From Quantitative Finance

Contents 1 Introduction 2 Indices 2.1 UK 2.1.1 FTSE 100 Index 2.1.2 FTSE Mid 250 Index 2.1.3 FTSE 350 Life Insurance Index (.FTNMX8570) 2.1.4 FTSE All-Share Index (.FTAS) 2.1.5 FTSE Techmark 100 Index (.FTT1X) 2.1.6 extraMARK (???) 2.2 US 2.2.1 Dow Jones Industrial Average Index, DJIA (.DJI) 2.2.2 Dow Jones Transport Average Index (.DJT) 2.2.3 Dow Jones Utility Average Index (.DJU) 2.2.4 Dow Jones Composite Index (.DJA) 2.2.5 Standard and Poor's 500, S&P 500 (.SPX) 2.2.6 Dow Jones STOXX 600 Index (.STOXX) 2.3 Germany 2.3.1 DAX 30 2.3.2 DAX 100 2.4 France 2.4.1 CAC 40 Index (.FCHI) 2.4.2 SBF 250 Index (.SBF250) 2.5 Europe 2.5.1 FTSEurofirst 300 Index (.FTEU3) 2.5.2 FTSE Eurotop 100 Index (.FTEU1) 2.6 Asia 2.6.1 Nikkei 225 Index (.N225) 2.6.2 TOPIX Stock Price Index (.TOPX) 2.6.3 Hang Seng Index (.HSI)

Introduction

Indices

UK

FTSE 100 Index

• RIC: .FTSE
• Components: the largest UK-domiciled blue chip companies, which pass the screening for size and liquidity
• Component Count: 100
• Weighted by: market capitalisation
• Current Level: 5,901.70 (18 January 2008, close)
• Base Level: 1,000.00
• Start Date: 3 January 1984
• Interpretation: this index represents approximately 82.37% of the UK's market capitalisation and 9.15% of the world's equity market capitalisation (31 August 2007 data)
• Uses: FTSE 100 serves as a basis for many investment products, such as funds, derivatives, and exchange-traded funds
• Top 10 Components: BP, HSBC Hldgs, Vodafone Group, GlaxoSmithKline, Royal Dutch Shell A, Royal Bank of Scotland Group, Royal Dutch Shell B (why "A" and "B"?), Barclays, Anglo American, AstroZeneca

FTSE Mid 250 Index

• RIC: .FTMC
• Components: mid-capitalised companies, not covered by FTSE 100, screened for liquidity and free float adjusted. FTSE 250 Index constituents are traded on the London Stock Exchange's SETS and SETSmm trading systems
• Component Count: 251
• Weighted by: market capitalisation
• Current Level: 9,680.10 (18 January 2008, close)
• Base Level: 1,412.60
• Start Date: 12 October 1992
• Interpretation: represents approximately 14.3% of UK market capitalisation
• Uses: FTSE Mid 250 serves as a basis for many investment products, such as funds, derivatives, and exchange-traded funds
• Top 10 Components: Taylor Wimpey, Tullow Oil, FirstGroup, Ladbrokes, Invensys, Burberry Group, GKN, G4S, LogicaCMG, Bradford & Bingley

FTSE 350 Life Insurance Index (.FTNMX8570)

FTSE All-Share Index (.FTAS)

FTSE Techmark 100 Index (.FTT1X)

extraMARK (???)

US

Dow Jones Industrial Average Index, DJIA (.DJI)

Dow Jones Transport Average Index (.DJT)

Dow Jones Utility Average Index (.DJU)

Dow Jones Composite Index (.DJA)

Standard and Poor's 500, S&P 500 (.SPX)

Dow Jones STOXX 600 Index (.STOXX)

Germany

DAX 30

DAX 100

France

CAC 40 Index (.FCHI)

SBF 250 Index (.SBF250)

Europe

FTSEurofirst 300 Index (.FTEU3)

FTSE Eurotop 100 Index (.FTEU1)

Asia

Nikkei 225 Index (.N225)

TOPIX Stock Price Index (.TOPX)

Hang Seng Index (.HSI)

 
 

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