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Wednesday, August 5, 2020

Data Technical News #2020 - 25
Nasdaq to Retire Entitlement Summary Fixed Income Weight Files for IW11 on GIFFD; WFI2 Files Should be Used in Lieu of WFI, effective Monday, August 31, 2020

Markets Impacted:

  • All Markets

Product Impacted:

  • Nasdaq Global Index Flex File Delivery (GIFFD)

Contact Information:

  • Nasdaq Global Indexes via email at IndexServices@nasdaq.com or by phone at + 1 844 717 0708 (for US Callers) or +1 301 978 8311 (for International Callers)

What you need to know:

On Monday, August 31, 2020, Nasdaq will retire the Entitlement Summary Fixed Income Weight files for IW11 (IW11_WFI).

Instead, Fixed Income 2 Weighting Entitlement Summary files (IW11_WFI2) should be used. These WFI2 files include all the fields on the WFI files, plus eight (8) more at the end. These additional fields include the Index Symbol, which is necessary to interpret entitlement summary files.

What is being announced?

Nasdaq is retiring the Fixed Income Entitlement Summary Weight files for Token ID IW11, effective Monday, August 31, 2020. Instead, users should reference Fixed Income Entitlement Summary Weight 2 files, which contain all fields in the WFI files and eight (8) additional fields.

Current folders impacted Folders that should be used instead for IW11 Entitlement Summary Weight files
./IW11/FIWEIGHT ./IW11/FIWEIGHT2

Which index files will be impacted?

The IW11 Entitlement Summary Fixed Income (FI) Weight files will be retired; here is a file name example:

  • YYYYMMDD_IW11_WFIEOD_01.txt

Instead, FI2 weight files should be used; here is a file name example:

  • YYYYMMDD_IW11_WFI2EOD_01.txt

Will Nasdaq make sample files available?

No. The token-level WFI2 files are already available on GIFFD for users to access: https://ftp.indexes.nasdaqomx.com/

Which fields are available in the Entitlement Summary WFI2 files?

The fields in the token-level WFI2 files can be found in the GIFFD specification, in section 6.2 starting on page 44. The additional fields in the Entitlement Summary WFI2 files which are not in the WFI files include: Call Date, Call Price, Coupon Date 1, Coupon Date 2, Issuer Name, Par Value, Incorporation Country Code, and Index Symbol.

Where can I get additional information?


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