Brexit – the UK European Union Referendum On 23 June 2016, the UK will vote in a landmark referendum to decide whether it should remain a member of the European Union (EU) – the collection of 28 member states which co-operate as a single market, allowing free internal movement of people, goods and services. The UK has been a member of the union since 1973, at which point it was known as the European Economic Community (EEC). The possibility of Britain exiting the EU has become known as ‘Brexit’. If the UK votes to remain a member of the EU, a package of changes to the terms of the UK’s membership will be introduced, negotiated by the UK Prime Minister, David Cameron – including additional safeguards for the UK financial services industry, limitations on welfare payments for EU migrants working in the UK, and protection of UK political sovereignty. If the UK votes to leave the EU however, the free movement of people, goods and services between the UK and the EU will come under review – potentially impacting trade and investment. The process of unwinding the relationship is estimated to take about two years and is likely to involve considerable uncertainty and volatility in the markets. To help navigate the wealth of information, news and analysis on the topic, a number of helpful Thomson Reuters resources have been created. As ever, topical analysis, insight and commentary from expert economists are provided by our partner, Fathom Consulting. Search ‘Brexit’ in Thomson Reuters Eikon for a dedicated overview on the topic – including latest news, market data, charts and polls. Q1.16 INFOSTREAM Datastream News in this issue • Brexit – the UK European Union Referendum • Datastream Extranet Website Retirement • S&P Global BMI and S&P IFC Index Changes • New I/B/E/S Surprise Datatypes and IGA Additions for FTSE Indices • Q1 Content Enhancement Round-ups contents features 01 Brexit – the UK European Union Referendum product enhancement 05 Datastream Extranet Website Retirement content enhancement 06 Economics Round-up 11 Equity Indices Update 18 S&P Global BMI and S&P IFC – Index Changes 20 Equities Update 23 I/B/E/S – New Surprise Datatypes 25 IGA – Additions for FTSE 250 and 350 26 Improved Timeliness in Datastream for Fixed Income Content 27 Futures Global Expansion 30 Company Additions to Worldscope 34 Contributors
Transcript
Brexit – the UK European Union Referendum On 23 June 2016, the UK will vote in a landmark referendum to decide whether it should remain a member of the European Union (EU) – the collection of 28 member states which co-operate as a single market, allowing free internal movement of people, goods and services. The UK has been a member of the union since 1973, at which point it was known as the European Economic Community (EEC). The possibility of Britain exiting the EU has become known as ‘Brexit’.
If the UK votes to remain a member of the EU, a package of changes to the terms of the UK’s membership will be introduced, negotiated by the UK Prime Minister, David Cameron – including additional safeguards for the UK financial services industry, limitations on welfare payments for EU migrants working in the UK, and protection of UK political sovereignty.
If the UK votes to leave the EU however, the free movement of people, goods and services between the UK and the EU will come under review – potentially impacting trade and investment. The process of unwinding the relationship is estimated to take about two years and is likely to involve considerable uncertainty and volatility in the markets.
To help navigate the wealth of information, news and analysis on the topic, a number of helpful Thomson Reuters resources have been created. As ever, topical analysis, insight and commentary from expert economists are provided by our partner, Fathom Consulting.
Search ‘Brexit’ in Thomson Reuters Eikon for a dedicated overview on the topic – including latest news, market data, charts and polls.
Q1.16
INFOSTREAMDatastream News
in this issue• Brexit – the UK European Union Referendum• Datastream Extranet Website Retirement• S&P Global BMI and S&P IFC Index Changes• New I/B/E/S Surprise Datatypes and IGA
Additions for FTSE Indices• Q1 Content Enhancement Round-ups
contents
features01 Brexit – the UK European Union Referendum
content enhancement06 Economics Round-up11 Equity Indices Update 18 S&P Global BMI and S&P IFC – Index Changes20 Equities Update 23 I/B/E/S – New Surprise Datatypes 25 IGA – Additions for FTSE 250 and 35026 Improved Timeliness in Datastream for
Fixed Income Content27 Futures Global Expansion 30 Company Additions to Worldscope
The topic has also been frequently covered in the weekly News in Charts articles written by Fathom Consulting – search ‘Brexit’ on the Lipper Alpha Insight website (the recently introduced, upgraded successor to the Alpha Now website). These articles include Datastream Charts, which you can refresh, edit and save to your own library if desired.
Datastream Extranet Website RetirementExtranet website retirement and redirection to InfobaseThe upgraded version of the Datastream Extranet website, renamed Infobase, was launched on 15 December 2015 at https://infobase.thomsonreuters.com and via Search and the App Library in Thomson Reuters Eikon. The new website features:
• a modern, simplified look and feel • revamped Hints & Tips • alerts integrated with Customer Zone/My Account • an improved login experience with support for Eikon or Datastream user ID credentials.
The Extranet website ran in parallel with Infobase until mid-March 2016, and has now been retired. All existing links to the Extranet – for example the Extranet button on the AFO and DFO add-ins for Excel, the link on the Datastream Charting toolbar and the http://extranet.datastream.com URL – now redirect to Infobase instead. The buttons and links in the product interfaces will be relabelled Infobase in forthcoming versions.
Datastream Advance and Datastream Professional home pagesThe Extranet home page was previously seen when launching the Datastream desktop application (also known as Datastream Advance) – the Infobase home page is now displayed instead.
The default home page of the Datastream Professional product (www.datastream.com) was hosted on the Extranet and has now been replaced by the Infobase home page too – equivalent information is provided on this new home page, including Chart of the Week, News in Charts, Content pages and Quick Links.
Datastream NavigatorSupport for the standalone Datastream Navigator URL (the search utility) which allows login with Extranet user ID credentials has now been retired too; this is http://product.datastream.com/NavigatorLegacy/logon.aspx
Instead, the existing alternative URL http://product.datastream.com/navigator/ should be used – this is supported in Chrome, IE 11 and other modern browsers; it allows login using all Datastream and Eikon user IDs, but not Extranet user IDs.
If you have any questions about the above changes, please visit the FAQ page on Infobase or email [email protected]
Economics Round-up It has been a busy first quarter for Economics, with several new releases made and many revisions processed. In addition, the transition was completed for announcing content changes, from the Extranet’s Content Update system to the Customer Zone’s Content Notifications instead – accessible via the Alerts menu on Infobase.
Expansion of IMF CoverageFrom the International Monetary Fund’s extensive data collection, two new global datasets were added to the Economics database – each detailing a specific set of financial information. Each also provides data that is comparable across countries, in terms of definition and currency. • The Coordinated Direct Investment Survey (CDIS) presents detailed data on ‘inward’ direct
investment positions cross-classified by economy of immediate investor, and data on ‘outward’ positions cross-classified by economy of immediate investment. The CDIS includes breakdowns of direct investment, net equity and net debt instrument positions, as well as time series that present ‘mirror’ data. The CDIS contains over 550,000 series at annual frequency, with historical data back to 2009. Positions are available for 240 countries and regions.
• The Template on International Reserves integrates the concepts of international reserves and foreign currency liquidity into a single framework. It was agreed through consultation in the international community, with an eye to providing timely consistent data on this important topic. The template is divided into four tables of information that the IMF requests from member countries. These are: 1) Official reserve and other foreign currency assets (approximate market value); 2) Predetermined short-term net drains on foreign currency assets (nominal value); 3) Contingent short-term net drains on foreign currency assets (nominal value); and 4) Memo items. The majority of the new series come from Table I, with much of the rest of the template not being provided by all countries. The resulting 16,000 series are comparable in definition across 81 countries.
Lists of CDIS and Reserves series can be found in the Datastream Navigator, Economics Explorer, under ‘International Historical Sources’.
Coming soonThe IMF’s Coordinated Portfolio Investment Survey, similar to CDIS but for portfolio investment assets and liabilities, will be added. And we will be releasing some of the Reserves Template under Eikon RICs. Release of Business and Political IndicatorsA new type of survey is now being on-boarded − ones that provide results on political, business and governing situations and questions. Three new datasets were recently added: • World Governance Indicators from the World Bank detail views on six dimensions of
governance – voice and accountability, political stability and absence of violence, government effectiveness, regulatory quality, rule of law, and control of corruption. The data reflects enterprise, citizen and expert survey respondents in industrial and developing countries. The 7,704 series are at annual frequency and cover 214 countries. Please note that the project was compiled every two years between 1996 and 2002 and yearly thereafter, so there are intermittent NAs in the early data of the series.
• The World Bank’s Doing Business Indicators measure regulations affecting 11 areas of the life of a business. They provide objective measures of simplicity, efficiency and accessibility of business regulations and their enforcement across 189 economies and 22 cities. For most countries, the indicator set refers to a case scenario in the largest business city of each economy. Our dataset includes 21,636 series at annual frequency.
• The Global Entrepreneurship Monitor (GEM), an initiative led by the virtual Global Entrepreneurship Research Association, is the world’s foremost study that considers why some countries are more entrepreneurial than others. The GEM key indicators include percentage of the 18-64 age cohort, who are either a nascent entrepreneur or owner-manager of a new or established business. Also reported is the percentage of current non-entrepreneur population who: perceive opportunity for a new business; believe they have the required skills to start a business; are latent entrepreneurs; or are prevented by fear of failure. The 2,091 series are annual and cover 105 countries.
Lists of series for the above can be found in the Datastream Navigator, Economics Explorer, under ‘International Business & Governance Indicators’.
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Coming soonTransparency International’s Corruptions Index will be added.
New PMIs from Markit EconomicsThe Emirates NBD Dubai Economy Tracker™ was recently launched to give an accurate overview of operating conditions in the non-oil private sector economy of Dubai. Produced by Markit Economics in conjunction with Emirates NBD, the nine series include purchasing managers indices on new orders, output, supplier deliveries and employment. The new dataset is monthly with history from January 2010. In the coming months there will be other releases – of sectoral PMIs for the USA and regional PMIs for Canada, and a set of PMIs for Istanbul. See DN085837 for details on the Dubai Tracker.
Highlights of National Source ExpansionsAustralia• Retail trade turnover by Australian state and 15 industry subgroups from the Australian Bureau of
Statistics (ABS). The states and territories included are New South Wales, Victoria, Queensland, South Australia, Western Australia, Tasmania, Northern Territory and Australian Capital Territory. The series represent value of retail trade turnover for businesses, on a monthly current price basis. Historical data is available from April 1982. See DN085175 for more details.
• Balance of Payments series on the BPM6 basis from ABS. The new set provides credit and debit series for goods and services by state. Current, chained, trend and deflator versions are provided. The chained prices and deflators are based on 2013-2014. The series are quarterly with historical data from Q3 2011. See DN085212.
ChinaAdditional GDPs by industry from the National Bureau of Statistics. The new quarterly series, from the Chinese National Accounts, include current price GDPs at quarterly rates, ie non-cumulative, rather than existing cumulative. On constant price basis cumulative, non-cumulative and year-on-year percentage changes were added. See DN085275.
Euro Area and member nationsTARGET (Trans-European Automated Real-Time Gross Settlement Express Transfer System) 2 balance totals from the European Central Bank. The new series reflect positions on the balance sheets of all Euro Area country national central banks (NCBs) and others from the EU that have joined TARGET on a voluntary basis. Changes in the TARGET balances of individual NCBs result from the settlement of cross-border payments executed between banks via TARGET. The series are monthly with history generally from May 2008. See DN085214.
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Japan• New ‘policy rate balance series’ from the Bank of Japan, which applies to current accounts
held by financial institutions. The bank announced a change in monetary policy in January 2016, effective on 16 February. At that time the bank introduced a negative interest rate and multiple-tier system for QQE – quantitative and qualitative monetary easing. From then forward our policy rate series show the end-of-month value of the new negative interest rate that was introduced. The bank’s multi-tier system will divide “balance of each financial institution’s current account at the Bank into three tiers, to each of which a positive interest rate, a zero interest rate, or a negative interest rate will be applied”. Accordingly, three daily and three monthly series were created − Policy Rate Balance (the negative rate), Macro Rate Add-on Balance (the zero rate) and Basic Rate Balance (the positive rate). History starts from February 2016. See DN085696.
• Extensive weekly data on equities trading by type of investor, produced by and traded on the Tokyo Stock Exchange (TSE). The new dataset covers trading volumes and values detailed by nine investment types − foreigners, securities companies, investment trusts, business companies, other corporations, life and non-life insurance, city and regional banks, trust banks, other financial institutions. Series are available for each of the four sections of TSE − namely 1st Section, 2nd Section, Mothers, JASDAQ, and the Tokyo and Nagoya market. The weekly compilation includes trading participants with a capital of at least ¥3 billion. A total of 580 series with week-ending day of Thursday have been created, with earliest historical data available from January 2005 for all but Tokyo and Nagoya, which start in 2013. See DN085510 and DN085967.
LatviaSeasonally adjusted GDP and components from the Central Statistical Bureau of Latvia. Recently introduced, the adjusted data is available in nominal and real 2010 chained prices, year ago and period ago indices. Series are quarterly with historical data generally starting in 1995. Series are updated about 60 days after the end of reference period and then revised another 20-30 days later. The two main index series are flash estimated approximately 30 days after the end of reference period. See DN085581. Norway• Registered unemployment rates by regions, sourced from the Norwegian Labour and Welfare
Organisation. The new series are monthly with historical data from January 2001. Since October 2012, the basis for the county distribution is the residential address of the unemployed who have registered; previously the data reflected area of the ARENA offices. See DN085669.
• Monthly frequency fiscal account series from Statistics Norway. With history from January 2003, the series are monthly equivalents of the previously existing quarterly series of central government accounts. Updates are posted on the last business day of each month with the previous month’s value. See DN085387.
SlovakiaResidential property sale prices per square metre as published by the National Bank of Slovakia. The new series present an overall price index and prices by type of housing. Data is quarterly with history generally from Q1 2005. See DN085676. USA• Annual capital expenditures of business from the US Census Bureau. Sourced from the Annual
Capital Expenditures Survey, the new coverage details capital invested in new and used structures and equipment for all domestic, private and non-farm businesses. The series are annual with historical data from 1998. See DN085848.
• Fed funds and other forecasts from the Federal Reserve, compiled from projections by the Board of Governors members and Fed bank presidents and recently published. The new coverage includes median, central tendencies and ranges for the Federal funds rate projections. In addition, median forecasts have been added for GDP growth, unemployment rate, PCE inflation and Core PCE inflation. The series are annual with data from 2015 when they began to be compiled. Forecasts are out to 2018. These complement the ranges and central tendency series that were already in the database.
• Weekly long-term mutual fund flows from the Investment Company Institute. These series complete our coverage of the Weekly Estimated Long-Term Mutual Fund Flows Report, and provide more detailed equity and bond flow categories. The series are weekly with historical data from January 2007. See DN085888.
Revisions and Rebasings IssuedThere were quite a few revisions to historical data this quarter, as statistical offices take stock annually or adapt to newer international standards. A majority were as per below, but there were others as well. Please see Content Notifications on the Customer Zone for more information – accessible via the Alerts menu on Infobase.
European CPIs RebasedThe Eurostat harmonised indices of consumer prices (HICPs) were rebased from 2005=100 to 2015=100. The monthly index series in the Economics database have been revised in their entirety, mostly from January 1996. In addition, 7,262 indices were created in Datastream under the new base year. The reason for the change of the reference year is the addition of a new, more detailed, level to the classification of consumption used in the HICP (level 5 of the Classification of Individual Consumption according to Purpose — COICOP), which most member states are implementing in their index calculations. Some countries, when introducing the fifth level of COICOP, reviewed their product classification or the back data and, if the need was seen, reclassified some products in order to be fully in line with the latest COICOP. In such cases, minor revisions were made to the corresponding data. For details on revision to Eurostat series, see DN085970. The same rebasing and similar revisions have also been done by the statistical offices of Austria, Bulgaria, Croatia, Cyprus, Greece, Latvia, Norway, Portugal, Slovakia, Sweden, Tanzania and the UK. See separate DNs per country. US Datasets RevisedAmong US data many sets underwent annual benchmarking revisions, and new seasonal adjustment due to revised factors. The affected macro data comprised labour force, employment, earnings, productivity and costs, CPIs and PPIs, home sales and leading indicators. In addition, revisions were made to the Chicago xBusiness Barometer, and business outlook from ISM, Federal Reserve Banks of Dallas, New York, and Philadelphia, NFIB. See separate DNs.
Coming soonOther revisions, related to retail and wholesale trade; manufacturers’ shipments, inventories, orders; unemployment insurance claims, employment cost index and residential construction; will be released.
Equity Indices Update – March 2016 This edition of Infostream sees the release of the Equity Index RIC mapping project where over 150,000 indices on Datastream have had their mnemonics mapped to RICs. New Carbon Indices have been released by MSCI, plus additional regional indices excluding countries.
Read on for all the details.
Equity Index RIC Mapping to Datastream MnemonicThomson Reuters has released RIC to Datastream mnemonic mapping for over 150,000 end-of-day equity indices. This key enhancement allows users to navigate from Eikon pages to Datastream Charting seamlessly and avoid having to run a secondary look-up.
In this enhancement, key national series and the headline indices from our major suppliers have been linked.
How does it work?• Users can drag and drop codes between Eikon pages and Datastream apps.• Right-click on a RIC within Eikon, choose ‘Related’ from the menu and then one of the
Datastream options from the list. • From within Datastream Charting or DFO, enter the RIC encased in < > brackets, or in DFO tick
the RIC box and then enter the RIC directly, without < > brackets. Note that RICs are case-sensitive.
Datastream Global Equity Indices – Quarterly Review Effective 11 April 2016The next quarterly review of the Datastream Global Equity indices will be effective from 11 April 2016. The Datastream Equity indices are reviewed to bring coverage in line with the top group of stocks by market value. This results in changes to indices and constituent list data:
• Datastream Total Market indices – the indices will be reset to represent the new top group of stocks by market value.
• New Datastream-calculated equity indices and constituent lists introduced, due to equities having an industrial group change or new equities being introduced since the last review.
• Discontinuation of Datastream-calculated equity indices and constituent lists, due to equities having an industrial group change or equities being deleted since the last review.
Where new indices are created, historical data will also be calculated.
Greece As part of this review, Greece will be reclassified from Developed to Emerging Market status. This will impact the below regional indices (including sector indices):
MSCI – Additional Ex Country IndicesMSCI has released new regional indices excluding countries. Indices are available for both standard and IMI versions.
Information on the changes will be provided on Infobase.
https://infobase.thomsonreuters.com/infobase/ Next Review: The next quarterly review after April will be effective from 11 July 2016.
MSCI – Low Carbon IndicesThe MSCI Global Low Carbon Target indices are designed to address two dimensions of carbon exposure: carbon emissions and fossil fuel reserves. By overweighting companies with low carbon emissions (relative to sales) and those with low potential carbon emissions (per dollar of market capitalisation), the indices aim to reflect a lower carbon exposure than that of the parent index. The indices are designed to achieve a target level of tracking error while minimising the carbon exposure.
Index price and return index values are unrestricted. Constituent data is included in the MSCI ESG modules on Datastream.
REGION CODE NO OF STOCKS
BASE DATE INDEX MNEMONIC
LIST MNEMONIC
DEVELOPED MARKETS DV 2645 JAN-73 TOTMKDV LTOTMKDV
DEVELOPED MARKETS EX USA EF 3645 JAN-73 TOTMKEF LTOTMKEF
EMERGING EUROPE UE 450 JAN-94 TOTMKUE LTOTMKUE
EMERGING MARKETS EK 1480 JAN-95 TOTMKEK LTOTMKEK
EUROPE EX EMERGING MARKETS EE 2150 JAN-73 TOTMKEE LTOTMKEE
WORLD EX DEVELOPED EUROPE WX 4650 JAN-73 TOTMKWX LTOTMKWX
MSCI INDEX CODE USD CODE LOCAL CODE INDEX NAME
705390 MSAFCD$ MSAFCDL ACWI LOW CARBON LEADERS
705451 MSAFCT$ MSAFCTL ACWI LOW CARBON TARGET
705353 MSURCD$ MSURCDL EUROPE LOW CARBON LEADERS
705422 MSNACD$ MSNACDL NORTH AMERICA LOW CARBON LEADERS
S&P Global BMI and S&P IFC – Index Changes Effective 11 July 2016 With effect from 11 July 2016, changes will be applied to the S&P Global BMI and S&P IFC indices on Datastream, when a number of index datatypes will become restricted and available only in pass-through modules. See below for datatypes generally available for these index families and the restrictions that will apply from 11 July 2016. Note, not all datatypes are provided for all these indices – check on Navigator for details.
DATATYPE DESCRIPTION CHANGES WEF 11 JULY 2016
PI PRICE INDEX NO CHANGE – UNRESTRICTED
RI RETURN INDEX (GROSS) NO CHANGE – UNRESTRICTED
NR RETURN INDEX (NET) NO CHANGE – UNRESTRICTED
MV INDEX MARKET CAPITALISATION NO CHANGE – UNRESTRICTED
NE NUMBER OF EQUITIES IN INDEX NO CHANGE – UNRESTRICTED
PE PRICE EARNINGS RATIO RESTRICTED
DY DIVIDEND YIELD RESTRICTED
PC PRICE/CASH FLOW RESTRICTED
BP PRICE/BOOK VALUE RESTRICTED
IDV INDEX DIVISOR RESTRICTED
This change is a result of S&P Dow Jones policy to license index valuation data to clients.
Equities Updates – March 2016This quarter we review our coverage of market value by company as a time series, which is now available for 37 countries with more countries due to be added throughout 2016.
Read on for all the details.
Market Value by Company Thomson Reuters has enhanced the equity database on Datastream, by releasing market value by company (datatype MVC) and the equity shares outstanding at a company level (datatype NOSHC) as a time series item for the markets below.
Histories have been calculated from 3 January 2000, or the start date of the company if later.
Additional markets continue to be added, so subscribe to Content Notifications and also refer to the Equities page of Infobase for updates.
The MVC History Indicator flag (datatype MVCH) should be used to indicate whether MVC is available as a time series for a given record.
Rules and calculation methodologyHistorical MVC – the sum of the shares outstanding at company level multiplied by the price of the primary quote – will be available back to the start date of a company or the beginning of 2000, whichever is later.
MVC history will be calculated for all companies irrespective of whether they comprise single or multiple securities. So for example MVC will be provided for single-security company IBM, and the figure will be identical to market value (datatype MV).
For each company, and for each eligible security of the company, the MVC history will be provided on the primary quote codes only. Secondary quotes will continue to display a static value, updated daily.
Companies which are fully dead (ie which do not have any active securities) at the time of the calculation of the MVC history will not have an MVC history calculated.
For companies which have a mixture of live and dead securities, a history will be calculated. These will include the market value of eligible dead securities up to the date of their delisting. The history will be available on the live securities only.
For companies with multiple securities and where the base dates of the securities are different, the MVC history will start at 3 January 2000 or the earliest base. This is with the exception of China, where previously unquoted, state-held shares which have become quoted cannot be included in the calculation. In these instances, MVC will begin from the most recent base date.
For companies with unquoted securities, the MVC history will include the unquoted securities in the calculation, but MVC history will be provided on the primary quote code of the quoted security only, not on the unquoted security code. As with the current calculation, unquoted securities will be valued using the prices of the associated quoted securities.
For dual-listed companies (DLC), the MVC history will combine the companies from the start date of the DLC agreement until the end date of the DLC agreement (if any).
The history will be subject to revision in the event of a retrospective change (for example correction or late update) to the price or number of shares outstanding historically of a primary quote code. The histories will be automatically refreshed from the date of amendment.
Shares Outstanding by Company Number of shares outstanding by company (NOSHC) is a time series datatype which retrieves the consolidated number of shares outstanding for a given company.
NOSHC will be available under the same circumstances and wherever MVC is available as a time series.
Market Value by Company History Indicator The market value by company history indicator (MVCH) retrieves the value ‘1’ where MVC is available as a time series and ‘0’ where it is not. This enables users to distinguish whether the MVC value is being retrieved as a value and date pair, or as the most recent value.
Norway – Launch of Merkur Market Segment (MTF) of Oslo Børs Exchange on DatastreamEffective 13 January 2016, Oslo Børs opened a new MTF market, Merkur Market, which offers listing and electronic trading of shares and equity certificates for both small and large companies as a supplement to the regulated Oslo Børs marketplaces, and this new segment is now available on Datastream. The Exchange code (EXDSCD) for Merkur segment is ‘OS’ which is the same as Oslo Børs, however the datatypes for segment name (SEGN) and segment mnemonic (SEGM) will retrieve ‘Merkur Market’ and ‘MERK’ respectively.
With effect from 13 January 2016, seven new instruments have been admitted to trading on Oslo Børs Merkur Market and are therefore available in Datastream. The stocks are available in the list FNOR.
I/B/E/S – New Surprise Datatypes Thomson Reuters has released 18 new Surprise Datatypes, allowing clients to access static and time series Surprise data for:
AFO – Adjusted Funds From OperationsBPS – Book Value Per ShareCAP – Capital ExpenditureCPS – Cash Flow Per ShareCSH – Cash Earnings Per ShareDPS – Dividends Per ShareEBD – EBITDAEBG – Earning Before GoodwillEBS – EBITDA Per ShareEBT – EBITEPS – Earnings Per ShareEVT – Enterprise ValueFCF – Free Cash Flow Per ShareFFO – Funds From OperationsGPS – GAAPGRM – Gross MarginINC – Net IncomeNAV– Net Asset ValueNDT – Net DebtNER – Reported Net IncomeOPR – Operating ProfitPRE – Pre-Tax ProfitPRR – Reported Pre-Tax ProfitROA – Return On AssetsROE – Return On EquitySAL – SalesTBV – Tangible Book Value
Full history has been loaded for all datatypes and these can be used across all Datastream platforms.
These key datatypes give an at-a-glance summary of how market confidence in a company has evolved over time and are particularly relevant for equity analysts and corporate finance departments.
IGA offers a range of major third-party global indices and both country and regional aggregate data for over 56 markets, and we continue to expand our offering on a quarterly basis. To kickstart the first quarter of 2016, we have introduced 158 sector and industry indices for the FTSE 350. These new, third-party, bottom-up aggregates will be released with ten years of history starting from 2006, and are available via Feeds, Datastream, TRQA and Eikon with the DFO add-in.
For a full list of the new indices and their IGA tickers, click here.
The future of aggregatesIGA is currently the principal content offering for aggregated forecast data, and the value of this content is only increasing as macro data is viewed as a key analytic within the market. With this in mind, Thomson Reuters has created a new Strategic Aggregate offering, enabling aggregation on a wider range of measures, offering clients better transparency of calculations and the incorporation of Thomson Reuters SmartEstimates®. Current Aggregates have been released in Eikon via the Aggregates App, Excel and Macro Explorer. This will continue to be expanded throughout 2016 and beyond.
NB This offering is not a replacement for IGA and is a separate aggregated content set in its own right. As a more widespread release of this new content is underway, IGA will continue to be supported and enhanced as the main driver for aggregated data, with continued quarterly expansion directed by client requests.
IGA – Additions for FTSE 250 and 350I/B/E/S Global Aggregates (IGA) offers clients a valuable source of data, to enable asset allocation from a country, sector or industry perspective. Providing the power to analyse top-down market trends and relationships, IGA can assist in validating trading ideas and identifying opportunities.
Fixed Income T&C data in DFO is now updated every ten minutes, six days a week, from the dedicated feed from the Thomson Reuters database of record, ensuring the T&C content source is identical for both Eikon and Datastream products.
•Number of markets supported in DFO = 66•Number of active bonds supported in DFO = 380,000•Number of matured/called bonds supported in DFO = 1,000,000+
DFO vs Eikon Fixed Income Coverage NoteDatastream is strategically selective in its coverage to provide customers with the key asset classes within the Government & Corporate bond markets and ensure the most efficient use of resources while covering the key securities expected in an investment management product, and to avoid unnecessary duplicative internal effort.
This differs from fixed income coverage in Eikon, which is global, covers all asset classes, and includes real-time contributor pricing and advanced analytics.
Eikon remains the go-to product for fixed income solutions for the buy and sellside client base and is supported by DFO content.
Improved Timeliness in Datastream for Fixed Income ContentThe fixed income feed of Terms and Conditions data (T&C) has moved to the fully integrated strategic data feed that is the source for real-time Eikon products.
Daily prices are available in the form of time series data covering open, high, low, settlement, volume and open interest.
Information relating to the futures contract attributes is available as static data items and includes items such as last trade dates, contract sizes, tick value, tick size, exchange and currency.
With each futures contract there are six different methods of continuous series calculations; in addition, the Reuters continuation “c” series can be added via client requests. Total volume and open interest per class are available on the CS00 continuous series.
Clients may download futures at a contract level (displaying all live futures trading), continuous series lists and dead lists for all expired contracts for a specific contract.
Datastream futures mnemonics can be retrieved using RICs.
Futures Global ExpansionDatastream continues to expand its global coverage of exchange-traded futures. Recently added are the following listed products with full histories.
CLASS NAME COUNTRY MIC CODE
CURRENCY START DATE
CFG 5Y CANADIAN GOVT BOND CANADA XMOD CAD 20/04/2009
CFZ FTSE EM MARKETS INDEX CANADA XMOD USD 13/06/2014
COV OVERNIGHT INDEX SWAP CANADA XMOD CAD 28/02/2012
CIC CSI 500 INDEX CHINA CCFX CNY 09/04/2015
CIH SSE 50 INDEX CHINA CCFX CNY 09/04/2015
CTD 10 YEAR TREASURY BOND CHINA CCFX CNY 20/03/2015
Company Additions to WorldscopeDuring the October to December period, 732 companies were added to the Worldscope database. These additions included 174 US, 47 Hong Kong, 41 Australian, 36 Indian, 35 Swedish, 31 Japanese, 29 Taiwanese, 27 UK, 27 Ukrainian, 27 Korean (South), 23 Polish, 19 German, 17 Thai, 16 Chinese, 15 French and 15 Canadian companies.
Worldscope’s total coverage at the end of the quarter consisted of 79,919 companies, 47,392 of which were active.
PAUL GODDENBONDS, INTEREST RATES, FX & [email protected]+44 (0)20 7542 1960
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