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Exchange Traded Products

Gain visibility into market activity and fuel investment strategies

IHS Markit provides a comprehensive view of the global ETP market to support the needs of all ETP market participants.

Our ETP product suite aggregates and generates crucial information, including ETP provider details, daily portfolio composition, dividends forecasts and analytics datasets. Our solutions are designed to meet the needs of all ETP market participants, from ETP issuers and buy-side investors to brokers and market makers.

The depth of our data, combined with flexible delivery options, provide clients with unique visibility into market activity across the global ETP industry. Our services power trading systems, support market research, simplify risk management and fuel investment strategies.

We support the complete ETP lifecycle:

Issuance: Issuers leverage our composition data and analytics to support research for ETP construction. Our PCF service delivers constituent data and a target NAV to market participants, while our iNAV service provides independent intraday NAV calculation and distribution.

Creation and redemption: Authorized participants use our composition and reference data to determine their obligations, including delivery of underlying assets and fees, for fulfilling creation and redemption orders.

Investment decision making: accurately breakdown ETP holdings by asset class, geography, sector etc in order to accurately track performance and manage risk.

Trading: In addition to iNAV calculation and tracking, our composition data enables hedging activities. Our comprehensive basket data supports trading in each fund.

Post trade: Our composition data enables daily profit and loss calculations to help meet reporting requirements. Our extensive analytics simplify risk management.

Key benefits:

  • Transparency – View all data on globally listed ETPs across equity, fixed income, currency, commodity and leveraged/inverse asset classes
  • Accuracy – Base decisions on data that is validated multiple times and confirmed by a global team of ETP analysts
  • Timeliness – Receive data that is processed and delivered prior to market open in each region
  • Distribution – Benefit from flexible data delivery options, including consolidated XML feed, Excel add-in, flat file feed and interactive web front end

Download Exchange Traded Products brochure
Download VIIV Calculation factsheet

Watch VIIV calculation video


  • ETF Issuers
  • Investment banks
  • Hedge funds
  • Asset managers
  • Market managers
  • Research firms
  • Ratings agencies
  • Exchanges

Products and Solutions

ETP Composition Data

IHS Markit provides daily creation, redemption and tracking basket information for global ETPs across all asset classes. Use our ETP composition data to calculate and track intraday net asset value (NAV) and to determine what must be delivered in the event of a creation or redemption order. Find daily NAVs on a per-share and per-creation unit basis.

We provide the data in a standardized format, with corporate action and management fee impact normalized within the estimated cash across ETP issuers. We also process and validate all data ahead of the listing's local exchange opening.

ETP basket structures include:

Basket of securities and cash authorized to be exchanged for a block of ETP shares

  • Transparency – View all constituents across equity, fixed income, commodity and leveraged/inverse ETPs

Basket that reflects full portfolio composition and can be used to track intraday NAV, with excluded assets displayed to enable more accurate intraday NAV calculations

Basket reflecting collateral held by a fund provider to satisfy the regulatory requirements of synthetic ETPs

Key benefits:

  • Data integrity – Base decisions on data that is processed and validated by global team of analysts ahead of market opening
  • Accuracy – Calculate and hedge accurate intraday NAV using estimated cash levels that are normalized for calculation baskets across all provider methodologies
  • Distribution – Benefit from flexible data delivery via consolidated XML feed, flat file and Excel add-in, eliminating the need to parse, cleanse and normalize raw data files
ETP Encyclopedia

IHS Markit provides a single, centralized and normalized source of ETP reference data, providing transparency into each globally listed ETP across asset classes. The full dataset encompasses 180 data points, including total expense ratios, fund structures, creation/redemption details and secondary market listings. We source the data directly from issuers, prospectuses and exchanges, with all new ETPs and listings added prior to launch. The ETP Encyclopedia categorizes ETPs by asset class, type, region and structure.

Key benefits:

  • Classification – Leverage a comprehensive, multi-tiered system ensuring detailed and uniform market exposure categorization of every ETP listed globally
  • Depth – Find all primary and secondary listing information available across all trading and listing venues, as well as complete details on creation and redemption process, including unit sizes, cut-off times, fees and settlement information
  • Data integrity – Perform more accurate tracking calculations with ETPs cross-referenced to correct variant of underlying index
  • Flexibility – Ease integration with internal and third-party platforms with a wide range of symbology
  • Management insight – Benefit from total expense ratios, with a breakout view of management fees and other expenses that provides a holistic view of fund costs, as well as detailed management and administration information
ETP Analytics

IHS Markit provides a comprehensive, independent suite of global ETP analytics, including performance, exposure, liquidity, risk and tracking. We derive these analytics from our ETP composition, reference and dividend data to provide insight and transparency into the global ETP landscape. Customers can access more than 1,300 calculations and select their preferred methodology.

Analytics include:

Historical performance tracking
Critical historical regression analysis for all globally issued ETPs, normalized to multiple currencies, as well as market price returns, NAV total returns and benchmark returns across different time series

Risk analysis
Standard risk data points essential for analyzing an ETP, including beta, alpha, r-squared, standard deviation, max upside/downside deviation, Sharpe ratio, Sortino ratio, realized volatility, mean reversion and more

Benchmark tracking and correlation
Key statistics on the ETP's ability to track the stated benchmark for each return type, offering insight into the risk associated with the fund

Fund attributes
Valuable statistics in multiple currencies on AUM growth, changes to shares outstanding and inflows/outflows for each fund across a variety of time series

Trading and liquidity
Changing bid/ask spreads, trends in volumes and turnover, and premium/discounts for both point-in-time and historical time periods across every global ETP listing, normalized in multiple currencies

Full transparency around the exposure of each globally listed ETP, with statistical breakdowns of holdings concentrations across sectors, regions, asset classes and other asset class specific allocations

Key benefits:

  • Transparency – View all constituents across equity, fixed income, commodity and leveraged/inverse ETPs
  • Accuracy – Make decisions with calculations that are based on our ETP data and validated by a team of analysts
  • Timeliness – Receive data that is processed and delivered prior to market open in each region
  • Distribution – Benefit from flexible data delivery via flat file feed or integrated web front end, with user-friendly access to reporting, screening and analysis tools
VIIV Calculation

As a Trusted Agent for the ETF community, IHS Markit provides an independent calculation and validation of the Verified Intraday Value (VIIV), for actively managed semi-transparent ETFs. VIIV calculation is a requirement for any funds launching under the Precidian ActiveShares model. Our service calculates the most accurate VIIV for Precidian ActiveShares products for ETF Issuers, asset managers and hedge funds.

We ensure the accuracy of our live pricing through a preliminary, full-validation of the open basket, allowing the investment community to effectively trade and arbitrage the ETF.

To verify the basket before live pricing, we validate the following:

  • Corporate action corrections
  • Estimated cash reconciliation
  • Any discrepancies will be raised to the custodian and issuer prior to publishing

Download VIIV Calculation factsheet

Portfolio Composition Files

IHS Markit provides ETP issuers with a calculation service and broad distribution channels for daily portfolio composition data. We enable the timely construction of PCFs, which list the securities and representative percentages, and we provide distribution through our established connections to exchanges and authorized participants. Our service covers multiple asset classes and supports both physical and synthetic methodologies. We provide constituent data and a target NAV to the ETP issuers' requested market participants before the start of daily trading.

Key benefits:

  • Breadth of service – Get support for physical and synthetic methodologies, with coverage across multiple asset classes
  • Data integrity – Rely on calculations that incorporate corporate action adjustments applied according to official index provider methodology announcements, as well as total and estimated cash components that account for cash dividends and daily management fees
  • Distribution – Benefit from flexible data delivery through a variety of channels—including European exchanges, index providers, authorized participants and market makers—via methods such as a consolidated XML feed, flat file delivery and email options
  • Flexibility – Leverage our calculation engine's open architecture design to rapidly integrate new calculation methods as well as additional data import and export interfaces
Bid-Ask Spread

IHS Markit delivers the end of day median bid-ask spread to issuers for ETF Rule 6c-11 compliance. By December 2020 the SEC requires issuers to publish their ETF bid-ask spread under Rule 6c-11. Our offering calculates the median bid-ask spread, based on 10-second snaps of the NBBO, for 30 historical calendar days and is delivered directly via API feed or flat file.



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