ISRX
NASDAQ Vendor Alert #2006-077 - NASDAQ to Disseminate New Indexes on NIDS, Effective November 17, 2006
Please Route To:
* Direct NASDAQ data feed subscribers
* NASDAQ market data redistributors
Data feed impacted:
* NASDAQ Index Dissemination Service (NIDS)
Summary:
* On Friday, November 17, 2006, The NASDAQ Stock Market will begin disseminating the following new NASDAQ indexes on the NASDAQ Index Dissemination Service (NIDS) data feed:
o NASDAQ Clean Edge U.S. Liquid Series Index (Index Identifer: CELS)
o NASDAQ Clean Edge U.S. Liquid Series Total Return Index (Index Identifer: CEXX)
o NASDAQ Israel Index (Index Identifer: ISRQ)
o NASDAQ Israel Total Return Index (Index Identifier: ISRX)
Overview of Changes:
On Friday, November 17, 2006, The NASDAQ Stock Market® will begin disseminating four new indexes.
* NASDAQ Clean Edge U.S. Liquid Series IndexSM (Index Identifier: CELS)
* NASDAQ Clean Edge U.S. Liquid Series Total Return IndexSM (Index Identifier: CEXX)
* NASDAQ Israel IndexSM (Index Identifer: ISRQ)
* NASDAQ Israel Total Return IndexSM (Index Identifier: ISRX)
Index Descriptions:
The NASDAQ Clean Edge U.S. Liquid Series Indexes are modified market capitalization weighted indexes designed to track the performance of clean-energy companies that are publicly traded in the U.S. Earlier this year NASDAQ®: launched a performance benchmark for this sector, known as the NASDAQ Clean Edge U.S. IndexSM (Index Identifier: CLEN). The NASDAQ Clean Edge U.S. Liquid Series Index is designed specifically as a more liquid variation of the performance benchmark CLEN.
The NASDAQ Israel Indexes are modified market capitalization weighted indexes that are designed to track the performance of companies listed in the U.S. and incorporated in Israel.
Two versions of each of the indexes will be calculated and disseminated:
* Price Return Indexes — ordinarily calculated without regards to cash dividends
* Total Return Indexes — calculated by reinvesting cash dividends on the ex-date. Please note that Total Return Indexes begin dissemination one day after their respective parent index.
NIDS Dissemination:
The new indexes will be disseminated every 15 seconds on the NASDAQ Index Dissemination ServiceSM (NIDSSM) data feed via the Index Detail message (Category I – Type V). The index is calculated using NASDAQ prices (not consolidated) during the day (from 09:30:15 to 16:01:30, ET) and the NASDAQ Official Closing Price (NOCP), when available, or the NASDAQ Last Sale for NASDAQ-listed securities. For securities listed on the American Stock Exchange (Amex) or the New York Stock Exchange (NYSE), consolidated last sale prices are used. The closing value of the index may change until 17:15:00, ET, due to corrections to the closing prices of the component securities.
Please note that at this time, NASDAQ will not support an official Index Opening Value within the index detail message for any of these indexes.
In addition to the Index Detail message, NASDAQ will support the following messages on the NIDS data feed for the NASDAQ Clean Edge U.S. Liquid Series Index and NASDAQ Israel Index. NASDAQ does not support these messages for total return indexes at this time:
* Index Directory Messages (Category A – Type I) — provides the index identifier, index name, market value, adjusted base period market value (ABPMV) and the index base value.
* Issue Symbol Participation Messages NASDAQ-Listed Issues (Category A – Type W) — provides the issue symbol; issue name and current index weightings (TSO or DRM) for NASDAQ-listed issues.
* Issue Symbol Participation Messages Non-NASDAQ-Listed Issues (Category A – Type V) — provides the market of origin, issue symbol, issue name and current NASDAQ index weightings for selected non-NASDAQ-listed issues.
Contact Information:
* For questions about the about the new indexes, please contact NASDAQ Financial Products.
* For questions about the NIDS data feed, please contact NASDAQ Market Data Distribution.
| ISRX
Please Route To:
* Direct NASDAQ data feed subscribers
* NASDAQ market data redistributors
Data feed impacted:
* NASDAQ Index Dissemination Service (NIDS)
Summary:
* On Friday, November 17, 2006, The NASDAQ Stock Market will begin disseminating the following new NASDAQ indexes on the NASDAQ Index Dissemination Service (NIDS) data feed:
o NASDAQ Clean Edge U.S. Liquid Series Index (Index Identifer: CELS)
o NASDAQ Clean Edge U.S. Liquid Series Total Return Index (Index Identifer: CEXX)
o NASDAQ Israel Index (Index Identifer: ISRQ)
o NASDAQ Israel Total Return Index (Index Identifier: ISRX)
Overview of Changes:
On Friday, November 17, 2006, The NASDAQ Stock Market® will begin disseminating four new indexes.
* NASDAQ Clean Edge U.S. Liquid Series IndexSM (Index Identifier: CELS)
* NASDAQ Clean Edge U.S. Liquid Series Total Return IndexSM (Index Identifier: CEXX)
* NASDAQ Israel IndexSM (Index Identifer: ISRQ)
* NASDAQ Israel Total Return IndexSM (Index Identifier: ISRX)
Index Descriptions:
The NASDAQ Clean Edge U.S. Liquid Series Indexes are modified market capitalization weighted indexes designed to track the performance of clean-energy companies that are publicly traded in the U.S. Earlier this year NASDAQ®: launched a performance benchmark for this sector, known as the NASDAQ Clean Edge U.S. IndexSM (Index Identifier: CLEN). The NASDAQ Clean Edge U.S. Liquid Series Index is designed specifically as a more liquid variation of the performance benchmark CLEN.
The NASDAQ Israel Indexes are modified market capitalization weighted indexes that are designed to track the performance of companies listed in the U.S. and incorporated in Israel.
Two versions of each of the indexes will be calculated and disseminated:
* Price Return Indexes — ordinarily calculated without regards to cash dividends
* Total Return Indexes — calculated by reinvesting cash dividends on the ex-date. Please note that Total Return Indexes begin dissemination one day after their respective parent index.
NIDS Dissemination:
The new indexes will be disseminated every 15 seconds on the NASDAQ Index Dissemination ServiceSM (NIDSSM) data feed via the Index Detail message (Category I – Type V). The index is calculated using NASDAQ prices (not consolidated) during the day (from 09:30:15 to 16:01:30, ET) and the NASDAQ Official Closing Price (NOCP), when available, or the NASDAQ Last Sale for NASDAQ-listed securities. For securities listed on the American Stock Exchange (Amex) or the New York Stock Exchange (NYSE), consolidated last sale prices are used. The closing value of the index may change until 17:15:00, ET, due to corrections to the closing prices of the component securities.
Please note that at this time, NASDAQ will not support an official Index Opening Value within the index detail message for any of these indexes.
In addition to the Index Detail message, NASDAQ will support the following messages on the NIDS data feed for the NASDAQ Clean Edge U.S. Liquid Series Index and NASDAQ Israel Index. NASDAQ does not support these messages for total return indexes at this time:
* Index Directory Messages (Category A – Type I) — provides the index identifier, index name, market value, adjusted base period market value (ABPMV) and the index base value.
* Issue Symbol Participation Messages NASDAQ-Listed Issues (Category A – Type W) — provides the issue symbol; issue name and current index weightings (TSO or DRM) for NASDAQ-listed issues.
* Issue Symbol Participation Messages Non-NASDAQ-Listed Issues (Category A – Type V) — provides the market of origin, issue symbol, issue name and current NASDAQ index weightings for selected non-NASDAQ-listed issues.
Contact Information:
* For questions about the about the new indexes, please contact NASDAQ Financial Products.
* For questions about the NIDS data feed, please contact NASDAQ Market Data Distribution.
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