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Exchange - Traded Structures and Market Indices

As clients create exchange traded funds (ETFs), exchange traded notes (ETNs), and market indices that contain a broad range of asset classes, finding a way to calculate their values throughout the day can be critical.

Interactive Data’s Basket Calculation Service provides intra-day indicative values (IIVs) for exchange-traded structures and values for market indices that include equities, fixed income securities, currencies, and commodities. To create this innovative service, Interactive Data has leveraged its experience in producing millions of fixed income evaluations each day with its expertise in delivering a broad range of global real-time data to calculate and publish IIVs and index values in seconds.

This offering utilizes different market inputs, including real-time pricing, contributor data, and fixed income evaluations to create IIVs and index values, and can be an efficient, automated way to publish IIVs and index values directly to one or more exchanges, spanning Asian, European and U.S. market hours.

Constituent data for ETFs and ETNs is obtained daily via an automated feed from the Depository Trust and Clearing Corporation (DTCC) or a custom basket for the client and constituent data for market indices can be maintained by the client. The constituent data can be automatically uploaded to Interactive Data's hosted service and can be refreshed as often as every second to update the IIVs and index values. The Basket Calculation Service can also address custom requests on an as-needed basis and provide adjustments for corporate actions.

Basket Calculation Service's Data Coverage

In addition to the Basket Calculation Service, Interactive Data also offers ETF Center, a fully-hosted and customizable Web-based portal that RIAs and wealth managers can integrate into their own websites and other online applications. As a result, their investment professionals can gain access to a one-stop resource for real-time and end of day market data and analytical tools for U.S. ETFs. This service can equip RIAs and wealth managers with important information for making more informed decisions relating to the ETF investments they make on behalf of their clients.

ETF Center's datasets and capabilities include:

  • Monitoring of trade, spread, premium/discount, and performance statistics
  • Comparison charts for ETFs or indices
  • Detailed reference data related to ETFs.
  • Rankings of top-performing ETFs
  • Customizable thresholds for meeting investment objectives
  • Monitoring of changes in assets under management
  • Analytical tools using Interactive Data's Fair Value Information Service to provide a fair value adjusted end-of-day iNAV when global markets have closed for ETFs that include international equity securities.