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Finding ETF Creation Basket Holdings in Bloomberg

Article Quant Q&A · Author: Make Mark
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Summary

The note asks where to find the instruments and quantities in an ETF’s creation unit basket, information that can support comparisons between the ETF and its underlying basket. It distinguishes exact basket composition from general marketing material describing an ETF’s tracked index or stocks.

The answer points to Bloomberg’s ETF holdings view and gives a navigation instruction for accessing the information. It does not explain how to interpret or validate the reported constituents and ratios, nor does it provide an example for the ETF mentioned in the question. The guidance is specific to Bloomberg and may depend on current platform menus and data availability; the note offers no alternative sources or discussion of basket changes over time.

Key ideas

  • ETF marketing descriptions may not provide the exact creation basket instruments and quantities.
  • The answer directs users to the ETF holdings view in Bloomberg.
  • Basket data can support analysis of arbitrage between an ETF and its constituents.
  • The note provides no alternative data source or method for validating basket details.

Tags

EquitiesArbitrageExecution
Full text
# Where are creation unit baskets for ETFs published?


# Where are creation unit baskets for ETFs published?












Where can the specification of a creation unit basket for an ETF be found? This information is needed for calculating the arbitrage possible between the ETF instrument itself and the creation unit basket constituent instruments.

ETF marketing material usually specifies what index or stocks it tracks, but it seems harder to find out what the exact instruments and ratios of the creation unit's baskets are. If a specific ETF can be used as example, that could be db x-trackers Euro Stoxx 50.

## Answer by LazyCat (score 6)

https://quant.stackexchange.com/a/2286

On Bloomberg. Go to ETF -> holdings and type "97 Enter".

Shown in full with attribution under the source's licence. Licence: CC BY-SA 4.0 (Stack Exchange)

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.