Set Name

Description

$ADR

Companies that trade American Depositary Receipt (ADR)s and American Depositary Share (ADS)s.

$C

All actively traded companies in the database

$CG

Geographic segments

$CI

Active issues

$CS

Business segments

$I

Indexes – active and inactive

$II

Index issues

$NAS_100

NASDAQ 100 Index: The NASDAQ-100 Index includes 100 of the largest domestic and international non-financial securities listed on The Nasdaq Stock Market based on market capitalization. The Index reflects companies across major industry groups including computer hardware and software, telecommunications, retail/wholesale trade and biotechnology. It does not contain securities of financial companies including investment companies. http://dynamic.nasdaq.com/dynamic/nasdaq100_activity.stm

$NAS_FINL

NASDAQ Financial Index: The NASDAQ Financial-100 Index includes 100 of the largest domestic and international financial securities listed on The NASDAQ Stock Market based on market capitalization. They include companies classified according to the Industry Classification Benchmark as Financials, which are included within the NASDAQ Bank, NASDAQ Insurance, and NASDAQ Other Finance Indexes http://dynamic.nasdaq.com/services/indexes/ViewIndexes/Nasdaq_financial.aspx?symbol=IXFIN

$R

All inactive companies in the database

$RI

All inactive issues

$T

Canadian

$TI

Canadian Issue

$R1000

Russell 1000 Index: the Russell 1000 contains 1000 component stocks. The index is a subset of the much larger Russell 3000 Index--it simply contains the 1000 largest stocks within that index. The components of the Russell 1000 Index account for about 90% of the equity traded on the U.S. exchanges. The index is market cap weighted, meaning that the largest firms have the greatest impact on the index's returns. The index's components range in size from $1 billion to more than $300 billion (based on market cap), with average firm carrying a market cap of around $80 billion. The index is highly diversified, as its component stocks are involved in just about every sector imaginable. Even though the top 10 holdings represent 20% of the index’s value, this is still not as high as other comparable indexes. http://www.russell.com/Indexes/characteristics_fact_sheets/US/Russell_1000_Index.asp

$R1000G

Russell Growth 1000 Index: The Russell 1000 Growth Index measures the performance of Russell 1000 companies with higher price-to-book ratios and higher forecasted growth values. http://www.russell.com/Indexes/characteristics_fact_sheets/US/Russell_1000_Growth_Index.asp

$R1000V

Russell Value 1000 Index: The Russell 1000 Value Index measures the performance of Russell 1000 companies with lower price-to-book ratios and lower forecasted growth values. http://www.russell.com/Indexes/characteristics_fact_sheets/US/Russell_1000_Value_Index.asp

$R2000

Russell 2000 Index: Started in 1984, the Russell 2000 Index is a subset of the larger Russell 3000. It is one of the most widely used indexes by investors and is generally accepted as the benchmark for small-cap firms. It includes many newer, smaller firms that are not represented by the S&P 500 or other large indexes. Composition The Russell 2000 Index contains the smallest 2000 stocks (based on market cap) held by the Russell 3000. Though it contains twice as many stocks as the large-cap Russell 1000, because of their small average size, its component stocks account for just 7% of the value of all U.S. equities. The index is computed based on a market cap weighting, meaning that the largest stocks have the greatest influence on the index's returns. The Russell 200 Index is more evenly weighted than most, as the top 10 holdings represent less than 2% of the index's overall value. The average firm carries a market cap of just under $1 billion, and most stocks within the index range in size from roughly $100 million to $2 billion. http://www.russell.com/Indexes/characteristics_fact_sheets/US/Russell_2000_Index.asp

$R2000G

Russell Growth 2000 Index: The Russell 2000 Growth Index measures the performance of Russell 2000 companies with higher price-to-book ratios and higher forecasted growth values. http://www.russell.com/Indexes/characteristics_fact_sheets/US/Russell_2000_Growth_Index.asp

$R2000V

Russell Value 2000 Index: The Russell 2000 Value Index measures the performance of Russell 2000 companies with lower price-to-book ratios and lower forecasted growth values. http://www.russell.com/Indexes/characteristics_fact_sheets/US/Russell_2000_Value_Index.asp

$R3000

Russell 3000 Index: Started in 1984, the Russell 3000 Index attempts to capture the return of the overall market. The index can be subdivided into two segments: the Russell 1000 large-cap and Russell 2000 small-cap. The delineation is clear enough--the Russell 1000 represents the 1000 largest stocks in the index (based on market cap), while the remaining 2000 are placed in the Russell 2000. Because of its broad diversification and large number of holdings, this index often makes for a popular alternative to the Wilshire 5000 total market index. Composition The Russell 3000 Index is comprised of the 3000 largest and most liquid stocks based and traded in the U.S. The U.S.-based requirement disqualifies many large international firms from inclusion into the index--names such as Unilever, Schlumberger and Seagrams, just to name a few. The components of the Russell 3000 Index account for roughly 98% of the total value of all equity traded on U.S. exchanges, making this a very broad index indeed. The index is market-cap weighted, so the largest firms have the biggest impact on the index’s value. As you can see from the tables below, the index's top 10 holdings are identical to those of the Russell 1000 index (which is simply a subset of this index). However, the overall weighting assigned to these top holdings is slightly lower when it comes to the Russell 3000 (due to its broader diversification). http://www.russell.com/Indexes/characteristics_fact_sheets/US/Russell_3000_Index.asp

$R3000G

Russell Growth 3000 Index: The Russell 3000 Growth Index measures the performance of Russell 3000 companies with higher price-to-book ratios and higher forecasted growth values. http://www.russell.com/Indexes/characteristics_fact_sheets/US/Russell_3000_Growth_Index.asp

$R3000V

Russell Value 3000 Index: The Russell 3000 Value Index measures the performance of Russell 3000 companies with lower price-to-book ratios and lower forecasted growth values. http://www.russell.com/Indexes/characteristics_fact_sheets/US/Russell_3000_Value_Index.asp

$SP_100

S&P 100 Index: The S&P 100, often known by its ticker symbol OEX, measures large-cap company performance. This market capitalization weighted index is a subset of the S&P 500, and is made up of 100 major, blue chip companies across diverse industry groups. Since its introduction in 1983, an important criterion for index inclusion has been the availability of individual stock options for each constituent. http://www2.standardandpoors.com/servlet/Satellite?pagename=sp/Page/IndicesIndexPg&r=1&l=EN&b=4&s=6&ig=51&i=54&si=&d=&xcd=100&f=1

$SP_500

S&P 500 Index: Widely regarded as the best single gauge of the U.S. equities market, this world-renowned index includes a representative sample of 500 leading companies in leading industries of the U.S. economy. Although the S&P 500 focuses on the large-cap segment of the market, with over 80% coverage of U.S. equities, it is also an ideal proxy for the total market. http://www2.standardandpoors.com/servlet/Satellite?pagename=sp/Page/IndicesIndexPg&r=1&l=EN&b=4&s=6&ig=51&i=56&f=1&xcd=500

$SP_IND

S&P Industrials Index: The S&P Industrials Index is comprised of the stocks representing the industrial sector of the S&P 500 Composite Stock Price Index ® (the ‘‘S&P 500 ®”) and represents about 75 percent of the S&P 500 (exclusive of the utility, financial and transportation sectors).

$SP_MID

S&P MidCap 400 Index: The S&P MidCap 400 is now the most widely used index for mid-sized companies. Today, mid-caps are being recognized as an independent asset class, with risk/reward profiles that differ considerably from both large-caps and small-caps. The S&P MidCap 400 covers approximately 7% of the U.S. equities market, and is part of a series of S&P U.S. indices that can be used as building blocks for portfolio construction. http://www2.standardandpoors.com/servlet/Satellite?pagename=sp/Page/IndicesIndexPg&r=1&l=EN&b=4&s=6&ig=51&i=65&f=1&xcd=400

$SP_SMALL

S&P SmallCap 600 Index: The S&P SmallCap 600 is fast becoming the preferred small-cap index in the U.S., covering approximately 3% of the U.S. equities market. Measuring a segment of the market that is typically renowned for poor trading liquidity and financial instability, the S&P SmallCap 600 is designed to be an efficient portfolio of companies that meet specific inclusion criteria to ensure that they are investable and financially viable. As a result, the S&P SmallCap 600 is gaining wide acceptance as the benchmark of choice for both active and passive management. It makes up the final piece of the S&P U.S. index series that can be used as building blocks for portfolio construction. http://www2.standardandpoors.com/servlet/Satellite?pagename=sp/Page/IndicesIndexPg&r=1&l=EN&b=4&s=6&ig=51&i=70&f=1&xcd=600

$SP_SUPER

S&P 1500 Super Composite Index: Combining the S&P 500, S&P MidCap 400, and S&P SmallCap 600 indices is an efficient way to create a broad market portfolio representing 90% of U.S. equities. This combination addresses the needs of investors wanting broad exposure beyond the S&P 500. The S&P SuperComposite 1500 is gaining ground amongst plan sponsors as an effective measure of the U.S. equities market. http://www2.standardandpoors.com/servlet/Satellite?pagename=sp/Page/IndicesIndexPg&r=1&l=EN&b=4&s=6&ig=51&i=73&f=1&xcd=15

S&P/Barra Indexes

$SP_400BV

S&P 400/Barra Value Index:

$SP_400BG

S&P 400/Barra Growth Index

$SP_500BV

S&P 500/Barra Value Index

$SP_500BG

S&P 500/Barra Growth Index

$SP_600BV

$SP_600BG

S&P 600/Barra Growth Index

In 1992, Standard and Poor's and Barra began a collaboration to produce Growth and Value subsets of S&P's industry-leading equity indexes. The sole criteria for the S&P/Barra Growth/Value split is the book value of a common equity divided by the market capitalization of a firm. The S&P/Barra Growth and Value indexes are constructed by dividing the stocks in an index according to a single attribute: book-to-price ratio. This splits the index into two mutually exclusive groups designed to track two of the predominant investment styles in the U.S. equity market. The value index contains firms with higher book-to-price ratios; conversely, the growth index has firms with lower book-to-price ratios. Each company in the index is assigned to either the value or growth index so that the two style indexes "add up" to the full index. Like the full S&P indexes, the value and growth indexes are capitalization-weighted, meaning that each stock is weighted in proportion to its market value. http://www.barra.com/Research/description.aspx

$SP_GICS

Global Industry Classification System: Standard & Poor's and Morgan Stanley Capital International (MSCI), two leading providers of global indices, jointly launched the Global Industry Classification Standard (GICS®) in 1999. The Global Industry Classification Standard was developed in response to the global financial community's need for one complete, consistent set of global sector and industry definitions that reflects today's economy and is flexible enough to change as the investment world changes. http://www2.standardandpoors.com/servlet/Satellite?pagename=sp/Page/IndicesGICSPg&r=1&l=EN&b=4&f=1

$TSE300I

S&P/TSX Composite Index: The S&P/TSX Composite Index comprises approximately 71% of market capitalization for Canadian-based, Toronto Stock Exchange listed companies. The size of the S&P/TSX Composite (C$913.3 Billion in float market capitalization as of October, 2000) and its broad economic sector coverage has made the S&P/TSX Composite the premier indicator of market activity for Canadian equity markets since its launch on January 1, 1977. The S&P/TSX Composite Index also serves as the benchmark for Canadian pension funds and mutual market funds. Approximately C$20 Billion is indexed to the S&P/TSX Composite Index. The S&P/TSX Equity Index is a real-time index, which is derived from its parent index the S&P/TSX Composite Index. The S&P/TSX Equity Index is the S&P/TSX Composite Index excluding income trusts. Both the constituents and the quoted market values of the equity portion of the S&P/TSX Composite are mirrored in the S&P/TSX Equity Index. http://www2.standardandpoors.com/servlet/Satellite?pagename=sp/Page/IndicesIndexPg&r=1&b=4&s=6&ig=43&l=EN&i=91&xcd=TSX&si=&d=