What stocks/markets are covered by the FFI?
The reports include the FFI and information for the constituent stocks within these major indices: AEX, BEL 20, BSE Sensex, CAC 40, DAX, DJ Industrial Average, FTSE 100, FTSE 250, FTSE Bursa Malaysia KLCI, FTSE MIB, IBEX 35, ISEQ, Hang Seng, KOSPI, NASDAQ 100, Nikkei 225, OMX C20, OMX H25, OMX S30, Oslo OBX, PSI 20, S&P 500, S&P/ASX 200, S&P CNX Nifty, S&P/TSX, S&P/TSX 60, S&P/TSX Venture, SET 50, Shanghai SE A & B, Shenzhen SE A & B, SMI, Straits Times (STI), Taiwan Weighted Index. Only order book trades are included in the FFI calculations (for a complete picture of how trading is broken down across lit venues, dark pools, systematic internalisers and bilateral OTC trades take a look at the Fragulator).
