Markit provides daily creation, redemption and tracking basket information for global ETPs across all asset classes.
ETP composition data supports the calculation and tracking of intraday net asset value (NAV) and indicates what must be delivered in the event of a creation or redemption order. We also provide daily NAVs on a per-share and per-creation unit basis.
Data is provided in a standardised format, with corporate action and management fee impact normalised within the estimated cash across ETP issuers. All data is processed and validated ahead of the listing’s local exchange open.
Basket of securities and cash authorised to be exchanged for a block of ETP shares
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
Ability to view all constituents across equity, fixed income, commodity and leveraged/inverse ETPs
All data processed and validated by global team of analysts ahead of exchange open
Estimated cash levels normalised for calculation baskets across all provider methodologies, allowing for accurate intraday NAV calculation and hedging
Delivery via consolidated XML feed, flat file and Excel add-in, eliminating the need to parse, cleanse and normalise raw data files