2.1 Market Indices

_{Data Item}

_{File Name}

_{File Header}

_Unit

_{Index Constituents}

_{<INDEX_ID>_index_constituents_<YYYY-MM-DD>.csv}

_{CompanyCode,CompanyName,CountryName,IndustrialSubclass,IndustrialClass,IndustrialSuperclass (Equity)}

_{NumberOfInstruments,CompanyCode,CompanyName,CountryName,IndustrialSubclass,IndustrialClass,IndustrialSuperclass (Debt)}

_{Index Level (Value)}

_{<INDEX_ID>_index_value_ts_<YYYY-MM-DD>.csv}

_{Date,IndexValue}

_{QoQ/MoM Total Returns}

_{<INDEX_ID>_total_return_ts_<YYYY-MM-DD>.csv}

_{Date,TotalReturn}

_%

_{Performance and Volatility}

_{<INDEX_ID>_performance_period_<YYYY-MM-DD>.csv}

_{OneMonthCumulativeReturn,ThreeMonthCumulativeReturn,SixMonthCumulativeReturn,YTDCumulativeReturn,TwelveMonthCumulativeReturn,TwentyFourMonthCumulativeReturn,ThreeYearCumulativeReturn,FiveYearCumulativeReturn,ThreeYearAnnualizedReturn,FiveYearAnnualizedReturn,TenYearAnnualizedReturn,ThreeYearAnnualizedVol,FiveYearAnnualizedVol,TenYearAnnualizedVol,ThreeYearVar975,ThreeYearVar995,ThreeYearSR,ThreeYearMaxDD,FiveYearVar975,FiveYearVar995,FiveYearSR,FiveYearMaxDD,TenYearVar975,TenYearVar995,TenYearSR,TenYearMaxDD}

_{Risk Return}

_{YoY Total Return}

_{<INDEX_ID>_yoy_total_return_ts_<YYYY-MM-DD>.csv}

_{Date,YoYWeightedAverageTotalReturn}

_%

_{YoY Capital Return / YoY Income Return}

_{<INDEX_ID>_yoy_cash_price_return_contribution_ts_<YYYY-MM-DD>.csv}

_{Date,PriceReturnContribution,CashReturnContribution}

_%

_{Concentration and Turnover}

_{<INDEX_ID>_enc_<YYYY-MM-DD>.csv}

_{Date,EffectiveNumberOfConstituents}

_{<INDEX_ID>_effective_number_of_ticcs_<YYYY-MM-DD>.csv}

_{EffectiveNumberBusinessModel,EffectiveNumberIndustrialclass,EffectiveNumberIndustrialSuperclass,EffectiveNumberCountry,EffectiveNumberRegion,EffectiveNumberCorp}

_{<INDEX_ID>_turnover_rate_<YYYY-MM-DD>.csv}

_TurnoverRate

_%

_{Market Capitalisation}

_{<INDEX_ID>_marketcap_<YYYY-MM-DD>.csv}

_{Date,MarketCap}

_{Industrial Superclass (Latest)}

_{<INDEX_ID>_sector_group_pie_<YYYY-MM-DD>.csv}

_{SectorGroupName,Share}

_%

_{Industrial Class (Latest)}

_{<INDEX_ID>_sector_pie_<YYYY-MM-DD>.csv}

_{SectorName,Share}

_%

_{Region (Latest)}

_{<INDEX_ID>_region_pie_<YYYY-MM-DD>.csv}

_Region,Share

_%

_{Country (Latest)}

_{<INDEX_ID>_country_pie_<YYYY-MM-DD>.csv}

_{CountryName,Share}

_%

_{Business Model (Latest)}

_{<INDEX_ID>_bm_pie_<YYYY-MM-DD>.csv}

_BMCode,Share

_%

_{Corporate Structure (Latest)}

_{<INDEX_ID>_corp_pie_<YYYY-MM-DD>.csv}

_Corp,Share

_%

_{Currency (Latest)}

_{<INDEX_ID>_ccy_pie_<YYYY-MM-DD>.csv}

_{CurrencyName,Share}

_%

_{Industrial Superclass (Historical)}

_{<INDEX_ID>_sector_group_breakdown_ts_<YYYY-MM-DD>.csv}

_{Date,Data Infrastructure,Energy and Water Resources,Environmental Services,Network Utilities,Power Generation x-Renewables,Renewable Power,Social Infrastructure,Transport}

_%

_{Industrial Class (Historical)}

_{<INDEX_ID>_sector_breakdown_ts_<YYYY-MM-DD>.csv}

_{Date,Airport Companies,Car Park Companies,"Convention, Entertainment, and Recreational Facilities",Data Storage,Data Transmission,Defence Services,District Cooling/Heating Companies,Education Services,Electricity Distribution Companies,Electricity Transmission Companies,Energy Resource Processing Companies,Energy Resource Storage Companies,Gas Distribution Companies,Government Services,Health and Social Care Services,Hydroelectric Power Generation,Independent Power Producers,Independent Water and Power Producers,Other Renewable Power Generation,Other Renewable Technologies,Pipeline Companies,Port Companies,Rail Companies,Road Companies,Solar Power Generation,Solid Waste Treatment,Urban Commuter Companies,Wastewater Treatment,Water and Sewerage Companies,Water Supply and Treatment,Wind Power Generation}

_%

_{Region (Historical)}

_{<INDEX_ID>_region_breakdown_ts_<YYYY-MM-DD>.csv}

_{Date,Americas,Asia,Europe,Oceania}

_%

_{Country (Historical)}

_{<INDEX_ID>_country_breakdown_ts_<YYYY-MM-DD>.csv}

_{Date,Australia,Austria,Brazil,Canada,Chile,Finland,France,Germany,Ireland,Italy,Malaysia,Netherlands,New Zealand,Norway,Philippines,Poland,Portugal,Singapore,Slovakia,Spain,Sweden,United kingdom,United States}

_%

_{Business Model (Historical)}

_{<INDEX_ID>_business_model_breakdown_ts_<YYYY-MM-DD>.csv}

_{Date,Contracted,Merchant,Regulated}

_%

_{Corporate Structure (Historical)}

_{<INDEX_ID>_corporate_breakdown_ts_<YYYY-MM-DD>.csv}

_{Date,Corporate,Project Company}

_%

_{Industry Superclass Contribution}

_{<INDEX_ID>_yoy_performance_contribution_sector_group_ts_<YYYY-MM-DD>.csv}

_{Date,Data Infrastructure,Energy and Water Resources,Environmental Services,Network Utilities,Power Generation x-Renewables,Renewable Power,Social Infrastructure,Transport}

_%

_{Industry Class Contribution}

_{<INDEX_ID>_yoy_performance_contribution_sector_ts_<YYYY-MM-DD>.csv}

_{Date,Airport Companies,Car Park Companies,"Convention, Entertainment, and Recreational Facilities",Data Storage,Data Transmission,Defence Services,District Cooling/Heating Companies,Education Services,Electricity Distribution Companies,Electricity Transmission Companies,Energy Resource Processing Companies,Energy Resource Storage Companies,Gas Distribution Companies,Government Services,Health and Social Care Services,Hydroelectric Power Generation,Independent Power Producers,Independent Water and Power Producers,Other Renewable Power Generation,Other Renewable Technologies,Pipeline Companies,Port Companies,Rail Companies,Road Companies,Solar Power Generation,Solid Waste Treatment,Urban Commuter Companies,Wastewater Treatment,Water Supply and Treatment,Water and Sewerage Companies,Wind Power Generation}

_%

_{Business Model Contribution}

_{<INDEX_ID>_yoy_performance_contribution_business_model_ts_<YYYY-MM-DD>.csv}

_{Date,Contracted,Merchant,Regulated}

_%

_{Corporate Structure Contribution}

_{<INDEX_ID>_yoy_performance_contribution_corporate_governance_ts_<YYYY-MM-DD>.csv}

_{Date,Corporates,Projects}

_%

_{QoQ Industry Superclass Contribution (Latest)}

_{<INDEX_ID>_qoq_performance_contribution_sector_group_<YYYY-MM-DD>.csv}

_{Date,Data Infrastructure,Energy and Water Resources,Environmental Services,Network Utilities,Power Generation x-Renewables,Renewable Power,Social Infrastructure,Transport}

_%

_{QoQ Industry Contribution (Latest)}

_{<INDEX_ID>_qoq_performance_contribution_sector_<YYYY-MM-DD>.csv}

_{Date,Airport Companies,Car Park Companies,""Convention, Entertainment, and Recreational Facilities"",Data Storage,Data Transmission,Defence Services,District Cooling/Heating Companies,Education Services,Electricity Distribution Companies,Electricity Transmission Companies,Energy Resource Processing Companies,Energy Resource Storage Companies,Gas Distribution Companies,Government Services,Health and Social Care Services,Hydroelectric Power Generation,Independent Power Producers,Independent Water and Power Producers,Other Renewable Power Generation,Other Renewable Technologies,Pipeline Companies,Port Companies,Rail Companies,Road Companies,Solar Power Generation,Solid Waste Treatment,Urban Commuter Companies,Wastewater Treatment,Water Supply and Treatment,Water and Sewerage Companies,Wind Power Generation}

_%

_{QoQ Business Model Contribution (Latest)}

_{<INDEX_ID>_qoq_performance_contribution_business_model_<YYYY-MM-DD>.csv}

_{Date,Contracted,Merchant,Regulated}

_%

_{QoQ Corporate Structure Contribution (Latest)}

_{<INDEX_ID>_qoq_performance_contribution_corporate_governance_<YYYY-MM-DD>.csv}

_{Date,Corporates,Projects}

_%

_{Risk Premia (Equity)}

_{<INDEX_ID>_risk_premia_<YYYY-MM-DD>.csv}

_{Date,Mean,2.5 Percentile,25 Percentile,50 Percentile,75 Percentile,97.5 Percentile}

_%

_{Expected Returns (forward-looking IRR) (Equity)}

_{<INDEX_ID>_expected_returns_<YYYY-MM-DD>.csv}

_{Date,Mean,2.5 Percentile,25 Percentile,50 Percentile,75 Percentile,97.5 Percentile}

_%

_{Duration (discount rate sensitivity)}

_{<INDEX_ID>_duration_<YYYY-MM-DD>.csv}

_{Date,Mean,2.5 Percentile,25 Percentile,50 Percentile,75 Percentile,97.5 Percentile}

_year

_{Credit Spread (Debt)}

_{<INDEX_ID>_credit_spread_<YYYY-MM-DD>.csv}

_{Date,Mean,2.5 Percentile,25 Percentile,50 Percentile,75 Percentile,97.5 Percentile}

_%

_{Yield to Maturity (Debt)}

_{<INDEX_ID>_yield_to_maturity_<YYYY-MM-DD>.csv}

_{Date,Mean,2.5 Percentile,25 Percentile,50 Percentile,75 Percentile,97.5 Percentile}

_%

_{Extreme Climate Value Metrics}

_{<INDEX_ID>extreme_climate_values<YYYY-MM-DD>.csv}

_{Date,Source,Scenario,WeightedMean,Count}

_{Financed Emission - NAV}

_{<INDEX_ID>financed_emission_nav<YYYY-MM-DD>.csv}

_{Date,Source,Scenario,WeightedMean,Count}

_tCO2/USD

_{Financed Emission - EVIC}

_{<INDEX_ID>financed_emission_evic<YYYY-MM-DD>.csv}

_{Date,Source,Scenario,WeightedMean,Count}

_tCO2/USD

_{Carbon Intensity - Revenue}

_{<INDEX_ID>carbon_intensity_revenue<YYYY-MM-DD>.csv}

_{Date,Source,Scenario,WeightedMean,Count}

_tCO2/USD

_{Carbon Intensity - Total Assets}

_{<INDEX_ID>carbon_intensity_total_assets<YYYY-MM-DD>.csv}

_{Date,Source,Scenario,WeightedMean,Count}

_tCO2/USD

_{EBITDA at Risk}

_{<INDEX_ID>ebitda_at_risk<YYYY-MM-DD>.csv}

_{Date,Source,Scenario,WeightedMean,Count}