End of Day and
Historical information

Information delivered daily after market close that includes the instruments valid for trading in the following session

Indices, Weightings and Divisor

Relevant data of the main indices managed by BME Group (IBEX 35®, IBEX® Indices, Indices managed by the Stock Exchanges of Barcelona, Bilbao, Madrid and Valencia and Sector Indices), as well as the constituents of these Indices.

This product includes the complete list of index constituents, their closing price, weightings, market capitalization, free-float, dividends and index adjustments.

Additionally, the product displays the following Information:

  • Forecast of the composition of the IBEX family index after a revision due to an index adjustment (twice per year).
  • Email notifications service informing of adjustments and corporate actions associated to the securities that make up the family of IBEX Indices (sent throughout the trading session).
  • IBEX® Agenda. Email notifications of the most relevant Information on the IBEX35® index (dividends, adjustments, meetings of the Committee, etc) in a calendar format.
  • Mimic portfolios of futures on IBEX® indices based on their constituents. IGBM portfolio (files with daily information).
  • Report with provisional floating capital tranches. Ranking on the securities in the Continuous Market depending on their free float (files with monthly information).
  • Monthly Liquidity Report. ExPost liquidity, ExAnte liquidity of the securities of the Continuous Market and Latibex. Mimic of the IBEX35® index with their constituents. Monthly / semestral Liquidity Ranking.
  • Indices managed by the Stock Exchanges of Barcelona, Bilbao, Madrid and Valencia. Sector Indices.

Information available in T-1.

The information included in this product allows to:

  • Replicate the BME indices using the components and their weightings in the index, in order to create mimic portfolios, structured products, etc.
  • Be informed of the adjustments of the BME indices, in order to carry out a effective monitorization of the portfolios.
  • Be informed of the free-float and liquidity of each instrument, basic criteria used for the construction of the indices, allowing clients to anticipate future changes in the indices’ composition.

CONTACT

BME Market Data

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Phone: 34 91 709 50 00
Fax : 34 91 709 53 96
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