Interest Rates - Capitalization Indices

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INTEREST RATES - CAPITALIZATION INDICES – APRIL 2011
Thomson Reuters is pleased to announce, as part of continuing efforts to bring together the best of
Ecowin and Datastream economic and financial content sets, the release of a number of
Capitalization Indices. The indices show the value of funds invested at the index start date, and
rolled over with interest reinvested at each maturity. These indices allow comparisons in
performance of the underlying instruments to other asset classes.
The default datatype is RI
The following codes can now be found on Navigator:
Mnemonic
EKECAPI
EKLCAP1
EKLCAP3
EKLCAP6
JPLCAP1
JPLCAP3
JPLCAP6
SWLCAP1
SWLCAP3
UKLCAP1
UKLCAP3
UKLCAP6
USLCAP1
USLCAP3
USLCAP6
Description
EONIA CAPITALIZATION INDEX
EUR ZONE LIBOR CAP. INDEX 1 MONTH
EUR ZONE LIBOR CAP. INDEX 3 MONTH
*EUR ZONE LIBOR CAP. INDEX 6 MONTH
JAPAN LIBOR CAPITAL. INDEX 1 MONTH
JAPAN LIBOR CAPITAL. INDEX 3 MONTH
*JAPAN LIBOR CAPITAL. INDEX 6 MONTH
SWITZERL. LIBOR CAP. INDEX 1 MONTH
SWITZERL. LIBOR CAP. INDEX 3 MONTH
UK LIBOR CAPITAL. INDEX 1 MONTH
UK LIBOR CAPITAL. INDEX 3 MONTH
*UK LIBOR CAPITAL. INDEX 6 MONTH
US LIBOR CAPITAL. INDEX 1 MONTH
US LIBOR CAPITAL. INDEX 3 MONTH
*US LIBOR CAPITAL. INDEX 6 MONTH
All series are updated on Datastream at 02:00 (GMT)
‘* Additional history to be released shortly
Datatype
RI
RI
RI
RI
RI
RI
RI
RI
RI
RI
RI
RI
RI
RI
RI
Start Date
05/01/1999
31/12/2001
31/12/2001
19/09/2005
31/12/2001
31/12/2001
19/09/2005
31/12/2001
31/12/2001
31/12/2001
31/12/2001
19/09/2005
31/12/2001
31/12/2001
19/09/2005
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