S&P/TSX Index - Product Subscription Options:
Option 1: S&P/TSX Composite
- Package to receive index levels and constituent files just for the S&P/TSX Composite index.
Option 2: S&P/TSX 60
- Package to receive index levels and constituent files just for the S&P/TSX 60 index.
Option 3: Remainder
- Package to receive index levels and constituent files for the rest of S&P/TSX indices. Not limited to: S&P/TSX Completion Index, S&P/TSX SmallCap Index, S&P/TSX SmallCap Select Index, S&P/TSX Composite Equal Weight Index, S&P/TSX 60 Equal Weight Index, S&P/TSX Equal Weight Diversified Bank Index, S&P/TSX Equal Weight Oil & Gas Index, S&P/TSX Equal Weight Industrials Index, and S&P/TSX Capped Sector Indices
- Please note that you must select either option 1 or 2 at minimum to choose this option. You cannot select Option 3 as a standalone option.
Option 4: All
- Package to receive index levels and constituent files for all the S&P/TSX equity indices. Also includes access to the Index Notice that provides notifications about significant changes to indices, such as rebalancing or major corporate events.
Index Levels File Descriptions:
1. S&P/TSX Index Level Files (Canadian and Global):
Coverage includes price return, total return, net total return, Canadian dollar and US dollar indices.
2. S&P/TSX 60 Daily Risk Control Index File:
Coverage includes portfolios consisting of the S&P/TSX 60 index and a cash component accruing interest. The indices are dynamically adjusted to target a level of volatility (5%, 8%, 10%, 12%, 15%).
3. End of Month Index Level Files (Canadian and Global):
On top of the same coverage in the daily index file, month end file includes various financial ratios, such as price earnings, price to book value, price to cashflow, price to sales, return on equity, and dividend yield.
Index Constituent Package File Descriptions:
1. S&P/TSX Index Constituent File Packages
Packages provide index constituent data for all of the S&P/TSX indices. Each package includes close and adjusted close files (next day pre-market open) index constituent data for specific groups of indices. Please refer to the link above to view the comprehensive list.
Corporate Events Files and Notice Descriptions:
1. S&P/TSX Index Corporate Events Files (Canadian and Global)
The Index Corporate Events file consists of comprehensive index event, country event and stock event details (including corporate actions) impacting the index constituents and thus the index. Events in the file are as of the current file date and up to the following thirty (30) calendar days.
2. S&P/TSX Index Notices
Receive critical and timely information on our indices with S&P/TSX Index Notices via email. In terms of delivery frequency, there are end-of-day, monthly, and quarterly reports. Monthly report includes not only index changes, but also index statistics.
3. S&P/TSX Proforma Index Constituent Files
The S&P/TSX Proforma Index Constituent files provide advance notice of index rebalancing throughout the year. The files reflect upcoming updates of shares outstanding, investable weight factors, and changes in index constituents that reflect upcoming index rebalancing.
Proforma Rebalance Calendar:
A schedule of all the indices with proforma files and its availability for the rest of the calendar year. This file is created annually and updated throughout the year as necessary due to changes in rebalancing schedules or to include new indices.