Thomson Reuters | Thomson Reuters Indices FAQs

Frequently Asked Questions

Below are frequently asked questions about Thomson Reuters Indices. Feel free to contact us for answers to your other questions.

What are Thomson Reuters Indices?: Thomson Reuters Indices is a line of indices and index services from Thomson Reuters that includes equity indices for 51 countries, 26 regions and 4 levels of economic, business, industry group and industry sectors. The line totals over 10,000 indices in all. This is our first line of Thomson Reuters-branded indices.
Which countries make up which regions in Thomson Reuters Equity Indices?: View a list of all the countries and regions included in the suite of equity indices. Details of countries included in each region are also provided.
Does Thomson Reuters plan to have more country and region indices?: Yes, we plan to add more countries and regions in subsequent releases.
What is the underlying data source for Thomson Reuters equity indices?: We work directly with exchanges for data. Many other index providers come to us for their data – we have no third party – we access the data directly.
What frequency are the indices priced?: Apart from a few countries which are End of Day (EOD), the vast majority are priced in Real Time (RT) with 15 second updates.
What type of weighting does Thomson Reuters use for its equity indices?: Our equity indices are market cap weighted free float domestic. Other variants will follow in subsequent releases.
Should I use price only or total return when I look at the indices?: The mostly commonly used price is total return as it includes the re-investment of dividends. However, there is an audience for price-only indices so we include this option in our pricing, as well.
How often are the equity indices rebalanced?: Equity indices are rebalance semi-annually, in April and October each year.
Does Thomson Reuters have other indices?: Yes, Thomson Reuters has produced indices for years. Our selection of indices include the Datastream Indices, the Thomson Reuters / Jefferies CRB Index (TR/J CRB), the Thomson Reuters Equal Weight Continuous Commodity Index (CCI), and more.
Does Thomson Reuters calculate indices for other companies?: Yes, we calculate some of the world’s best known indices as well as other major measures such as the LIBOR and the Euribor.
What’s so special about Thomson Reuters methodology?: Our liquidity filter is unique. While most filters measure liquidity based on volume, Thomson Reuters determines liquidity from price. Recent academic research studies show that price is a better indicator of liquidity. This price-oriented filter is better able to screen illiquid stocks than typical volume filters.
How can I gain access to Thomson Reuters Indices and TRBC?: The indices are available to our clients via Thomson Reuters desktop products. They are also available off the desktop and through our datafeeds. Contact your Thomson Reuters representative for access.
Where do I go if I am interested in a custom index?: Contact Jamie Robinson on our Commercial team.