Tuesday, May 15, 2012

Financial Products News #2012 - 31
NASDAQ OMX to Begin Dissemination of New Third Party ETF Data on GIDS Effective Wednesday, May 23, 2012

Markets Impacted:

  • All Markets

Data Feeds Impacted:

  • NASDAQ OMX Global Index Data Service (GIDS)

Contact Information:

What you need to know:

  • NASDAQ OMX®, through its data dissemination relationship with Interactive Data Pricing & Reference Data, Inc., will disseminate the Exchange-Traded Fund (ETF) Indicative Intraday Net Asset Value (iiNAV) for select Vanguard ETFs.
  • On, Wednesday, May 23, 2012, NASDAQ OMX will begin disseminating iiNAVS for the following Vanguard ETFs on the Global Index Data ServiceSM (GIDSSM):
  • Vanguard S&P 500 ETF GBP (Symbol: IVUSAGBP.IV)
  • Vanguard S&P 500 ETF USD (Symbol: IVUSDUSD.IV)
  • Vanguard FTSE Emerging Markets ETF GBP (Symbol: IVFEMGBP.IV)
  • Vanguard FTSE Emerging Markets ETF USD (Symbol: IVDEMUSD.IV)
  • Vanguard FTSE All-World ETF GBP (Symbol: IVWRLGBP.IV)
  • Vanguard FTSE All-World ETF USD (Symbol: IVWRDUSD.IV)
  • Vanguard FTSE UK Government Bond ETF GBP (Symbol: IVGOVGBP.IV)
  • Vanguard FTSE 100 ETF GBP (Symbol: IVUKEGBP.IV)

What has been announced?

Effective Wednesday, May 23, 2012, data recipients will receive intraday iiNAV information for the following Vanguard ETFs via the proprietary GIDS data feed.

  • Vanguard S&P 500 ETF GBP (Symbol: IVUSAGBP.IV)
  • Vanguard S&P 500 ETF USD (Symbol: IVUSDUSD.IV)
  • Vanguard FTSE Emerging Markets ETF GBP (Symbol: IVFEMGBP.IV)
  • Vanguard FTSE Emerging Markets ETF USD (Symbol: IVDEMUSD.IV)
  • Vanguard FTSE All-World ETF GBP (Symbol: IVWRLGBP.IV)
  • Vanguard FTSE All-World ETF USD (Symbol: IVWRDUSD.IV)
  • Vanguard FTSE UK Government Bond ETF GBP (Symbol: IVGOVGBP.IV)
  • Vanguard FTSE 100 ETF GBP (Symbol: IVUKEGBP.IV)

How will the ETF data be disseminated?

NASDAQ OMX will use existing GIDS ETF message formats to provide the ETF directory and intraday tick information:

  • ETF Directory Message (Category A - Type E): Disseminated as part of the start-of-day and designed to provide the symbols of the ETF valuations.
  • Tick Value Message (Category P - Type A): Represents an intra-day portfolio value (IPV) for the ETF.

At the customer's request, the ETF Daily Valuation (Category P - Type D) Message will not be supported at this time.

To support the dissemination of non-NASDAQ OMX-listed ETF data and avoid potential symbol conflicts, NASDAQ OMX recommends that firms refer to the ETF Directory Message (Category A - Type E) and process the following data elements:

  • Market of Origin
  • Curency

NASDAQ OMX will identify this ETF via the following data elements in GIDS:

Instrument Name Trading Symbol Intraday Portfolio Value
Vanguard S&P 500 ETF GBP VUSA IVUSAGBP.IV
Vanguard S&P 500 ETF USD VUSD IVUSDUSD.IV
Vanguard FTSE Emerging Markets ETF GBP VFEM IVFEMGBP.IV
Vanguard FTSE Emerging Markets ETF USD VDEM IVDEMUSD.IV
Vanguard FTSE All-World ETF GBP VWRL IVWRLGBP.IV
Vanguard FTSE All-World ETF USD VWRD IVWRDUSD.IV
Vanguard FTSE UK Government Bond ETF GBP VGOV IVGOVGBP.IV
Vanguard FTSE 100 ETF GBP VUKE IVUKEGBP.IV

Where can I find additional information?

  • For questions about NASDAQ OMX Information, LLC data products, please contact NASDAQ OMX Global Data Products at +1 301 978 5307 or +45 3393 3366.
  • For additional information about the Vanguard ETF products, please call +44 (0) 207 489 6931.
  • For more information about Interactive Data Corporation and its businesses, please visit their website.

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About the NASDAQ OMX Group:
The NASDAQ OMX Group, Inc. is the world's largest exchange company. It delivers trading, exchange technology and public company services across six continents, with more than 3,600 listed companies. NASDAQ OMX offers multiple capital raising solutions to companies around the globe, including its U.S. listings market, NASDAQ OMX Nordic, NASDAQ OMX Baltic, NASDAQ OMX First North, and the U.S. 144A sector. The company offers trading across multiple asset classes including equities, derivatives, debt, commodities, structured products and exchange-traded funds. NASDAQ OMX technology supports the operations of over 70 exchanges, clearing organizations and central securities depositories in more than 50 countries. NASDAQ OMX Nordic and NASDAQ OMX Baltic are not legal entities but describe the common offering from NASDAQ OMX exchanges in Helsinki, Copenhagen, Stockholm, Iceland, Tallinn, Riga, and Vilnius. For more information about NASDAQ OMX, visit www.nasdaqomx.com.

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