We calculate factor values for the primary listing for each entity level identified by its LEI. The FIGI hierarchy resides below the LEI, and the most liquid listing within within the FIGI hierarchy is assigned the status of primary security. All Exchange Level FIGI within the same LEI inherit factor values of the primary listing to ensure that there are no differences in risk factor exposures due to different share class or stock exchange listing.
In the example below for the iShares MSCI World ETF, users can choose to hold the ETF listed in the USA, Mexico, Switzerland, or Italy, and all listings will be fully covered with risk factor analytics.
Company | EOD Ticker | EOD Exchange | Exchange Country | Exchange Level FIGI | Primary FIGI | LEI | E/P value | Size value |
---|---|---|---|---|---|---|---|---|
iShares MSCI World ETF | URTH | NYSE ARCA | USA | BBG002D9R2N2 | BBG002D9R2N2 | 549300SBOOZR51TG3W64 | 0.055 | 25.30 |
iShares MSCI World ETF | URTH | MX | Mexico | BBG0047C4850 | BBG002D9R2N2 | 549300SBOOZR51TG3W64 | 0.055 | 25.30 |
iShares MSCI World ETF | SWDA | SW | Switzerland | BBG001VJ61S2 | BBG002D9R2N2 | 549300SBOOZR51TG3W64 | 0.055 | 25.30 |
iShares MSCI World ETF | SWDA | MI | Italy | BBG000Q66D39 | BBG002D9R2N2 | 549300SBOOZR51TG3W64 | 0.055 | 25.30 |
Native factor coverage list of supported ETFs