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 Atlas Copco AB, users can choose to hold either share class traded in either Stockholm, Frankfurt, or USA Pink Slips, 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 |
---|---|---|---|---|---|---|---|---|
Atlas Copco AB Series A | ATCO-A | ST | Sweden | BBG000BB5SQ7 | BBG000BB5SQ7 | 213800T8PC8Q4FYJZR07 | 0.03 | 24.75 |
Atlas Copco AB Series B | ATCO-B | ST | Sweden | BBG000BBM5J6 | BBG000BB5SQ7 | 213800T8PC8Q4FYJZR07 | 0.03 | 24.75 |
Atlas Copco AB | ATLPF | PINK | USA | BBG018KB6YX7 | BBG000BB5SQ7 | 213800T8PC8Q4FYJZR07 | 0.03 | 24.75 |
Atlas Copco A ADR | ACO | F | Germany | BBG00YQ7CKW8 | BBG000BB5SQ7 | 213800T8PC8Q4FYJZR07 | 0.03 | 24.75 |
Atlas Copco AB Series B | ACO5 | F | Germany | BBG000BS0G27 | BBG000BB5SQ7 | 213800T8PC8Q4FYJZR07 | 0.03 | 24.75 |
Atlas Copco AB Series B | ATLFF | PINK | USA | BBG009HXRH66 | BBG000BB5SQ7 | 213800T8PC8Q4FYJZR07 | 0.03 | 24.75 |
Atlas Copco AB Class A | ATLKF | PINK | USA | BBG000C22KM0 | BBG000BB5SQ7 | 213800T8PC8Q4FYJZR07 | 0.03 | 24.75 |
Atlas Copco AB | ATLKY | PINK | USA | BBG000BB6SJ4 | BBG000BB5SQ7 | 213800T8PC8Q4FYJZR07 | 0.03 | 24.75 |
Atlas Copco ADR | ATLCY | PINK | USA | BBG000BQZJJ9 | BBG000BB5SQ7 | 213800T8PC8Q4FYJZR07 | 0.03 | 24.75 |