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Bedford, MA Office

32 Crosby Drive
Bedford
MA
US

London, UK Office

Fitzroy House, 13-17 Epworth Street
London
GB

Australia, Melbourne Office

1155 Malvern Road
Malvern
Melbourne
AU

France, Paris Office

9 rue de Téhéran
Paris
FR

Ireland, Dublin Office

6 Georges Dock, 4th floor IFSC
Dublin
IE

Luxembourg, Lux Office

5th floor 28 boulevard Royal
Luxembourg
LU

Switzerland, Geneva Office

25, rue Kléberg
Geneva
CH

New York, NY Office

100 William Street, 17th Floor
New York
NY
US

White Plains, NY Office

100 Hillside Avenue
White Plains
NY
US

Santa Monica, CA Office

2901 28th Street, Suite 300
Santa Monica
CA
US

Hayward, CA Office

3955 Point Eden Way
Hayward
CA
US

Singapore Office

1 Raffles Place #21-02 One Raffles Place
Singapore
SG

Hong Kong, Central Office

2001-2005, 20/F The Center 99 Queen's Road Central
Hong Kong
HK

Channel Islands, Jersey Office

8 Hill Street St Helier
Jersey
GB

Germany, Frankfurt Office

Sandweg 94
Frankfurt am Main
DE

Spain, Madrid Office

Francisco Silvela 42 1a planta
Madrid
ES

Switzerland, Zurich Office

Loewenstrasse 2
Zurich
CH

Australia, Sydney Office

Suite 405/368 Sussex Street
Sydney
AU

Japan, Tokyo Office

Kyobashi No. 8 Nagaoka Bldg. 1F 2-20-9 Hatchobori Chuo-ku
Tokyo
JP

Location Office

International House 1 St. Katharine's Way
London
GB

Italy, Rome Office

Via Cristoforo Colombo, 149
Rome
IT

Chicago, IL Office

600 West Fulton, 7th Floor
Chicago
IL
US

New York, NY Office

100 Church Street, 11th Floor
New York
NY
US

UAE, Dubai Office

805, City Tower 2 Sh. Zayed Road
Dubai
AE

Lombard, IL Office

955 Parkview Boulevard
Lombard
IL
US

Australia, Melbourne Office

Level 36/2 Freshwater Place Southbank Boulevard Southbank
Melbourne
AU

Telephone

02072653703

Contact

tony cossey a cossey
[email protected]
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Interactive Data Expands Relationship with Vanguard to Provide iNAVs for Vanguard's European Domiciled ETFs

Interactive Data Corporation, a leading provider of intraday Indicative Net Asset Value (iNAV) calculations to global ETF sponsors, today announced it is providing iNAV calculations for European-domiciled ETFs offered by Vanguard.

Since 2007, Interactive Data has been generating iNAV calculations for ETF sponsors covering a wide range of ETF basket constituents, including equities, fixed income, commodities, swaps and other derivatives. The iNAV calculation process for Vanguard’s European-domiciled ETFs also combines Interactive Data’s patented fair value pricing techniques with its real-time calculation technology. This new combination of inputs to the iNAV calculation process should provide useful information on ETFs composed of international equities listed in markets that are closed at the time the ETF is trading on an exchange.

“For certain equity ETFs, there can be times during the day when the ETF’s underlying equities are listed in international markets that are closed while the ETF continues to be active on an exchange,” said Rob Haddad, Senior Director for Interactive Data. “Our approach includes an indication of the impact of real-time market activity on the ETF’s underlying basket of securities following local market closing times as an input to the iNAV calculations.”

"We are pleased to work with Interactive Data Corporation to utilise iNAV calculations on Vanguard's European ETFs," said Axel Lomholt, Head of International Product at Vanguard. "This addition is an innovative step to provide greater transparency around ETF market prices for end investors."