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Tuesday, May 14, 2013

Financial Products News #2013 - 19
NASDAQ OMX to Begin Dissemination of New Third Party ETF Data on GIDS Effective Wednesday, May 22, 2013

Markets Impacted:

  • All Markets

Data Feeds Impacted:

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 22, 2013, NASDAQ OMX will begin disseminating iNAVS for select Vanguard ETFs on the Global Index Data Service 2.0 (GIDS 2.0).

How will the ETFs data be disseminated?

Effective Wednesday, May 22, 2013, data recipients will receive intraday iiNAV information for 11 Vanguard ETFs via the proprietary Global Index Data ServiceSM (GIDSSM) data feed. NASDAQ OMX® will use existing GIDS ETF message formats to provide the ETF directory and intraday tick information:

  • ETP IPV Value Message (Message Type E): Used to disseminate the Intraday Portfolio Value (IPV) of an Exchange Traded Product (ETP).

NASDAQ OMX will identify the ETFs via the following data elements in GIDS 2.0:

Instrument Name Trading Symbol Intraday Portfolio Value
Vanguard FTSE Japan UCITS ETF VJPU IVDJPUSD.IV
Vanguard FTSE Japan UCITS ETF GBP VJPG IVJPNGBP.IV
Vanguard FTSE Japan UCITS ETF CHF VJPC IVJPNCHF.IV
Vanguard FTSE All-World High Dividend Yield UCITS ETF VHYD IVHYDUSD.IV
Vanguard FTSE All-World High Dividend Yield UCITS ETF GBP VHYLG IVHYLGBP.IV
Vanguard FTSE All-World High Dividend Yield UCITS ETF CHF VHYLC IVHYLCHF.IV
Vanguard FTSE Developed Europe UCITS ETF GBP VEURG IVEURGBP.IV
Vanguard FTSE Developed Europe UCITS ETF CHF VEURC IVEURCHF.IV
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF VDPXU IVDPXUSD.IV
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF GBP VAPXG IVAPXGBP.IV
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF CHF VAPXC IVAPXCHF.IV

At the customer's request, only the IPV will be supported. Other ETF Daily Valuation Messages, such as Total Cash Amount per Creation Unit and Estimated Cash per Share, will not be supported at this time.

Where can I find additional information?

  • For questions about NASDAQ OMX index products, please contact NASDAQ OMX Global Indexes at +1 301 978 8284.
  • For questions about NASDAQ OMX index data, please contact NASDAQ OMX Global Data Products at +1 301 978 5307 (Option #4) 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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