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ORTEX index dividend points: the dividends the constituents of the main equity indices pay in a year, in index points, the unit the listed dividend futures trade in. One row per index and year: last year (closed), this year and next year.

Each constituent's regular cash dividends with an ex-date in the period are counted at its index weight: a dividend D on a stock with weight w and price P adds w x L x D / P points, L being the index level, all on the date of the weights. Constituents and weights come from the index's tracker fund holdings, refreshed quarterly. Paid and declared dividends count at their amounts; the rest of the year is the ORTEX dividend forecast, with a range from its p10 to its p90.

Available Data Points:

• Index: The ORTEX index code: EU50, US500, UK100, JP225 or DE40.
• Index Name: The index's ORTEX display name.
• Currency: The index currency: points are in this currency.
• Year: The period: the dividend futures year (ex-dates after the third Friday of December of the year before, up to and including the third Friday of December) or, for the JP225, the calendar year.
• Period Start / Period End: The first and last ex-date the period counts (both inclusive).
• Period Status: closed (every ex-date is past), open or upcoming.
• Paid Points: Dividends already ex, in index points.
• Declared Points: Declared dividends still to go ex, in index points.
• Forecast Points: The ORTEX central forecast of the dividends not declared yet.
• Points P50: Paid plus declared plus forecast: the central estimate of the year's dividend points.
• Points P10 / Points P90: The range: every constituent's forecast at its own p10 (or p90) together.
• Prior Points: The year before's dividends on this year's weights.
• Change Pct: Points P50 against Prior Points, in percent (closed years, and years with a forecast).
• Yield Pct: Points P50 over the index level, in percent; the only figure for an index with no level.
• Forecast Weight Pct: Index weight of the constituents with a forecast dividend in the period.
• Level / Level Date: The index level the points are measured against, and its date.
• Weights As Of: The date of the tracker fund holdings used.
• Constituents: Constituents in the weights.
• Forecasts Visible: False when the forecast figures are withheld (see Publishing).

What counts

Regular cash dividends only: special dividends are price adjustments for the index providers and are not in the dividend futures' settlement. A dividend in another currency than its stock's price converts at the spot rate on its ex-date. The DE40 (DAX) is a total return index, so it has a yield and no points.

Publishing

Paid and declared points are always served. Where the forecast of a constituent's country is not yet published, the forecast figures of its index (Forecast Points, Points P10, P50 and P90, the yields and Change Pct) are null and Forecasts Visible is false.

Updates

Rebuilt once a day and again after each forecast run. A dividend declared during the day shows in the next build. There are no dividend futures prices in this table.

Try it out! You can test the API with the trial key TEST. Simply include it in your request headers; either here, or add the header "Ortex-Api-Key": "TEST" to your http request.

Trial key restrictions: Trial keys may be limited to a specific date range and set of regions. Requests outside the allowed regions or entirely outside the allowed date range are rejected; a date window that partially overlaps the allowed range is trimmed to it, reported in meta.restriction.

Get full access! Get a key at app.ortex.com/apis