Euronext Index Weightings data provides detailed, transparent insight into the composition of Euronext’s leading indices, including the AEX, CAC 40, PSI, ISEQ 20, BEL 20 and OSBX. This essential data product enables issuers, asset managers and market participants to access up-to-date information on the relative weight of each constituent within an index, supporting accurate product structuring, benchmarking and portfolio management.
With Euronext Index Weightings, users benefit from reliable, timely data that underpins the creation and management of ETFs, funds, structured products and certificates, ensuring alignment with market standards and regulatory requirements.
These insights are vital for issuers constructing index-linked products, ensuring precise replication and transparent tracking of underlying benchmarks.
Product benefits
Euronext Index Weightings provides detailed information on:
- Index composition and weights
- Closing index values for Euronext and Euronext Oslo Børs equity indices.
This product consists of:
- Index reports (carrying closing index levels, divisors and market capitalisation) and
- Stock reports (carrying detailed composition data – e.g. number of shares, free float, weighting) published in the form of EOD/closing reports and NXTD/opening reports.
The Next Day reports carry data adjusted for corporate actions/dividends/index reviews.
Back history is available for Euronext Index Weightings products subject to a separate subscription with Euronext.
Frequency and delivery
The Euronext Index Weightings products are comprised of daily reports that provide detailed index composition and weights, including daily index values for Euronext indices.
The reports for equity indices are published three times a day in the form of two batches of End of Day (EOD) files and one batch of Next Day (NXTD) files:
- The End of Day reports (EOD) carry close of business data for the various indices.
- The 1st batch carries EOD data for indices calculated in the European time zone
- The 2nd batch carries EOD data for indices calculated in the US time zone and also all the data that was published in the 1st EOD batch.
- The Next Day reports (NXTD) carry data adjusted for corporate actions/index reviews.
The reports for crypto currency indices are published once a day.
The reports for fixed income indices are published once a day.
Further details, including detailed hours of publication, can be found in the client specifications.
Euronext Index Weightings data use cases
- Trading
- Back office
- Investment strategies
- Instrument creation
- Academic research
- Analysis
