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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.

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

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  • $\begingroup$ Thanks. I assume this refers to a Bloomberg terminal. Do you know any way for a private investor without access to a Bloomberg terminal to get a peek at the creation unit definitions? $\endgroup$
    – Make Mark
    Nov 1, 2011 at 13:09
  • $\begingroup$ I don't, but at least index ETF's in equities often do list all the holdings (how many shares of what it currently holds) on their webpages. Knowing that, and a total number of shares outstanding, you can get a good estimate of the creation unit. $\endgroup$
    – LazyCat
    Nov 1, 2011 at 14:31
  • $\begingroup$ @LazyCat do you know if it's possible to download the basket details from the Bloomberg API? $\endgroup$
    – Steve Lorimer
    Jun 9, 2016 at 16:26
  • $\begingroup$ Yes, it used to be possible to get a CSV like text with a simple VB script. Bloomberg was trying to put limits on the automated scraping of their data. Haven't checked in a while. $\endgroup$
    – LazyCat
    Jun 9, 2016 at 17:18

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