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ETF Kinetics enhances the transparency of US primary and secondary market activity by delivering data feeds of aggregated ETF activity cleared through DTCC’s NSCC subsidiary.

  • about

    ETF Kinetics enhances transparency of the ETF market by summarizing trading volumes across US exchanges as well the underlying basket creation and redemption of underlying securities as they are exchanged for creation units in the fund by Authorized Participants. The service will provide users with market insights into the gross number of creations or redemptions behind an ETFs primary market fund flow.

  • benefits

    Features

    Benefits

    Enhanced Market Insight
    Users can view, track, and analyze aggregate U.S. secondary market ETF trading activity by security for the most active brokers and anonymous peer groups for better insights into market dynamics.

    Unprecedented Market Transparency
    Primary market activity enables users to demonstrate ETF demand trends for underlying equity and fixed income constituents, factors, strategies, and industry sectors to inform positioning within those securities or industries.

    Deep Historical Perspective
    Secondary market concentration metrics provide users insight into crowding within individual ETF securities to inform portfolio positioning in crowded names.

  • How It Works

    • ETF Kinetics is sourced from the National Securities Clearing Corp, the only clearinghouse in the US that clears ETF activity.
    • Aggregated secondary market content is available only when there are ten unique brokers per trade date, security, and trade side so that underlying data can be properly aggregated. In addition, the number of authorized participants transacting has been excluded from the primary market content.

  • Delivery

    Before the start of trading each day, the service will provide a summary of ETF trade activity on exchanges for the previous trading day. Underlying basket creation volumes, redemption volumes, and fund flow information are available at the end of each trading day on the T+3 basis.

    DTCC ETF Kinetics is delivered in comma-separated (CSV) files, standard output format, over the internet via SFTP which users can load into other applications or systems. Historical data, back to 2018 for primary and 2015 for secondary, is included with a daily subscription and available via one-time delivery upon request. The service is also available in the Snowflake Marketplace.

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ETF Kinetics

ETF Kinetics Factsheet

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TRAINING AND DOCUMENTATION

Additional Resources

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