| RD |
D1 |
Daily Return Duration Flag |
1 Trading Day and 1 Calendar Day |
D1 1 Trading Day & 1 Calendar Day; no Holiday, no Weekend |
Y |
2870001 |
| RD |
D2 |
Daily Return Duration Flag |
1 Trading Day and 2 Calendar Days |
D2 1 Trading Day & 2 Calendar Days; return with holiday (market closed or Saturday trading) |
Y |
2870005 |
| RD |
D3 |
Daily Return Duration Flag |
1 Trading Day and 3 Calendar Days |
D3 1 Trading Day & 3 Calendar Days; return over weekend |
Y |
2870009 |
| RD |
D4 |
Daily Return Duration Flag |
1 Trading Day and 4 Calendar Days |
D4 1 Trading Day & 4 Calendar Days; return over 3-day weekend |
Y |
2870013 |
| RD |
DD |
Daily Return Duration Flag |
Other Daily Delisting Return Duration |
DD Other Daily Delisting Return Duration |
Y |
2870017 |
| RD |
DU |
Daily Return Duration Flag |
1 Trading Day & 5 or more Calendar Days |
DU 1 Trading Day & 5 or more Calendar Days |
Y |
2870021 |
| RD |
MR |
Daily Return Duration Flag |
Missing Return |
MR Missing Return |
Y |
2870037 |
| RD |
P1 |
Daily Return Duration Flag |
Multi-period 2 Trading Days or Months |
P1 Multi-period 2 Trading Days or Months |
Y |
2870045 |
| RD |
P2 |
Daily Return Duration Flag |
Multi-period 3 Trading Days or Months |
P2 Multi-period 3 Trading Days or Months |
Y |
2870049 |
| RD |
P3 |
Daily Return Duration Flag |
Multi-period 4 Trading Days or Months |
P3 Multi-period 4 Trading Days or Months |
Y |
2870053 |
| RD |
P4 |
Daily Return Duration Flag |
Multi-period 5 Trading Days or Months |
P4 Multi-period 5 Trading Days or Months |
Y |
2870057 |
| RD |
P5 |
Daily Return Duration Flag |
Multi-period 6 Trading Days or Months |
P5 Multi-period 6 Trading Days or Months |
Y |
2870061 |
| RD |
P6 |
Daily Return Duration Flag |
Multi-period 7 Trading Days or Months |
P6 Multi-period 7 Trading Days or Months |
Y |
2870065 |
| RD |
P7 |
Daily Return Duration Flag |
Multi-period 8 Trading Days or Months |
P7 Multi-period 8 Trading Days or Months |
Y |
2870069 |
| RD |
P8 |
Daily Return Duration Flag |
Multi-period 9 Trading Days or Months |
P8 Multi-period 9 Trading Days or Months |
Y |
2870073 |
| RD |
P9 |
Daily Return Duration Flag |
Multi-period 10 Trading Days or Months |
P9 Multi-period 10 Trading Days or Months |
Y |
2870077 |