S&P Dow Jones Indices
S&P Dow Jones Indices LLC is a joint venture between S&P Global, the CME Group, and News Corp that was announced in 2011 and later launched in 2012. It produces, maintains, licenses, and markets stock market indices as benchmarks and as the basis of investable products, such as exchange-traded funds, mutual funds, and structured products. The company currently has employees in 15 cities worldwide, including New York, London, Frankfurt, Singapore, Hong Kong, Sydney, Beijing, and Dubai.
The company's best known indices are the S&P 500 and the Dow Jones Industrial Average, which was created in 1896. The company also manages the oldest index in use, the Dow Jones Transportation Index, created in 1882 by Charles Dow, the founder of The Wall Street Journal.
Indices defined
A market index follows a certain market and gives investors a single number to summarize its ups and downs. It enables the world's institutional investors to track a market or market sector without having to aggregate the underlying components. It is a convenient way for someone interested in a broad, narrow, or extremely narrow group of securities to track them.Pension funds and other money managers often use indexes as benchmarks. This means that "active" investors track their own returns against a benchmark index to see if they are out- or under-performing that market. Investors who do not want to do this are called "passive" investors. They are known to link their portfolios to the broad market and do not try to outguess conventional market wisdom. Passive investors argue that almost no active investors can beat the overall markets in the long-term. This choice is described by a theory in investing called the efficient market hypothesis.
Indices by S&P Dow Jones
The DJI has over 130,000 indexes, although many are used by only relatively few people. Most are principally equity indexes but also contain fixed-income, futures, options, private equity, commodity, currency, bond, and other alternative asset class metrics. Dow Jones Indexes says that all its products are maintained according to clear, unbiased, and systematic methodologies that are fully integrated within index families.DJI and Sustainable Asset Management, launched the Dow Jones Sustainability Indices in 1999. These indexes track performance of sustainability-driven companies around the world. There are currently 70 DJSI licenses held by asset managers in 16 countries to manage a variety of financial products, including active and passive funds, certificates and segregated accounts.
DJI partnered with AIG to create the Dow Jones-AIG Commodity Index. It tracks trades on futures contracts for physical commodities, like energy, precious metals, industrial metals, grains, livestock, among others.
UBS Securities LLC has acquired AIG Financial Product Corp.'s commodity business as of May 6, 2009. As such, the Dow Jones-AIG Commodity Indexes have been re-branded as the Dow Jones-UBS Commodity Indexes effective May 7, 2009.
The Dow Jones Select Dividend Indexes reflects the performance of leading dividend-yielding stocks. It includes global and regional indexes. It was DJI's first fundamentals-driven index.
Dow Jones Indexes also does "specialty" indexes for specific markets or interests. It has the Dow Jones U.S. Economic Stimulus Index, the Olympic-inspired Dow Jones Summer/Winter Games, the race-car centric Dow Jones Formula 1 Index and the closely followed Dow Jones Luxury Index, among others.
Companies can also request that specific indexes be created to suit their clients' interest or for publicity purposes. This is popular with smaller asset management and public relations firms.
Recent history
DJI launches an average of one index or index family per week. It often creates an index for a specific event, a specific market, or a very small market. In some instances it cooperates with other entities to create a custom index.Dow Jones Industrial Average historical data recently became available on a new website, www.djaverages.com. The company also has a widely read quarterly newsletter called Insights that covers the industry.
Recent notable developments at DJI
- March 2008 – Chicago Climate Exchange, Inc., the world's first and North America's only voluntary, legally binding, integrated greenhouse gas emissions reduction registry and trading system, announced that Dow Jones Indexes and Sustainable Asset Management had granted CCX a license for the Dow Jones Sustainability World and Dow Jones Sustainability North America Indexes. The contracts are listed on CCX's wholly owned subsidiary Chicago Climate Futures Exchange, the world's leading environmental derivatives exchange. They trade emissions credits and DJI makes the indexes that are based on them.
- July 2008 – DJI partnered with Brookfield Asset Management to develop the Dow Jones Brookfield Infrastructure Indexes. This index series was designed to serve as benchmarks of companies that own and operate key infrastructure assets, like toll roads, pipelines and ports.
- July 2007 – The Iowa Peace officers Retirement System has adopted the Dow Jones Wilshire Index Family. These indexes are popular benchmarks for pension funds looking to minimize risk and market exposure. They used the Dow Jones Wilshire 5000sm, to benchmark its equity investment portfolio.
- August 2008 – News Corp. Chairman Rupert Murdoch announced a new worldwide benchmark index—the Global Dow. It will comprise 150 stocks around the world that will include large companies in established markets, but also rising stars in emerging markets as well as companies specializing in new technologies. Murdoch made the announcement in Mumbai, India, emphasizing its global outlook.
- April 2009 – Dow Jones rolled out the Dow Jones Total Stock Market Indexes. They were designed to provide comprehensive coverage of the U.S. equity market. Its flagship index was intended to be the Dow Jones U.S. Total Stock Market Index, an all-inclusive measure composed of all U.S. equity securities with readily available prices. It is sliced according to stock-size segment, style and sector to create distinct sub-indexes that track every major segment of the market. DJI claims that the indexes were created and maintained according to an objective and transparent methodology with the fundamental aim of providing reliable, accurate measures of U.S. equity performance.
- June 1, 2009 – DJI changed the components of the famous benchmark Dow Jones Industrial Average. It cut Citigroup and GM – both of which were trading at or under $1 per share. They were replaced by insurance giant Travelers and IT pioneer Cisco Systems.
- June 2009 – Later that month, Dow Jones Indexes announced a joint marketing agreement with LVA Indices and Proveedor Integral de Precios to create a new series of corporate and government fixed income indexes called Dow Jones Latixx Indexes . It started with dozens of Mexican and Chilean bonds, with plans to move into Costa Rica, Peru, Argentina, Brazil, Colombia and Venezuela. In February 2010, it added 22 new bonds from Chile and Mexico. In October 2010, it launched Peruvian bond indexes and on June 8, 2011, it added four Costa Rican bond indexes.
- Fall 2009 – Dow Jones Indexes was named Most Innovative ETF Index Provider 2009 for the Americas by exchangetradedfunds.com
- October 2009 – The Dow Jones GCC Titans 50 Real Return Index became the basis for the first exchange traded fund in the United Arab Emirates. The licensee is National Bank of Abu Dhabi. The index measures the performance of 50 leading component stocks traded in the six Gulf Cooperation Council member states: Bahrain, Kuwait, Oman, Qatar, Saudi Arabia and United Arab Emirates. That same month, DJI launched DJIM Greater China Index. It has been licensed to ETFs in Malaysia and other countries.
- November 2009 – Charles Schwab licensed five Dow Jones Total Stock Market Size and Style indexes for exchange traded funds. It is "Chuck's" first proprietary line of ETFs. In that same month, the Dow Jones Industrial Average was licensed by Simplex Asset Management in Japan to underlie an ETF. This is the first time the DJIA was licensed to a Japanese ETF. It launched in December 2009.
- January 2010 – DJI announced that the Dow Jones Corporate Bond Index would serve as the basis of the first fixed-income exchange-traded note available in Israel. This was the first time the index has been licensed as the basis for an exchange-traded product globally. The ETN is sponsored by Harel SAL, a subsidiary of Harel Finance, and is available on the Tel Aviv Stock Exchange. In addition to the Dow Jones Corporate Bond Index, Dow Jones Indexes licensed the Dow Jones Brazil Titans 20 Index as the basis for an Israeli ETN that was listed at the TASE.
- February 10, 2010 – Dow Jones and CME Group announced an agreement to form a joint venture to operate a global financial index services business. The definitive agreement is set to provide for CME Group to own 90% of the venture to which Dow Jones will contribute its Dow Jones Indexes business valued at $675 million. Dow Jones is expected to hold the remaining 10% and retain a key role in the management of the Dow Jones Industrial Average. CME Group will contribute a business which provides certain market data services said to be valued at $607.5 million to the joint venture. The new joint venture will also raise approximately $613 million in third-party debt which will be used to pay a $607.5 million distribution to Dow Jones. The deal was expected to close in the 1st quarter 2010 since it passed regulatory clearance.
- March 4, 2010 – Dow Jones Indexes signed a memorandum with The Global Fund to Fight AIDs, Tuberculosis, and Malaria to explore the creation of a family of indexes that could be licensed as the basis for investment products. The first is expected to be called the Dow Jones Global Fund 50 Index, which would most likely focus on Blue Chip stocks. Both The Global Fund and Dow Jones Indexes hoped to benefit from this collaboration. The Global Fund wants to further strengthen its engagement with the private sector and bring to bear the power of financial markets to help its efforts around the world. The Global Fund is a leading multilateral financing organization in global health with commitments with more than US$19 billion to date. Dow Jones Indexes intended to add to its range of socially conscious indexes that will complement its increasingly diverse range of products.
- December 2010 – The Dow Jones Global Fund 50 Index was launched, based on 50 large companies that support The Global Fund's activities. It was licensed to db X-trackers, the leading ETF platform of Deutsche Bank, to serve as a basis for a financial product, the db x-trackers Global Fund Supporters ETF. The ETF begins trading today on the Frankfurt stock exchange.
- March 18, 2010 – CME Group and Dow Jones Indexes officially launched the new joint venture. CME Group has 90% ownership.
- April 8, 2010 – The new JV continued to create new products, such as the Dow Jones Contrarian Opportunities Index, which went live on April 8, 2010. It is a rules-based index that has a “contrarian” investment strategy focusing on companies with strong recent fundamentals but a lagging three-year-trailing return. The index has been licensed to Javelin Investment Management to underlie an exchange-traded fund on the NYSE Euronext. It is the only index family that tracks the contrarian investing strategy.
- March 24, 2010 – The Dow Jones UAE 25 Index, which measures the performance of the 25 of the largest and most liquid equity securities trading in the United Arab Emirates, came into being. It was licensed to National Bank of Abu Dhabi and underlies the first exchange-traded fund in the UAE. The NBAD OneShare Dow Jones UAE 25 ETF was to be listed at the Abu Dhabi Stock Exchange as well.
- April 18, 2010 – Jamie Farmer was named Executive Director of DJI. He had been Senior Director of Global Index Operations and Head of Exchange Relationships.
- May 3, 2010 – The Dow Jones RBP Index added four new indexes. These indexes track "required business performance" of companies. It has three directional strategy indexes and one fundamentally weighted U.S. market index. They were created with Transparent Value, LLC, which is a Guggenheim Partners company. There is a video explaining the way that the methodology and the indexes work.
- August 2011 – A Shari'ah-compliant index was added to the RBP suite.
- June 8, 2010 – DJI launched Dow Jones CME FX$INDEX. It serves as the basis of a new futures contract. The new index combines six currency futures and represents the relative value of the U.S. dollar versus six major currencies.
- July 2010 – The Dow Jones Long-Term Inflation Indexes were launched. They measure Treasurys and TIPS to gauge the market's expectations on inflation. The indexes measure the difference between futures on 30-year TIPS and Ultra-Long bonds. They were chosen for their length, transparency and liquidity, according to the company's press release. They were developed in cooperation with Credit Suisse.
- September 9, 2010 – The company launched the Dow Jones Sustainability Indexes in Europe, continuing its long history in sustainability indexing for socially conscious investors. They were made to complement the global Dow Jones Sustainability index series. They include broad benchmark as well as blue chip indexes for Europe and the Euro zone. They were made together with longtime collaborator Sustainable Asset Management. The top five components of the index are Nestle S.A., HSBC Holdings PLC, Novartis AG, Total S.A. and Banco Santander S.A.
- September 14, 2010 – The company came out with the Dow Jones Emerging Markets Consumer Titans 30 Index, which measures the performance of 30 leading consumer goods and consumer service companies in emerging markets. This is important as consumer spending is considered a leading indicator in markets and the broader economy. The index was licensed to Emerging Global Advisors, LLC and will serve as a basis for an exchange-traded fund, to be listed on NYSE Arca. It is called the EGShares Emerging Markets Consumer ETF – the first emerging market ETF focused on consumer trends in the developing world.
- October 7, 2010 – DJI launched the Dow Jones MENA Broad Stock Market and Dow Jones Saudi Titans 30 Indexes.
- October 28, 2010 – The Dow Jones U.S. Venture Capital Index is launched with partner firm Sand Hill Econometrics. It is the first index that tracks the venture capital market, not just publicly traded stocks that started as venture capital-funded start-ups. It follows companies with VC funding, including shut-downs and buyouts.
- November 17, 2010 – Dow Jones Indexes announces the Dow Jones Golden Crossover U.S. Large-Cap Total Stock Market Index, the first index within the Dow Jones Golden Crossover Indexes family.
- November 30, 2010 – SAM and Dow Jones Indexes launch the Dow Jones Sustainability Nordic Index.
- December 20, 2010 – DJI announced a new country classification system that will apply to all countries covered in its major index families. The implementation of the new system was set to begin in March 2011. Countries would be separated into "Developed," "Emerging," and "Frontier" markets. http://press.djindexes.com/index.php/dow-jones-indexes-to-introduce-a-new-country-classification-system/
- January 19, 2011 – DJI licensed Dow Jones U.S. Mid-Cap Total Stock Market Index and the Dow Jones U.S. Select REIT Index to Charles Schwab in an expansion of Schwab’s proprietary exchange-traded funds platform. Schwab U.S. REIT ETF™ and the Schwab U.S. Mid-Cap ETF™, both of which began trading in January 2011, on NYSE Arca.
- February 22, 2011 – DJI launched the Dow Jones Islamic Market Global Finance & Takaful Index, which measures the performance of financial services stocks that pass rules-based screens for Shari’ah compliance.
- February 28, 2011 – iShares created two equity sustainability-based ETFs based on Dow Jones Sustainability World Enlarged ex All/AE Index and the Dow Jones Sustainability Europe ex All/AE Index.
- March 1, 2011 – Company launched Dow Jones Brookfield Emerging Markets Infrastructure Index with partner Brookfield Asset Management. It tracks builders and owners/operators of property, power and infrastructure assets in developing nations.
- May 11, 2011 – To celebrate the 115th anniversary of the Dow Jones Industrial Average, Editor and Executive Director John Prestbo led a panel discussion for a media audience at NYSSA. https://web.archive.org/web/20110509064526/http://www.djindexes.com/media/?playlist=press-events
- May 4, 2011 – The company worked with forex trading company FXCM to design the Dow Jones FXCM Dollar Index. It weighs the US dollar against a basket of the four currencies against which it trades the most: the euro, the British pound, the Japanese yen and the Australian dollar.
- June 2011 – DJI launches Dow Jones Europe Titans 80 and Dow Jones Eurozone Titans 80 Indexes. They have blue chip companies from Western Europe. The latter includes only Eurozone countries while the former includes UK, Switzerland and other non-Eurozone countries. In September, they launched volatility risk-control versions of these indexes as well as the Dow Jones BRIC 50 Volatility Risk Control Indexes.
- July 27, 2011 – The Dow Jones Global Shipping Index is launched. It tracks 25 top dividend-paying companies in global shipping.
- August 8, 2011 – The company worked with UBS to Dow Jones-UBS Roll Select Commodity Index. It seeks to mitigate effects of contango and backwardation in commodities indexing and investing.
- September 7, 2011 – FFCM LLC’s QuantShares family of seven exchange-traded funds licensed all seven indexes from the Dow Jones U.S. Thematic Market Neutral Indexes series.
- October 18, 2011 – The company announced two global versions of The Dow: The Europe Dow and The Asia Dow. Each will be made up of 30 well-known, sought after and admired companies in each region. The Europe index only includes Western European countries and the Asia index includes Japan alongside China, Taiwan, Hong Kong and others.
Research information