The index performance for NYSE Euronext’s blue-chip indices were mostly down in 2011, though the NYSE US 100 Index posted a positive return of 0.17%. The Amsterdam’s AEX-Index declined the least among European blue-chip indices losing 11.87%. The CAC 40 lost 16.95% in 2011, while the CAC Next20 only lost 3.62%. The BEL 20 fell 19.20%; while the PSI 20 fell 27.60%.
The NYSE Amex Composite Index gained 2.61% while the NYSE Composite Index was down 6.01%. The NYSE Treasury, NYSE Treasury Future and NYSE Treasury Bond indices all showed a positive performance in 2011, with the NYSE Current 30 Year US Treasury Index (35.11%) and the NYSE 20 Year Plus Treasury Bond Index (33.50%) gaining the most. The gold sector had a tough year with all three gold indices declining; the NYSE Arca Gold BUGS Index declined 13.52%, The NYSE Arca Gold Miners Index declined 16.86% and the NYSE Arca Junior Gold BUGS Index declined with 31.27%.
The Intellidex index family had a mixed year, with the Dynamic Pharmaceutical Intellidex and Dynamic Retail Intellidex showing the highest returns with 19.13% and 14.99% respectively and the Dynamic Semiconductor Intellidex being down the most with 13.79%. The StrataQuant Indices also showed mixed results with the StrataQuant Consumer Staples Index up 12.09% and the StrataQuant Technology Index and StrataQuant Materials Index down by 11.48% and 10.69% respectively.
During 2011, the Global Index Group launched 13 new indices and 62 new net/ gross return indices. The new indices included two single commodity indices based on NYSE Liffe Future Contracts. The single commodity indices measure the performance of a strategy which consists of investing in the most active delivery month of the relevant futures contract, measured by level of open interest. When the expiry date of this delivery month approaches, the investment is rolled into the next most active delivery month.
The Global Index Group reorganised its French Market Indices in March 2011. The revision was done to better represent the French market three main segments: small, medium-size and large capitalisations. A new CAC® Large 60 was launched and other French medium-sized and small indices were revised.
In November 2011 the Global Index Group of NYSE Euronext in cooperation with Bloomberg launched the following three Clean Energy Indices: the NYSE-BNEF Americas Clean Energy Index, the NYSE-BNEF Asia-Oceania Clean Energy Index and the NYSE-BNEF Europe, Middle East and Africa Clean Energy Index. These three regional indices presently follow a basket of between 125 and 325 companies with a moderate, or greater, exposure to renewable energy and energy-smart technologies.
Third-party index calculation service launched over 80 new indices of which 24 were from three new clients. Additionally over 220 intraday-indicative values (IIVs) were launched to support the Exchange Traded Products (ETP) listings.
The number of ETPs linked to the Global Index Group European Indices on NYSE Euronext exchanges increased by almost 40% in 2011. The number of Exchange Traded Funds (ETFs) on the Global Index Group European Indices remained stable in 2011. Two Global Index Group European Indices had their first ETF linked to them: the CAC 40 Equal Weight and the CAC Mid 60. Derivatives were down a bit with the average daily volume on the AEX®, CAC 40, BEL 20 and PSI 20 decreasing by 3.5% in 2011.
The number of ETPs linked to Global Index Group U.S. based indices was little changed; new licenses included a product based on the NYSE Arca Equal Weight Pharmaceutical Index, the first such license on that index, and licenses for the NYSE Arca 7-10 Current Treasury and NYSE Arca 20+ Current Treasury indices. Two new licenses were put into place for OTC products based on the NYSE Arca Short Gold Bugs and NYSE Arca Gold Miners indices. Total AUM for listed products licensed on Global Index Group US based indices grew 10.75%.
NYSE Euronext launched the NYSE Euronext Global Index Feed which is the primary publication venue for 6000+ symbols comprised of NYSE Euronext branded and third party indices as well as IIVs and related ETF data. The feed carries high quality data published in a consistent manner facilitating subscribers’ ease of development. The feed, which is accessible directly from NYSE Euronext or through major market data vendors, enables the Global Index Group to publish a wide range of indices and other derived/calculated data.