Infostream Q4 22

INFOSTREAM
Q4 2022
In this issue
Investors should stop pretending that uncertainty can be explained away by market narratives�� 2
New features in Navigator and Datastream for Office�� 5
Datastream functions and expressions�� 8
Datastream Charting�� 11
FTSE Russell Green Revenues – now available via Datastream Data Loader and Datastream Web Service�� 14
The weekly Consensus® Bullish Sentiment Index�� 15
Datastream Croatian converting from kuna to euro�� 17
Economics roundup�� 19
Equity Index and ICW content roundup�� 23
Equities and funds roundup�� 37
Fixed income roundup�� 38
Interest rates and foreign exchange roundup�� 39
Company additions to Worldscope�� 42
Contributors�� 42
An LSEG Business
Refinitiv | Infostream Q4 2022 2
Investors should stop pretending that

uncertainty can be explained away by
market narratives
Thomas Aubrey
Thomas Aubrey is a corporate business advisor and macro-credit specialist. Thomas is
the CEO and Founder of Credit Capital Advisory creditcapitaladvisory.com
Investors often fail to distinguish between uncertainty and risk. This is partly because there is an army of strategists advising them
how to manage risk through market narratives. These narratives attempt to explain away the complexity of the world we live in, giving
the impression that uncertainty can be managed. Although listening to stories is fun and can make us feel confident about the future,
investors need to embrace uncertainty to generate robust returns rather than listening to those who attempt to explain it away.
A perfect example of this has been the liability driven investment (LDI) approach taken by many UK defined benefit pension funds. LDI
was sold as a way of managing the uncertainty of meeting future liabilities. Large jumps in interest rates were considered unlikely and
therefore conveniently ignored.
The balanced portfolio is another investment product that is based on thinking in terms of risk rather than uncertainty. Investors believe
that by managing diverse portfolios they can better manage risk – but once again, it does not deal with uncertainty. Equity and bond
returns this year were correlated, which resulted in balanced funds performing poorly.
No one likes to be told that we just don’t know enough about how the world works. But to generate robust returns over time, investors
need to accept the reality of uncertainty. They can, however, manage this uncertainty by investing across the credit cycle. When
uncertainty affects an investment portfolio in a rising credit cycle environment, losses to investors tend to be minimised. But when
uncertainty affects a portfolio in a falling credit cycle environment, losses tend to be significant. In essence, the credit cycle acts as a
way of hedging portfolios against uncertainty.
In “Profiting from Monetary Policy,” I argued that it is possible to observe the credit cycle using Wicksell’s two rates of interest: the return
on capital and the money rate of interest. As the difference between these two rates begins to rise, firms will experience greater profit
growth and, therefore, rising capital values. As the difference between the two rates falls, it signals falling profit growth and declining
capital values.
This simple model has been effective at minimising the volatility of returns through time given that it does not attempt to explain what is
happening, but instead indicates the short term outlook of the credit cycle on a quarterly basis. This quarterly period is long enough to
prevent excessive trading costs eating up returns, but short enough to ensure that changes in the credit cycle are taken into account on
a timely basis.
Year-to-date returns using this strategy are 10% versus -13% and -12% for US equities and US government bonds, respectively. The credit
cycle signal indicated a shift into US energy stocks in March of this year, followed a shift into US long maturity debt in June and then into
US high-yield debt in September.
The profit expectations for the next quarterly credit cycle continue to be negative across all sectors of the economy. In addition,
corporate leverage has fallen, indicating a negative outlook for future profits and therefore for capital values.
Exhibit 1: Outlook for US Wicksellian Differential
Source: Refinitiv Datastream, Credit Capital Advisory
This indicates that asset allocation should focus on US fixed income and not US equities. An assessment of US bond yields by credit
category indicates that while US five-year yields are around 4%, higher returns can be generated through both investment grade and
certain credit categories of high yield.
Although the CCC categories have experienced a significant widening of credit spreads above the government curve indicating an
increased risk of default, this has not been the case for B credits and above. Hence the short-term risk profile for entities rated B and
above remains reasonably positive.
Exhibit 2: US bond market indicators
Source: Refinitiv Datastream, Credit Capital Advisory
To edit chart, click here

Furthermore, a number of data points appear to back up the continuing resilience of credit spreads in the B-rating and above
categories. First, the jump in default rates as a result of COVID 19 means that many firms that would be most affected by the rise in
interest rates have already defaulted, leaving a higher quality pool. Second, the US consumer continues to leverage up despite higher
interest rate levels – and crucially this leverage is not particularly high when assessed over time. This is further supported by labour
market data indicating decent nominal wage growth and continued low unemployment. Third, the Q3 credit transition data from Credit
Benchmark on North American corporates continues to show a much higher number of obligors being upgraded into B and BB credit
categories compared to the pre-pandemic period.
Exhibit 3: Credit Transition Matrix – North America corporates
Source: Credit Benchmark, Credit Capital Advisory
Fourth, although the US yield curve is inverted while the Italian yield curve depicts a steep curve of lower maturities followed by a
flattening at the long end, this does not necessarily indicate a pending US recession.
Exhibit 4: Yield curve comparisons
Maturity in years
To edit chart, click here Source: Refinitiv Datastream, Credit Capital Advisory
Indeed, if we adjust the nominal five-year yields based on their respective credit quality using the one-year through-the-cycle
probability of default, the computed risk-adjusted yield is indicating continued robust demand in the US; particularly given that inflation
is moderating faster in the US than it is in Europe. Italy’s return relative to its risk looks poor in comparison, indicating significantly lower
demand. This expected strength in demand in the US indicates that a jump in the default rates for B and BB high yield is unlikely in the
short term.
Exhibit 5: Risk-adjusted yield comparisons
Risk-adjusted yield (yield/PD)
The medium-term outlook is, however, uncertain and therefore unknowable. While stories about a deep recession or a soft landing
might help us to confirm our existing biases, they don’t help investors manage uncertainty.
New features in Datastream® Navigator

and Datastream® for Office
This new preview option is enabled for economics explorers and gives access to fewer than 200 series in the view (the filters on the
left can be used to reduce the number of series further).
Selecting the Preview link displays the latest and previous values/dates with configurable percentage and actual changes values –
enabling a quick view of the recent evolution of the series.
This layout of the series including the values can then be transferred to Excel as a refreshable =DSGRID formula using the Transfer
option next to the Preview link
Hovering over the series in the request dialogues displays their descriptions
In Datastream for Office (DFO) in Eikon® (version 4.060), hovering over a series mnemonic in the series fields in the static and time
series request dialogues now displays a description of the series.
Alternatively, right-clicking on the series will also display the description.
And clicking on this description will display the metadata for the series in Navigator.
For more information on these changes, please contact your Refinitiv representative.
Datastream functions and expressions

The number of operands supported in a Datastream expression has increased to 50
This simplifies some workflows and reduces the need for global or local expressions and for uploading series as user-created time series.
Example: lines 1-2 contain more than the previous limit of 20 operands:
Source: Refinitiv Datastream
The portfolio consists of one or more equal numbers of shares in each of the stocks, bought at the end of 2021. The drawdown is
measured as a percentage of the initial investment, instead of as a percentage of the value at the maximum value observed so far,
which is more common. The portfolio hasn’t changed over the year 2022, so it’s a buy and hold investment. The maximum drawdown is
a risk measure of the maximum loss incurred when, for example, forced to liquidate the portfolio at the worst possible time.
The number of Datastream functions in one expression is still limited to 20 and the total permitted length for an expression is 250
characters in a time series request. But ongoing work is planned to extend these limits.
The Cn parameter for PAD# is being enhanced to operate in more requests
The parameter C in PAD# can be used in a static request to retrieve the latest value from up to one year ago. In a time-
series request the parameter implies that values in the request range will be padded up to the end of the request. This
enhancement uses C1, C2 … C9 to start the search for the latest value up to 10 years back in a static request and up to
nine years before the request start date in a time series request. For example, you can use DPL#(PAD#(X(WC01250)/
X(WC01001),C2),5) in both static and time series requests and retrieve the latest operating income-to-sales ratio using
Worldscope datatypes where the latest values are available in the last three or two years, respectively. This may be useful
when the latest fiscal year data is not released in a timely manner.
Macroeconomic data often also has a publishing lag and so, for example, PAD#(PCH#(X,1Y),C1) can be used to display the
latest annual CPI inflation and GDP growth rate in a static bar chart in Datastream Charting.
Example:

By default many Datastream functions output numeric values where there are N/A values for observations in the time specified
by the period parameter. For example, SDN1#(PCH#(X(P#S),1D),66D) uses 66 daily observations in this standard deviation
calculation and still outputs numeric values where there are N/A values in the last 66 days observations. The new (N) parameter
prevents this and displays N/A where there are any N/A observations. For example, REGB#(PCH#(X(LI),1M),PCH#(X,1M),60M,N)
displays a stock’s five-year beta estimate where there are numeric values for all the observations in the last five years.
This enhancement is introduced for the following functions:
CORR#, COVA#, GRLS#, KURT#, MED#, MOM#, PER#, PERR#, REGA#, REGB#, REGV#, REGR#, REGR#, SDN#, SDN1#,
SKEW#, WAV#
Example:

Datastream charting
The following new functionality is now available in the Datastream Chart Studio (DSCHART) app in Refinitiv® Eikon or Refinitiv Workspace.
Break the date axis on a line chart

Add a break in the date axis to zoom in on recent values while still displaying the context of the full history in the remaining space.
For example, on a chart showing 20 years of data you may wish to allocate more of its area to the last two years to see the recent
values in detail.
Add a table above or below the chart

A new option allows you to fix the position of your table outside the chart pane, instead of allowing it to float in front of the pane.
When you add or remove rows from the table, the size of the chart will adjust automatically to fill the remaining space.
Total return

Share the URL of a chart folder from the Chartbook

The URL can be sent to any other Datastream user, who will then be able to open the Library or Chartbook with that folder of charts in
focus. This option is also available for any Datastream folder in the Chart Library.
Add Freehand Lines to static bar charts and histograms

Freehand Line annotations can now be used on static bar charts and histograms. The start and end of each line will be fixed to a
position on the chart canvas, rather than to a date and value.
US dollars per barrel

Set the default chart style for all users

With admin rights you can select a style from your Library to be the default applied to all new charts created by other team members.
Contact your LSEG representative to discuss how to access this feature.
FTSE Russell Green Revenues – now

available via Datastream Data Loader
and Datastream Web Service
Datastream Data Loader and Datastream Web Service clients are now able to access FTSE Russell Green Revenues.
FTSE Russell’s Green Revenues data model measures the green revenue exposure of more than 18,000 securities across 48
developed and emerging markets based on FTSE Russell’s Green Revenues Classification System — a comprehensive taxonomy for
green products and services covering 10 subsectors, 64 subsectors and 133 micro sectors. When a company’s activity is identified as
having any green revenues, it is mapped to one or more micro sectors and then aggregated at the company level.
The GRCS was created in 2013 to help investors and financial markets to more easily identify companies with products and services
contributing to the transition to a green economy, track their performance and facilitate the construction of financial products that seek
exposure to such companies. The latest iteration of the classification system, GRCS 2.0 was launched in 2020 and is now accessible via
our two Datastream feeds. It takes a broad, bottom-up view of the green economy, capturing products and services across the whole
value chain. These products and services are analysed based on their impact on climate change mitigation and adaptation, water,
resource use, pollution and agricultural efficiency, which are well aligned with the EU’s environmental objectives.
Using dedicated coverage lists and data types can be viewed here –
https://my.refinitiv.com/content/dam/myrefinitiv/products/9381/en/UserGuides/640815.xlsx
To understand more about the greening of the global economy and the opportunities it presents for investors, FTSE Russell has
produced a paper which explains the need for green taxonomies, summarises the development of and approaches taken by the
EU Taxonomy and the FTSE Russell Green Revenues Classification System (GRCS) –
https://www.ftserussell.com/research/sizing-green-economy-green-revenues-and-eu-taxonomy
To access this dataset via Datastream Data Loader SFTP service or via Datastream Web Service, please contact your account team.
The weekly Consensus® Bullish

Sentiment Index
Consensus Inc. has been a data partner to Datastream for 15 years and provides the weekly Consensus® Bullish Sentiment Index, which
covers 32 leading contrary opinion indicators. The following information, and the video linked to below, explains the overbought and
oversold markets as applied to the theory of contrary opinion.
Consensus Inc. was founded in 1971 when it launched the National Futures and Financial Weekly newspaper. Consensus has provided
some of the most current and respected market research and analysis in the stock and futures marketplace for over 50 years.
Consensus currently publishes the National Futures and Financial online (consensus-inc.com) and the Bullish Sentiment Index with
Historical Data (started in 1983) via electronic transmission and available by subscription on Datastream as a third-party fee-based
add-on service.
The weekly Bullish Sentiment Index consists of 32 individual markets. Historic data for all 32 markets from 1983 to the present is
available to subscribers.
The exclusive Consensus Bullish Sentiment Index is emailed weekly to subscribers on Tuesdays at 4:30 PM US Central time. The
Consensus Sentiment Index is the most complete and accurate measure of contrary opinion available anywhere for 32 individual
markets including stock indices, financial instruments, currencies, metals, energy and agriculture.
The theory of contrarian opinion applied to the Consensus Bullish Sentiment Index
The Index is intended as a guide only, to provide indication of potential market directions. The theory of contrarian opinion holds that
when a predominant number of market analysts are bullish, it is quite likely that the market is approaching an overbought condition,
and that a reversal in trend may be imminent.
By the same reasoning, when a predominant number of market analysts are bearish, it is quite likely that the market is approaching an
oversold condition and that a reversal in trend may be forthcoming.
Although Consensus identifies the 75 percent level as the overbought level and 25 percent as oversold, these points should be
interpreted not as absolute reversal points, but rather as approximate levels of potential market shifts. It is also important to note any
trends in the data to get a fuller sense of possible market directions indicated.
To compile the Index, Consensus draws from an extensive mix of both brokerage house analysts and independent advisory services to
provide the strongest possible data base. The data covers a broad spectrum of approaches to the market, including the fundamental,
technical and cyclical: Consensus makes no attempt to discern to which of these approaches traders may be the most responsive.
Consensus considers only opinions which have been committed to publication and therefore have an influence on the trading public
and does not consider opinions which brokers or advisors may hold but do not disclose publicly.
The Consensus Bullish Sentiment Index is used by many individual and institutional traders, brokers, fund managers and others.
The Consensus Bullish Sentiment Index can be a very effective tool in your trading decisions.
Here is the link to the three-minute video prepared by Reuters explaining the Consensus Bullish Sentiment Index using crude oil as
their example.
https://www.youtube.com/watch?v=looPXCZ8Hq4
TWO-WEEK FREE TRIAL

To learn more about the Consensus Sentiment Index and to get access via Datastream for a two-week trial to the data:
1. Contact your Refinitiv Account Manager or
2. Email editor@consensus-inc.com with your Account Manager’s name and email address or
3. Call 1-816-373-3700, 8:00 AM - 4:00 PM US Central Time, M-F
Below is a sample of the Index:

The weekly Consensus Bullish Sentiment Index of market opinion bullish percentages are on a scale of 1-100%
Data% Release date Data% Release date
STOCK MARKET Natural gas 34 12/6/22
Stock indices 62 12/6/22 Heating oil 49 12/6/22
FINANCIAL INSTRUMENTS Gasoline RBOB 48 12/6/22
Eurodollar GRAINS/
36 12/6/22
OILSEEDS
Treasury bond 41 12/6/22 Soybean 58 12/6/22
Treasury note 40 12/6/22 Soybean oil 60 12/6/22
CURRENCIES Soybean meal 63 12/6/22
US dollar 48 12/6/22 Wheat 25 12/6/22
Canadian dollar 33 12/6/22 Corn 48 12/6/22
LIVESTOCK/
Euro FX 40 12/6/22
MEATS
British pound 46 12/6/22 Live cattle 61 12/6/22
Swiss franc 46 12/6/22 Feeder cattle 37 12/6/22
Japanese yen 32 12/6/22 Lean hog 55 12/6/22
METALS FOOD/FIBER
Gold 37 12/6/22 Coffee 29 12/6/22
Silver 37 12/6/22 Cocoa 50 12/6/22
Platinum 38 12/6/22 Cotton 28 12/6/22
Copper 37 12/6/22 Lumber 29 12/6/22
PETROLEUM/ENERGY Orange Juice 67 12/6/22
Crude Oil 45 12/6/22 Sugar 64 12/6/22

Datastream Croatian converting from

kuna to euro
On 1 January 2023 Croatia converted to the euro (EUR) from the Croatian kuna (HRK).
The Zagreb Stock Exchange remained closed from 31 December 2022 to 1 January 2023 to enable the transition and trading
recommenced on 2 January 2023.
This change was implemented in Datastream between 30 December 2022 and 1 January 2023, with trading in all securities listed on
the Croatia Zagreb (ZSE) exchange being conducted in euros from 2 January 2023.
Datastream securities across various asset classes with data hosted in Croatian kuna were impacted to various degrees. The majority
of actual priced Croatian kuna content was converted to euro at the stated fixed conversion rate of “7.53450” over the weekend of 31
December 2022 - 1 January 2023 when markets are closed.
Other “as published” content will be converted as per individual sources on next report or publication date.
From 2 January 2023 customers will be unable to perform year-end downloads for Croatia with legacy kuna rates.
Datastream asset classes described in this summary include:
Equities and fundamentals

Croatian equities will be traded and quoted on the Zagreb Stock Exchange in euro from 2 January 2023, when the Zagreb Stock
Exchange reopened for trading. Datastream will allow customers to access euro data (and converted euro history) as default, without
the need to change the equity code you are using.
The Datastream default for company accounts data for euro-in currencies is euro. After the conversion weekend, from Monday 2
January 2023, Croatian company accounts monetary items were converted into euro at the fixed conversion rate of 7.53450 for 1 EUR.
As with previous euro conversions, Datastream will continue to retain historical company accounts data in national currency, available
using the tilde function.
Worldscope data will be converted at the fixed rate.
Corporate actions and dividends

Historical dividend entitlements and capital change description will not be restated as these are provided on an “as paid” basis. Future
dividend entitlements and capital changes data will be held in the payment currency announced by the company. Foreign quotations
will have any historical Dividend Per Share (DPS) and Earnings Per Share (EPS) converted into euro.
Equity indices – Datastream, third-party UCI
As was the case for the initial introduction of the euro in January 1999, euro-converted historical and ongoing data is stored as default
on already existing indices mnemonics.
Estimates
I/B/E/S® – 28 companies are affected with HRK currency. I/G/A - only one Croatian record (IBESDC @:CTIBES) will be impacted. This will
be discontinued with a new record generated.
Bonds
Datastream hosts 21 Croatian Government bonds denominated in Croatian kuna (HRK) in related products. All active Datastream
bonds priced in Croatian kuna had all actual (HRK) kuna values converted to euro (EUR) at the fixed exchange rates of 7.5345 over the
weekend prior to market opening on 2 January 2023. Duplicate copies of these bonds are already discontinued and were created
prior to 2 January 2023 to allow customers to reference the pre-conversion kuna content if required with original Croatian kuna values.
These bonds will not have ISIN nor any reference codes.
Bond indices – Datastream and third-party

There are no Datastream Calculated Croatia Government Bond Indices.
In terms of third-party hosted bond indices, the two Bloomberg Euro Aggregate bond indices and one for CROBIS published in Croatian
kuna were amended as directed and published by source post 01/01/23.
Economics
Croatian economics series that have no monetary value data should not expect any conversion.
For all Croatian series that have a monetary value, conversion to euros will require the following changes:
– All existing Datastream series in Croatian kuna will be expressed in euro as published by the source or calculated by Datastream where
official euro data is not available and will be converted at the fixed exchange rate of 7.5345 Croatian kuna (HRK) per one euro (EUR).
– Legacy Croatian kuna (HRK) currency data will be available on some series and will be updated until such time as the official supply
of legacy currency values ceases.
– For all Croatian price and value index series, the historical data will remain as published and the underlying currency code switched
to the euro. These series will eventually contain Croatian kuna-based values from December 2022 and euro data afterwards. Please
refer to the examples below:
Exchange rates
From 1 January 2023, Datastream will continue to maintain certain exchange rate series to the Croatian kuna, just as it has been doing
since 1 January 1999 with the original EMU euro conversion currencies.
The kuna to euro series that has been in place since 31 December 1998, mnemonic CTEURSP, will continue to be updated with the
official lock-in to euro rate. The Croatian kuna to sterling series, mnemonic CROATKN, will continue to be updated with the implicit kuna/
sterling figures, as will the “to” US dollar series, mnemonic CROATK$.
Interest rates
The Croatian kuna deposit rate series will be discontinued, with new series published referencing euro rates.
Futures
The only coverage here is for a kuna currency futures pair, which will be discontinued on the effective date. Customers should move to
relevant euro instruments as required.
Other ESG-related content

Newly published Green Revenue Content is “as reported”, so no historical data changes expected but future currency reports in euro.
There is an increased likelihood of the issue of new euro-based series TBC.
Other information and data notifications

DN205045 – Datastream content Croatia to euro conversion
DN204964 – WMR exchange rates content Croatia to euro conversion
DN204908 – Exchange rate content Croatia to euro conversion
DN205172 – Worldscope content Croatia to euro conversion
DN205570 – I/B/E/S estimates Croatia to euro conversion
DN205246 – Fixed income content Croatia to euro conversion
Economics roundup
Since the previous update in Q3, we’ve focused on continuing to expand more emerging markets, including completing large updates
to our India and Saudi Arabia content. We continue to expand our coverage of major economies, with a further 57,000 USA series and
180,000 new Canadian nationally sourced time series. to provide users with the best-detailed content available for analysis.
Macro ESG content

Datastream has led the way for many years by providing the best macro content; this database continues to expand and we can
announce the addition of more than 11,000 time series for the ESG dataset to the core Economics database. We collect data from
Global Footprint Network, World Resources Institute and International Energy Agency and Fondazione Euro-Mediterraneo Sui
Cambiamenti Climatici. The new coverage in Datastream includes the following:
Ecological Footprint and Biocapacity – Addition of 1,266 series, published by the Global Footprint Network, detailing the ecological
footprint, biocapacity, and ecological deficit/surplus statistics for various countries, country groups, and world zones on global hectare
(gha) and gha per person bases. The series are annual with varying histories, the farthest going back to 1 January 1961.
Aqueduct Baseline Water Stress Survey – Addition of 6,922 series, published by the World Resources Institute, detailing scores and
ranks of countries and provinces on the baseline water stress survey. The series are annual with history from 1 January 2019.
Weather for Energy Tracker – Addition of 3,655 series, published by the International Energy Agency and Fondazione Euro-
Mediterraneo Sui Cambiamenti Climatici, detailing weather-related statistics that aid to better understand and analyze the energy sector.
Indicators covered by this dataset include relative humidity, total precipitation, global horizontal irradiance, cooling and heating degree
days, heat index, and temperature. Data are further broken down according to geographical locations, climatologies, and anomalies.
The series are monthly with history from 1 January 2010.
Each of these fascinating data sources can be found within Navigator > Economics > Business & Governance
Americas
Expansion of US macro content
Refinitiv is pleased to announce the addition of more than 57,000 time series for the US market to the core Economics database. Users
can now access over 630,000 US time series.
The data was collected from the Bureau of Economic Analysis, the Bureau of Labour Statistics and the United States Census Bureau.
The new coverage in Datastream includes the following:
Labour Market – Addition of 16,951 time series covering employment and wages statistics. The indicators are detailed according to
industries and geographical locations.
Surveys – Extensive expansion with the addition of 24,525 business survey time series covering the annual survey of manufacturing
industries by geographical locations.
External Sector – More foreign trade statistics by commodities and port of entry and exit for trade, totalling to 5,228 series.
Industry Sector – 4,096 series on construction sector statistics covering housing and building permits further broken down by
geographical locations.
Consumer Sector – Addition of population data by geographical locations, gender, and age. 6,588 new time series were added.
DN205342
Major expansion of Canadian macro content

As we expand the USA data set, we are pleased to add over 180,000 time series for the Canadian market to the core Economics
database. Users can now access over 270,000 series for this major market. The new data has been collected from Statistics Canada.
The new coverage in Datastream includes the following:
Labour Market – Extensive expansion with the addition of 65,625 series covering labour market, employment and unemployment,
and wages and salaries statistics. The indicators are detailed according to demography, industries and activities, occupations, and
geographical locations.
Money and Finance – Addition of 29,459 time series on monetary and financial indicators including financial markets and government
finance statistics, balance sheets, deposits and credits, and other financial services such as loans, securities, interest rates, stocks, and
foreign currency.
External Sector – More balance of payments indicators, detailed foreign finance and international investment statistics by sectors and
countries, and foreign trade statistics by commodities and trading partners have been added, totalling to 6,612 series.
National Accounts – 28,834 series on gross domestic product indicators covering expenditure, production, and income approach
estimates on industrial and sectoral categories. Details are available on national and regional levels with values in nominal and real
prices, cumulative, and percentage change versions.
Prices – Addition of detailed industry coverage on consumer prices and inflation, industrial production prices, wholesale and retail sales
prices, machinery and equipment prices, services prices, and construction and housing prices. 9,916 indicators were added.
Industry Sector – Expansion of coverage on various Canadian industries which includes agriculture, mining and energy, manufacturing,
construction and real estate, wholesale and retail trade, telecommunication, vehicle production and transportation, tourism, and other
industries and services. Data are further broken down by geographical locations. A total of 40,353 time series were added to the database.
DN205093
Asian expansion
Indian macro content
Datastream users will have noted the massive increase over recent months and years of Emerging and Advanced Emerging Economics
coverage as new data sources become available and the existing ones provide greater depth. Datastream captures this for your use.
We are pleased to announce the addition of over 124,000 time series for the Indian market to the core Economics database. The data
was collected from various national and international sources including Reserve Bank of India, Ministry of Statistics and Programme
Implementation, Ministry of Micro, Small and Medium Enterprises, Legatum Institute, Knowledge 4 All and Institute for Economics and
Peace to name a few. The new coverage in Datastream includes the following:
– External sector – we’ve added more foreign trade statistics by commodities and trading partners, foreign finance indicators by
industry and country, balance of payments data and exchange rates totalling 6,605 series
– Surveys – 19,027 series on consumer confidence and expectation indicators, outlook for business conditions, MSME-registered data
and manufacture survey. Also included are data on governance indicators such as the global peace index
– National accounts – 4,645 gross domestic product indicators in quarterly and annual frequencies covering expenditure and
production approach estimates on industry categories. Details are available on national and regional levels with values in nominal
and real prices, cumulative and percentage change versions
– Money and finance – coverage expanded with 44,431 time series indicators on monetary and banking indicators including monetary
operations and reserves, balance sheets, deposit and credits and other finance services such as loans, insurances and pensions.
More interest rates and government securities statistics were also added, as well as detailed operations of non-bank finance
industries, insurance and guarantee companies, multi and micro finance institutions and conventional pawnshop and fintech lending
companies
– Prices – addition of detailed industry coverage on consumer prices and inflation, house prices and wholesale prices. A total of 7,423
series were added
– Labour market – added 24,096 series on Indian labour force, employment and unemployment statistics and 1,657 wages and
salaries of workers with detail categorised by demography, industry and geographical location
– Consumer sector – addition of population projection indicators by state, gender and age, complainant statistics and global hunger
index measures. 2,991 series were added
– Industry sector – extensive data coverage on various Indian industries which include agriculture data for rice production; mining
production and energy generation and distribution data; retail sales indices; manufacturing and retail property prices; construction
and real estate series detailing the number of houses developed and construction businesses; communication dataset, including
internet access and cell phone ownership of households; vehicle production and transportation data; tourism, covering tourist
arrivals, hotels and revenues; crude oil. Also included are indicators on the production of micro, small and medium enterprises by
region. A total of 13,300 time series were added to the database
DN204971
Major expansion of Saudi Arabian macro content

Refinitiv is pleased to announce the addition of over 39,900 time series for the Saudi Arabian market to the core Economics database.
The data was collected from the General Authority for Statistics, Saudi Central Bank and Ministry of Finance. The new coverage in
Datastream includes the following:
– External sector – extensive expansion with the addition of 16,453 series covering foreign trade statistics categorised by commodities
and trading partners, balance of payments indicators on current, capital and finance accounts and international investment
position data
– National accounts – 687 gross domestic product indicators in quarterly and annual frequencies covering expenditure approach
estimates and economic activity data
– Money and finance – more monetary and financial data including financial markets and government finance statistics, balance
sheets and other financial services. A total of 800 time series were added to the database
– Prices – detailed industrial and geographical coverage added on consumer and wholesale price indices, totalling 6,459 indicators
– Labour market – expanded coverage on labour market, employment and unemployment and wages and salaries statistics. The
indicators are detailed according to demography, industry and activity, occupation, educational attainment and geographical
locations. 4,439 new indicators were added
– Consumer sector – 8,953 series covering the housing census of Saudi Arabia and population estimates, detailed by demography
and geographical location
– Industry sector – addition of 2,132 new time series covering oil statistics, index of industrial production and consumption of electricity
and solar energy. The data is further broken down by geographical location
DN205621
Australian household spending indicator

Fourteen Datastream mnemonics for Household spending indicator, published by the Australian Bureau of Statistics, have been
added to the Economics database. The new data details the goods and services paid for by Australian resident households within the
Australian domestic territory or by Australian resident households abroad at the point of transaction. The series are monthly with history
from 1 January 2019.
Australian household spending (price index)

Europe
Albanian unemployment data
We’ve added 162 series for the unemployment dataset of Albania, published by the Institute of Statistics, to Datastream. The new data
details unemployment rate, long-term unemployment share and long-term unemployment rate which are then subdivided by sex, age
group and educational level. The series are quarterly with history from 1 January 2012.
DN205511
Equity Index and ICW content roundup

Decommissioning of S&P MOEX/RTS Indices
S&P will be discontinuing the publication of a few of the indices within the MOEX/RTS Series RIC codes published through SFTP EOD
files in End of Day. Following this, Index RICs and some of the Datastream Constituent Lists will be discontinued and will cease updating
datatypes like Market Value (MV), Number of Equities (NE) and Index Divisor (I1) on Datastream Indices from all the Refinitiv products.
In addition, the ICW (Index constituents and weightings) data on Eikon will no longer be supported for the Index RICs mentioned.
More details related to this enhancement can be found in Data Notification number DN203531
MSCI Russian Indices to be reclassified and renamed to reflect Standalone Market status
MSCI Russia Indices will be reclassified from Emerging Markets to Standalone Markets status. MSCI will therefore rename specific
indices making reference to Russia in their branding to accurately reflect their exposures. Refinitiv will accommodate the changes in line
with the source.
More details related to this change can be found in Data Notification number DN203727
Changes to S&P BSE Allcap Sector Indices for Index Name and Index Code
On a date to be specified, the Index Name and Index Code of S&P BSE Allcap Sector Indices will change on Refinitiv products.
More details related to this change can be found in Data Notification number DN204805
Multiple European Exchanges Index weightings and weight percentage will become orderable and restricted
On a date to be specified, Vienna, Zagreb, Prague and Ljubljana Stock Exchange Index weightings and weighting percentage will
become fee liable and orderable. Index constituents will continue to be free of fees.
More details related to this enhancement can be found in Data Notification number DN204449
FTSE INDICES RENAMING

Effective 19 December 2022, multiple FTSE indices underwent Name changes.
Index Code Current New Index USD GBP EUR JPY LOCAL
Index Name Name Mnemonic€ Mnemonic€ Mnemonic€ Mnemonic€ Mnemonic€
NMX4040 FTSE 350 FTSE 350 FT32RT$ FT32RT£ FT32RTE

Retail Index Retailers Index
FCNBCG4040 FTSE CNBC FTSE CNBC FCN2RT$

Global 300 Global 300
ITLMS4040 FTSE Italia FTSE Italia FIT2RT$ FIT2RT£ FIT2RTE FIT2RTY

All-Share All-Share
FSTAS4040 FTSE ST FTSE ST FST2RT$ FST2RT£ FST2RTE FST2RTY FST2RTL

All-Share All-Share
3EC4040 FTSEurofirst FTSEurofirst FTU2RT$ FTU2RT£ FTU2RTE FTU2RTY

300 300 Eurozone
Eurozone Retailers Index
Retail Index
E3X4040 FTSEurofirst FTSEurofirst FTE2RT$ FTE2RT£ FTE2RTE FTE2RTY

300 Retail 300 Retailers
Index Index
As part of coverage expansion and enhancements, the following mnemonics were added to Datastream coverage in Q4 2022.
DN/CE Index Name List mnemonic LIVE date
DN205223 NASDAQ OMX ABA COMMUNITY BANK LNOMABQI 27 October
DN205223 NASDAQ CLEAN EDGE GREEN ENERGY LNASCEUL 27 October
DN205223 NASDAQ COMPOSITE INDEX CAD LNASCOMC 27 October
DN205223 HALTER USX CHINA LHAUSXCH 27 October
DN205223 NASDAQ 100 EQUAL WEIGHTED LNA100EW 27 October
DN205223 NASDAQ-100 TECH. SECTOR LNAS100T 27 October
DN205223 NASDAQ-100 EX-TECH. SECTOR LNAS1EXT 27 October
DN205223 NASDAQ Q-50 LNASQ50I 27 October
DN205223 NASDAQ OMX GLB AUTOMOBILE INDEX LNOGAUTO 27 October
DN205223 NASDAQ OMX CEA SMARTPHONE LNASOCES 27 October
DN205223 NASDAQ AFTER HOURS INDEX LNASAAHI 27 October
DN205223 NASDAQ PRE MARKET INDEX LNASAPMI 27 October
DN205223 NASDAQ INTERNET INDEX LNASAINT 27 October
DN205223 DWS NASDAQ100 VOLATILITY INDEX LVOLNDXI 27 October
RUSSELL 2500 TECHNOLOGY LRFII1G1 28 October
RUSSELL 2500 TELECOM LRFII1T1 28 October
RUSSELL 2500 HEALTH CARE LRFII1H1 28 October
RUSSELL 2500 FINANCIALS LRFII1FN 28 October
RUSSELL 2500 CONSUMER DISCR LRFII1CS 28 October
RUSSELL 2500 CNS STAPLES LRFII1CG 28 October
RUSSELL 2500 INDUSTRIALS LRFII1ID 28 October
RUSSELL 2500 BASIC MATS LRFII1BM 28 October
RUSSELL 2500 ENERGY LRFII1O1 28 October
RUSSELL 2500 UTILITIES LRFII1U1 28 October
RUSSELL 2500 BANKS LRFII4B4 28 October
RUSSELL 2500 FOOD BEV. & TOB LRFII2FB 28 October
RUSSELL 2500 INSURANCE LRFII2IN 28 October
RUSSELL 2500 RD & TV BCAST LRFII4BC 28 October
RUSSELL 2500 REAL ESTATE LRFII2RL 28 October
RUSSELL 2500 SEMICONDUCTORS LRFII4SE 28 October
RUSSELL 2500 S/W & COMP SVS LRFII3SS 28 October
RUSSELL 2500 TRANSPT SVS LRFII4TR 28 October
RUSSELL 2500 UTILITIES LRFII2U2 28 October

DN/CE Index Name List mnemonic LIVE date
DN205505 HANG SENG CONNECT CHINA 80 INDEX LHSCNCNH 22 November
MSCI WLD CON DIS SEL SxS CT SP WT B $ LMSCWDWD 5 July
MSCI WLD COM SER SEL SxS CT SP WT B $ LMSCWCWD 5 July
MSCI PACIFIC SEL SECxSEL CTRY B $ LMSCPSBD 5 July
MSCI WLD CON STP SEL SECxSEL CTRY B $ LMSCWSBD 5 July
MSCI AUSTRALIA SEL SECURITIES B $ LMSCASBD 5 July
MSCI WLD FIN&RE SEL SECxSEL CTRY B $ LMSCWFBD 5 July
MSCI WLD HC SEL SECxSEL CTRY B $ LMSCWHBD 5 July
MSCI WxUSA OECD CSCN :S 100% H TO EUR LMSWOCHD 5 July
DN204392 THAILAND MAI AGRO & FOOD INDUSTRY LBNGKMAF 5 July
DN204392 THAILAND MAI CONS PRODUCTS LBNGKMCP 5 July
DN204392 THAILAND MAI FINANCIALS LBNGKMFN 5 July
DN204392 THAILAND MAI INDUSTRIALS LBNGKMID 5 July
DN204392 THAILAND MAI PROP & CONSTRUCTION LBNGKMPC 5 July
DN204392 THAILAND MAI RESOURCES LBNGKMRS 5 July
DN204392 THAILAND MAI SERVICES LBNGKMSV 5 July
DN204392 THAILAND MAI TECHNOLOGY LBNGKMTC 5 July
DN204384 FTSE DEV CLIMATE TRANSITION CTB $ LFTDCTB$ 3 August
DN204384 FTSE DEV PARIS ALIGNED PAB $ LFTDPAB$ 3 August
DN204915 S&P CANADA :LM ESG $ LSPCALM$ 31 August
DN204915 S&P NORTH AMERICA :LM ESG $ LSPNALM$ 31 August
DN204915 S&P US :LM ESG $ LSPUSLM$ 31 August
DN204915 S&P ASIA PAC DEVxKOR :LM ESG $ LSPADXK$ 31 August
DN204915 S&P GLOBAL 1200 ESG $ LSPG12E$ 31 August
DN204915 S&P DEVELOPED :LM ESG $ LSPDLME$ 31 August
DN204915 S&P EUROPE DEV :LM ESG $ LSPEDLM$ 31 August
DN204915 S&P GLOBAL :LM ESG $ LSPLESG$ 31 August
DN204915 S&P MID-EAST AND AFRICA DEV :LM ESG $ LSPMADL$ 31 August
DN204915 S&P DEVxKOR :LM 2050 PARIS-AL ESG $ LSPDPAC$ 31 August
DN204915 S&P/ASX 200 ESG $ LSPAESG$ 9 September
DN204915 S&P JAPAN 500 ESG $ LSPJESG$ 9 September

As part of coverage expansion and enhancements, the following indices were added to Datastream coverage in Q4 2022.
Index mnemonics Index Name Datatype Start date
FQCAAC$ FTSE China A All Cap Standard PI, RI, NE
FQCAAC£ FTSE China A All Cap Standard PI, RI, NE
FQCAACE FTSE China A All Cap Standard PI, RI, NE
FQCAACY FTSE China A All Cap Standard PI, RI, NE 30/12/2005
FQCAACN FTSE China A All Cap Standard PI, RI, NE
FQCAACC FTSE China A All Cap Standard PI, RI, NE
FQCAACH FTSE China A All Cap Standard PI, RI, NE
ISAMVCE iSTOXX APG World Responsible Low-Carbon Minimum Volatility PI, RI, NR
ISAMVC$ iSTOXX APG World Responsible Low-Carbon Minimum Volatility PI, RI, NR
ISAMVEE iSTOXX APG World Responsible Minimum Volatility PI, RI, NR
ISAMVE$ iSTOXX APG World Responsible Minimum Volatility PI, RI, NR
ISAMVFE iSTOXX APG World Responsible Low-Carbon SDI Minimum Volatility PI, RI, NR
18/03/2013
ISAMVF$ iSTOXX APG World Responsible Low-Carbon SDI Minimum Volatility PI, RI, NR
ISAMVSE iSTOXX APG World Responsible SDI Minimum Volatility PI, RI, NR
ISAMVS$ iSTOXX APG World Responsible SDI Minimum Volatility PI, RI, NR
ISAMVXE iSTOXX APG World-X Minimum Volatility PI, RI, NR
ISAMVX$ iSTOXX APG World-X Minimum Volatility PI, RI, NR
MSDWSRE MSCI WORLD SRI E PI, RI, NR, NE 07/10/2021
FCASCDL FTSE CHINA A SMALL CAP FREE PI

30/12/2005
FCAACDL FTSE CHINA A ALL CAP FREE PI
ICEFSTL ICE FACTSET TAIWAN CORE SEMICON PI, RI 24/10/2014
SIEGPN$ SOL ISS ESG GM PRS- ALG BM X NUCL $ PI, RI, NR 05/02/2014
TLOREFR TURKISH LIRA O/NIGHT REFERENCE RATE PI 28/12/2018
SC30KIE SCALE 30 KURSINDEX PI 17/03/2017
ECEFEIE EURONEXT CDP ENVI FRANCE EWD 5% PI 20/06/2018
HSCNCNH Hang Seng Stock Connect China 80 PI, RI, NR 03/05/2021
SGIETR$ SGI ETR US Index PI 17/12/2018
NKCCJPY NIKKEI 225 CLMT CHGE 1.5C TARGET PI 30/10/2015
MSCSDM$ MSCI CHINA ALL SHARES DIV MULTIPLE-FACTOR $ PI, RI, NR 09/11/2022
MSCSEV$ MSCI CHINA ALL SHARES ENHANCED VALUE PI, RI, NR 09/11/2022
MSCSEW$ MSCI CHINA ALL SHARES EQUAL WEIGHTED PI, RI, NR 09/11/2022
MSCSHD$ MSCI CHINA ALL SHARES HIGH DIVIDEND YIELD PI, RI, NR 09/11/2022
MSCSMN$ MSCI CHINA ALL SHARES MINIMUM VOLATILITY(CNY) PI, RI, NR 09/11/2022
MSCSMO$ MSCI CHINA ALL SHARES MOMENTUM PI, RI, NR 09/11/2022
MSCSQY$ MSCI CHINA ALL SHARES QUALITY PI, RI, NR 09/11/2022
MSCSDML MSCI CHINA ALL SHARES DIV MULTIPLE-FACTOR PI, RI, NR 09/11/2022
MSCSEVL MSCI CHINA ALL SHARES ENHANCED VALUE PI, RI, NR 09/11/2022
MSCSEWL MSCI CHINA ALL SHARES EQUAL WEIGHTED PI, RI, NR 09/11/2022
09/11/2022
MSCSHDL MSCI CHINA ALL SHARES HIGH DIVIDEND YIELD PI, RI, NR 09/11/2022
MSCSMNL MSCI CHINA ALL SHARES MINIMUM VOLATILITY (CNY) PI, RI, NR 09/11/2022
MSCSMOL MSCI CHINA ALL SHARES MOMENTUM PI, RI, NR 09/11/2022
MSCSQYL MSCI CHINA ALL SHARES QUALITY PI, RI, NR 09/11/2022
HFRIMMS HFRI MACRO: MULTI STRATEGY $ RI, L1 31/01/2008
PI, PH, PL, NE, MV, 01/02/2019

IDX80RP IDX 80
VA, VO 29/09/2022
OC25DKK OMX COPENHAGEN 25 ESG RESPONSIBLE PI, PH, PL, PO, RI, NR 07/06/2022
OH25EUR OMX HELSINKI 25 ESG RESPONSIBLE PI, PH, PL, PO, RI, NR 23/05/2022
OS30SEK OMX STOCKHOLM 30 ESG RESPONSIBLE EXPIRATION PI, PH, PL, PO 09/07/2018
OSBCSEK OMX STOCKHOLM BENCHMARK ESG RESPONSIBLE CAPPED PI, PH, PL, PO, RI, NR 26/10/2021
OSBESEK OMX STOCKHOLM BENCHMARK ESG RESPONSIBLE PI, PH, PL, PO, RI, NR 26/10/2021
DFMFINS DFM Financials PI, MV, VA, VO 21/11/2022
DFMINDS DFM Industrials PI, MV, VA, VO 21/11/2022
TSEPFSH TSE PRIME FISHERY, AGRICULTURE AND FORESTRY PE, BP, DY 29/04/22
TSEPMNG TSE PRIME MINING PE, BP, DY 29/04/22
TSEPCON TSE PRIME CONSTRUCTION PE, BP, DY 29/04/22
TSEPFOD TSE PRIME FOODS PE, BP, DY 29/04/22
TSEPTXT TSE PRIME TEXTILES AND APPARELS PE, BP, DY 29/04/22
TSEPPPR TSE PRIME PULP AND PAPER PE, BP, DY 29/04/22
TSEPCMS TSE PRIME CHEMICALS PE, BP, DY 29/04/22
TSEPPHR TSE PRIME PHARMACEUTICAL PE, BP, DY 29/04/22
TSEPOCP TSE PRIME OIL AND COAL PRODUCTS PE, BP, DY 29/04/22
TSEPRPR TSE PRIME RUBBER PRODUCTS PE, BP, DY 29/04/22
TSEPGLC TSE PRIME GLASS AND CERAMICS PRODUCTS PE, BP, DY 29/04/22
TSEPIRS TSE PRIME IRON AND STEEL PE, BP, DY 29/04/22
TSEPNFM TSE PRIME NONFERROUS METALS PE, BP, DY 29/04/22
TSEPMTL TSE PRIME METAL PRODUCTS PE, BP, DY 29/04/22
TSEPMCH TSE PRIME MACHINERY PE, BP, DY 29/04/22
TSEPEMC TSE PRIME ELECTRIC APPLIANCES PE, BP, DY 29/04/22

TSEPTRE TSE PRIME TRANSPORTATION EQUIPMENT PE, BP, DY 29/04/22
TSEPPIN TSE PRIME PRECISION INSTRUMENTS PE, BP, DY 29/04/22
TSEPOPR TSE PRIME OTHER PRODUCTS PE, BP, DY 29/04/22
TSEPEPG TSE PRIME ELECTRIC POWER AND GAS PE, BP, DY 29/04/22
TSEPLTR TSE PRIME LAND TRANSPORTATION PE, BP, DY 29/04/22
TSEPMTR TSE PRIME MARINE TRANSPORTATION PE, BP, DY 29/04/22
TSEPATR TSE PRIME AIR TRANSPORTATION PE, BP, DY 29/04/22
TSEPWAH TSE PRIME WAREHOUSING AND HARBOR TRANSPORTATION PE, BP, DY

29/04/22
SERVICES
TSEPCOM TSE PRIME INFORMATION AND COMMUNICATION PE, BP, DY 29/04/22
TSEPWSL TSE PRIME WHOLESALE TRADE PE, BP, DY 29/04/22
TSEPRET TSE PRIME RETAIL TRADE PE, BP, DY 29/04/22
TSEPBKS TSE PRIME BANKS PE, BP, DY 29/04/22
TSEPSEC TSE PRIME SECURITIES AND COMMODITY FUTURES PE, BP, DY 29/04/22
TSEPINS TSE PRIME INSURANCE PE, BP, DY 29/04/22
TSEPOFN TSE PRIME OTHER FINANCING BUSINESS PE, BP, DY 29/04/22
TSEPRES TSE PRIME REAL ESTATE PE, BP, DY 29/04/22
TSEPSER TSE PRIME SERVICES PE, BP, DY 29/04/22
TSESFSH TSE STANDARD FISHERY, AGRICULTURE AND FORESTRY PE, BP, DY 29/04/22
TSESMNG TSE STANDARD MINING PE, BP, DY 29/04/22
TSESCON TSE STANDARD CONSTRUCTION PE, BP, DY 29/04/22
TSESFOD TSE STANDARD FOODS PE, BP, DY 29/04/22
TSESTXT TSE STANDARD TEXTILES AND APPARELS PE, BP, DY 29/04/22
TSESPPR TSE STANDARD PULP AND PAPER PE, BP, DY 29/04/22
TSESCMS TSE STANDARD CHEMICALS PE, BP, DY 29/04/22
TSESPHR TSE STANDARD PHARMACEUTICAL PE, BP, DY 29/04/22
TSESOCP TSE STANDARD OIL AND COAL PRODUCTS PE, BP, DY 29/04/22
TSESRPR TSE STANDARD RUBBER PRODUCTS PE, BP, DY 29/04/22
TSESGLC TSE STANDARD GLASS AND CERAMICS PRODUCTS PE, BP, DY 29/04/22
TSESIRS TSE STANDARD IRON AND STEEL PE, BP, DY 29/04/22
TSESNFM TSE STANDARD NONFERROUS METALS PE, BP, DY 29/04/22
TSESMTL TSE STANDARD METAL PRODUCTS PE, BP, DY 29/04/22
TSESMCH TSE STANDARD MACHINERY PE, BP, DY 29/04/22
TSESEMC TSE STANDARD ELECTRIC APPLIANCES PE, BP, DY 29/04/22
TSESTRE TSE STANDARD TRANSPORTATION EQUIPMENT PE, BP, DY 29/04/22

TSESPIN TSE STANDARD PRECISION INSTRUMENTS PE, BP, DY 29/04/22
TSESOPR TSE STANDARD OTHER PRODUCTS PE, BP, DY 29/04/22
TSESEPG TSE STANDARD ELECTRIC POWER AND GAS PE, BP, DY 29/04/22
TSESLTR TSE STANDARD LAND TRANSPORTATION PE, BP, DY 29/04/22
TSESMTR TSE STANDARD MARINE TRANSPORTATION PE, BP, DY 29/04/22
TSESATR TSE STANDARD AIR TRANSPORTATION PE, BP, DY 29/04/22
TSESWAH TSE STANDARD WAREHOUSING AND HARBOR TRANSPORTATION PE, BP, DY

29/04/22
SERVICES
TSESCOM TSE STANDARD INFORMATION AND COMMUNICATION PE, BP, DY 29/04/22
TSESWSL TSE STANDARD WHOLESALE TRADE PE, BP, DY 29/04/22
TSESRET TSE STANDARD RETAIL TRADE PE, BP, DY 29/04/22
TSESBNK TSE STANDARD BANKS PE, BP, DY 29/04/22
TSESSEC TSE STANDARD SECURITIES AND COMMODITY FUTURES PE, BP, DY 29/04/22
TSESINS TSE STANDARD INSURANCE PE, BP, DY 29/04/22
TSESOFN TSE STANDARD OTHER FINANCING BUSINESS PE, BP, DY 29/04/22
TSESRES TSE STANDARD REAL ESTATE PE, BP, DY 29/04/22
TSESSER TSE STANDARD SERVICES PE, BP, DY 29/04/22
TSEGFSH TSE GROWTH FISHERY, AGRICULTURE AND FORESTRY PE, BP, DY 29/04/22
TSEGMNG TSE GROWTH MINING PE, BP, DY 29/04/22
TSEGCON TSE GROWTH CONSTRUCTION PE, BP, DY 29/04/22
TSEGFOD TSE GROWTH FOODS PE, BP, DY 29/04/22
TSEGTXT TSE GROWTH TEXTILES AND APPARELS PE, BP, DY 29/04/22
TSEGPPR TSE GROWTH PULP AND PAPER PE, BP, DY 29/04/22
TSEGCMS TSE GROWTH CHEMICALS PE, BP, DY 29/04/22
TSEGPHR TSE GROWTH PHARMACEUTICAL PE, BP, DY 29/04/22
TSEGOCP TSE GROWTH OIL AND COAL PRODUCTS PE, BP, DY 29/04/22
TSEGRPR TSE GROWTH RUBBER PRODUCTS PE, BP, DY 29/04/22
TSEGGLC TSE GROWTH GLASS AND CERAMICS PRODUCTS PE, BP, DY 29/04/22
TSEGIRS TSE GROWTH IRON AND STEEL PE, BP, DY 29/04/22
TSEGNFM TSE GROWTH NONFERROUS METALS PE, BP, DY 29/04/22
TSEGMTL TSE GROWTH METAL PRODUCTS PE, BP, DY 29/04/22
TSEGMCH TSE GROWTH MACHINERY PE, BP, DY 29/04/22
TSEGEMC TSE GROWTH ELECTRIC APPLIANCES PE, BP, DY 29/04/22
TSEGTRE TSE GROWTH TRANSPORTATION EQUIPMENT PE, BP, DY 29/04/22
TSEGPIN TSE GROWTH PRECISION INSTRUMENTS PE, BP, DY 29/04/22
TSEGOPR TSE GROWTH OTHER PRODUCTS PE, BP, DY 29/04/22

TSEGEPG TSE GROWTH ELECTRIC POWER AND GAS PE, BP, DY 29/04/22
TSEGLTR TSE GROWTH LAND TRANSPORTATION PE, BP, DY 29/04/22
TSEGMTR TSE GROWTH MARINE TRANSPORTATION PE, BP, DY 29/04/22
TSEGATR TSE GROWTH AIR TRANSPORTATION PE, BP, DY 29/04/22
TSEGWAH TSE GROWTH WAREHOUSING AND HARBOR TRANSPORTATION PE, BP, DY

29/04/22
SERVICES
TSEGCOM TSE GROWTH INFORMATION AND COMMUNICATION PE, BP, DY 29/04/22
TSEGWSL TSE GROWTH WHOLESALE TRADE PE, BP, DY 29/04/22
TSEGRET TSE GROWTH RETAIL TRADE PE, BP, DY 29/04/22
TSEGBNK TSE GROWTH BANKS PE, BP, DY 29/04/22
TSEGSEC TSE GROWTH SECURITIES AND COMMODITY FUTURES PE, BP, DY 29/04/22
TSEGINS TSE GROWTH INSURANCE PE, BP, DY 29/04/22
TSEGOFN TSE GROWTH OTHER FINANCING BUSINESS PE, BP, DY 29/04/22
TSEGRES TSE GROWTH REAL ESTATE PE, BP, DY 29/04/22
TSEGSER TSE GROWTH SERVICES PE, BP, DY 29/04/22
BNGKMAF THAILAND MAI AGRO AND FOOD INDUSTRY PI, MV, DY, PE, VO 07/04/22
BNGKMCP THAILAND MAI CONSUMER PRODUCTS PI, MV, DY, PE, VO 07/04/22
BNGKMFN THAILAND MAI FINANCIALS PI, MV, DY, PE, VO 07/04/22
BNGKMID THAILAND MAI INDUSTRIALS PI, MV, DY, PE, VO 07/04/22
BNGKMPC THAILAND MAI PROPERTY AND CONSTRUCTION PI, MV, DY, PE, VO 07/04/22
BNGKMRS THAILAND MAI RESOURCES PI, MV, DY, PE, VO 07/04/22
BNGKMSV THAILAND MAI SERVICES PI, MV, DY, PE, VO 07/04/22
BNGKMTC THAILAND MAI TECHNOLOGY PI, MV, DY, PE, VO 07/04/22
IXESG4E EURO ISTOXX ESG WTD AX 50 NR DC 4% E PI 19/03/12
STESXA$ STOXX EUROPE SUST EX AGTAFA $ NR 31/12/98
FVNM30L FTSE VIETNAM 30 INDEX PI 27/07/20
SREITS$ IEDGE S-REIT INDEX S$ PI, RI, NR 30/09/10
SPJPB2$ SANDP JAPAN BETWEEN $ 2B AND $ 10B (USD) PI, RI, NR 21/03/22
SPNAET$ SANDP NTH AMER. EXPAN TECH SEC CUSTOM$ PI, RI, NR 18/10/18
SPTCOMP SANDP/TSX Composite Enhanced Value PI, RI, NR 21/08/17
GSPDP60 SANDP/TSX 60 DIVIDEND POINTS PI 28/09/20
GSXUSH$ GSXUSHGM PI 24/09/19
GSXUPA$ GSXUPAND PI 26/02/20
GSXUST$ GSXUSTAY PI 06/03/20
GSXUCA$ GSXUCADR PI 05/02/21
GSCBUK£ GSCBUKMA PI 27/11/20

NSKFTX$ KBW Nasdaq Financial Technology Index PI, PO, PL, PH 19/07/16
NSGBKX$ KBW Nasdaq Global Bank Index PI, PO, PL, PH 13/07/15
MDMVRC$ MORNST.DM MIN.VOL U$ REDCARB SEL. $ PI, RI, NR 20/06/14
MDMVRCE MORNST.DM MIN.VOL U$ REDCARB SEL. E PI, RI, NR 20/06/14
MDMVRC£ MORNST.DM MIN.VOL U$ REDCARB SEL. £ PI, RI, NR 20/06/14
MDMVRCS MORNST.DM MIN.VOL U$ REDCARB SEL. S$ PI, RI, NR 20/06/14
METESS$ MORNST.EXPO TECH ESG SCREENED SEL $ RI 20/12/13
METEST$ MORNST.EXPO TECH ESG SCR TAR.V7% SEL$ RI 17/03/14
MDMLMHC MORNST.DM LARGE- MCAP HEDGED CAD NR 30/09/19
MDMLMA$ MORNST.DM LARGE- MCAP AUD NR 30/06/98
MDMLMC$ MORNST.DM LARGE- MCAP CAD NR 30/06/98
MDMLMSF MORNST.DM LARGE- MCAP CHF NR 30/06/98
MDMLMCE MORNST.DM LARGE- MCAP EUR NR 30/06/98
MDMLMC£ MORNST.DM LARGE- MCAP GBP NR 30/06/98
MDMLMJY MORNST.DM LARGE- MCAP JPY NR 30/06/98
MDMLMNK MORNST.DM LARGE- MCAP NOK NR 30/06/98
MDLMHNK MORNST.DM LARGE- MCAP HEDGED NOK NR 30/06/16
MDMLMNZ MORNST.DM LARGE- MCAP NZD NR 17/06/16
MDMLMU$ MORNST.DM LARGE- MCAP USD NR 30/06/98
MDRSDH£ MORNST.DM MIN.VOL U$ REDCARB SEL.DH £ PI, RI, NR 12/08/22
MDRSDHE MORNST.DM MIN.VOL U$ REDCARB SEL.DH E PI, RI, NR 12/08/22
COR3MU$ CBOE IMPLIED CORRELATION $ PI, PH, PO, PL 03/01/06
STGFTPE STOXX GLOBAL FINTECH INDEX EUR PI, NE, MV 18/06/12
SD3EXTE EURO STOXX ESG-X SELECT DIV. 30 E PI, NR, NE, MV 26/08/20
JPNLRU$ JP MORGAN QUEST US RENEWABLE ENERGY PI, PH, PO, PL 31/12/15
JPNLPGE JP MORGAN QUEST EUROPE GENOMICS PI, PH, PO, PL 28/12/18
JPNLGU$ JP MORGAN QUEST US GENOMICS PI, PH, PO, PL 17/05/22
JPNLCU$ JP MORGAN QUEST US CLOUD COMPUTING PI, PH, PO, PL 31/12/15
FGCTCHE FTSE GCI TPI CLMT TRANS 100% HDG E PI, RI, NR, MV, NE 31/03/17
SOLESGE SOLACTIVE EUROZONE SUSTAINABILITY E PI, NR 19/03/10
SOLERBE SOLACTIVE EZONE RNDT PLUS 1-10 BOND E RI 01/04/10
SOLDE3E SOLACTIVE GERMANY 30 E NR 08/02/06
SOLUST$ SOLACTIVE US TREASURY 7-10 YR Q U$ RI 29/12/06
SOLECLE SOLACTIVE EURO CORPS 0-3 YR LIQUID E RI 31/01/14
SOLFNTE SOLACTIVE FINTECH 20 E PI 30/03/15
SOLGMCE SOLACTIVE GL MRKTS L&M DM .5% CAP E NR 24/02/20

NSKFTX$ KBW Nasdaq Financial Technology Index PI, PO, PL, PH 19/07/16
NSGBKX$ KBW Nasdaq Global Bank Index PI, PO, PL, PH 13/07/15
MDMVRC$ MORNST.DM MIN.VOL U$ REDCARB SEL. $ PI, RI, NR 20/06/14
MDMVRCE MORNST.DM MIN.VOL U$ REDCARB SEL. E PI, RI, NR 20/06/14
MDMVRC£ MORNST.DM MIN.VOL U$ REDCARB SEL. £ PI, RI, NR 20/06/14
MDMVRCS MORNST.DM MIN.VOL U$ REDCARB SEL. S$ PI, RI, NR 20/06/14
METESS$ MORNST.EXPO TECH ESG SCREENED SEL $ RI 20/12/13
METEST$ MORNST.EXPO TECH ESG SCR TAR.V7% SEL$ RI 17/03/14
MDMLMHC MORNST.DM LARGE- MCAP HEDGED CAD NR 30/09/19
MDMLMA$ MORNST.DM LARGE- MCAP AUD NR 30/06/98
MDMLMC$ MORNST.DM LARGE- MCAP CAD NR 30/06/98
MDMLMSF MORNST.DM LARGE- MCAP CHF NR 30/06/98
MDMLMCE MORNST.DM LARGE- MCAP EUR NR 30/06/98
MDMLMC£ MORNST.DM LARGE- MCAP GBP NR 30/06/98
MDMLMJY MORNST.DM LARGE- MCAP JPY NR 30/06/98
MDMLMNK MORNST.DM LARGE- MCAP NOK NR 30/06/98
MDLMHNK MORNST.DM LARGE- MCAP HEDGED NOK NR 30/06/16
MDMLMNZ MORNST.DM LARGE- MCAP NZD NR 17/06/16
MDMLMU$ MORNST.DM LARGE- MCAP USD NR 30/06/98
MDRSDH£ MORNST.DM MIN.VOL U$ REDCARB SEL.DH £ PI, RI, NR 12/08/22
MDRSDHE MORNST.DM MIN.VOL U$ REDCARB SEL.DH E PI, RI, NR 12/08/22
COR3MU$ CBOE IMPLIED CORRELATION $ PI, PH, PO, PL 03/01/06
STGFTPE STOXX GLOBAL FINTECH INDEX EUR PI
SD3EXTE EURO STOXX ESG-X SELECT DIV. 30 E PI, NR
JPNLRU$ JP MORGAN QUEST US RENEWABLE ENERGY PI, PH, PO, PL 31/12/15
JPNLPGE JP MORGAN QUEST EUROPE GENOMICS PI, PH, PO, PL 28/12/18
JPNLGU$ JP MORGAN QUEST US GENOMICS PI, PH, PO, PL 17/05/22
JPNLCU$ JP MORGAN QUEST US CLOUD COMPUTING PI, PH, PO, PL 31/12/15
FGCTCHE FTSE GCI TPI CLMT TRANS 100% HDG E PI, RI, NR, MV, NE 31/03/17
SOLESGE SOLACTIVE EUROZONE SUSTAINABILITY E PI, NR 19/03/10
SOLERBE SOLACTIVE EZONE RNDT PLUS 1-10 BOND E RI 01/04/10
SOLDE3E SOLACTIVE GERMANY 30 E NR 08/02/06
SOLUST$ SOLACTIVE US TREASURY 7-10 YR Q U$ RI 29/12/06
SOLECLE SOLACTIVE EURO CORPS 0-3 YR LIQUID E RI 31/01/14

SOLFNTE SOLACTIVE FINTECH 20 E PI 30/03/15
SOLGMCE SOLACTIVE GL MRKTS L&M DM .5% CAP E NR 24/02/20
SOLCAUE SOLACTIVE CHINA AUTOMOBILE E RI 25/10/10
CYSEPE$ CYBER SECURITY PERFORMANCE U$ PI 13/11/15
DAXPMDE DAX PLUS MAXIMUM DIVIDEND E NR 30/12/15
DAXEF3E DAX EX FINANCIALS 30 E NR 30/12/15
HFRIELD HFRI EH: LONG/SHORT DIRECTIONAL $ RI, TOTR 31/01/08
MSDWEUE MSCI WORLD ESG UNIVERSAL E PI, RI, NR 22/08/22
MSDWEEE MSCI WORLD ESG SCREENED E PI, RI, NR 31/05/12
FITSMCE FTSE ITALIA SMALL CAP NR 19/12/08
MSUKSG$ MSCI UK ESG LEADERS $ BP, PE, FE, TY, FI, DY 30/09/09
MSJPSG$ MSCI JAPAN ESG LEADERS $ BP, PE, FE, TY, FI, DY 31/05/11
MSPXSG$ MSCI PACIFIC ex JP ESG LEADERS $ BP, PE, FE, TY, FI, DY 30/12/11
MSAESG$ MSCI ACWI ESG LEADERS $ BP, PE, FE, TY, FI, DY 31/10/07
MSMESG$ MSCI EMERGING MKTS ESG LEADERS $ BP, PE, FE, TY, FI, DY 31/10/07
MSURCD$ MSCI EUROPE LOW CARBON LEADERS $ BP, PE, FE, TY, FI, DY 31/12/10
MSAFCD$ MSCI ACWI LOW CARBON LEADERS $ BP, PE, FE, TY, FI, DY 31/12/10
MSAFCT$ MSCI ACWI LOW CARBON TARGET $ BP, PE, FE, TY, FI, DY 31/12/10
MSEUSG$ MSCI EUROPE ESG LEADERS $ BP, PE, FE, TY, FI, DY 30/09/10
MSUESG$ MSCI USA ESG LEADERS $ BP, PE, FE, TY, FI, DY 30/09/10
MSUSEU$ MSCI USA ESG UNIVERSAL $ BP, PE, FE, TY, FI, DY 31/12/09
MSEFEU$ MSCI EM ESG UNIVERSAL $ BP, PE, FE, TY, FI, DY 31/12/12
MSAFEU$ MSCI ACWI ESG UNIVERSAL $ BP, PE, FE, TY, FI, DY 31/12/09
MSAFEF$ MSCI ACWI ESG FOCUS $ BP, PE, FE, TY, FI, DY 31/12/12
MSJPEU$ MSCI JAPAN ESG UNIVERSAL $ BP, PE, FE, TY, FI, DY 29/06/12
MSAJEF$ MSCI AC ASIA X JAPAN ESG FOCUS $ BP, PE, FE, TY, FI, DY 31/12/12
MSUKEU$ MSCI UK ESG UNIVERSAL $ BP, PE, FE, TY, FI, DY 31/05/10
MSUREE$ MSCI EUROPE ESG SCREENED $ BP, PE, FE, TY, FI, DY 29/06/12
MSUSEE$ MSCI USA ESG SCREENED $ BP, PE, FE, TY, FI, DY 29/06/12
MSJPEE$ MSCI JAPAN ESG SCREENED $ BP, PE, FE, TY, FI, DY 29/06/12
MSUSCT$ MSCI USA LOW CARBON TARGET $ BP, PE, FE, TY, FI, DY 31/12/10
MSJPCT$ MSCI JAPAN LOW CARBON TARGET $ BP, PE, FE, TY, FI, DY 31/12/10
MSURCT$ MSCI EUROPE LOW CARBON TARGET $ BP, PE, FE, TY, FI, DY 31/12/10
MSEMCT$ MSCI EM LOW CARBON TARGET $ BP, PE, FE, TY, FI, DY 31/12/10
MSEMCD$ MSCI EM LOW CARBON LEADERS $ BP, PE, FE, TY, FI, DY 31/12/10
MSEFSF$ MSCI EM ESG FOCUS $ BP, PE, FE, TY, FI, DY 31/12/12
MSUXCT$ MSCI EUROPE X UK LOW CARBON TARGET $ BP, PE, FE, TY, FI, DY 31/12/10
MSUREU$ MSCI EUROPE ESG UNIVERSAL $ BP, PE, FE, TY, FI, DY 31/12/09
MSAFEE$ MSCI ACWI ESG SCREENED $ BP, PE, FE, TY, FI, DY 29/06/12
MSEMCC$ MSCI EM CLIMATE CHANGE $ BP, PE, FE, TY, FI, DY 29/11/13
MSAFCC$ MSCI ACWI CLIMATE CHANGE $ BP, PE, FE, TY, FI, DY 29/11/13
MSURCC$ MSCI EUROPE CLIMATE CHANGE $ BP, PE, FE, TY, FI, DY 29/11/13
MSUSCC$ MSCI USA CLIMATE CHANGE $ BP, PE, FE, TY, FI, DY 29/11/13
MSJPCC$ MSCI JAPAN CLIMATE CHANGE $ BP, PE, FE, TY, FI, DY 29/11/13
MSEMEE$ MSCI EM ESG SCREENED $ BP, PE, FE, TY, FI, DY 29/06/12
MSUXCC$ MSCI EUROPE EX UK CLIMATE CHANGE $ BP, PE, FE, TY, FI, DY 29/11/13
The following HFRX indices names have been changed as per the supplier notification.
Index mnemonic Old Index Name New Index Name
HFRXAGG HFRX AGGREGATE HFRX AGGREGATE (FS FUNDS)
HFRXACH HFRX ASIA COMPOSITE HEDGE FUND HFRX ASIA COMP HEDGE FUND (FS FUNDS)
HFRXAEW HFRX ASIA EQUALLY WEIGHTED HFRX ASIA EQUALLY WGHTD (FS FUNDS)
HFRXAEJ HFRX ASIA EX-JAPAN HFRX ASIA EX-JAPAN (FS FUNDS)
HFRXAWJ HFRX ASIA WITH JAPAN HFRX ASIA WITH JAPAN (FS FUNDS)
HFRXBRA HFRX BRAZIL HFRX BRAZIL (FS FUNDS)
HFRXBRI HFRX BRIC HFRX BRIC (FS FUNDS)
HFRXCHI HFRX CHINA HFRX CHINA (FS FUNDS)
HFRXACT HFRX ED: ACTIVIST HFRX ED: ACTIVIST (FS FUNDS)
HFRXARB HFRX ED: CREDIT ARBITRAGE HFRX ED: CREDIT ARBITR (FS FUNDS)
HFRXEDM HFRX ED: MULTI-STRATEGY HFRX ED: MULTI-STRAT (FS FUNDS)
HFRXEBM HFRX EH: ENERGY/BASIC MATERIALS HFRX EH:ENERGY/BASIC MATS (FS FUNDS)
HFRXEHM HFRX EH: MULTI-STRATEGY HFRX EH: MULTI-STRAT (FS FUNDS)
HFRXQUD HFRX EH: QUANTITATIVE DIRECTIONAL HFRX EH:QUANTITATIVE DRCTNL(FS FUNDS)
HFRXSHB HFRX EH: SHORT BIAS HFRX EH: SHORT BIAS (FS FUNDS)
HFRXTCH HFRX EH: TECHNOLOGY/HEALTHCARE HFRX EH: TECH H-CARE (FS FUNDS)
HFRXIND HFRX INDIA HFRX INDIA (FS FUNDS)
HFRXJAP HFRX JAPAN HFRX JAPAN (FS FUNDS)

The following HFRX indices names have been changed as per the supplier notification.
Index mnemonic Old Index Name New Index Name
HFRXLTA HFRX LATIN AMERICA HFRX LATIN AMERICA (FS FUNDS)
HFRXATR HFRX MACRO: ACTIVE TRADING HFRX MACRO: ACTIVE TRADE (FS FUNDS)
HFRXCOM HFRX MACRO: COMMODITY HFRX MACRO:COMMODITY (FS FUNDS)
HFRXCAG HFRX MACRO: COMMODITY-AGRICULTURE HFRX MACRO:COMMODITY AGRI (FS FUNDS)
HFRXCEN HFRX MACRO: COMMODITY-ENERGY HFRX MACRO:COMMODITY ENERGY(FS FUNDS)
HFRXCME HFRX MACRO: COMMODITY-METALS HFRX MACRO:COMMODITY METALS(FS FUNDS)
HFRXCUR HFRX MACRO: CURRENCY HFRX MACRO: CURRENCY (FS FUNDS)
HFRXDTH HFRX MACRO: DISCRETIONARY THEMATIC HFRX MACRO: DISCR THMTC (FS FUNDS)
HFRXMMS HFRX MACRO: MULTI-STRATEGY HFRX MACRO: MULTI- STRAT (FS FUNDS)
HFRXMEN HFRX MENA HFRX MENA (FS FUNDS)
HFRXMEM HFRX MULTI-EMERGING MARKETS HFRX MULTI-EMMARKETS (FS FUNDS)
HFRXNAM HFRX NORTH AMERICA HFRX NORTH AMERICA (FS FUNDS)
HFRXNEU HFRX NORTHERN EUROPE HFRX NORTHERN EUROPE (FS FUNDS)
HFRXRUS HFRX RUSSIA HFRX RUSSIA (FS FUNDS)
HFRXREE HFRX RUSSIA/EASTERN EUROPE HFRX RUSSIA/EASTERN EUROPE(FS FUNDS)
HFRXFIA HFRX RV: FI-ASSET BACKED HFRX RV: FI-ASSET BACKED(FS FUNDS)
HFRXFIC HFRX RV: FI-CORPORATE HFRX RV:FI-CORPORATE (FS FUNDS)
HFRXFIS HFRX RV: FI-SOVEREIGN HFRX RV:FI-SOVEREIGN (FS FUNDS)
HFRXREA HFRX RV: REAL ESTATE HFRX RV: REAL ESTATE (FS FUNDS)
HFRXVOL HFRX RV: VOLATILITY HFRX RV: VOLATILITY (FS FUNDS)
HFRXYLA HFRX RV: YIELD ALTERNATIVE HFRX RV: YIELD ALT (FS FUNDS)
HFRXTEM HFRX TOTAL EMERGING MARKET HFRX TOTAL EM MARKET (FS FUNDS)
HFRXWPE HFRX WESTERN/PAN EUROPE HFRX WESTERN/PAN EUROPE(FS FUNDS)

The following FTSE Digital Asset and FTSE Environmental Opportunities UK AIM Indices have been discontinued
Index mnemonic Index Name
FTFADAA FTSE CARDANO INDEX A$
FTFADAC FTSE CARDANO INDEX C$
FTFADAN FTSE CARDANO INDEX CNY
FTFADAE FTSE CARDANO INDEX E
FTFADA£ FTSE CARDANO INDEX £
FTFADAH FTSE CARDANO INDEX H$
FTFADAY FTSE CARDANO INDEX Y
FTFADAK FTSE CARDANO INDEX K
FTFADAS FTSE CARDANO INDEX S$
FTFADA$ FTSE CARDANO INDEX $
FTFBTCA FTSE BITCOIN INDEX A$
FTFBTCC FTSE BITCOIN INDEX C$
FTFBTCN FTSE BITCOIN INDEX CNY
FTFBTCE FTSE BITCOIN INDEX E
FTFBTC£ FTSE BITCOIN INDEX £
FTFBTCH FTSE BITCOIN INDEX H$
FTFBTCY FTSE BITCOIN INDEX Y
FTFBTCK FTSE BITCOIN INDEX K
FTFBTCS FTSE BITCOIN INDEX S$
FTFBTC$ FTSE BITCOIN INDEX $
FTFETHA FTSE ETHEREUM INDEX A$
FTFETHC FTSE ETHEREUM INDEX C$
FTFETHN FTSE ETHEREUM INDEX CNY
FTFETHE FTSE ETHEREUM INDEX E
FTFETH£ FTSE ETHEREUM INDEX £
FTFETHH FTSE ETHEREUM INDEX H$
FTFETHY FTSE ETHEREUM INDEX Y
FTFETHK FTSE ETHEREUM INDEX K
FTFETHS FTSE ETHEREUM INDEX S$
FTFETH$ FTSE ETHEREUM INDEX $
FTEUKA$ FTSE ENV OPPS UK AIM $
FTEUKA£ FTSE ENV OPPS UK AIM £
FTEUKAE FTSE ENV OPPS UK AIM E
FTEUKAL FTSE ENV OPPS UK AIM L

Equites and funds roundup

US Equity exchange additions
Datastream has expanded its US exchange coverage by adding 13 new trading venues in Q4.
The table below lists the new exchanges and their respective MIC and Datastream Exchange Code:
EXDSCD MIC Venue Name DN Effective Date
NT XCIS NYSE National Exchange – NYSE Quotes DN205362 21/09/2022
NT XCIS NYSE National Exchange – NASDAQ Quotes DN205362 21/09/2022
I4 XADF FINRA Alternative Display Facility – NASDAQ Quotes DN205362 21/09/2022
I4 XADF FINRA Alternative Display Facility – NYSE Quotes DN205362 21/09/2022
AX XASE Nasdaq stocks on NYSE AMEX Eq DN205363 05/12/2022
MW XCHI Nasdaq stocks on Midwest SE DN205363 05/12/2022
H4 BATY CBOE BYX US Equities DN205363 05/12/2022
H5 EDGA CBOE EDGA US Equities DN205363 05/12/2022
I3 XNIM NASDAQ Intermarket DN205367 12/12/2022
BZ XBOS Boston Stock Exchange DN205367 12/12/2022
PH XPSX NASDAQ OMX PSX DN205367 12/12/2022
NV NEOD NEO Exchange - NEO-D (Dark) DN205367 12/12/2022
AR ARCX Nasdaq stocks on NYSE/ARCA eq DN205367 12/12/2022
Price histories commence on the venue effective dates.

Fixed income roundup

Additional ESG bond datatypes
An additional four new ESG-related reference datatypes have been published for bonds (definitions available in Navigator). This brings
the total of datatypes currently hosted to seven, with more due to be published in Q1 2023.
“ESGI” – ESG bond indicator datatype

A simple Y/N flag will sit at high level (alongside the existing “GBI” datatype to identify “green bonds”). It flags if a bond security is
considered to have additional ESG characteristics other than being identified as “green”.
“GBI” – ESG green bond indicator datatype

A Y/N flag will indicate whether the bond is a green bond. Green bonds are fixed income products whose proceeds are used or
earmarked for environmentally beneficial projects/investments. Refinitiv considers a security to be green if it is labelled by the issuer
and is issued based on a green bond framework established/adhered to by the issuer. The proceeds are utilised/earmarked as
provided in the framework.
“ESGC” – ESG classification code datatype and lists

The domain values for datatype ESGC are also supported with automated lists as detailed below:
List mnemonic Datastream short list name ESGC value ESGC type description
ESGSLG ESG CBI ALIGNED BONDS SLGB CBI aligned green bond
ESGSLC ESG SELF LBLD GN BONDS SLCB Self-labelled green bond
ESGSTN ESG SUSTN BONDS STNB Sustainability bond
ESGSCL ESG SOCIAL BONDS SCLB Social bond
ESGSTL ESG SUSTN LKD BONDS STLB Sustainability-linked bond
ESGCBG ESG CBI CERTF GN BONDS CBGB CBI-certified green bond
ESGSRL ESG SUSTN RE LKD BONDS SRLB Sustainability re-linked bond
ESGALL ESG ALL ACTIVE BONDS Any ESG type Any ESG type
New datatype: “ESGICMF” – ESG ICMA flag

Y/N flag indicating if the framework under which an ESG instrument is issued is compliant with ICMA guidelines.
New datatype: “ESGTAXF” – ESG EU taxonomy flag

Y/N flag indicating if the framework under which an ESG instrument is issued is compliant with EU Green Bond Standard and EU Taxonomy.
New datatype: “ESGCBIC” – ESG CBI identifier code

Unique identifier code published for CBI aligned/certified green bonds.
New datatype: “ESGUSEP” – ESG use of proceeds data

A composite datatype with output of up to 50 sets of data for Use Code/Amount/Effective Date.
– Use of proceeds code: Represents the registrant’s planned use of its proceeds from the offering.
– Use of proceeds amount: The amount of money the registrant will allocate to the respective use of proceeds code.
The amounts are provided in the currency of issue and are expressed in thousands.
– Date: The settlement date for a new issuance or reopening.
Interest rates and foreign exchange

roundup
Interest rate probabilities
In response to customer demand, Datastream has added a tactical solution for those customers who want to see content relating to
Interest rate probabilities. See Navigator Interest Rate Explorer.
There are 105 new series hosted for eight key markets. Each series represents probable rates for the whole range of next interest
rate setting meetings.
– Australia (22)
– Canada (11)
– Eurozone 14)
– Japan (12)
– New Zealand (10)
– Switzerland (7)
– United Kingdom (18)
– United States (11)
Break-even inflation
Datastream has expanded coverage on break-even inflation rate series to 10 countries with 53 series. Search “Break-even” in
Navigator:
– Australia (3)
– Canada (3)
– France (6)
– Germany (4)
– Israel (4)
– Italy (7)
– Sweden (3)
– United Kingdom (7)
– United States (14)
2022 Datastream content enhancement programme

Over the past year, Datastream has delivered over 250 content projects related to specific, measured customer requests.
Datastream is proud of the volume of content adds it makes through the year in direct response to customer requests for use in
Datastream product workflows.
Selected key customer driven enhancement projects delivered:
– FTSE Russell Equity ICW additions (15 requests) – ICE BAML 10 new datatypes
– MSCI Equity ICW additions (33 requests) – Addition of 20+ New Equity Exchanges throughout the year
– S&P Equity ICW (21 requests) – Dual-listed Equity company support
– China Securities Index Equity ICW over 1,220 series – Addition of LEI and CRN codes at entity level cross-content
– Expanded Datastream Equity Index and ICW markets – Delivery of PERMID Cross-asset navigation and to parent and
– JP Morgan Bond ICW additions (8 requests) including ESG ultimate parent entity
EMBI and CEMBI – Interest rate probability and break-even inflation series
– Bloomberg/Barclays Bond Indices (7 requests) – LIBOR fallback rates (including ISDA, Refinitiv Currency and
– iBoxx Bond ICW additions (4 requests) including Emerging, Zero OIS)
Global Green, Social and Sustainable? – 100+ cryptocurrencies added
– FTSE Bond ICW (2 requests) including Thematic and New – Navigator content and functionality improvements
Ingest Process – Addition of USGS commodity series
– China Securities Indices Bond ICW Pingan – LME MIFID Commitment of Trader futures series
Company additions to Worldscope

During the July to September period 689 companies were added to the Worldscope Database. These additions included companies
from Australia (17), Canada (69), China (120), Germany (12), Hong Kong (26), India (117), Indonesia (23), Israel (22), Italy (10), Japan (24),
South Korea (27), Malaysia (12), Poland (10), Spain (11), Sweden (25), Taiwan (16), United Kingdom (16) and United States (52).
Worldscope’s total coverage at the end of the quarter consisted of 97,815 companies, of which 54,448 were active. For more
information, please refer to the Worldscope page on Infobase.
Contributors
PRODUCT MANAGEMENT CONTENT MANAGEMENT
JOHN DIOUFAS PAUL GODDEN
DIRECTOR DATASTREAM BONDS, INTEREST RATES,
john.dioufas@lseg.com FX AND WARRANTS
paul.godden@lseg.com
JULIAN RICKARDS
DATASTREAM DESKTOP AND OLIVER DANCEL-FISZER
MICROSOFT OFFICE ADD-INS ECONOMICS
julian.rickards@lseg.com oliver.dancel-fiszer@lseg.com
CASEY PEARCE PAUL BURGESS

DATASTREAM CHARTING EQUITIES AND FUNDS
casey.pearce@lseg.com paul.burgess@lseg.com
JAMES BRIGHT MICHAEL RICHARDSON

DATAFEEDS – DATASTREAM WEB SERVICE (DSWS) EQUITY INDICES
ESTIMATES AND FUNDAMENTALS michael.richardson@lseg.com
I/B/E/S GLOBAL AGGREGATES
INFOSTREAM EDITOR JOSEPH SWAN
james.bright@lseg.com FIXED INCOME INDICES
joseph.swan@lseg.com
AGNIESZKA UZDROWSKA
DATAFEEDS – DATASTREAM DATA LOADER (DDL) NELSON SALSINHA
agnieszka.uzdrowska@lseg.com FUTURES AND OPTIONS
nelson.salsinha@lseg.com
ANDERS JOHANSSON
INFOBASE, FUNCTIONS AND EXPRESSIONS
anders.johansson@lseg.com
Third-party provider terms

Clients may be required, as a condition of access or continued access to third-party provider information, to comply with the terms
required by a relevant third-party provider. Those terms shall be legally binding on clients. Third-party provider restrictions can be
found at refinitiv.com/en/policies/third-party-provider-terms.
Visit refinitiv.com | @Refinitiv Refinitiv
Refinitiv, an LSEG (London Stock Exchange Group) business, is one of the world’s largest providers of financial markets data
and infrastructure. With $6.25 billion in revenue, over 40,000 customers and 400,000 end users across 190 countries, Refinitiv
is powering participants across the global financial marketplace. We provide information, insights and technology that enable
customers to execute critical investing, trading and risk decisions with confidence. By combining a unique open platform with
best-in-class data and expertise, we connect people to choice and opportunity – driving performance, innovation and growth
for our customers and partners.
An LSEG Business
RE2694670/01-23

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INFOSTREAM

Investors should stop pretending that

Exhibit 1: Outlook for US Wicksellian Differential

Source: Refinitiv Datastream, Credit Capital Advisory

Exhibit 2: US bond market indicators

Source: Refinitiv Datastream, Credit Capital Advisory

To edit chart, click here

Exhibit 3: Credit Transition Matrix – North America corporates

Source: Credit Benchmark, Credit Capital Advisory

Exhibit 4: Yield curve comparisons

Exhibit 5: Risk-adjusted yield comparisons

Risk-adjusted yield (yield/PD)

New features in Datastream® Navigator

Alternatively, right-clicking on the series will also display the description.

Datastream functions and expressions

Source: Refinitiv Datastream

To edit chart, click here

The Cn parameter for PAD# is being enhanced to operate in more requests

Source: Refinitiv Datastream

Source: Refinitiv Datastream

Break the date axis on a line chart

Add a table above or below the chart

Source: Refinitiv Datastream

Share the URL of a chart folder from the Chartbook

Add Freehand Lines to static bar charts and histograms

US dollars per barrel

Set the default chart style for all users

FTSE Russell Green Revenues – now

The weekly Consensus® Bullish

TWO-WEEK FREE TRIAL

Below is a sample of the Index:

Data% Release date Data% Release date

STOCK MARKET Natural gas 34 12/6/22

Stock indices 62 12/6/22 Heating oil 49 12/6/22

FINANCIAL INSTRUMENTS Gasoline RBOB 48 12/6/22

Treasury bond 41 12/6/22 Soybean 58 12/6/22

Treasury note 40 12/6/22 Soybean oil 60 12/6/22

CURRENCIES Soybean meal 63 12/6/22

US dollar 48 12/6/22 Wheat 25 12/6/22

Canadian dollar 33 12/6/22 Corn 48 12/6/22

British pound 46 12/6/22 Live cattle 61 12/6/22

Swiss franc 46 12/6/22 Feeder cattle 37 12/6/22

Japanese yen 32 12/6/22 Lean hog 55 12/6/22

Gold 37 12/6/22 Coffee 29 12/6/22

Silver 37 12/6/22 Cocoa 50 12/6/22

Platinum 38 12/6/22 Cotton 28 12/6/22

Copper 37 12/6/22 Lumber 29 12/6/22

PETROLEUM/ENERGY Orange Juice 67 12/6/22

Crude Oil 45 12/6/22 Sugar 64 12/6/22

Datastream Croatian converting from

Equities and fundamentals

Corporate actions and dividends

Bond indices – Datastream and third-party

Other ESG-related content

Other information and data notifications

Macro ESG content

Major expansion of Canadian macro content

Major expansion of Saudi Arabian macro content

Australian household spending indicator

Australian household spending (price index)

Source: Refinitiv Datastream

Equity Index and ICW content roundup

FTSE INDICES RENAMING