Thomson Insider Trading Model, OPIS Terminal Rack, OTE SA Czech Electricity Pricing and DTN Grain Bids
New Data Additions

Data Notification - January 2004 - In addition to offering Thomson Financial Earnings data, LIM now carries the Thomson Insider Trading Model data as an optional package for your MIM.

As of 2002, the U.S. Securities and Exchange Commission (SEC) requires insiders to report their transactions before the 2nd business day following the transaction.

The Thomson Insider Trading Model assigns a daily score based on market capitalization to each of the largest 5,000 U.S. companies. The assigned score ranges from: -4 (for strong sell or avoid position) to +4 (strong buy position).

To learn more about the Thomson Insider Trading Model and the criteria against which the companies are scored, see the Thomson Equity Strategies Institutional Offerings document.

The Thomson Insider Trading Model data will be located in your MIM in the following hierarchy:

    TopRelation:Equities:GlobalInsight

The columns for the trading model data are as follows:

  • itm_Avg_Daily_Vol - Average daily trading volume
  • itm_Holdings_Ratio - Ratio of shares transacted to insider's holdings
  • itm_Insider_Activity_Trend - Insider activity trend prior to current transaction
  • itm_Insider_Role_Class - Role level associated with transaction
  • itm_Market_Cap - Market Capitalization in $000's
  • itm_Option_Activity - Option activity
  • itm_Overall_Score - Current company score
  • itm_Previous_Score - Previous score
  • itm_Proposed_Sales - Level of proposed sales
  • itm_Sector_Code - Sector classification
  • itm_Shares_Transacted - Aggregate number of shares for insider filing
  • itm_Status_Indicator - Revised not revised or decayed flag


Coming Soon - Q1 2004

  • Insider Filing Data - provides a detailed account of all insider transactions filed with the SEC. It includes proprietary insider performance calculations revealing which insiders' prior trades have been the most predictive of subsequent stock returns.

  • U.S. Analyst Estimate Revision Model - is a daily stock ranking system based on the relationship between analyst estimate revisions and subsequent stock returns.
     

For more information on these new data sets and how to add them to your MIM, contact a LIM sales representative at: sales@lim.com.

Thomson Financial Websites:
www.thomson financial.com
www. thomsonequitystrategies.com

 

WTI Platts Data

The Platts electronic feed to LIM customers provides three forward months of quotations for WTI Crude.

Symbols are PCAAP00, PCAAQ00 and PCAAR00 respectively for WTI 1st Month, 2nd Month and 3rd Month.

These series are provided by Platts as continuous streams of values throughout the year, but they actually represent underlying quotations for particular forward delivery months of WTI. For example, on November 21, 2003, WTI quotes for 1st Month represent December delivery, quotes for 2nd Month represent January delivery and quotes for 3rd Month represent February delivery.

LIM now delivers additional series representing the actual delivery months for WTI and their appropriate histories. These new series will be automatically added to MIM systems for customers that subscribe to the International Crude data from Platts and will appear in a folder labeled "AbsoluteMonths" under TopRelation:EnergyCrudes:Platts.

The new symbols are as follows:

PLATTS_WTI.JANUARY
PLATTS_WTI.FEBRUARY
PLATTS_WTI.MARCH
PLATTS_WTI.APRIL
PLATTS_WTI.MAY
PLATTS_WTI.JUNE
PLATTS_WTI.JULY
PLATTS_WTI.AUGUST
PLATTS_WTI.SEPTEMBER
PLATTS_WTI.OCTOBER
PLATTS_WTI.NOVEMBER
PLATTS_WTI.DECEMBER


Each symbol contains the history of prices for delivery in that month, taking into account various changes over time in the quotation basis and rollover policy for WTI.

LIM will continue to add to the list of Platts crudes that we provide this service for.

If you have any comments or questions about the new series, please contact LIM at: support@lim.com or phone: 1.800.LIM.XMIM (1.800.546.9646).

Website: www.platts.com

 

OPIS Terminal Racks

Coverage of daily petroleum rack data for all United States cities by terminal with details of individual suppliers and summaries by rack and by terminal. The data is offered on a "Gross" or "Net" basis (net of various taxes). Updates can be tailored to customer needs but might run morning and evening. The default frequency of this data is intra-day - meaning you could store price changes during the day. This last is important because of recent developments in the US downstream petroleum distribution market where intra- day pricing is becoming a factor.

For more information, contact a LIM sales representative at sales@lim.com.

Website: www.opisnet.com

 

OTE SA Czech Electricity Market Pricing

Provides day ahead intra-day 24 hour price and volume data for the Czech electricity market.

For more information, contact a LIM sales representative at sales@lim.com.

Website: www.ote-cr.cz

 

Data Transmission Network (DTN) Grain Bid Data

DTN provides industry specific data services for companies involved in agriculture, energy and financial markets.

Across the Mid West of US and Canada, thousands of grain elevator companies purchase grain from farmers to store for later re-sale into the marketplace. The price the elevator companies are willing to pay for the different qualities of grain at different locations where they buy is typically "posted" to their existing customers.

DTN surveys elevator companies every afternoon to report the latest bid prices by grain type and by location.

LIM is pleased to make available this DTN grain bid data for our clients.

For information on purchasing this data set, please contact a LIM sales representative at: sales@lim.com.

Website: www.dtn.com

 


www.lim.com