr#) and documents/spreadsheets/PDFs attached to news or product updates.

2. Wild cards are supported – so “Equity Ind*” matches items containing Equity Indices while “I/B/E/S Glo*” matches items containing I/B/E/S Global aggregates.

3. Misspellings – alternative/correct suggestions are provided by the search engine. Simple single/plurals are matched.

4. Aliases for different markets are also supported for searching – an initial set has been added and this will continue to be expanded.

For example Country/Nationality:

For any query related to Extranet searches, please contact at #Xtranet Team.

COUNTRy ADjECTIVEAMERICA AMERICANARgENTINA ARgENTINEARgENTINA ARgENTINIANAUSTRAlIA AUSTRAlIANJApAN JApANESE


CONTENT ENHANCEMENT

EQUITY CONTENT ENHANCEMENTS

EuropeCroatia – Zagreb Stock ExchangeThomson Reuters has promoted Zagreb Stock Exchange equities data to full research coverage on Datastream.

Croatian equities supported at research level are available in the list code FCROT.

Romania – RasdaqRomania equities coverage on Datastream has been enhanced: the coverage has been expanded to include all stocks trading on the regular market and XMBS market. As part of the expansion, the exchange code (datatype EXDSCD) for existing Rasdaq stocks on Datastream has been changed to RO from BU.

The adjusted price and corporate action data for this market starts from January 2002. In addition, the historical unadjusted price (UP) data will be stored but not considered for any derived data calculations such as return index, price index and dividend yield.

The research stocks supported on Datastream are available in list FRASDAQ and the unadjusted prices only stocks are available in FRSQUP. Client can use FRSQALL list to get all Rasdaq-listed codes supported on Datastream (research plus UP only).

AfricaBotswanaThe Botswana equities market has been added on Datastream. Price history and other datatypes such as Market Value (datatype MV) plus corporate actions data are available from February 2009.

The following price datatypes are available for the stocks supported on Datastream:

Close Price (P)Price Open (PO)Ask Price (PA)Bid Price (PB)Volume (VO)Turnover (VA)*Volume Weighted Average Price (VWAP)*

*Turnover and VWAP data is supported from 16 September 2011.


Datastream supports Botswana stocks in “Botswana Pula” currency. All stocks available can be retrieved on the research list code FBTW.

GhanaGhanaian equity data has been promoted to full research coverage. However, please note that the historical unadjusted price data prior to 3 August 2009 is stored as it is and not considered for any derived data calculations such as return index, price index and dividend yield. Volume weighted average price history has been added and starts from 1997.

Ghana equities supported at research level are available in the list FGHA.

Ivory CoastThe Ivory Coast equities market has been added to Datastream. Price history and other datatypes such as market value plus corporate actions data are available from January 2007.

Ivory Coast equities supported at research level are available in the list FIVC.

Namibia Thomson Reuters has promoted Namibian equities data to full research coverage on Datastream, effective 11 October 2011.

Namibian equities supported at research level are available in the list FNAM.

RwandaThe Rwanda equities market at unadjusted price level has been added on Datastream. The following price datatypes are available for the stocks supported on Datastream:

Unadjusted Price Close (UP)Unadjusted Price Low (UPL)Unadjusted Price High (UPH)Unadjusted Volume (UVO)Unadjusted Turnover by Value (UVA)

These stocks are available in the unadjusted price list FRWAUP.

TanzaniaThe Tanzania equities market at full research coverage has been added on Datastream. Price history and other datatypes such as market value plus corporate actions data are available from 27 February 2009.

The following price datatypes are available for the stocks supported on Datastream: Close Price (P)Price Open (PO)*Price Low (PL)Price High (PH)Volume (VO)

*Price Open is supported from 27 April 2011.

All stocks available can be retrieved on the research list code FTANZA.

Zambia – Lusaka Stock ExchangeThe Zambia equities market has been added on Datastream. Price history and other datatypes such as market value and corporate actions data are generally available from 3 January 2011.

Research stocks are available in the list FZAM and the unadjusted price stocks (UP only) are available in the list FZAMUP. Please note that this roll-out does not include earnings data, which is planned for a later release.


Middle East and AsiaPalestineThe Palestine equities market FZAMUP has been added on Datastream. Price history and other datatypes such as market value plus corporate actions data are generally available from November 2000.

Please note that Datastream supports Palestine stocks in two currencies: Jordanian dinar and US dollar. Research stocks are available in the list code FPAL.

ThailandDatastream has increased its non-price history datatypes for Thailand Non-Voting Depositary Receipts (NVDR). Price history and non-price data, such as number of shares, dividends and corporate actions, are generally available from 2001.

The NVDRs supported at research level are available in list FNVDRTH.

AustralasiaAustraliaCHI-X Australia and the ASX Consolidated equity market were added to Datastream on 31 October 2011.

The following price datatypes are available for the existing Australian stocks supported on Datastream:

CHI-X AustraliaClose Price (P.C3)Price Open (PO.C3)Price High (PH.C3)Price Low (PL.C3)Ask Price (PA.C3)Bid Price (PB.C3)Volume (VO.C3)Turnover (VA.C3)Volume Weighted Average Price (VWAP.C3)

ASX ConsolidatedClose Price (P.C5)Price Open (PO.C5)Price High (PH.C5)Price Low (PL.C5)Ask Price (PA.C5)Bid Price (PB.C5)Volume (VO.C5)Turnover (VA.C5)Volume Weighted Average Price (VWAP.C5)


EQUITY INDICES: UPDATE FOR OCTOBER 2011

Highlights for this Infostream include the release of additional MSCI Thematic and Strategy Indices, China’s Shenzhen and ChiNext Market indices, japan Trading Value and Trading Volume Indices, FTSE Namibia Equity Indices, Tanzania Indices and jordan Amman Indices.

GlobalMSCI Thematic and Strategy Indices on Datastream – September 2011The MSCI Thematic and Strategy indices cover a number of alternative indices ranging from Agriculture and Food Chain, Commodity, ESG and SRI indices through to alternative weighted indices such as equal and value weighted and also hedged indices, as well as specific indices for Australia and Peru. The majority of the indices are available in USD and Local currencies.

Index values are unrestricted for the following datatypes: price index (PI), net return index (NR), gross return index (RI) and (USD index only) number of equities (NE). Other datatypes including market value (MV), price earnings (PE) and dividend yield (DY) are available for many indices – see Datastream Navigator for more details – and are included in the MSCI Enhanced Index Module. No constituent lists are available.

MSCI – new Andean and Overseas China IndicesThe following new indices from MSCI are now available on Datastream.

• MSCI Andean indices • MSCI Andean indices covering Chile, Colombia and Peru; this includes Andean GICS Sector, Industry

Group and Industry indices.• MSCI Overseas China indices • The MSCI Overseas China indices cover over 60 Chinese securities listed in the USA and

Singapore. The indices are designed to capture the investable universe of Chinese securities outside Greater China, covering Chinese securities listed on the NYSE Euronext (New York), the Nasdaq, the New York Amex and the Singapore Exchanges. The MSCI Overseas China indices have also been combined with the existing MSCI China indices, creating 60 new indices large/mid/standard/SMID/IMI and small cap indices.

• MSCI Brazil ADR Index


DatatypesThe following index datatypes are provided:

Index currenciesFor regional and country indices in alternative currencies, replace the last character of the index mnemonic with the following:

$ US dollarA Australian dollar B Brazilian real C Canadian dollar E euroF Swiss franc H Hong Kong dollarI Indian rupeeN Chinese yuan R Russian Federation rouble S Singapore dollar £ sterling

Local, USD and euro currency indices are available on an unrestricted basis. All other currencies are include in the Index Enhanced module and Small Cap module for small cap indices.

For GICS Sector indices, replace the last character with $ – US dollar.

Index mnemonics are available on Navigator:http://extranet.datastream.com/ContentUpdate/detail.asp?MainID=4849

DESCRIPTION (ALL MONTHLy UNLESS SPECIFIED) DATATyPE AVAILABILITypRICE INDEx – (DAIly) MSpI OR pI All CURRENCIESRETURN INDEx – gROSS (DAIly) MSRI OR RI All CURRENCIESRETURN INDEx – NET (DAIly) MSNR OR NR All CURRENCIESNUMbER OF EQUITIES (DAIly) NE USD AND FOREIgN CURRENCIES MARkET vAlUE (DAIly) MSMv OR Mv USD AND FOREIgN CURRENCIES pRICE EARNINgS RATIO MSpE OR pE USD AND lOCAlDIvIDEND yIElD MSDy OR Dy USD AND lOCAlpRICE/CASH EARNINgS pER SHARE MSpC OR pC USD AND lOCAlpRICE/bOOk vAlUE MSpb OR bp USD AND lOCAllONg-TERM FORwARD EpS gROwTH RATE MSlE OR lE USD AND lOCAlSHORT-TERM FORwARD EpS gROwTH RATE MSSE OR SE USD AND lOCAlpRICE TO 12 MONTHS FORwARD EARNINgS MSFE OR FE USD AND lOCAlCURRENT INTERNAl gROwTH RATE MSIg OR Ig USD AND lOCAllONg-TERM EpS gROwTH TREND MSET OR ET USD AND lOCAllONg-TERM SpS gROwTH TREND MSSg OR Sg USD AND lOCAl12 MONTHS TRAIlINg INDEx EpS MSTy OR Ty USD AND lOCAl12 MONTHS FORwARD INDEx EpS MSFI OR FI USD AND lOCAlyEAR-ON-yEAR gROwTH FORwARD EpS MSEg OR Eg USD AND lOCAlyEAR-ON-yEAR gROwTH TRAIlINg EpS MSTg OR Tg USD AND lOCAlAvERAgE MARkET CAp OF INDEx MSMC OR MC USD AND lOCAlMEDIAN MARkET CAp OF INDEx MSCM OR CM USD AND lOCAl


USAUS S&P Total Market Indices – September 2011Thomson Reuters has released the US Standard & Poor’s Total Market indices on Datastream.

The S&P Total Market Index (S&P TMI) combines the S&P 500 and the S&P Completion Index to form a benchmark for the full universe of the US Equity market. The index offers broad market exposure to large, mid, small and micro cap companies, including all investable US companies.

The S&P TMI includes all eligible US Common equities listed on the NYSE (including NYSE Arca), the NYSE Alternext, the Nasdaq Global Select Market, the Nasdaq Global Market and the Nasdaq Capital Market.

Canada S&P/TSX Equity Indices – August 2011 Additional Canadian indices are now available to complement the existing coverage.

S&P/TSX Venture 30 IndexThe S&P/TSX Venture 30 index seeks to measure the performance of 30 of the largest and most liquid securities included in the S&P/TSX Venture composite index. S&P/TSX Venture Select Index This index is designed to measure the performance of those S&P/TSX Venture composite index constituents that meet minimum size and liquidity requirements to ensure investability and tradability.

The indices are updated at approximately 01:15 GMT and are available with the datatypes as listed below.

INDEX NAME MNEMONIC DATATyPES START DATES&p TMI (US $) S&pTMI$ pI, RI 31/12/2004 Mv, NE, IDv 10/08/2011S&p TMI INDEx (gb £) S&pTMI£ pI, RI, NR 01/06/2009 Mv, NE, IDv 10/08/2011S&p TMI ENERgy (US $) S&pTE11 pI, RI 31/12/2004 Mv, NE, IDv 10/08/2011S&p TMI MATERIAlS (US $) S&pTM11 pI, RI 31/12/2004 Mv, NE, IDv 10/08/2011S&p TMI INDUSTRIAlS (US $) S&pTID1 pI, RI 31/12/2004 Mv, NE, IDv 10/08/2011S&p TMI CONSUMER DISCRETIONARy (US $) S&pTCD1 pI, RI 31/12/2004 Mv, NE, IDv 10/08/2011S&p TMI CONSUMER STAplES (US $) S&pTCS1 pI, RI 31/12/2004 Mv, NE, IDv 10/08/2011S&p TMI HEAlTHCARE (US $) S&pTHC1 pI, RI 31/12/2004 Mv, NE, IDv 10/08/2011S&p TMI FINANCIAlS (US $) S&pTFN1 pI, RI 31/12/2004 Mv, NE, IDv 10/08/2011S&p TMI INFORMATION TECHNOlOgy (US $) S&pTIT1 pI, RI 31/12/2004 Mv, NE, IDv 10/08/2011S&p TMI TElECOMMUNICATION SERvICES (US $) S&pTT11 pI, RI 31/12/2004 Mv, NE, IDv 10/08/2011S&p TMI UTIlITIES (US $) S&pTU11 pI, RI 31/12/2004 Mv, NE, IDv 10/08/2011

NAME MNEMONIC DATATyPE START DATES&p/TSx vENTURE 30 (IN CAD) S&pCv3C pI, RI, Mv, vO, vA, IDv, Rw 28/06/2011S&p/TSx vENTURE 30 (IN USD) S&pCv3$ pI, RI, Mv, vO, vA, IDv, Rw 28/06/2011S&p/TSx vENTURE SElECT S&pvENS pI, RI, Mv, vO, vA, IDv, Rw 08/08/2011


Asiajapan: Trading Value and Volume Indices – September 2011Thomson Reuters has released Japan Trading Value and Trading Volume Indices on Datastream.

Turnover by value (VA) history is available from 9 September 2004, and for turnover by volume (VO) the start date is 30 December 2003. The values are updated on a weekly basis every Thursday. Further details and mnemonics are available on the Extranet:http://extranet.datastream.com/contentupdatefiles/Japan%20Trading%20Value%20and%20Volume%20Indices%20Message.doc

China: Shenzhen Equity Index – October 2011Thomson Reuters has released additional Shenzhen Stock Exchange equity indices on Datastream.

The indices are updated on Datastream around 08:00 GMT and as are listed below.

SZSE Sector IndicesShenzhen Stock Exchange and Shenzhen Securities Information Company Limited declared the SZSE sector index series on 15 June 2011, taking 31 December 2004 as the base date and 1,000 points as base point.

SZSE sector indices have divided the listed companies into ten primary sectors, by referring to the international mainstream sector classification standards and combining characteristics of the Chinese market.

NAME MNEMONIC DATATyPE START DATESHENzHEN STOCk ExCHANgE 300 CHz300I pI, RI 31/12/2004 pO, pH, pl, RO, RH, Rl 04/11/2009

SHENzHEN STOCk ExCHANgE CHz300g pI, RI 31/12/2004300 gROwTH pO, pH, pl, RO, RH, Rl 04/11/2009

SHENzHEN STOCk ExCHANgE 300 vAlUE CHz300v pI, RI 31/12/2004 pO, pH, pl, RO, RH, Rl 04/11/2009SHENzHEN STOCk ExCHANgE SME CHzSMEg pI, RI 22/03/2010300 gROwTH pO, pH, pl, RO, RH, Rl 24/05/2010

SHENzHEN STOCk ExCHANgE SME CHzSMEv pI, RI 22/03/2010300 vAlUE pO, pH, pl, RO, RH, Rl 24/05/2010

SHENzHEN STOCk ExCHANgE DIvIDEND CHzDIvD pI, RI 06/02/2006 pO, pH, pl, RO, RH, Rl

SHENzHEN STOCk ExCHANgE CHzgR40 pI, RI 06/02/2006gROwTH 40 pO, pH, pl, RO, RH, Rl

SHENzHEN STOCk ExCHANgE CHzCOpg pI, RI 06/02/2006CORpORATE gOvERNANCE pO, pH, pl, RO, RH, Rl

SHENzHEN STOCk ExCHANgE CHzINNv pI, RI 06/02/2006INNOvATION pO, pH, pl, RO, RH, Rl

SHENzHEN STOCk ExCHANgE CHzCSOE pO, pH, pl, pI, RO, RH, Rl, RI 03/08/2009CENTRAl SOE

SHENzHEN STOCk ExCHANgE TECH CHzSTCH pI, RI 03/08/2009 pO, pH, pl, RO, RH, Rl

SHENzHEN STOCk ExCHANgE TMT 50 CHzSTMT pI, RI 31/12/2004 pO, pH, pl, RO, RH, Rl 08/11/2010

SHENzHEN STOCk ExCHANgE CSR CHzCSRI pI, RI 03/08/2009 pO, pH, pl, RO, RH, Rl

SHENzHEN STOCk ExCHANgE NON-SOE CHzNSOE pO, pH, pl, pI, RO, RH, Rl, RI 03/08/2009

http://extranet.datastream.com/contentupdatefiles/Japan%20Trading%20Value%20and%20Volume%20Indices%20Message.doc


The top companies in the relevant sector will be selected into the index according to their ranking in the sector in terms of the circulation market value from top to bottom, until 75% of the total market value of the board for the sector is covered, and there is no upper limit on the quantity of the sample stocks.

China: Shenzhen Equity Index – September 2011Thomson Reuters has released additional Shenzhen Stock Exchange equity indices along with ChiNext indices on Datastream.

ChiNext is an independent market for the needs of enterprises engaged in independent innovation and other growing venture enterprises, where the inclusion of stocks is based on factors such as the mechanisms of financing, investment and risk management for issuers at various stages of development, rather than – as on the main board – the size of the company.http://extranet.datastream.com/ContentUpdate/detail.asp?MainID=4850

EuropeOMX Helsinki 25 Expiration IndexThe OMX Helsinki 25 Expiration Index value is calculated by using VWAP prices on the expiration day for all index constituents. The VWAP for an index constituent is calculated as aggregated trading volume on the exchange during the day, divided by the aggregated number of traded shares. Only automatically matched trades in the exchange’s trading system will be taken into account when calculating VWAP.

If the exchange is unable to calculate the average price for an index constituent on a particular day, because no exchange transactions have been carried out for a certain stock, its price will be the average price for such stock on the last trading day on which it is possible to calculate such average price in accordance with the above paragraph.

NAME MNEMONIC DATATyPE START DATESHENzHEN SE ENERgy CHzSEgy pO, pH, pl 15/06/2011 pI 31/12/2004

SHENzHEN SE MATERIAlS CHzSMAT pO, pH, pl 15/06/2011 pI 31/12/2004

SHENzHEN SE INDUSTRIAlS CHzSIND pO, pH, pl 15/06/2011 pI 31/12/2004

SHENzHEN SE CONSUMER DISCRETIONARy CHzSCDy pO, pH, pl 15/06/2011 pI 31/12/2004

SHENzHEN SE CONSUMER STAplES CHzSCSS pO, pH, pl 15/06/2011 pI 31/12/2004

SHENzHEN SE HEAlTHCARE CHzSHlC pO, pH, pl 15/06/2011 pI 31/12/2004

SHENzHEN SE FINANCIAlS CHzSFIN pO, pH, pl 15/06/2011 pI 31/12/2004

SHENzHEN SE INFORMATION TECHNOlOgy CHzSIFT pO, pH, pl 15/06/2011 pI 31/12/2004

SHENzHEN SE TElECOMMUNICATION SERvICES CHzSTNS pO, pH, pl 15/06/2011 pI 31/12/2004

SHENzHEN SE UTIlITIES CHzSTlS pO, pH, pl 15/06/2011 pI 31/12/2004


If the exchange considers that the price of one or more index constituents on a particular trading day has been unduly influenced so that the average index or average price cannot be calculated in a representative way, the exchange may ignore that day, or one or more exchange transactions carried out during the day, and use the average prices for index constituents for a part of the day or the most recent prior trading day.

The affected indices are:

Switzerland: Equity Index Additional Datatype – September 2011Thomson Reuters has released two additional datatypes – market value (MV) and number of equities (NE) for the following Swiss equity indices.

The indices are updated on Datastream around 01:00 GMT.

NAME MNEMONICOMx HElSINkI 25 INDEx HEx25INOMx HElSINkI 25 ExpIRATION INDEx HEx25Ex

NAME MNEMONIC DATATyPES START DATESpI SMAll COMpANIES SwSMAll Mv, NE 29/12/2000SwISS All SHARE SwIAlSH Mv, NE 29/12/2000SwISS lARgE COMpANIES SwlARgE Mv, NE 29/12/2000SwISS MEDIUM & lARgE COMpANIES SwMlCOS Mv, NE 29/12/2000SwISS MEDIUM COMpANIES SwMEDCO Mv, NE 29/12/2000SwISS SMAll & MEDIUM COMpANIES SwSMCOS Mv, NE 29/12/2000SwISS SpI ExTRA SwISSpx Mv, NE 29/12/2000SwISS SpI OvER All gENERAl SwSOAgl Mv 31/12/1990 NE 29/12/2000SwISSINDEx bEARER & pARTICIpATION SIbRpTC Mv 31/12/1990 NE 29/12/2000SwISSINDEx bEARER SHARES SIbEARS Mv, NE 29/12/2000SwISSINDEx pARTICIpATION CERTIFICATES SIpARTC Mv, NE 29/12/2000SwISSINDEx REgISTERED SHARES SIREgIS Mv 31/12/1990 NE 29/12/2000Swx bANkS SwSx2b2 Mv, NE 29/12/2000Swx bASIC RESOURCE SwSx2bA Mv, NE 29/12/2000Swx CHEMICAlS SwSx2C2 Mv, NE 29/12/2000Swx CONSTRUCTION & MATERIAlS SwSx2S2 Mv, NE 29/12/2000Swx FINANCIAl SERvICES SwSx2FS Mv, NE 29/12/2000Swx FOOD & bEvERAgE SwSx2Fb Mv, NE 29/12/2000Swx HEAlTHCARE SwSx2H2 Mv, NE 29/12/2000Swx INDUSTRIAl gOODS & SERvICES SwSx2Ig Mv, NE 29/12/2000Swx INSURANCE SwSx2IN Mv, NE 29/12/2000Swx MEDIA SwSx2M2 Mv, NE 29/12/2000Swx pERSONAl & HOUSEHOlD gOODS SwSx2HH Mv, NE 29/12/2000Swx RETAIl SwSx2RT Mv, NE 29/12/2000Swx TECHNOlOgy SwSx2g2 Mv, NE 29/12/2000Swx TElECOMMUNICATIONS SwSx2T2 Mv, NE 29/12/2000Swx TRAvEl & lEISURE SwSx2R2 Mv, NE 29/12/2000Swx UTIlITIES SwSx2U2 Mv, NE 29/12/2000


AfricaNamibia: FTSE Namibia Equity Indices – September 2011Thomson Reuters has released the FTSE Namibian indices on Datastream. The FTSE Namibian index consists of two benchmark indices: the local and the overall index. The overall index is further broken down using levels 1 and 3 of the ICB classification system.

The indices are updated on Datastream around 16:45 GMT and as are listed below.

Tanzania Indices – September 2011Thomson Reuters has released Tanzanian indices on Datastream. This new market addition covers the two benchmark indices.

The indices are updated around 18:00 GMT on Datastream.

Middle Eastjordan Amman Indices – September 2011Thomson Reuters has released the Jordan Amman benchmark and sector indices on Datastream. The release of the Amman SE General and the accompanying 30 sectors completes the full coverage of the Jordanian market.

The indices are updated around 11:30 GMT on Datastream.

NAME MNEMONIC DATATyPES START DATEFTSE NAMIbIA lOCAl INDEx FTNlOCl pI 24/02/2002 RI, NE, Mv, xD, Dy, Rw 27/09/2010FTSE NAMIbIA OvERAll INDEx FTNOvRl pI, RI, NE, Mv, xD, Dy, Rw 27/09/2010FTSE NAMIbIA bASIC MATERIAlS FTN1bMl pI, RI, NE, Mv, xD, Dy, Rw 27/09/2010FTSE NAMIbIA INDUSTRIAlS FTN1IDl pI, RI, NE, Mv, xD, Dy, Rw 27/09/2010FTSE NAMIbIA CONSUMER gOODS FTN1Cgl pI, RI, NE, Mv, xD, Dy, Rw 27/09/2010FTSE NAMIbIA CONSUMER SERvICES FTN1CSl pI, RI, NE, Mv, xD, Dy, Rw 27/09/2010FTSE NAMIbIA FINANCIAlS FTN1FNl pI, RI, NE, Mv, xD, Dy, Rw 27/09/2010FTSE NAMIbIA CHEMICAlS FTN3C3l pI, RI, NE, Mv, xD, Dy, Rw 27/09/2010FTSE NAMIbIA INDUSTRIAl METAlS FTN3IUl pI, RI, NE, Mv, xD, Dy, Rw 27/09/2010FTSE NAMIbIA MININg FTN3MMl pI, RI, NE, Mv, xD, Dy, Rw 27/09/2010FTSE NAMIbIA gENERAl INDUSTRIAlS FTN3gIl pI, RI, NE, Mv, xD, Dy, Rw 27/09/2010FTSE NAMIbIA SUppORT SERvICES FTN3Svl pI, RI, NE, Mv, xD, Dy, Rw 27/09/2010FTSE NAMIbIA bEvERAgES FTN3bvl pI, RI, NE, Mv, xD, Dy, Rw 27/09/2010FTSE NAMIbIA FOOD pRODUCERS FTN3FCl pI, RI, NE, Mv, xD, Dy, Rw 27/09/2010FTSE NAMIbIA FOOD & DRUg RETAIlERS FTN3FDl pI, RI, NE, Mv, xD, Dy, Rw 27/09/2010FTSE NAMIbIA gENERAl RETAIlERS FTN3gRl pI, RI, NE, Mv, xD, Dy, Rw 27/09/2010FTSE NAMIbIA bANkS FTN3b3l pI, RI, NE, Mv, xD, Dy, Rw 27/09/2010FTSE NAMIbIA NON-lIFE INSURANCE FTN3NIl pI, RI, NE, Mv, xD, Dy, Rw 27/09/2010FTSE NAMIbIA lIFE INSURANCE FTN3l3l pI, RI, NE, Mv, xD, Dy, Rw 27/09/2010FTSE NAMIbIA REAl ESTATE INvESTMENT & SERvICES FTN3RMl pI, RI, NE, Mv, xD, Dy, Rw 27/09/2010FTSE NAMIbIA gENERAl FINANCIAl FTN3gFl pI, RI, NE, Mv, xD, Dy, Rw 27/09/2010

INDEX NAME MNEMONIC DATATyPES START DATEDAR ES SAlAAM SE INDEx (DSEI) TAzDSEI pI 15/12/2006TANzANIA All SHARE INDEx (TSI) TAzTSII pI 03/04/2009


INDEX NAME MNEMONIC DATATyPES START DATEAMMAN SE gENERAl AMSEASg pI 29/12/1999AMMAN SE UTIlITIES & ENERgy AMSEUNE pI 29/12/1999AMMAN SE TRANSpORT AMSETRp pI 29/12/1999AMMAN SE TExTIlE ClOTHES AMSETCl pI 29/12/1999AMMAN SE TObACCO & CIgARETTES AMSETOC pI 29/12/1999AMMAN SE TECHNOlOgy & COMMERCIAl AMSETNC pI 29/12/1999AMMAN SE SERvICES AMSESER pI 29/12/1999AMMAN SE REAl ESTATE AMSERES pI 29/12/1999AMMAN SE pRINTINg & pACkAgE AMSEpNp pI 29/12/1999AMMAN SE pHARMACEUTICAlS & MEDICAl AMSEpNM pI 29/12/1999AMMAN SE pApER & CARTON AMSEpNC pI 29/12/1999AMMAN SE MEDIA AMSEMED pI 29/12/1999AMMAN SE MININg & ExTRACTION AMSEMIx pI 29/12/1999AMMAN SE INSURANCE AMSEINS pI 29/12/1999AMMAN SE INDUSTRIAl AMSEIND pI 29/12/1999AMMAN SE HOTElS & TRANSpORT AMSEHNT pI 29/12/1999AMMAN SE HEAlTHCARE AMSEHTC pI 29/12/1999AMMAN SE glASS & CERAMIC AMSEgNC pI 29/12/1999AMMAN SE FINANCIAl AMSEFIN pI 29/12/1999AMMAN SE FOOD & bEvERAgE AMSEFOb pI 29/12/1999AMMAN SE EDUCATION SERvICES AMSEEDS pI 29/12/1999AMMAN SE ElECTRIC INDUSTRy AMSEEIN pI 29/12/1999AMMAN SE ENgINEERINg & CONSTRUCTION AMSEENC pI 29/12/1999AMMAN SE DIvERSIFIED FINANCIAl AMSEDFN pI 29/12/1999AMMAN SE COMMERCIAl AMSECOM pI 29/12/1999AMMAN SE CHEMICAl INDUSTRIAl AMSECIN pI 29/12/1999AMMAN SE bANkS AMSEbNk pI 29/12/1999AMMAN SE SERvICE AMMANSv pI 03/12/1991AMMAN SE INSURANCE AMMANIN pI 03/12/1991AMMAN SE INDUSTRIAl AMMANID pI 03/12/1991AMMAN SE bANkINg AMMANbk pI 03/12/1991

The new index coverage is detailed below.


COMMODITIES AND ENERGYThomson Reuters/jefferies/CRB Commodity Indices ExpansionDatastream offers full index coverage of the TR/Jefferies/CRB commodity index family with complete histories. This new expansion consists of four Total Return indices:• TR/Jefferies CRB index• TR/Jefferies CRB 3-Month Forward index• TR/Jefferies CRB Ex-Energy • TR/Jefferies CRB Ex-Energy 3-Month Forward index

In addition there are 53 Excess Return indices now available, focused on individual commodity Ex-Energy and Ex-Energy three-month Forward Excess Return indices. Histories are available as far back as 2004 on some series, although Excess Return usually commences from October 2010.

Dow jones/UBS Commodity Indices ExpansionThe following new Dow Jones/UBS commodity indices are now available on Datastream, with full histories ensuring full index coverage. The Dow Jones/UBS Commodity Index aims to provide broadly diversified representation of commodity markets as an asset class. Sub-indexes within the family track individual commodities and commodity groups. The indexes are made up of exchange-traded futures on physical commodities. The broad index represents 19 commodities, which are weighted to account for economic significance and market liquidity. Histories commence from 31 December 2001.

MNEMONIC NAME DATATyPEDJUCRAE DJ UbS Ex-AgRICUlTURE INDEx ExCESS RETURN xSDJUCAgT DJ UbS Ex-AgRICUlTURE INDEx TOTAl RETURN TRDJUCAAE DJ UbS Ex-AgRICUlTURE AND lIvESTOCk ExCESS RETURN xSDJUCATT DJ UbS Ex-AgRICUlTURE AND lIvESTOCk TOTAl RETURN TRDJUCgRE DJ UbS Ex-gRAINS INDEx ExCESS RETURN xSDJUCgNT DJ UbS Ex-gRAINS INDEx TOTAl RETURN TRDJUCIME DJ UbS Ex-INDUSTRIAl METAlS INDEx ExCESS RETURN xSDJUCIDT DJ UbS Ex-INDUSTRIAl METAlS INDEx TOTAl RETURN TRDJUClIE DJ UbS Ex-lIvESTOCk INDEx ExCESS RETURN xSDJUClTT DJ UbS Ex-lIvESTOCk INDEx TOTAl RETURN TRDJUCpIE DJ UbS Ex-pETROlEUM INDEx ExCESS RETURN xSDJUCpxT DJ UbS Ex-pETROlEUM INDEx TOTAl RETURN TRDJUCpME DJ UbS Ex-pRECIOUS METAlS INDEx ExCESS RETURN xSDJUCpST DJ UbS Ex-pRECIOUS METAlS INDEx TOTAl RETURN TRDJUCSTE DJ UbS Ex-SOFTS INDEx ExCESS RETURN xSDJUCSTT DJ UbS Ex-SOFTS INDEx TOTAl RETURN TR

MNEMONIC NAME DATATyPESgSIClp S&p/gSCI INvERSE CRUDE OIl SpOT INDEx pISgSIClE S&p/gSCI INvERSE CRUDE OIl ExCESS RETURN INDEx xSSgSIClT S&p/gSCI INvERSE CRUDE OIl TOTAl RETURN INDEx TR

S&P/GSCI Inverse Crude Oil IndexThomson Reuters has released S&P/GSCI® Inverse Crude Oil Index series on Datastream.

S&P Indices has expanded the S&P/GSCI product line with the launch of the S&P/GSCI Inverse Crude Oil Index. The index seeks to provide the inverse return of the S&P/GSCI Crude Oil Index, measured on a daily basis. Full histories are available with price, excess and total return indices. Histories from 16 January 1995.


Credit Suisse Commodity Indices ExpansionThe Credit Suisse Commodities Benchmarks (CSCB) series is based on a broad range of commodity futures covering all five commodity sectors: Energy, Industrial Metals, Precious Metals, Agriculture and Livestock. Included in this release are Curve Segment indices; Credit Suisse decomposes the forward price curve into successive segments (“Curve Segment”) and Forward Curve indices for each Index component, Credit Suisse calculate one Index per Curve Segment (each a “Curve Segment Index”) and one Index for the entire tradable curve (each a “Forward Curve Index”). The structure of the forward price curve is described as the number of monthly Physical Delivery Periods.

Period comprising each segment:For example, the notation {1, 2, 3, 6, 12, 12} means that the forward curves of all commodities in the index are decomposed in the following way:

• The first segment (called 1F or more generically the PROMPT segment) is made of a single Physical Delivery Period.

• The second segment, also called 2x3F, covers two Physical Delivery Periods.• The third segment, called 4x6F, has three Physical Delivery Periods.• The fourth segment, called 7x12F, has six Physical Delivery Periods.• The subsequent two segments called 13x24F and 25x36F cover respectively 12 and 24 Physical

Delivery Periods.

The expansion consists of 968 time series with full histories with many indices commencing from January 1998.


Commodity Indices Constituent Lists ExpansionFollowing our successful launch of Commodity indices constituent lists for Dow Jones/UBS, Standard & Poor’s and Thomson Reuters/Jefferies earlier in the year, Thomson Reuters has expanded the following constituent list:

• 148 new constituent lists for S&P/GSCI Sector Indices The new lists enhance the current benchmark S&P/GSCI Index constituent lists by adding the sector,

forward and single commodity index constituents. Daily closing constituents and weights (datatype WTIDX) are available from 23:00 UK time, month-end lists will be available ongoing on the last weekday of the month. Each list is available via three mnemonics corresponding to the Spot, Excess or Total Return index mnemonics.

Clients interested in accessing S&P/GSCI constituent lists need to complete the order form and send it to S&P to add the service module. The order form is available via the Extranet link: http://extranet.datastream.com/data/Commodities/Documents/SPCIOrderForm.doc

• 36 new constituent lists for Dow Jones/UBS Sector Indices The new lists enhance the current benchmark DJ/UBS Index constituent lists by adding the sector

and single commodity index constituents. Daily closing constituents, weights (datatype WTIDX) and price used (datatype PIDX) are available from 23:00 UK time, month-end lists from January 2010 onwards are also available. Each list is available via three mnemonics corresponding to the Spot, Excess or Total Return index mnemonics.

Clients interested in accessing DJ/UBS constituent lists need to complete the order form and send to Dow Jones to add the service module. The order form is available via the Extranet link: http://extranet.datastream.com/data/Commodities/Documents/Dow Jones UBS Constituent Lists.doc

• 71 new constituent lists for Thomson Reuters/Jefferies CRB Sector Indices The new lists enhance the current benchmark TR/J CRB Index Constituent lists by adding the sector,

forward and single commodity index constituents. Daily closing constituents, weights (datatype WTIDX) and price used (datatype PIDX) are available from 23:00 UK time, month-end lists from November 2010 onwards are also available. Each list is available via two mnemonics corresponding to the Excess or Total Return index mnemonics where applicable.

All constituent commodity indices list mnemonics can be obtained by using prefixing the letter L to the start of the index mnemonic, hence:

• Goldman Sachs Commodity Total Return index with mnemonic GSCITOT has a list mnemonic of LGSCITOT.• The TR/Jefferies CRB commodity index with mnemonic RJEFCRT has a list mnemonic of LRJEFCRT.

Refinery Profit MarginsDatastream has added the Thomson Reuters refinery margins and their components used in the calculation.

The gross refining margins are an assessment based on a typical marginal refining configuration in each region. The gross refining margins shown for a region do not measure the real profitability of refining in that region. The level of the gross refining margins indicates the incentive refiner has to process an additional barrel of crude oil into products.

Current and projected refining margins are an important factor in developing an overall market picture and can be useful to many types of client.

(a) The key calculation is for Gross Product Worth. The yields to use in this calculation are based on our best assessment of the typical yields for the particular marker crude oil in question from a typical marginal refinery configuration for the region concerned.

(b) The yields for the marker crude oils are taken from the typical marginal refining configuration in each region. Quality adjustments and seasonality are disregarded in the yields.

(c) Standard commonly traded products are used in the yields. Prices we use are market prices assessed by Thomson Reuters journalists. Again this is an approximation as each refiner will have different prices for its products, crude oil supplies and freight costs.


(d) Sellers of both crude oil and products often use a five-day pricing range. We use five-day averages for crude and product prices as input to the model.

(e) The barrel/tonne conversion factors published are consistent with the published specific gravities.

DESCRIPTION MNEMONICDUBAI CRUDE OIL REFINERy MARGIN HyDROSKIMMING SINGAPORE US$/BBL DUBRSINlIQUID pROpANE gAS C+F TOkyO TERMINAl US$/TONNE pROTTyObUTANE C&F TOkyO TERMINAl US$/TONNE bUTTTyONApHTHA FOb SINgApORE CARgO US$/bbl NAFSINggASOlINE UNlEADED 95 RON FOb SINgApORE CARgO US$/bbl gl95SINJET kEROSENE FUEl 0.3% SUlpHUR FOb SINgApORE CARgO US$/bbl JETFSINgAS OIl 0.5% SUlpHUR FOb SINgApORE CARgO US$/bbl gOFbSINFUEl OIl 380CST 3.5% SUlpHUR FOb SINgApORE CARgO US$/TONNE FO380SgDIRTy TANkER RAS TANURA-Sg $/MT DTyMESg

ARABIAN ASIA LIGHT CRUDE OIL REFINERy MARGIN HyDROSKIMMING SINGAPORE US$/BBL ARLRSINlIQUID pROpANE gAS C+F TOkyO TERMINAl US$/TONNE pROTTyObUTANE C&F TOkyO TERMINAl US$/TONNE bUTTTyONApHTHA FOb SINgApORE CARgO US$/bbl NAFSINggASOlINE UNlEADED 95 RON FOb SINgApORE CARgO US$/bbl gl95SINJET kEROSENE FUEl 0.3% SUlpHUR FOb SINgApORE CARgO US$/bbl JETFSINgAS OIl 0.5% SUlpHUR FOb SINgApORE CARgO US$/bbl gOFbSINFUEl OIl 180CST 3.5% SUlpHUR FOb SINgApORE CARgO US$/TONNE FOSg180DIRTy TANkER RAS TANURA-Sg $/MT DTyMESg BRENT CRUDE OIL REFINERy MARGIN HyDROSKIMMING NORTH WEST EUROPE US$/BBL BRTRNWElIQUID pROpANE gAS CIF NwE NORTH SEA TERMINAl US$/TONNE pROCNwEbUTANE CIF NwE NORTH SEA TERMINAl US$/TONNE bUTCNwEgASOlINE pREMIUM UNlEADED 95 RON 10ppM CIF NwE CARgO US$/TONNE pUCNwECJET kEROSENE FUEl 0.3% SUlpHUR CIF NwE CARgO US$/TONNE JETCNwEgAS OIl 0.1% SUlpHUR CIF NwE CARgO US$/TONNE gOCNNwEFUEl OIl 1% SUlpHUR CIF NwE CARgO US$/TONNE lFOCNwEDIRTy TANkER SUllOM vOE-RDAM U$/MT DTyINUk URALS AUGUSTA CRUDE OIL REFINERy MARGIN HyDROSKIMMING MEDITERRANEAN US$/BBL URLRMEDlIQUID pROpANE gAS CIF MEDITERRANEAN TERMINAl US$/TONNE pROCMEDbUTANE CIF MEDITERRANEAN TERMINAl US$/TONNE bUTCMEDgASOlINE pREMIUM UNlEADED 95 RON 10ppM CIF MEDITERRANEAN CARgO US$/TONNE pUCMEDCJET kEROSENE FUEl 0.3% SUlpHUR CIF MEDITERRANEAN CARgO US$/TONNE JETFMEDgAS OIl 0.1% SUlpHUR CIF MEDITERRANEAN CARgO US$/TONNE gO1CMEDFUEl OIl 1% SUlpHUR CIF MEDITERRANEAN CARgO US$/TONNE lFOCMED LOUISIANA LIGHT SWEET CRUDE OIL REFINERy MARGIN CRACKING US GULF US$/BBL LLSRUSGlIQUID pROpANE gAS FOb US gUlF MONT bElvIEU pIpElINE USC/gAllON pROpFMbgASOlINE REgUlAR UNlEADED FOb US gUlF pIpElINE USC/gAllON gASRggCJET kEROSENE FUEl FOb US gUlF bARgE USC/gAllON JETFUSgHEATINg OIl NO2 FOb US gUlF pIpElINE USC/gAllON FUElUSgFUEl OIl 1% SUlpHUR FOb US gUlF US$/bbl FO1HUSg MARS BLEND CRUDE OIL REFINERy MARGIN CRACKING US GULF US$/BBL MRSRUSGlIQUID pROpANE gAS FOb US gUlF MONT bElvIEU pIpElINE USC/gAllON pROpFMbbUTANE FOb US gUlF MONT bElvIEU pIpElINE USC/gAllON bUTUSMbgASOlINE REgUlAR UNlEADED FOb US gUlF pIpElINE USC/gAllON gASRggCJET kEROSENE FUEl FOb US gUlF bARgE USC/gAllON JETFUSgHEATINg OIl NO2 FOb US gUlF pIpElINE USC/gAllON FUElUSgFUEl OIl 3% SUlpHUR FOb US gUlF US$/bbl FO3USg$


Asian Metal Spot pricesThomson Reuters has released Iron Ore Fine and Steel Scrap series from Asian Metal on Datastream.Asian Metal is a global information company, with leading positions and recognised brands in the metal and steel research and consulting industry. Asian Metal helps companies in the metal and steel industry make informed business decisions, by providing accurate concluded prices, up-to-date news and comprehensive analysis and referenced by producers, end-users, credit-lending institutions and researchers alike. The price assessments for metals are taken as benchmark prices for contracts signed by major players of the industry in the world market. Histories are available from October 2011.

Gold Coins from ParisThomson Reuters has released 17 gold coins quoted in Paris and fixed by the Compagnie Parisienne de Réescompte (CPoR).

Precious metals in bulk form are known as bullion, which is valued by its mass and purity rather than by face-value money. Gold coins are primarily collected for their numismatic value, which typically have additional value in their collectability and rarity. Gold bullion coins derive their value from the metal (gold) content – and are viewed by some investors as a “hedge” against inflation or a store of value.

The new gold coins now available are;5 Roubles, Sovereign Elizabeth II, 50 Pesos, $5, Lingot, Half Napoleon, Half Sovereign, Kruggerand, Latin, Napoleon, Reichmark, Sovereign, Swiss Franc, 10 Florin, 10 Dollars, Tunisa and 20 Dollars.

Histories are available from January 2002 and all coins are quoted in euros.

MNEMONIC NAME AMIOFbR IRON ORE FINE 64.5%MIN FOb bRAzIl USD/DRy TONNEAMIObRC IRON ORE FINE bRAzIlIAN 64.5%MIN CNF CHINA USD/DTAMIOFCl IRON ORE FINE 63%MIN FOb CHIlE USD/DTAMIOFCN IRON ORE FINE CHIlEAN 63%MIN CNF CHINA USD/DTAMSTSCH STEEl SCRAp US HMS1&2 80:20 CNF CHINA USD/MTAMSTSkO STEEl SCRAp US HMS1&2 80:20 CNF kOREA USD/MT


Thomson Reuters Vietnam Commodity Prices New to Datastream are the following agricultural commodities locally quoted in Vietnam, including coffee and rice, which are key export commodities. Histories start from January 2009.

Russian Agricultural Commodities Thomson Reuters has released 17 Russian domestic agricultural prices from various regions. This offering consists of wheat, rye and sunflower products and is provided by Sovecon, specialists in providing prices, analysis and forecasting of Russian agriculture markets. History is available from September 2000.

Ukrainian Agricultural Commodities Thomson Reuters has released six Ukraine spot commodity prices which include sunflower oil, barley and wheat. History commences from October 2010.

MNEMONIC NAME vIDbpSp pEppER blACk vIETNAM DOMESTIC SpOT MARkET pRICEvIDCCSp COCOA vIETNAM DOMESTIC SpOT MARkET pRICEvIDRbSp COFFEE RObUSTA bEANS vIETNAM DOMESTIC SpOT MARkET pRICE vIDSUgS SUgAR vIETNAM DOMESTIC SpOT MARkET pRICEvIDSApS RICE SUMMER-AUTUMN pADDy vIETNAM DOMESTIC SpOT MARkET pRICE vIDwSpS RICE wINTER-SpRINg pADDy vIETNAM DOMESTIC SpOT MARkET pRICES

MNEMONIC NAME SUlwUp1 SUNFlOwER OIl Ex wORkS FOb UkRAINE $/MTSUNwUp1 SUNFlOwER SEEDS Ex wORkS FOb UkRAINE $/MTblxwUp1 bARlEy FEED FOb UkRAINE $/MTFwwUAp1 wHEAT FEED Ex wAREHOUSE UkRAINE $/MTwEUApp1 MIllINg wHEAT Ex wAREHOUSE UkRAINE $/MTSUObUp1 SUNFlOwER OIl UkRAINE FOb blACk SEA $/MT

MNEMONIC NAME FwwvRp1 FEED wHEAT RUSSIA Ex-wAREHOUSE vOlgA REgIONwECRpp1 MIllINg wHEAT RUSSIA Ex-wAREHOUSE CENTRAl RUSSIAwENCpp1 MIllINg wHEAT RUSSIA Ex-wAREHOUSE NORTH CAUCASUSwESbpp1 MIllINg wHEAT RUSSIA Ex-wAREHOUSE SIbERIAwEURpp1 MIllINg wHEAT RUSSIA Ex-wAREHOUSE URAlS wEvRpp1 MIllINg wHEAT RUSSIA Ex-wAREHOUSE vOlgA REgIONRyxwUp1 RyE RUSSIA Ex-wAREHOUSE URAlS Ryxwvp1 RyE RUSSIA Ex-wAREHOUSE vOlgA REgIONRFxwbp1 RyE FlOUR RUSSIA Ex-wAREHOUSE blACk EARTHRFxwvp1 RyE FlOUR RUSSIA Ex-wAREHOUSE vOlgA REgIONSUxENp1 SUNFlOwER RUSSIA Ex-wAREHOUSE NORTH CAUCASUSSUxwbp1 SUNFlOwER OIl RUSSIA Ex-wAREHOUSE blACk EARTHSUxwNp1 SUNFlOwER OIl RUSSIA Ex-wAREHOUSE NORTH CAUCASUSwFxwbp1 wHEAT FlOUR RUSSIA Ex-wAREHOUSE blACk EARTHwFxwCp1 wHEAT FlOUR RUSSIA Ex-wAREHOUSE CENTRAl RUSSIAwFxwNp1 wHEAT FlOUR RUSSIA Ex-wAREHOUSE NORTH CAUCASUSwFxwSp1 wHEAT FlOUR RUSSIA Ex-wAREHOUSE SIbERIA


Latin American Commodity Prices Thomson Reuters has released 14 agricultural series originating from Latin American countries, which include coffee, soybean meal, soybeans and sunflower meal.

MNEMONIC NAME START DATE COAN4yC COFFEE bRAzIl SANTOS NO 4 CIF NEw yORk US CENTS/lb 01/08/1986COCxSyC COFFEE ECUADOR wASHED ARAbICA CIF NEw yORk US CENTS/lb 01/12/1982COvNyyC COFFEE El SAlvADOR CIF NEw yORk US CENTS/lb 01/08/1986COTNyyC COFFEE gUATEMAlA pREMIUM CIF NEw yORk US CENTS/lb 01/08/1986COxHgyC COFFEE MExICO HIgH-gRADE CIF NEw yORk US CENTS/lb 09/04/2005COxNyyC COFFEE MExICO CIF NEw yORk US CENTS/lb 01/08/1986COENyyC COFFEE pERU CIF NEw yORk US CENTS/lb 25/11/1986SyRMEp1 SOybEAN MEAl ARgENTINA ExpORT FOb wORlD $/MT 09/11/1995SyMpEp1 SOybEAN pEllET ARgENTINA FOb wORlD $/MT 04/09/1995IMbARp1 SOybEANS ARgENTINA CIF ROTTERDAM $/MT 04/09/1995SyRFIOS SOybEANS ARgENTINA FIxINgS ROSARIO ARS/MT 09/11/1995SyRExp1 SOybEANS ExpEllERS ARgENTINA FOb ExpORT wORlD $/MT 09/11/1995SybpEp1 SOyMEAl pEllET ARgENTINA ExpORTS FOb wORlD $/MT 09/11/1995SUARpC1 SUNMEAl ARgENTINA/URUgUAy CIF ROTTERDAM US$/MT 26/09/2007


US Soybeans and Wheat Prices Thomson Reuters has released six agricultural series originating from the USA, which include soybeans and wheat sunflower delivered to different regions.

MNEMONIC NAME START DATE SyNOlC1 SOybEANS US NO2 yEllOw CIF NEw ORlEANS 12/10/2001SyUSgC1 SOybEANS US NO2 yEllOw CIF US gUlF 12/10/2001SHNOlC1 wHEAT US NO2 HARD RED CIF NEw ORlEANS 06/11/2001SHUSgC1 wHEAT US NO2 HARD RED wINTER FOb US gUlF 12/10/2001SSNOlC1 wHEAT US NO2 SOFT RED wINTER CIF NEw ORlEANS 12/10/2001SSUSgC1 wHEAT US NO2 SOFT RED wINTER CIF US gUlF 12/10/2001


FUTURES AND OPTIONS Agricultural Futures Exchange of ThailandThomson Reuters has released Agricultural Futures Exchange of Thailand (AFET) data on Datastream. AFET currently trades four futures contracts, rubber ribbed smoked sheet #3 (RSS3), white rice 5%, Hom Mali rice and tapioca chip. Full histories are available with the earliest start date of May 2004 for the RSS3 contract.

Multi Commodity Exchange of IndiaThomson Reuters has released Multi Commodity Exchange (MCX) of India Futures on Datastream. MCX holds a market share of over 80% of the Indian commodity futures market. MCX offers commodity futures across various segments such as ferrous and non-ferrous metals, and a number of agricultural commodities.

MCX is the world’s largest exchange in Silver, the second largest in Gold, Copper and Natural Gas and the third largest in Crude Oil futures, with respect to the number of futures contracts traded.

MNEMONIC NAME START DATE TRU RIbbED RUbbER SMOkED #3 28/05/2004TwR wHITE RICE 5% FOb 15/09/2008THM THAI HOM MAlI RICE 100% gRADE b 18/08/2006TTC TApIOCA CHIp 29/04/2011

MNEMONIC NAME START DATE Mgl gOlD FUTURES 25/10/2004Mgg gOlD gUINEA FUTURES 08/10/2008MgQ gOlD MINI FUTURES 28/10/2004MSy SIlvER FUTURES 28/10/2004MSU SIlvER HNI FUTURES 24/11/2005MSQ SIlvER MINI FUTURES 28/10/2004Mgp gOlD pETAl FUTURES 18/04/2011MAH AlUMINIUM FUTURES 27/10/2005MCJ COppER FUTURES 08/11/2004MlE lEAD FUTURES 29/03/2006MlF lEAD MINI FUTURES 29/06/2010MNC NICkEl FUTURES 28/10/2004MTg TIN FUTURES 28/10/2004MzC zINC FUTURES 27/03/2006MzM zINC MINI FUTURES 24/05/2010MCD CARDAMOM FUTURES 15/02/2006MOC CRUDE OIl FUTURES 26/04/2005MOC gASOlINE FUTURES 28/06/2010MMT MENTHA OIl FUTURES 27/04/2005MkO SOFT SUgAR M-30 FUTURES 29/12/2010MCH CHANA FUTURES 01/05/2009MkT kApAS FUTURES 03/09/2009MHO HEATINg OIl FUTURES 28/01/2009MpO pOTATO FUTURES (AgRA) 10/03/2006MpT pOTATO FUTURES (TARkESHwAR) 11/02/2011MOl REFINED SOyA OIl FUTURES 01/11/2004MwH wHEAT FUTURES 01/11/2004


Implied Correlation IndicesThomson Reuters has released CBOE’s Implied Correlation indices. The CBOE S&P 500 Implied Correlation Index is the first widely disseminated, market-based estimate of the average correlation of the stocks that comprise the S&P 500 Index (SPX). Using SPX options prices, together with the prices of options on the 50 largest stocks in the S&P 500 Index, the CBOE S&P 500 Implied Correlation Index offers insight into the relative cost of SPX options compared to the price of options on individual stocks that comprise the S&P 500.

Mnemonics are as follows:

JCJ2008 – January 2008 maturity S&P500 Implied Correlation. Calculated using January 2008 equity options and December 2007 SPX options. Suspended after the expiration of November 2007 SPX options.

KCJ2009 – January 2009 maturity S&P500 Implied Correlation. Calculated using January 2009 equity options and December 2008 SPX options. Suspended after the expiration of November 2008 SPX options.

ICJ2010 – January 2010 maturity S&P500 Implied Correlation. Calculated using January 2010 equity options and December 2009 SPX options. Suspended after the expiration of November 2009 SPX options.

JCJ2011 – January 2011 maturity S&P500 Implied Correlation. Calculated using January 2011 equity options and December 2010 SPX options. Suspended after the expiration of November 2010 SPX options.

KCJ2012 – January 2012 maturity S&P500 Implied Correlation. Calculated using January 2012 equity options and December 2011 SPX options. Suspended after the expiration of November 2011 SPX options.

ICJ2013 – January 2009 maturity S&P500 Implied Correlation. Calculated using January 2013 equity options and December 2012 SPX options. Suspended after the expiration of November 2012 SPX options.


New ecoNomic coNteNtExpansion of World Development IndicatorsThe World Bank’s collection of development indicators provides a unique set of statistics on poverty, health, education, environment and infrastructure for over 200 countries. The data is topical and designed to monitor global progress towards achieving the Millennium Development Goals as agreed by the international community. With the August update, 101 new concepts were introduced and are now in the Thomson Reuters Datastream Economic database with history back to 1991. Highlights of the additions include:

• New statistics about populations include number of children living with HIV, newborns protected against tetanus and the maternal mortality ratio. Another of the new concepts gives number of persons displaced from their homes due to conflicts and forced to move elsewhere within their country. Also related to health, is an out-of-pocket health expenditure series.

• New environmental statistics include natural resources “rents” as percentage of GDP, with rents generally calculated as difference between the value of production at world prices and total costs of production. Resources covered are coal, forest, mineral, oil and gas. There are also additional emissions series, covering methane, agricultural nitrous oxide, and gases of fluorocarbons (HFC and PFC) and sulphur hexafluoride (SF6).

• Series for the business sector include the number of new limited-liability corporations registered, and taxes on profits paid by businesses. Also of interest are number of firms expected to give gifts in meetings with tax officials.

• Banking and finance additions include the number of loan and deposit accounts at types of institution – commercial banks, co-operatives, microfinance entities and specialised state financial institutions. Microfinance is of special interest for the WDI, with the institutions defined as those “whose primary business model is to lend to (and possibly take deposits from) the poor, often using specialized methodologies such as group lending”. The World Bank notes that the data is “necessarily understated” because many other financial institutions provide microfinance services as part of their activities. Also added were series providing counts of branches by type of institution, the number of automated teller machines and point-of-sale terminals. All these counts are quoted per 1,000 adults.

For a complete list of the new series, refer to Content Update #4776.

Introducing the BIS ProjectThe Bank for International Settlements (BIS) compiles data on international banking, that allows analysis of lending, borrowing and exposures across countries. Thomson Reuters has begun a project to add three of the BIS collections to the database: Locational Banking Statistics, Consolidated Banking Statistics and Securities Statistics. A small start of 1,800 series has been made, with releases from tables 9B and 9E of the Consolidated Banking Statistics for certain countries.

http://extranet.datastream.com/ContentUpdate/detail.asp?MainID=4776


• Table 9B provides foreign claims on an immediate borrower basis for the reporting banks. The new series cover the nine markets of Greece, Ireland, Italy, Portugal and Spain plus Belgium, France, Germany and the UK. Historical values are quarterly, generally starting in Q1 2000. Data represents international financial claims from the banks’ balance sheets. BIS defines foreign claims as the sum of cross-border claims – those granted or extended to non-resident entities – plus foreign offices’ local claims in all currencies. Claims on an immediate borrower basis are financial assets including deposits and balances with other banks, loans and advances to non-banks as well as banks, and holdings of debt securities; derivatives are not included.

• Table 9E provides foreign exposures on selected individual countries on ultimate risk basis for the reporting banks. The new series include those exposures for France, Germany, Italy, Spain, Japan, the UK and USA, with the counterparty countries of Greece, Ireland, Portugal and Spain. Historical values are quarterly, generally starting from Q4 2010. The statistics provide information on the total foreign exposures (ie foreign claims plus other exposures) of banks headquartered in a particular jurisdiction on a worldwide consolidated basis (ie including the exposures of consolidated foreign branches and subsidiaries and netting out inter-office positions).

For complete series listings, see Content Updates #4750 for table 9B and #4871 for 9E.

Other New Economic ContentRecent releases of banking data include:

• 120 series corresponding to the claims from BIS Table 9B for Germany as compiled by the Deutsche Bundesbank. The series represent the balance sheet gross exposure of German banks vis-à-vis borrower countries. The monthly statistics are by country and type of the immediate borrower – banks or enterprises – and are generally available from January 2009. See Content Update #4829 for a list of series. The measures taken by the reporting institutions to hedge against risks are disregarded here. Data on Greece includes the loans guaranteed by the German government that were granted by the KfW (Kreditanstalt für Wiederaufbau) under the Euro-area aid programme for Greece launched in May 2010.

• 490 new series from the European Central Bank’s MFI Aggregated Balance Sheet. This data is for ten European Union member states that are not in the Eurozone and referred to as non-participating members. The new series cover the assets and liabilities of monetary financial institutions excluding central banks, and complement the previously existing series of the EA members. History is generally available starting January 2002. Reference Content Update #4890.

• 102 new series on principal assets and liabilities of overseas branches on domestically licensed banks as reported by the Bank of Japan. Series are included in the financial institutions accounts and are classified according to bank type. They are available monthly, with history beginning from July 1989. Reference Content Update #4880.

Recent releases of important indicators of economic activity include the following.

ChinaThe Conference Board’s Leading and Coincident Economic indices summarise and reveal common turning-point patterns in economic data by smoothing out volatility of individual components. Historically, the cyclical turning points in The Conference Board’s LEI for China have occurred before those in aggregate economic activity, while the cyclical turning points in the Conference Board’s CEI have occurred at about the same time as those in aggregate economic activity. The LEI has proven to be a market mover. The monthly indices and component series are now available with history generally extending back to January 1986. Reference Content Update #4806.

ColombiaBilateral trade series have been expanded by 100 series to cover more countries. The data provides Colombia’s exports (free on board) and imports (cost, insurance and freight) with trading partners. Sourced from the Departamento Administrativo Nacional de Estadística (DANE), the series are monthly and generally start in November 2006. Reference Content Update #4768.









SingaporePrice indices for the non-oil aggregate as published by Department of Statistics are now available. The Manufactured Products Price Index (MPPI) measures the change in the prices of goods manufactured locally, while the Domestic Supply Price Index (DSI) monitors the price changes of commodities, either locally manufactured or imported from abroad, which are retained for use in the domestic economy. Both series are monthly, with start dates of 1974. The mnemonics are SPDSPNOLF and SPMPPNOLF respectively.

SwedenPurchasing Managers Indices for the services sector are published by Swedbank and Silf in partnership. The newly added data summarises the opinions of purchasing managers within the sector to give a picture of future conditions. Series are presented both seasonally and not seasonally adjusted, monthly, from January 2006. Reference Content Update #4876.

OtherSeries indicating contributions of major components to overall GDP growth have been added to the database for Japan, Belgium and France. See Content Updates 4827, 4875 and 4843, respectively.

eXPANSioN oF ecoNomicS PoiNt iN time coVeRAGe

In December, the Economics Point in Time coverage will be expanded to cover key economic indicators for G20 countries excluding Russia. For G7 countries, the Eurozone region, Brazil, India and China, we have provided data going back to ten years where possible. The remaining countries have EPIT data starting from September 2008, but going forward we will look to backfill data where possible for any indicator which has less than ten years of history.






NEW DATA RELEASE: LATIN AMERICAN BONDS

Thomson Reuters has added seven new Latin American Government and Corporate Bond markets to Datastream as the first phase of planned Fixed Income market expansion.

All data is sourced directly from the GovCorp Fixed Income Database that feeds other Thomson Reuters Services.

*Government bond market only for Venezuela.

All individual bonds can be found via Navigator searches or via the list codes detailed below.

MARKET NUMBER OF BONDS ARgENTINA 226bRAzIl 5,750CHIlE 71COlOMbIA 435MExICO 948pERU 372vENEzUElA* 66

DATASTREAM LIST NAME DATASTREAM LIST CODEARgENTINA RESEARCH ARAllARgENTINA gvT NON-STRIpS ARgvTARgENTINA gvT Ixl ARIxlARgENTINA gvT STRIpS ARgvTSARgENTINA gvT T-bIllS ARTbIlbRAzIl RESEARCH bRAllbRAzIl gvT NON-STRIpS bRgvTbRAzIl gvT Ixl bRIxlbRAzIl gvT STRIpS bRgvTSbRAzIl gvT T-bIllS bRTbIlCHIlE RESEARCH ClAllCHIlE gOvERNMENT ClgvTCHIlE gvT Ixl ClIxlCOlOMbIA RESEARCH CbAllCOlOMbIA gOvERNMENT CbgvTCOlOMbIA gvT Ixl CbIxlMExICO RESEARCH MxAllMExICO gvT NON-STRIpS MxgvTMExICO gvT Ixl MxIxlMExICO gvT STRIpS MxgvTSMExICO gvT T-bIllS MxTbIlpERU RESEARCH pEAllpERU gOvERNMENT pEgvTpERU gvT Ixl pEIxlvENEzUElA RESEARCH vEAllvENEzUElA gOvERNMENT vEgvTvENEzUElA gvT Ixl vEIxlvENEzUElA gvT T-bIllS vETbIlvENEzUElA RESEARCH vEAllvENEzUElA gOvERNMENT vEgvTvENEzUElA gvT Ixl vEIxlvENEzUElA gvT T-bIllS vETbIl


Bond pricingComposite bid/mid/ask end-of-day and Evaluated bid/mid/ask end-of-day prices are received and archived for all “liquid” bonds.

Daily Evaluated bid/mid/ask prices (datatypes TRPB, TRPM, TRPA) are archived for product use by 03:30 GMT for all new Latin American markets. Historical pricing for graphics is available from October 2005 (at earliest).

Daily Composite bid/mid/ask prices (datatypes CMPB, CMPM, CMPA) are archived for product use by 04:30 GMT for Chile, Colombia, Mexico, Peru and Venezuela and by 07:30 GMT for Brazil and Argentina. Historical pricing for graphics is available from January 2002 (at earliest).

Alternative Yield (datatype YA) data is archived by 08:00 GMT daily for all markets. Historical yield data is available from June 2002 (at earliest)

MP datatype contains TRPB (evaluated bid prices).

MPD datatype selects first CMPB (composite bid prices), then TRPB (evaluated bid prices) where available, dependent on bond liquidity and availability of pricing sources.


COMPANY ADDITIONS TO WORLDSCOPE

During the july-September period, 498 companies were added to the Worldscope database.

These additions included 74 US, 85 Chinese and 54 Canadian companies. Worldscope also continued to expand its coverage into new markets, with companies from countries such as Bangladesh, Cambodia, Guernsey, Jersey, Niger and Senegal being covered for the first time. A total of almost 8,000 companies have now been added, with data sourced from the Reuters Fundamentals database.

Worldscope’s total coverage at the end of September consisted of 71,413 companies, 45,872 of which were active companies. As at 11 October, 12,761 of these companies were limited dataset companies (9,570 active).

COUNTRy TOTAL COMPANIES ACTIVE INACTIVE TOTAL TOTAL ACTIVE FROM ADDED REUTERS FUNDAMENTALS jUN 2011 jUL-SEP 2011 SEP 2011 SEP 2011 SEP 2011 11 OCT 2011

ARGENTINA 140 0 101 39 140 18

AUSTRALIA 2734 41 1941 834 2775 36

AUSTRIA 208 2 96 114 210 4

BAHAMAS 10 0 10 0 10 10

BAHRAIN 44 0 43 1 44 2

BANGLADESH 0 16 16 0 16 17

BARBADOS 12 0 12 0 12 12

BELGIUM 321 0 153 168 321 4

BERMUDA 107 0 84 23 107 9

BOLIVIA 13 2 15 0 15 15

BOSNIA & HERZEGOVINA 80 0 77 3 80 77

BOTSWANA 16 0 16 0 16 14

BRAZIL 670 4 394 280 674 24

BULGARIA 254 0 254 0 254 255

CAMBODIA 0 1 1 0 1 1

CANADA 4573 54 3162 1465 4627 1658

CAYMAN ISLANDS 44 0 32 12 44 13

CHILE 312 3 254 61 315 44

CHINA 3034 85 3011 108 3119 48

COLOMBIA 104 1 79 26 105 40

COSTA RICA 8 0 8 0 8 8

COTE D’IVOIRE 26 1 27 0 27 27

CROATIA 113 0 112 1 113 100

CYPRUS 131 1 129 3 132 128

CZECH REPUBLIC 91 0 19 72 91 0

DENMARK 582 1 395 188 583 204

ECUADOR 9 2 11 0 11 11

EGYPT 187 4 178 13 191 79

EL SALVADOR 9 0 9 0 9 9

ESTONIA 17 0 15 2 17 6

FAROE ISLANDS 3 0 3 0 3 3

FIJI 15 0 15 0 15 15

FINLAND 243 0 129 114 243 2

FRANCE 1770 9 830 949 1779 20

GEORGIA 1 0 1 0 1 1

GERMANY 1653 7 1037 623 1660 38

GHANA 28 1 28 1 29 28

GREECE 450 2 305 147 452 12

GUATEMALA 6 0 6 0 6 6


GUERNSEY 0 19 19 0 19 21

GUYANA 3 0 3 0 3 3

HONDURAS 2 3 5 0 5 5

HONG KONG 1273 10 1091 192 1283 11

HUNGARY 69 0 43 26 69 6

ICELAND 23 0 7 16 23 3

INDIA 2670 6 2489 187 2676 159

INDONESIA 487 10 435 62 497 0

IRELAND 166 0 65 101 166 2

ISLE OF MAN 10 0 10 0 10 10

ISRAEL 589 0 519 70 589 287

ITALY 565 0 289 276 565 8

JAMAICA 26 0 26 0 26 26

JAPAN 5014 4 3739 1279 5018 25

JERSEY 0 9 9 0 9 9

JORDAN 252 1 243 10 253 186

KAZAKHSTAN 52 0 51 1 52 49

KENYA 50 0 50 0 50 27

KOREA (SOUTH) 2043 29 1744 328 2072 517

KUWAIT 202 0 201 1 202 17

LATVIA 33 0 33 0 33 33

LEBANON 12 0 12 0 12 6

LITHUANIA 40 0 36 4 40 20

LUXEMBOURG 91 3 60 34 94 10

MACEDONIA 32 0 30 2 32 30

MALAWI 5 1 6 0 6 6

MALAYSIA 1278 12 969 321 1290 3

MALTA 18 0 18 0 18 18

MAURITIUS 38 2 40 0 40 38

MEXICO 253 1 143 111 254 14

MONGOLIA 1 0 1 0 1 1

MONTENEGRO 21 0 21 0 21 21

MOROCCO 74 0 70 4 74 30

NAMIBIA 6 0 6 0 6 6

NETHERLANDS 431 1 183 249 432 7

NEW ZEALAND 274 0 159 115 274 21

NIGER 0 1 1 0 1 1

NIGERIA 94 1 93 2 95 49

NORWAY 492 3 222 273 495 9

OMAN 127 0 126 1 127 55

PAKISTAN 285 0 255 30 285 97

PALESTINE 22 0 22 0 22 22

PANAMA 20 0 20 0 20 19

PARAGUAY 40 0 40 0 40 40

PERU 213 0 178 35 213 89

PHILIPPINES 284 1 256 29 285 4

POLAND 483 7 417 73 490 39

PORTUGAL 150 0 57 93 150 0

QATAR 46 0 42 4 46 1

ROMANIA 160 0 157 3 160 151

RUSSIAN FEDERATION 1120 3 1049 74 1123 729

SAUDI ARABIA 144 0 142 2 144 10

SENEGAL 0 1 1 0 1 1


SERBIA 109 1 107 3 110 104

SINGAPORE 863 7 649 221 870 3

SLOVAKIA 44 0 21 23 44 0

SLOVENIA 45 0 41 4 45 9

SOUTH AFRICA 897 6 360 543 903 7

SPAIN 343 1 155 189 344 7

SRI LANKA 190 0 188 2 190 149

SUDAN 1 0 1 0 1 1

SWAZILAND 3 0 3 0 3 3

SWEDEN 835 3 478 360 838 53

SWITZERLAND 489 0 287 202 489 16

TAIWAN 1891 21 1594 318 1912 8

TANZANIA 4 1 5 0 5 4

THAILAND 686 0 553 133 686 4

TRINIDAD & TOBAGO 5 0 5 0 5 5

TUNISIA 53 0 53 0 53 45

TURKEY 377 1 336 42 378 91

UGANDA 4 2 6 0 6 6

UKRAINE 21 1 22 0 22 17

UNITED ARAB EMIRATES 114 0 112 2 114 30

UNITED KINGDOM 4979 14 1978 3015 4993 95

UNITED STATES 20371 74 9246 11199 20445 612

VENEZUELA 56 0 39 17 56 3

VIETNAM 665 0 660 5 665 648

VIRGIN ISLANDS (BRITISH) 19 1 15 5 20 4

ZAMBIA 12 0 12 0 12 12

ZIMBABWE 38 0 35 3 38 0

OVERALL TOTALS 70915 498 45872 25541 71413 7885


PRODUCT MANAGEMENT

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

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

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

CONTENT MANAGEMENT

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

ANNE SIEBER EQUITIES, EQUITY INDICES, FUNDS & 3RD-PARTY [email protected]+44 (0)20 7324 9741

CONTRIBUTORSJAMES BRIGHT ESTIMATES & FUNDAMENTALSI/B/E/S GLOBAL [email protected]+44 (0)20 7542 1954

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

MADELEINE DISARIO [email protected]+1 301 545 4255

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

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