Notice

6716 – Availability of two S&P/ASX 200 Real Time Indices

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Notice reference number: 1530.16.12
Date published: 14/12/16
Effective as of: 14/12/16
Last updated: 14/12/16

Customers of ASX Market Information products are advised that two (2) S&P/ASX real time indices, details below, will be made available to relevant market information products in the first quarter of 2017.

Index Code             Index Group                       Index Name                                                             

XEW                        916                                    S&P/ASX 200 Equal Weight Index

XIN                          917                                    S&P/ASX 200 Inverse Daily Index  

 

Further, customers are advised that the new Real Estate Sector index (XRE) notified in ASX Market Information Notice 38/16 will also be made available at the same time in the first quarter of 2017.

  • The S&P/ASX 200 Equal Weight Index (ASX Code: XEW) is a price return index that tracks the performance of the same constituent companies as the S&P/ASX 200, but each company is allocated a fixed weight of 0.50% at each quarterly rebalancing.
  • The S&P/ASX 200 Inverse Daily Index (ASX Code: XIN) is designed to provide the inverse performance of the S&P/ASX 200 and represents a short position in the underlying index.

Both intra-day and end-of-day values will be disseminated. Refer to Notice 67 Appendices attachment for the updated tables of Index Codes and Index Groups respectively.

Customers are reminded that Index information are disseminated on ASX ReferencePoint™ and MarketSource™. Index information are currently disseminated in the following ReferencePoint messages:

 

ReferencePoint Master List:

  • SX – Index Detail message (disseminates Index Code and Index Group as well as Index Description)

ReferencePoint Daily Official List:

  • IC – Share Price Index Values message (disseminates start of day Share Price Index values – available T+1)
  • IB – Index Snapshot message (disseminates the value of the Index)

Upcoming Events

Date

Event

Bulletin/Notice No.

Q1 2017

Availability of two S&P/ASX 200 real time indices: ASX Codes XEW and XIN

67/16

Q1 2017

New S&P/ASX 200 Real Estate (Sector) Index (ASX Code: XRE)

38/16

TBA

Change to the ASX BookBuild (BB) ASX coding convention and security description.

24/15, 29/15

TBA

Proposed changes to ISIN structure.

43/13, 01/14, 45/14

TBA

Increase from 10 to 20 in number of ASX ComNews™ Report Type Codes able to be disseminated for a single Market Announcement.  

45/14, 47/14, 50/14, 51/14, 55/14

TBA

Introduction of new intra-day Dividend corporate action product.

55/13, 06/14, 18/14, 43/14

TBA

TBA

Introduction of six (6) S&P/ASX real time fixed income indices.

Introduction of additional fifteen (15) S&P/ASX real time fixed income indices.

29/13

42/13

Withdrawn

Removal of SP & SQ messages from ReferencePoint Master List E01 and E02 files.

02/12, 06/12, 08/12, 22/12, 35/12, 37/12, 04/13, 46/13, 48/13, 02/14, 05/14, 06/14, 18/14, 66/16

Withdrawn

 

 

03 Feb 2017

Daily availability of ReferencePoint Master List E20 file – SP & SQ messages security details full download. 

E20 CSV file format change to be in line with all the ReferencePoint Master List CSV files.

E20 file last day of availability on ASX Market Information ASXOnline web page

02/14, 05/14, 06/14, 18/14, 66/16

18/14, 23/14, 24/14

 

66/16

What do I need to do by when?

Ensure all users of impacted ASX Market Information products have made changes to their system before the indices implementation date to enable processing of the two S&P/ASX 200 real time indices, ASX Codes: XEW and XIN.

Need more information?

For further information, please see this link. 

Issued by

Edwina Glinoga, Product Manager – Information Services

Contact information

Customer Technical Support
1800 663 053
+612 9227 0372
CTS@asx.com.au

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