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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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