1. How do I obtain the performance figures for the MSCI Global Investable Market Indices on the MSCI website?
2. How can I download the security breakdown, sector, or country weights of an index?
3. How can I find out which countries are included in an index?
4. Where can I find the definitions for the MSCI Equity Indices?
5. How does MSCI define its Price Indices, Gross Indices and Net Indices?
6. What does "local currency" mean and how is it calculated?
7. What is the difference between the Free and non-Free versions of an index?
8. How do I find out the Bloomberg or Reuters ticker for an index?
9. Does MSCI provide custom indices?
10. Are any MSCI indices licensed as the basis of ETFs, ETNs or Futures contracts?
11. What are the target delivery times of MSCI Global Equity Index files to clients?
12. What guidelines do MSCI use to determine the country classification of equity securities?
13. Does MSCI produce indices on market holidays?
14. How can I find out the base date for an index?
1. How do I obtain the performance figures for the MSCI Global Investable Market Indices on the MSCI website?
Please click on the link below:
http://www.mscibarra.com/products/indices/international_equity_indices/gimi/stdindex/performance.html
The performance figures for other MSCI Indices can be accessed from our home page. Simply go to http://www.mscibarra.com and access the Index Performance Link on the left side of the page.
For historical equity index levels, please follow the steps above, and then click on the name of the desired index. This will load a chart representing the performance of the index. The chart has several customization options, as well as a Download link.
2. How can I download the security breakdown, sector, or country weights of an index?
Index membership (constituents), security weights, sector weights, or country weights are available on a subscription basis from MSCI. For additional details, please contact MSCI Global Client Service at: http://www.mscibarra.com/about/client_service_contacts.html
3. How can I find out which countries are included in an index?
Country membership for the MSCI International Equity Indices can be found at: http://www.mscibarra.com/products/indices/tools/index_country_membership/
1. Click on the Market drop-down list to choose Developed Markets, Emerging Markets, or All Country (i.e., Developed + Emerging Markets)
2. After choosing the market, please select the desired index
Note: Country weights are not available on this page. Country weights are available on a subscription basis from MSCI. For additional details, please contact MSCI Global Client Service at: http://www.mscibarra.com/about/client_service_contacts.html
4. Where can I find the definitions for the MSCI Equity Indices?
Definitions for various MSCI International Equity Indices can be found at: http://www.mscibarra.com/products/indices/international_equity_indices/definitions.html
Definitions are offered only for a select number of indices. MSCI calculates thousands of indices per day.
Definitions for the MSCI US Equity Indices can be found at: http://www.mscibarra.com/products/indices/domestic_equity_indices/us/definitions.html
For other MSCI Equity Indices please visit the product-specific pages for an overview.
5. How does MSCI define its Price Indices, Gross Indices and Net Indices?
Please click on the below for this definition:
http://www.mscibarra.com/products/indices/domestic_equity_indices/us/definitions.html#PRICE
6. What does "local currency" mean and how is it calculated?
MSCI Local Currency is a special currency perspective that approximates the return of an index as if there were no currency FX changes from one day to the next.
The local currency return of an index is approximated by carrying over the previous day's FX rates. This can be thought of as a theoretical, continuous hedge.
For additional detail, including calculation methodology, please refer to the MSCI Index Calculation Methodology guide, available at: http://www.mscibarra.com/products/indices/international_equity_indices/methodology.html
7. What is the difference between the Free and non-Free versions of an index?
Please see the link below:
http://www.mscibarra.com/products/indices/international_equity_indices/definitions.html#Free
8. How do I find out the Bloomberg or Reuters ticker for an index?
Bloomberg, Reuters, or any external vendor tickers for MSCI indices are all maintained by the third-party vendors themselves. Therefore, we recommend contacting the vendor in question for their ticker information.
- For a list of Reuters RICs for select MSCI Equity Indices, please click here.
9. Does MSCI provide custom indices?
Yes. Please refer to the MSCI Custom Indices section of our website.
For further questions regarding MSCI Custom Indices, please read the MSCI Custom Indices FAQ
10. Are any MSCI indices licensed as the basis of ETFs, ETNs or Futures contracts?
Yes. For a listing of licensed indices, please click here.
11. What are the target delivery times of MSCI Global Equity Index files to clients?
Please click here for MSCI Global Equity Index file target delivery times.
12. What guidelines do MSCI use to determine the country classification of equity securities?
The country classification of a security is generally determined by the country of incorporation of the issuing company and the primary listing of the security. This approach determines the country classification of the vast majority of securities. For additional details, including exceptions and country-specific cases, please refer to Appendix III: Country Classification of Securities in the MSCI Global Investable Market Indices methodology book.
13. Does MSCI produce indices on market holidays?
Yes, MSCI provides index values regardless market holidays. In the case of days where there is a holiday for a given market/country, MSCI simply carries forward the index value from the previous business day for that country index. Please note that for broad regional indices there are very few cases where all the countries in the region have the same market holiday. Please click here for our Market Holidays tool which highlights market holidays in select markets.
14. How can I find out the base date for an index?
Please click here to find the base date for a particular index.
Please click here to find the earliest date that history is available for an index.
*In some instances, MSCI Barra had made available back-calculated or simulated history for an index in order to better suit the needs of our clients. Please note that in these cases the base date will differ from the earliest available history date.
