EOD equities and exchange-traded funds updates

1

General.Exchange

EXCH

2

General.CountryISO

s.country

3

General.Code

s.securityCode

if("[General.CountryISO]"=='US')
{
output="[General.Code]"+"."+"[General.CountryISO]"
}
else
{
output="[General.Code]"+"."+"[General.Exchange]"
}
;if("[General.CountryISO]"=='US') { output="[General.Code]"+"."+"[General.CountryISO]" } else { output="[General.Code]"+"."+"[General.Exchange]" } ;

4

General.Name

s.name

5

General.ISIN

s.isinCode

6

General.Type

TYPE

7

General.GicGroup

GICSSEC

def gicssec = ["Energy":"1010","Materials":"1510","Capital Goods":"2010","Commercial & Professional Services":"2020","Transportation":"2030","Automobiles & Components":"2510","Consumer Durables & Apparel":"2520","Consumer Services":"2530","Retailing":"2550","Food & Staples Retailing":"3010","Food, Beverage & Tobacco":"3020","Household & Personal Products":"3030","Health Care Equipment & Services":"3510","Pharmaceuticals, Biotechnology & Life Sciences":"3520","Banks":"4010","Diversified Financials":"4020","Insurance":"4030","Software & Services":"4510","Technology Hardware & Equipment":"4520","Telecommunication Services":"5010","Media & Entertainment":"5020","Utilities":"5510","Real Estate":"6010"]
output=gicssec.get("[GICSSEC]")

8

GICSS

output = ""
if((!"[General.GicGroup]"?.trim())||("[TYPE]"=='ETF'))
{
output = ""
}
else
{
def s = services.securityService.loadSecurityBySecurityCode("[s.securityCode]")
def allocationsChanged = true
def allocationDate = "2009-01-01"
// Any new allocations are set on the specified date
if(s)
{
def allocs = s.getAllocationsOnDate(new Date(), "GICSS")
if(allocs && allocs.size() == 1 && allocs.get(0).sector.code == "[GICSSEC]")
{
allocationsChanged = false
}
else if(allocs && allocs.size() == 1 && allocs.get(0).sector.code != "[GICSSEC]")
{
// There is an existing allocation that has changed -> the new allocation will be set for this date
allocationDate = new Date().format("yyyy-MM-dd")
}
}
if(services.configurationService.findGroupByCode('GICSS') && allocationsChanged && "[GICSSEC]".isNumber())
{
output += ",GICSS:"+ allocationDate +":"+"[GICSSEC]"+"=100"
}
}
;

9

General.GicSubIndustry

GICSSI

def gicssi = ["Oil & Gas Drilling":"10101010","Oil & Gas Equipment & Services":"10101020","Integrated Oil & Gas":"10102010","Oil & Gas Exploration & Production":"10102020","Oil & Gas Refining & Marketing":"10102030","Oil & Gas Storage & Transportation":"10102040","Coal & Consumable Fuels":"10102050","Construction Materials":"15102010","Metal & Glass Containers":"15103010","Paper Packaging":"15103020","Aluminum":"15104010","Diversified Metals & Mining":"15104020","Copper":"15104025","Gold":"15104030","Precious Metals & Minerals":"15104040","Silver":"15104045","Steel":"15104050","Forest Products":"15105010","Paper Products":"15105020","Aerospace & Defense":"20101010","Building Products":"20102010","Construction & Engineering":"20103010","Electrical Components & Equipment":"20104010","Heavy Electrical Equipment":"20104020","Industrial Conglomerates":"20105010","Construction Machinery & Heavy Trucks":"20106010","Agricultural & Farm Machinery":"20106015","Industrial Machinery":"20106020","Trading Companies & Distributors":"20107010","Commercial Printing":"20201010","Environmental & Facilities Services":"20201050","Office Services & Supplies":"20201060","Diversified Support Services":"20201070","Security & Alarm Services":"20201080","Human Resource & Employment Services":"20202010","Research & Consulting Services":"20202020","Air Freight & Logistics":"20301010 ","Airlines":"20302010","Marine":"20303010","Railroads":"20304010","Trucking":"20304020","Airport Services":"20305010","Highways & Railtracks":"20305020","Marine Ports & Services":"20305030 ","Auto Parts & Equipment":"25101010","Tires & Rubber":"25101020","Automobile Manufacturers":"25102010","Motorcycle Manufacturers":"25102020","Consumer Electronics":"25201010","Home Furnishings":"25201020","Homebuilding":"25201030","Household Appliances":"25201040","Housewares & Specialties":"25201050","Leisure Products":"25202010","Apparel, Accessories & Luxury Goods":"25203010","Footwear":"25203020","Textiles":"25203030","Casinos & Gaming":"25301010","Hotels, Resorts & Cruise Lines":"25301020","Leisure Facilities":"25301030","Restaurants":"25301040","Education Services":"25302010","Specialized Consumer Services":"25302020","Distributors":"25501010","Internet & Direct Marketing Retail":"25502020","Department Stores":"25503010","General Merchandise Stores":"25503020","Apparel Retail":"25504010","Computer & Electronics Retail":"25504020","Home Improvement Retail":"25504030","Specialty Stores":"25504040","Automotive Retail":"25504050","Homefurnishing Retail":"25504060","Drug Retail":"30101010","Food Distributors":"30101020","Food Retail":"30101030","Hypermarkets & Super Centers":"30101040","Brewers":"30201010","Distillers & Vintners":"30201020","Soft Drinks":"30201030","Agricultural Products":"30202010","Packaged Foods & Meats":"30202030","Tobacco":"30203010","Household Products":"30301010","Personal Products":"30302010","Health Care Equipment":"35101010","Health Care Supplies":"35101020","Health Care Distributors":"35102010","Health Care Services":"35102015 ","Health Care Facilities":"35102020","Managed Health Care":"35102030","Health Care Technology":"35103010","Biotechnology":"35201010","Pharmaceuticals":"35202010","Life Sciences Tools & Services":"35203010","Diversified Banks":"40101010","Regional Banks":"40101015","Thrifts & Mortgage Finance":"40102010","Other Diversified Financial Services":"40201020","Multi-Sector Holdings":"40201030","Specialized Finance":"40201040","Consumer Finance":"40202010","Asset Management & Custody Banks":"40203010","Investment Banking & Brokerage":"40203020","Diversified Capital Markets":"40203030","Financial Exchanges & Data":"40203040","Mortgage REITs":"40204010","Insurance Brokers":"40301010","Life & Health Insurance":"40301020","Multi-line Insurance":"40301030","Property & Casualty Insurance":"40301040","Reinsurance":"40301050","Alternative Carriers":"50101010","Integrated Telecommunication Services":"50101020","Wireless Telecommunication Services":"50102010","Advertising":"50201010","Broadcasting":"50201020","Cable & Satellite":"50201030","Publishing":"50201040","Movies & Entertainment":"50202010","Interactive Home Entertainment":"50202020","Interactive Media & Services":"50203010","Electric Utilities":"55101010","Gas Utilities":"55102010","Multi-Utilities":"55103010","Water Utilities":"55104010","Independent Power Producers & Energy Traders":"55105010","Renewable Electricity":"55105020","Diversified REITs":"60101010","Industrial REITs":"60101020","Hotel & Resort REITs":"60101030","Office REITs":"60101040","Health Care REITs":"60101050","Residential REITs":"60101060","Retail REITs":"60101070","Specialized REITs":"60101080","Diversified Real Estate Activities":"60102010","Real Estate Operating Companies":"60102020","Real Estate Development":"60102030","Real Estate Services":"60102040","IT Consulting & Other Services":"45102010","Data Processing & Outsourced Services":"45102020","Internet Services & Infrastructure":"45102030","Application Software":"45103010","Systems Software":"45103020","Communications Equipment":"45201020","Technology Hardware, Storage & Peripherals":"45202030","Electronic Equipment & Instruments":"45203010","Electronic Components":"45203015","Electronic Manufacturing Services":"45203020","Technology Distributors":"45203030","Semiconductor Equipment":"45301010","Semiconductors":"45301020"]
output=gicssi.get("[General.GicSubIndustry]")

10

GICSI

output = ""
if((!"[General.GicSubIndustry]"?.trim())||("[General.GicSubIndustry]"==null)||("[TYPE]"=='ETF'))
{
output = ""
}
else
{
def s = services.securityService.loadSecurityBySecurityCode("[s.securityCode]")
def allocationsChanged = true
def allocationDate = "2009-01-01"
// Any new allocations are set on the specified date
if(s)
{
def allocs = s.getAllocationsOnDate(new Date(), "GICSI")
if(allocs && allocs.size() == 1 && allocs.get(0).sector.code == "[GICSSI]")
{
allocationsChanged = false
}
else if(allocs && allocs.size() == 1 && allocs.get(0).sector.code != "[GICSSI]")
{
// There is an existing allocation that has changed -> the new allocation will be set for this date
allocationDate = new Date().format("yyyy-MM-dd")
}
}
if(services.configurationService.findGroupByCode('GICSI') && allocationsChanged && "[GICSSI]".isNumber())
{
output += ",GICSI:"+ allocationDate +":"+"[GICSSI]"+"=100"
}
}
;      

11

General.CurrencyCode

s.currency

12

CURR

output = ""
if((!"[General.CurrencyCode]"?.trim())||("[General.CurrencyCode]"==''))
{
output = ""
}
else
{
def s = services.securityService.loadSecurityBySecurityCode("[s.securityCode]")
def allocationsChanged = true
def allocationDate = "2009-01-01"
// Any new allocations are set on the specified date
if(s)
{
def allocs = s.getAllocationsOnDate(new Date(), "CURR")
if(allocs && allocs.size() == 1 && allocs.get(0).sector.code == "[General.CurrencyCode]")
{
allocationsChanged = false
}
else if(allocs && allocs.size() == 1 && allocs.get(0).sector.code != "[General.CurrencyCode]")
{
// There is an existing allocation that has changed -> the new allocation will be set for this date
allocationDate = new Date().format("yyyy-MM-dd")
}
}
if(services.configurationService.findGroupByCode('CURR') && allocationsChanged)
{
output += ",CURR:"+ allocationDate +":"+"[General.CurrencyCode]"+"=100"
}
}
;

13

CTRY

def ctry = ["AF":"004","AL":"008","DZ":"012","AS":"016","AD":"020","AO":"024","AI":"660","AQ":"010","AG":"028","AR":"032","AM":"051","AW":"553","SH":"654","AU":"036","AT":"040","AZ":"031","BS":"044","BH":"048","BD":"050","BB":"052","BY":"112","BE":"056","BZ":"084","BJ":"204","BM":"060","BT":"064","VE":"862","BA":"070","BW":"072","BV":"074","BR":"076","IO":"086","BN":"096","BG":"100","BF":"854","BI":"108","KH":"116","CM":"120","CA":"124","CV":"132","KY":"136","CF":"140","TD":"148","CL":"152","CN":"156","CX":"162","CC":"166","CO":"170","KM":"174","CG":"178","CK":"184","CR":"188","CI":"384","HR":"191","CU":"192","CW":"531","CY":"196","CZ":"203","KP":"408","DK":"208","DJ":"262","DM":"212","DO":"214","EC":"218","EG":"818","SV":"222","GQ":"226","ER":"232","EE":"233","ET":"231","FK":"238","FO":"234","FM":"583","FJ":"242","FI":"246","FR":"250","GF":"254","PF":"258","TF":"260","GA":"266","GM":"270","GE":"268","DE":"276","GH":"288","GI":"292","GR":"300","GL":"304","GD":"308","GP":"312","GU":"316","GT":"320","GG":"831","GN":"324","GW":"624","GY":"328","HT":"332","HM":"334","VA":"336","HN":"340","HK":"344","HU":"348","IS":"352","IN":"356","ID":"360","IR":"364","IQ":"368","IE":"372","IM":"833","IL":"376","IT":"380","JM":"388","JP":"392","JE":"832","JO":"400","KZ":"398","KE":"404","KI":"296","KW":"414","KG":"417","LA":"418","LV":"428","LB":"422","LS":"426","LR":"430","LY":"434","LI":"438","LT":"440","LU":"442","MO":"446","MG":"450","MW":"454","MY":"458","MV":"462","ML":"466","MT":"470","MH":"485","MQ":"474","MR":"478","MU":"480","YT":"175","MX":"484","MC":"492","MN":"496","ME":"499","MS":"500","MA":"504","MZ":"508","MM":"104","NA":"516","NR":"520","NP":"524","NL":"528","NC":"540","NZ":"554","NI":"558","NE":"562","NG":"566","NU":"570","NF":"574","MP":"580","NO":"578","OM":"512","PK":"586","PW":"585","PA":"591","PG":"598","PY":"600","PE":"604","PH":"608","PN":"612","BO":"068","PL":"616","PT":"620","TW":"158","PR":"630","QA":"634","KR":"410","MD":"498","RE":"638","RO":"642","RU":"643","RW":"646","BL":"652","KN":"659","LC":"662","PM":"666","VC":"670","WS":"882","SM":"674","ST":"678","SA":"682","SN":"686","RS":"688","SC":"690","SL":"694","SG":"702","BQ":"535","SX":"534","SK":"703","SI":"705","SB":"090","SO":"706","ZA":"710","GS":"239","SS":"728","ES":"724","LK":"144","PS":"275","SD":"729","SR":"740","SJ":"744","SZ":"748","SE":"752","CH":"756","SY":"760","TJ":"762","TH":"764","CD":"180","MK":"807","TL":"626","TG":"768","TK":"772","TO":"776","TT":"780","TN":"788","TR":"792","TM":"795","TC":"796","TV":"798","UG":"800","UA":"804","AE":"784","GB":"826","TZ":"834","US":"840","UM":"581","UY":"858","UZ":"860","VU":"548","VN":"704","VG":"092","VI":"850","WF":"876","EH":"732","YE":"887","ZM":"894","ZW":"716","AX":"248","TW":"158"]
output=ctry.get("[General.CountryISO]")
;

14

M49

output = ""
if((!"[General.CountryISO]"?.trim())||("[General.CountryISO]"=='')||("[TYPE]"=='ETF'))
{
output = ""
}
else
{
def s = services.securityService.loadSecurityBySecurityCode("[s.securityCode]")
def allocationsChanged = true
def allocationDate = "2009-01-01"
// Any new allocations are set on the specified date
if(s)
{
def allocs = s.getAllocationsOnDate(new Date(), "M49")
if(allocs && allocs.size() == 1 && allocs.get(0).sector.code == "[CTRY]")
{
allocationsChanged = false
}
else if(allocs && allocs.size() == 1 && allocs.get(0).sector.code != "[CTRY]")
{
// There is an existing allocation that has changed -> the new allocation will be set for this date
allocationDate = new Date().format("yyyy-MM-dd")
}
}
if(services.configurationService.findGroupByCode('M49') && allocationsChanged)
{
output += ",M49:"+ allocationDate +":"+"[CTRY]"+"=100"
}
}
;

15

s.allocations

output="***[GICSS][GICSI][CURR][M49]";

16

outstandingShares.quarterly.0.shares

s.shares

17

s.tradeCode

output="[s.securityCode]";