End-of-Day and Historical Services

Product that includes the main characteristics of all BME-listed instruments, with detailed information on the particularities of each instrument. The most relevant content is presented according to type of financial asset.

Includes securities master information from the derivatives, energy, and repo clearing houses working with BME Clearing.

• Variable income: admissions, exclusions, and modifications. Live and available instruments. Price ticks and decimals. Sectors and subsectors.
• BME Growth: admissions, exclusions, and modifications. Live and available instruments. issuer information.
• Listed investment funds: prices and net asset values. Trades and best position. Retrocessions. Relevant facts. Trades and best position. Retrocessions. Relevant facts.
• ETFs: admissions, exclusions, and modifications. Live and available instruments. Price ticks and decimals. Sectors and subsectors. list of specialists according to security.
• Warrants and Certificates: admissions, exclusions, and modifications. Live and available instruments. List of specialists according to security.
• Options and Futures: admissions and exclusions. Group and contract types. Contracts available and status. Contract subgroups. List of members. List of markets and their relationship with clearing houses. Market notices and contract adjustments.
• BME Clearing: available and terminated contracts. Relationship between the original contract and the adjusted versions. List of markets and their relationship with clearing houses. Notices from clearing houses and contract adjustments.
• Fixed income: admissions, exclusions, and modifications. Live and available instruments. issues pending admission. Placements, flows, tranches, programs, associated put/call programs, nominal reductions, interest, redemptions, balances, maturities, disbursements. Listings of issuers and managers. List of specialists. Information of relevant facts: Financial agenda.

Information available in T-1  
The information contained in this product makes it possible to do the following:

• To correctly identify instruments, by having a single source with all BME instruments, which is constantly permanently maintained and synchronized.
• To study all the characteristics related to an instrument. The greater the complexity of an asset, the greater the added value.
• To validate live instruments, by keeping the databases updated, thus showing only the products that are still live.
• To obtain better asset valuation, by mitigating potential valuation risks due to low quality information.

There is a reduced securities master with less coverage, which offers a synthesis of the main attributes of all the BME-listed instruments.

Information sent to the competent authority by the markets and systems managed by BME, in accordance with Article 27 MiFIR. This regulation requires EU trading venues and APAs (Approved Publication Arrangements) to send reference information on all instruments admitted to trading on these markets and systems by 9:00 pm CET for publication the following day via the Financial Instruments Reference Data System (FIRDS), which is managed by ESMA.

BME Market Data sends the information to its clients immediately after it is sent to the competent authority, so they have the information the day before it is published by ESMA.

Content related to relevant facts of an economic nature through the following information products: HR Back Office (information in actionable format necessary to carry out processes within back office systems) and HR Front Office (relevant information during the session for marking decisions based on the news received).

BME Market Data provides related to relevant facts of an economic nature through the following information product:

• HR Back Office

Reported by the issuers and provided in an actionable format to facilitate processes within back office systems.

Equities and ETFs. References are published on capital increases, calls for shareholders’ meetings, ordinary and in-kind dividends, refunds of contributions, equalizations, mergers, spin-offs, merged and beneficiary securities, takeover bids, IPOs, counter-splits, splits, securities associated with the capital increase, etc.

The information is delivered daily at the close of the session (available on T).

• HR Front Office

Relevant facts and other significant information that supervised companies report directly to the CNMV and BME on a daily basis. Some are available in English.

• Summary list with all relevant facts during the day affecting supervised companies.
• List of relevant facts during the day that affect, cancel, or modify previous facts relating to supervised companies.
• Relevant information. Registration data: notifications of relevant information made by issuers and received during the day the file is generated.
• Interim financial information: quarterly and/or half-yearly reports submitted by companies that have securities admitted for trading on regulated markets.
• Audits: registration data of audits of issuers which the CNMV has received.
• Voting rights: final daily position of all listed companies in terms of treasury stock, voting rights, and holdings of financial instruments that give the option to acquire shares belonging to directors, executives, and significant shareholders.
• ISIN: movements made in the financial instruments database of the National Numbering Agency.
• Notifications with the alerts that BME Market Supervision generates during the session for listed equity instruments, ETFs, and warrants.

Daily information, both during the session and at close (available on T).

Information on closing prices, cash prices, and traded volumes, together with additional data (high, low, and average for the session) for all BME-listed instruments. Includes securities master information from derivatives, energy, and repo clearing houses working with BME Clearing.

Information on closing and cash prices and volumes traded.

BME-Listed Instruments

Prices, volumes, and best position: closing prices, contracted volumes, and best position, together with additional data, such as maximum, minimum, and average price of the session.

BME Clearing Houses

Clearing settlement prices: settlement prices, deltas, volatilities, and open interest. Delivered daily at the close of the session (available on T).

Relevant information generated at the close of the session on the indices managed by BME, as well as the securities comprising them, closing prices, contracted volumes, weightings, capitalization, free float, dividends, and adjustments.

Indices, weighting factors, and divisor (**)

Analytical information including the complete list of securities comprising the indices, closing prices, contracted volumes, weightings, capitalization, free-float, dividends, and adjustments.

In addition, the following references are offered:

• Simulation of the composition of the IBEX Index family after adjustments for revisions (twice a year).
• Notifications via email of adjustments and relevant events associated with the securities that make up the IBEX Index family (during the session).
• IBEX® Agenda. Notification via email of the most relevant information on the IBEX35® Index (dividends, adjustments, Committee meetings, etc.) in calendar format. 
• Replica portfolios of IBEX Index futures based on their component securities and IGBM Portfolio (files with daily information).
• Report of provisional free float tranches. Classification of securities in the continuous market according to their free float (monthly information file).
• Monthly liquidity report. Ex-Post liquidity, Ex-Ante liquidity of continuous market and Latibex securities. IBEX35® replicability on the basis of its components. Monthly and semi-annual liquidity ranking. Liquidity ranking by cash and security.
• Indices managed by the governing bodies of the Barcelona, Bilbao, Madrid, and Valencia stock exchanges. Sector-based indexes.

The Index information allows the following:

• Replicate BME indexes based on the index components and their weighting within the index, for the purpose of constructing portfolios, funds, structures, etc.
• Be aware of the adjustments periodically made to the BME indexes. This facilitates the immediate replication of index-tracking portfolios.
• Be aware of the free float and liquidity data of the instruments, basic criteria used when choosing the components of the different BME indexes, making to possible to have a simulation in advance of the possible changes to be made in the indexes.

Indices, price ticks, and volumes (*)
Indices and components (**)

(*) Daily at the close of the session (available on T). (**) Daily at the close of the session and includes all information valid for the following session (T-1).

Access to price and volume information, securities master, and relevant facts, as well as historical information and daily session data for instruments listed on the fixed income markets and MTFs (AIAF, SENAF y SEND).  Service that provides information on fixed income markets (AIAF, SENAF, and SEND).

• Prices and Volumes. Trades and Positions: Trade information and prices of the day. Trade prices.  
• Securities master: Relevant information on issuers and managers. Value of outstanding issues (flows, disbursements, trading prices, prospectuses). 
• Relevant facts: Latest disbursements. Upcoming/last admissions. Financial agenda. News. 
• Statistics: On trades, market admissions, maturities, outstanding balances, and number of transactions. 
• Indices: AIAF index information. Historical data.
• Bulletins and Publications: Historical consultation of bulletins and/or issue brochures.

Functionalities of this service:

• Access by ISIN to all the characteristics of the instruments, including both live and clear. 
• Search for issues, by issuing or managing entity.
• Export the available information to Excel files.
• Online access to all available information content, according to profiles.

Entities subscribing to the end-of-day reporting service receive a daily end-of-day summary of the trading session in PDF format at the close of the day. The report includes information on the security, the broker, sector power, Ibex 35 securities, and on rankings and indices.

A service specially designed to meet the needs of Shareholder Service Departments, facilitating their daily activity through an automated procedure.

This product includes significant information used for the calculation of collateral on derivatives, energy and repo products of clearing houses working with BME Clearing.

• Settlement data for contract subgroups and contract types.
• Volatility curve used for the calculation of theoretical prices.
• Theoretical prices and deltas used to calculate guarantees.
• Parameters of the collateral matrix.
• Intra-group and inter-group clearing between contracts with opposite positions to be applied in the calculations.

The product includes an email notification service for all circulars and operating instructions published by BME Clearing on settlement and margin calculations. The information is delivered daily at the close of the session (information available on T).