Russell US Equity Indices - Constituent Lists and Weights February 2007

sleepyeyeegyptianΠετρελαϊκά και Εξόρυξη

8 Νοε 2013 (πριν από 3 χρόνια και 9 μήνες)

994 εμφανίσεις






THOMSON FI NANCI AL

Page
1
of
7

Per
formance Matters
SM

© 2006 Thomson Financial. All marks herein are used under license. 0
8
/06

www.thomson.com/financial



Thomson Financial is pleased to announce the release of a new pass through
module for the constituents of the US Russell indices. The module provides
constituent weights plus other constituent data such as the number of shares
used, market value and cla
ssification data for all the Russell top level indices.


Customers wishing to access the new module
should
complete the application
form on the Extranet.


http://extranet.datastream.com/data/Equity%20indices/documents/Russellapplicati
onformJanuary2008.doc


Constituent lists


Daily and monthly
constituent lists are available for all the Russell top level
indices.


Daily lists


The latest d
aily
lists are available each day at approximately
3.
0
0pm GMT.


Monthly lists


Two types of monthly lists are stored



monthly snap shot
lists and
month end lists.


Monthly snap shot lists


these lists only include stocks that are in the
index at t
he month end.


Month end lists


these lists contain details of all stocks that have been in
the index throughout the month. They can be accessed by using the form:


Index list mnemonic+MMYY


Eg LFRUS1L1106 returns the November 2006 month end list for t
he
Russell 1000 index.

The CLDATEADD and CLDATEREM datatypes can
be used to indicate when stocks were added or removed to each list.


Historical lists are available back to August 2006.




Description

Daily Mnemonic

Monthly Mnemonic

Monthly Snapshot

R
ussell 1000

LFRUS1LD

LFRUS1Lmmyy

LFRUS1LM

Russell 1000 Growth

LFRS1GRD

LFRS1GRmmyy

LFRS1GRM

Russell 1000 Value

LFRS1VAD

LFRS1VAmmyy

LFRS1VAM

Russell 2000

L
FRUS2LD

LFRUS2Lmmyy

LFRUS2LM

Russell
US
Equity Indices
-

Constituent Lists and
Weights


February
200
7



Page
2

of
7

Performance Matters
SM

THOMSON FI NANCI AL

Description

Daily Mnemonic

Monthly Mnemonic

Monthly Snapshot

Russell 2000 Growth

LFRS2GRD

LFRS2GRmmyy

LFRS2GRM

Russell 2000 Value

LFRS2VAD

LFRS2VAmmyy

LFRS2VAM

Russell 3000

LFRUS3LD

LFRUS3Lmmyy

LFRUS3LM

Russell 30
00 Growth

LFRS3GRD

LFRS3GRmmyy

LFRS3GRM

Russell 3000 Value

LFRS3VAD

LFRS3VAmmyy

LFRS3VAM

Russell 2500

LFRS250D

LFRS250mmyy

LFRS250M

Russell 2500 Growth

LFRS25GD

L
FRS25Gmmyy

LFRS25GM

Russell 2500 Value

LFRS25VD

LFRS25Vmmyy

LFRS25VM

Russell Top 200

LFRS200D

LFRS200mmyy

LFRS200M

Russell Top 200 Growth

LFRS20GD

LFRS20Gmmyy

LFRS20GM

Russell Top 200 Val
ue

LFRS20VD

LFRS20Vmmyy

LFRS20VM

Russell Midcap

LFRSMIDD

LFRSMIDmmyy

LFRSMIDM

Russell Midcap Growth

LFRSMIGD

LFRSMIGmmyy

LFRSMIGM

Russell Midcap Value

LFRSMIVD

LFRSMIVmmy
y

LFRSMIVM

Russell Small Cap Completeness

LFRS3XSD

LFRS3XSmmyy

LFRS3XSM

Russell Small Cap Growth

LFRS3GXD

LFRS3GXmmyy

LFRS3GXM

Russell Small Cap Value

LFRS3VXD

LFRS3VXmmyy

LFRS3VXM


Datatypes


New Russell datatypes are now available and can be used
with the above Russell
constituent lists.


Datatype

Description

Static/Time
Series

Definition

RSCUID

Russell Cusip Key

Static

Cusip code

RSNAME

Russell
c
onstituent
n
ame

Static

Name of security

RS1TFG

Russell 1000
index flag

Time Series

Indicates if a

stock is in the 1000 index

RS2TFG

Russell 2000
index flag

Time Series

Indicates if a stock is in the 2000 index

RS25FG

Russell 2500
index flag

Time Series

Indicates if a stock is in the 2500 index

RS3TFG

Russell 3000
index flag

Time Series

Indicates if

a stock is in the 3000 index

RSMDFG

Russell Midcap
index flag

Time Series

Indicates if a stock is in the Midcap index

RST2FG

Russell Top 200
index flag

Time Series

Indicates if a stock is in the Top 200 index

RSSCFG

Russell Small Cap
index flag

Time Se
ries

Indicates if a stock is in the Small Cap index

RSESCD

Russell
s
ector
c
ode *

Time Series

Sector code based on Russell classification
hierarchy

RSESCN

Russell
s
ector
c
ode
n
ame *

Static

Sector name based on Russell classification
hierarchy

RSINCD

Russ
ell
i
ndustry
c
ode *

Time Series

Industry code based on Russell classification
hierarchy

RSINCN

Russell
i
ndustry
n
ame *

Static

Industry name based on Russell classification
hierarchy

RSTOTR

Russell total return for day

Time Series

Russell daily total retu
rn for day

RSMTDR

Russell month to date total
Time Series

Russell month to date % change in total return



Page
3

of
7

Performance Matters
SM

THOMSON FI NANCI AL

Datatype

Description

Static/Time
Series

Definition

return

RSMV

Russell
m
arket
c
ap on
available shares

Time Series

The USD market value of the company
adjusted for those shares that are publicly
avail
able

RSNOSH

Russell
c
losing number of
shares

Time Series

Number of shares used to calculate the index
(based on freely available shares)

RSNSHV

Russell closing number of
shares used in value index

Time Series

Number of shares used to calculate the value
index (based on freely available shares)

RSNSHG

Russell closing number of
shares used in growth index

Time Series

Number of shares used to calculate the
growth index (based on freely available
shares)

RSCNSH

Russell
c
hange in available
shares for day

Tim
e Series

Number of shares change for a day

CLDATEADD

Date added to constituent list

Static

Use this datatype to display the date on which
a stock was added from the monthly
constituent list

CLDATEREM

Date removed from
constituent list

Static

Use this dat
atype to display the date on which
a stock was removed from the monthly
constituent list

WTIDX

Weight

Static

Weight of each constituent within the index



* See Russell classification table below


Russell Classification Table



Sector

Industry

RUSSELL C
LASSIFICATION

1


TECHNOLOGY

1

439

Computer Services Software & Systems

1

448

Communications Technology

1

449

Computer Technology

1

463

Electrical & Electronics

1

469

Electronics:Other

1

473

Electronics:Technology

1

475

Electronics

1

476

Electronic
s:Semi
-
Conductors/Components

1

643

Miscellaneous Technology

1

822

Scientific Equipment & Suppliers

2


Health Care

2

412

Biotechnology Research & Production

2

460

Drugs & Pharmaceuticals

2

471

Electronics:Medical Systems

2

499

Health Care Services

2

503

Health Care Management Services

2

504

Health Care Facilities



Page
4

of
7

Performance Matters
SM

THOMSON FI NANCI AL

Sector

Industry

RUSSELL C
LASSIFICATION

2

507

Medical & Dental Instruments & Supplies

2

622

Medical Services

2

639

Miscellaneous Health Care

3


Consumer Discretionary

3

301

Advertising Agencies

3

432

Cable Television Servi
ces

3

434

Casinos & Gambling

3

438

Communications & Media

3

444

Consumer Products

3

446

Commercial Information Services

3

450

Cosmetics

3

451

Consumer Electronics

3

461

Education Services

3

470

Electrical:Household Appliance

3

480

Entertainment

3

495

Funeral Parlors And Cemeteries

3

514

Hotel/Motel

3

521

Household Equip & Prod

3

523

Household Furnishings

3

547

Jewelry Watches & Gemstones

3

556

Leisure Time

3

638

Misc Business & Consumer Discretionary

3

730

Photography

3

736

Printing And Co
pying Services

3

740

Publishing:Miscellaneous

3

750

Publishing:Newspapers

3

760

Radio & Tv Broadcasters

3

761

Radio Tv & Stereo Manufacturing

3

761

Radio Tv & Stereo Manufacturing

3

809

Rental & Leasing Services:Consumer

3

810

Restaurants

3

815

Ret
ail

3

824

Services:Commercial

3

826

Service Organizations

3

828

Shoes

3

838

Storage Facilities

3

850

Textiles Apparel Mfrs

3

858

Toys

3

890

Vending & Food Service

3

891

Wholesale & International Trade

3

892

Wholesalers

4


Consumer Staples

4

405

Beverage:Brewers (Wineries)

4

407

Beverage:Distillers

4

410

Beverage:Soft Drinks



Page
5

of
7

Performance Matters
SM

THOMSON FI NANCI AL

Sector

Industry

RUSSELL C
LASSIFICATION

4

459

Drug & Grocery Store Chains

4

494

Foods

4

637

Miscellaneous Consumer Staples

4

832

Soaps & Household Chemicals

4

840

Sugar

4

856

Tobacco

5


Integrated Oils

5

7
00

Oil:Integrated Domestic

5

710

Oil:Integrated International

6


Other Energy

6

435

Coal

6

477

Energy Equipment

6

478

Energy Miscellaneous

6

600

Machinery:Oil Well Equip & Serv

6

660

Offshore Drilling

6

670

Oil:Crude Producers

6

877

Utilities:Gas
Pipelines

7


Materials & Processing

7

305

Agriculture Fishing & Ranching

7

320

Aluminum

7

415

Building:Air Conditioning

7

420

Building:Cement

7

425

Building:Heating & Plumbing

7

427

Building:Roofing & Wallboard

7

429

Building:Miscellaneous

7

430

B
uilding Materials

7

433

Chemicals

7

442

Containers & Packaging: Metal & Glass

7

443

Construction

7

445

Containers & Packaging:Paper & Plastic

7

447

Copper

7

452

Diversified Materials & Processing

7

479

Engineering & Contracting Services

7

485

Ferti
lizers

7

486

Forms And Bulk Printing Services

7

496

Forest Products

7

498

Gold

7

502

Glass

7

549

Lead & Zinc

7

630

Metal Fabricating

7

635

Metals & Minerals Miscellaneous

7

636

Misc
ellaneous

Materials & Commodities

7

641

Miscellaneous Materials &
Processing

7

646

Milling:Fruit And Grain Processing



Page
6

of
7

Performance Matters
SM

THOMSON FI NANCI AL

Sector

Industry

RUSSELL C
LASSIFICATION

7

655

Office Supplies

7

714

Paints & Coatings

7

720

Paper

7

733

Plastics

7

805

Real Estate

7

835

Steel

7

845

Synthetic Fibers

7

852

Textile Products

8


Producer Durables

8

300

Aerospace

8

436

Commercial & Industrial Furniture

8

453

Diversified Production

8

465

Electrical Equipment & Components

8

472

Electronics:Major Companies

8

474

Electronics:Instruments Gauges & Meters

8

501

Homebuilding

8

524

Identification Control & Filter Devices

8

526

Industrial Products

8

563

Machine Tools

8

565

Machinery & Engineering

8

570

Machinery:Agricultural

8

577

Machinery:Construction & Handling

8

579

Machinery:Engines

8

584

Machinery:Industrial/Specialty

8

610

Machinery:Specialty

8

620

Machinery:S
team Generating

8

624

Manufacturing

8

640

Manufactured Housing

8

642

Miscellaneous Producer Durables

8

644

Miscellaneous Equipment

8

650

Office Furniture & Business Equipment

8

734

Power Transmission Equipment

8

735

Pollution Control And Environment
al Services

8

738

Production Technology Equipment

8

849

Telecommunications Equipment

9


Auto & Transportation

9

310

Air Transport

9

330

Auto Parts:After Market

9

340

Auto Parts:Original Equip

9

350

Auto Trucks & Parts

9

360

Automobiles

9

770

Railr
oad Equipment

9

800

Railroads

9

804

Recreational Vehicles & Boats



Page
7

of
7

Performance Matters
SM

THOMSON FI NANCI AL

Sector

Industry

RUSSELL C
LASSIFICATION

9

830

Shipping

9

854

Tires & Rubber

9

860

Transportation Misc

9

865

Truckers

10


Financial Services

10

370

Banks:New York City

10

400

Banks:Outside New York City

10

457

Diversified

Financial Services

10

487

Finance Companies

10

489

Financial Data Processing Services & Systems

10

490

Finance:Small Loan

10

491

Financial Information Services

10

492

Financial Miscellaneous

10

528

Insurance:Life

10

535

Insurance:Multi
-
Line

10

542

Insurance:Property
-
Casualty

10

544

Investment Management Companies

10

806

Real Estate Investment Trusts (Reit)

10

808

Rental & Leasing Services:Commercial

10

820

Savings & Loan

10

823

Securities Brokerage & Services

11


Utilities

11

868

Utilities:M
iscellaneous

11

869

Utilities:Cable Tv & Radio

11

870

Utilities:Electrical

11

875

Utilities:Gas Distributors

11

880

Utilities:Telecommunications

11

882

Utilities:Water

12


Other

12

645

Multi
-
Sector Companies

12

998

Unclassified