NFN Directory Web Service Parameters Directory File Format... 54

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1 Nasdaq Fund Network (NFN) Daily List Reports Updated: March 15, 2019 Table of Contents Nasdaq Fund Network (NFN) Daily List Reports... 1 verview... 2 Web Service Reports... 2 Secured Website Access... 3 Architecture... 3 Hours of peration... 5 Release Notes... 5 (s) Web Service Parameters File Format Event Descriptions Daily List Processing Summary Posting Time NFN Directory Web Service Parameters Directory File Format Documentation Posting Service Web Service Parameters Documentation List File Format NFN Root Directory Web Service Parameters Root Directory Dynamic File Format Issuer Report Web Service Parameters Issuer Report File Format Ex Date Report Web Service Parameters Ex-Date Report File Format NFN Ex-Date Report Timing... 83

2 Appendix A Documentation Version Control Log Ex Date file format changes: verview Web Service Reports The is a web-based data product offered by Nasdaq Information, LLC. The is designed to provide the market data community with issue level security details for NFN instruments. This Nasdaq product includes NFN-related reports: 1. : This component provides advance notification of NFN registration actions such as new instruments, deleted instruments and instrument attribute changes. For the Daily List component, Nasdaq will generate two daily files: a. Daily List Advance Notifications: This file will include all NFN registration actions that were approved by NFN perations on the current business date for a future System effective date. b. Daily List Next Business Day Changes: This file provides only those NFN registration actions scheduled to take effect on the next business date. 2. Directory: This component file provides security level information for all active instruments in the NFN system at the beginning of the current business day. 3. Root Directory: This component provides fund level information for instruments as provided by NFN Issuers. This directory updates every day at the beginning of the current business day. 4. Documentation Posting Service: Nasdaq allows NFN issuers to post prospectus, statements of additional information (SAI), semi-annual and annual reports, and money market monthly financial statements in PDF format for market data vendors to access. Each day, Nasdaq will generate a file defining new NFN documents available for download. 5. Ex Date Report: Nasdaq allows NFN pricing agents to enter advance notifications of Dividend/Interest and Capital Distribution actions. To ensure that the market data community can access these corporate actions on the appropriate ex-date, Nasdaq plans to add an Ex-Date report to the NFN web product. Please note that the includes CUSIP numbers. Firms must have an agreement in place with the S&P CUSIP Bureau and appropriate NFN entitlement token in order to see the CUSIP values within the NFN files. Revised: March 15, 2019 Page 2

3 Secured Website Access Nasdaq offers NFN website access to subscribers. Through the NFN website, firms may download all the reports listed above. In addition, Nasdaq will offer the following functionality via the NFN website: Search capabilities for the Directory and Daily List products. Ability to view intra-day NFN reporting statistics. Ability to download monthly NFN reports such as counts by pricing agent, counts by issuer, Updates by instrument type and Updates by time interval. Firms should be able to log into the NFN website at to take advantage of the new functionality. For details on the NFN website functionality, please refer to the Downloads and Reports section of the NFN Website User Guide. Architecture The NFN Registration Service data files will be accessible to subscribers via Secured Web Service. In order to access the files, subscribers must have a valid security certificate, user ID and password from Nasdaq. Nasdaq strongly recommends that firms create web service calls to retrieve the NFN Daily List and NFN Directory files. Nasdaq has modified the authentication process for fetching files from the NFN Secure Web Service. All programmatically generated calls should contain client certificate issued by Nasdaq (NasdaqM Web Security Framework). Exported ( certificate can be saved as a file and added to the request. For security reasons, Nasdaq recommends that firms access the NFN web services via PST (user credentials passed via form post) method. The following is an example call that can be used to retrieve files: GetFile(" 2010&Type=pipe","YURUSERNAME","YURPASSWRD", PATHTSAVEDCERT, CERTPASSWRD ); public static void GetFile (string url, string username, string password, string certpath, string certpassword) { string postdata = String.Format("username={0}&password={1}", username, password); StreamReader sr = null; HttpWebRequest request = (HttpWebRequest)HttpWebRequest.Create(url); request.method = "PST"; request.accept = "text/html"; request.cookiecontainer = new CookieContainer(); request.useragent = "Mozilla/4.0 (compatible; MSIE 7.0; Windows NT 5.1)"; ///Exported client certificate added to the request. Revised: March 15, 2019 Page 3

4 509Certificate yourcert = new 509Certificate(certPath, certpassword); request.clientcertificates.add(yourcert); byte[] bytearray = System.Text.Encoding.UTF8.GetBytes(postData); request.contenttype = "application/x-www-form-urlencoded"; request.contentlength = bytearray.length; Stream datastream = request.getrequeststream(); datastream.write(bytearray, 0, bytearray.length); datastream.close(); } try { using (HttpWebResponse response = (HttpWebResponse)request.GetResponse()) { if ((int)response.status < 400 (int)response.status > 499) { sr = new StreamReader(response.GetResponseStream()); //here you can parse the stream and store in db, or write to a file //i will simply write it to the console Console.WriteLine(sr.ReadToEnd()); } else { //error in web request returned by server Console.WriteLine(response.Status + ": " + response.statusdescription); } } } catch (Exception e) { Console.WriteLine(e.Message); } finally { sr.close(); } Note: Clients are required to replace username and password with their unique assigned logon credentials from Nasdaq. Additional authentication examples are available upon request. Clients also need to present a valid client side certificate NasdaqM Web Security Framework. ther Sample Calls Using CURL: curl -b cookies.txt -c cookies.txt -d "username=&password=yyy" url --cert <certificate[:password]> Note: Cookies should be turned on to retain sessions. In addition, explicitly post the username and password (lower case) and remove server variables. Revised: March 15, 2019 Page 4

5 Hours of peration The NFN web service reports outlined in this document are available for download from Monday mornings at 12:00 a.m., Eastern Time (ET) through Friday evenings at 11 p.m., ET. The NFN posting times for each report are as follows: Report Name s All Versions Initial Posting Time Between 11:00 a.m., ET and 1 p.m., ET Final Posting Time Notes 6:00 p.m., ET Nasdaq attempts to post file by 12 noon, ET. After initial posting, Nasdaq attempts to limit the changes to corrections only. Directory 7:00 a.m., ET Since the NFN Symbol Directory contains only active instruments, it is rare for the contents to change intraday. Ex-Date Report 8:00 a.m., ET 8:05 p.m., ET Nasdaq dynamically updates the Ex-Date report as pricing agents enter dividend and capital distribution data into the NFN system. For the most complete data, Nasdaq recommends that firms pull the report after 8:05 p.m., ET Release Notes Upcoming Change Added field to NFN Document Posting Service n or about March 6, 2019, Nasdaq will add 1 new field to the NFN Document Posting Service. The new field is: Issuer Name 75 bytes, Denotes the name of the Issuer / Sponsor for the NFN instrument at the time of the NFN Document Posting Service file posting. Based on client demand, Nasdaq is adding three new document types to be accepted: Revised: March 15, 2019 Page 5

6 Past Changes 2018 Proof of Total Net Assets Summary Plan Description ther n or about November 5, 2018, Nasdaq will add 13 new fields to the. The new fields are: Vehicle Legal Structure bytes, Indicates how the instrument is Current currently represented or registered as with a regulation body. Vehicle Legal Structure - New Performance - Current Performance - New Rebalance Frequency - Current 100 bytes, Indicates how the instrument is represented or registered as with a regulation body. 40 bytes, Indicates the current performance of the instrument: Aggregate or Model. This field will only be populated for Managed Accounts and Separate Accounts. 40 bytes, Indicates the new performance of the instrument: Aggregate or Model. This field will only be populated for Managed Accounts and Separate Accounts. 50 bytes, Indicates the current frequency of buying and selling securities of the portfolio to set the weight of each asset class back to its original state of investment strategy. This field will only be populated for Managed Accounts and Separate Accounts. Rebalance Frequency - New 50 bytes, Indicates the new frequency of buying and selling securities of the portfolio to set the weight of each asset class back to its original state of investment strategy. This field will only be populated for Managed Accounts and Separate Accounts. Number of Accounts 10 bytes, Denotes the number of accounts for the instrument. This field will only be populated for Managed Accounts and Separate Accounts. Number of Accounts Date Date, MM/DD/YYYY Indicates the As of Date associated with the Number of Accounts field. This field will only be populated if the Number of Accounts is provided. Assets Under Management 25 bytes, Denotes the total market value of assets that an investment company or financial institution manages on behalf of investors. Assets Under Management Date Date, MM/DD/YYYY Indicates the As of Date associated with the Asset Under Management field. This field will Revised: March 15, 2019 Page 6

7 only be populated if the Asset Under Management is provided. GIPS Compliant 1 byte, Alpha Denotes that the is compliant with the Global Investment Performance Standards. This field will only be populated for Managed Accounts, Separate Accounts, and Collective Investment Trusts. Y Yes. NFN issuer has indicated that this instrument is GIPS Compliant. N No. NFN issuer has indicated that this instrument is not GIPS Compliant. <space> Not available. NFN Issuer did not provide GIPS compliance status. Insured 20 bytes, Denotes whether the instrument is insured by FDIC or others, for Demand Deposit Accounts only. Insured Amount 9 bytes, decimal, $$$$$$$$$ (9,0) Indicates the amount of investment in Demand Deposit Account that is being insured. Nasdaq is adding 6 new fields to the NFN Directory file: Vehicle Legal Structure 100 bytes, Indicates how the instrument is currently represented or registered as with a regulation body. Performance 40 bytes, Indicates the current performance of the instrument: Aggregate or Model. This field will only be populated for Managed Accounts and Separate Accounts. Rebalance Frequency 50 bytes, Indicates the frequency of buying and selling securities of the portfolio to set the weight of each asset class back to its original state of investment strategy. This field will only be populated for Managed Accounts and Separate Accounts. GIPS Compliant 1 byte, Alpha Denotes that the is compliant with the Global Investment Performance Standards. This field will only be populated for Managed Accounts, Separate Accounts, and Collective Investment Trusts. Revised: March 15, 2019 Page 7

8 Y Yes. NFN issuer has indicated that this instrument is GIPS Compliant. N No. NFN issuer has indicated that this instrument is not GIPS Compliant. <space> Not available. NFN Issuer did not provide GIPS compliance status. Insured 20 bytes, Denotes whether the instrument is insured by FDIC or others, for Demand Deposit Accounts only. Insured Amount 9 bytes, decimal, $$$$$$$$$ (9,0) Indicates the amount of investment in Demand Deposit Account that is being insured. n or about August 20, 2018, Nasdaq will release rebranding changes to the Nasdaq Fund Network (NFN) Daily List, and Symbol Directory. These changes will include removing branding from 4 field headers in message header row, and removing branding from 1 event code, detailed below. Nasdaq will release JSN formatted data streams and files. For JSN formatted test files please see Data Technical News Daily List Changes: ld MFQS Symbol Current MFQS Symbol New MFQS Event MFQS Symbol for Merger / Acquisition MFQS Attribute Change MFQS Effective Date Symbol Directory changes: ld MFQS Symbol MFQS Start Date New Symbol Current Symbol - New Event Symbol for Merger / Acquisition Attribute Change System Effective Date New Symbol Pricing Start Date Nasdaq to release a new Type, and a new code for Demand Deposit Account: Type Description DD 5 Demand Deposit Account A demand deposit is an account with a bank or other financial institution that allows the depositor to withdraw his or her funds from the account without warning or with less than seven days' notice. Demand deposits are a key component of Revised: March 15, 2019 Page 8

9 the M1 money supply calculated by the Federal Reserve. Nasdaq Fund Network URL changes from to There is a parallel period for this change. The parallel period ends on December 31, In addition to integrating the rebranding of the Nasdaq Fund Network, the names of the web service reports are also changing. Report Advanced Notification Daily List Report names through August 17, 2018 ~/reports/mfqsadvance.ashx Report names as of August 20, 2018 ~/reports/dladvance.ashx Symbol Directory ~/reports/mfqsdirectory.ashx ~/reports/directory.ashx Documentation Download ~/reports/mfqsdocpost.ashx ~/reports/docpost.ashx Next Day Notification Daily List Expense ~/reports/mfqsnextday.ashx ~/reports/mfqsfundexpense.as hx ~/reports/dlnextday.ashx ~/reports/expense.ashx Root Directory ~/reports/mfqsroot.ashx ~/reports/rootdirectory.ashx Performance ~/reports/mfqsperfo rmance.ashx ~/reports/performance.as hx NFN added the ability to pull the and NFN Advanced Daily list by symbol, and symbol/date. n March 26, 2018, Nasdaq will release a new s and Type values to the. The new Types and s will denote the addition of SMAs, UMAs, CITs, Separate Accounts and the shift of Hedge Funds from Alternative Products, to its own Type, the for Hedge Funds will remain the unchanged. n January 29, 2018, Nasdaq will release a new field to the. Root Symbol will denote the Root identification for each instrument listed with NFN, where available. This field will not be required. Past Changes 2017 n November 20, 2017, Nasdaq will release a new field to the. Class will denote the share class for each instrument listed with NFN, where available. This new field will be eligible for Mutual Funds, Money Market Funds, Annuities, and Alternative Investment Products. This field will not be required. Revised: March 15, 2019 Page 9

10 Based on client demand, Nasdaq is modifying NFN eligibility standards to allow both registered and non-registered instruments to use the valuation service. n March 6, 2017, Nasdaq will release three new values in the existing Registration field on the. The new field will denote the U.S. regulatory oversight body with which the NFN instrument is registered. The allowable values are: Description S U.S. Securities and Exchange Commission (SEC) is covered by SEC rules. M Municipal Securities Rulemaking Board (MSRB) is covered by MSRB rules. C U.S. Commodity Futures Trading Commission (CFTC) is covered by CTFC rules. SEC Registration Exemption meets SEC exemption requirements and is not covered by MSRB or CTFC rules. N Not Registered with U.S. Regulatory Agency is not covered by U.S. regulatory agency rules. ther ther n May 15, 2017, Nasdaq will add two codes for the existing field in the NFN Symbol Directory and file formats. The new values are: Description Y Interval Fund An interval fund is a type of investment company that periodically offers to repurchase its shares from shareholders. Please refer to the SEC website for a more complete description. Z Business Development Company (BDC) Note: NFN supports a footnote code of I to denote when repurchase offer periods. BDCs is a type of closed-end investment company for the purpose of making capital more readily available to small, developing, and financially troubled companies that do not have ready access to the public capital markets or other forms of conventional financing. Please refer to the SEC website for BDC rules. Revised: March 15, 2019 Page 10

11 (s) Web Service Parameters To retrieve the NFN Directory, Web Service Users shall need to enter a call with the following parameters: Daily List File Name: As noted below, Nasdaq offers two versions of the NFN Daily List. User should specify DLAdvance or DLNextDay. Date of Daily List: Data should be entered in MM-DD-YYYY or MM/DD/YYYY format. Symbol for Daily List: Data should be 5-11 characters, following the symbol format requirements. File Type: Data should indicate requested file format. ptions: ML for ML formatted text, pipe for pipe ( ) delimited text, ExcelML for a formatted MS- Excel file, or JSN for a JSN format File Format Each business day, Nasdaq will post two files with the same basic file format: Advance Notifications: This file will include all NFN registration actions that were approved by NFN perations on the current business date regardless of the effective date. This advance notification file will be stored as a pipedelimited text file. For the Web Service file name parameter, please use DLAdvance. Next Business Day Changes: This file provides only those NFN registration actions scheduled to take effect on the next business day. This next day file will be stored as a pipe-delimited text file. For the Web Service file name parameter, please use DLNextDay. The file format for both files will be the same. The files will include a message header row with the field headings. Following the message header row, the individual security-level records will be sorted in ascending order by System Effective Date and then ascending alphabetic order by Symbol field. As the last record in the file, the system will provide the Web Service parameters as well as the Note for the Day. Revised: March 15, 2019 Page 11

12 Security Level Details Posting Date Date, MM/DD/YYYY Denotes the date on which the record was generated. Date field is stored in MM/DD/YYYY format. Posting Time System Effective Date Time, HHMMSS Date, MM/DD/YYYY Event Text up to 50 bytes Denotes the time that the entry was generated or last updated. The time will be stated in HHMMSS format. The time is based on US Eastern Time. Denotes the date that the NFN instrument registration change will be effective in the NFN system. Date field is stored in MM/DD/YYYY format. Indicates the type of registration action associated with the NFN instrument. Allowable values are: Issuer Corporate Action Date Type / Tier Current Date, MM/DD/YYYY 2 bytes, Event s Addition Deletion Replacement Attribute Change Restore Withdraw Addition Withdraw Deletion Withdraw Replacement Withdraw - Attribute Change Withdraw Restore Denotes the date that the NFN issuer will enact (enacted) the instrument change action on its side. Date field is stored in MM/DD/YYYY format. Note: The Issuer Corporate Action Date shall be populated for Attribute Change and Deletion event codes only. Denotes the NFN security class and listing tier for the instrument at the time of the Daily List posting. Allowable values are: MF Mutual Fund News Media List MS Mutual Fund Supplemental List $$ Money Market Fund News Media List $S Money Market Fund Supplemental List US Unit Investment Trust (UIT) AN Annuity Revised: March 15, 2019 Page 12

13 SP AP EM MA CT SA HF DD Structured Product Alternative Investment Product (AIP) NextShares Exchange Traded Managed Fund Managed Accounts Collective Investment Trust (CIT) Separate Accounts Hedge Fund Demand Deposit Account Type / Tier New 2 bytes, For addition actions, this field will not be reflect the NFN issue type for the instrument being replaced in the system. will reflect the NFN issue type in system on the Daily List posting date. For deletion actions, this field will reflect the NFN issue type for the instrument being removed from the system. For restore actions, this field will not be Denotes the NFN security class and listing tier for the instrument as of the System Effective Date. Allowable values are: MF Mutual Fund News Media List MS Mutual Fund Supplemental List $$ Money Market Fund News Media List $S Money Market Fund Supplemental List US Unit Investment Trust (UIT) AN Annuity SP Structured Product AP Alternative Investment Product (AIP) EM NextShares Exchange Traded Managed Fund MA Managed Accounts CT Collective Investment Trust (CIT) SA Separate Accounts HF Hedge Fund Revised: March 15, 2019 Page 13

14 DD Demand Deposit Account Current 1 byte, For addition actions, this field will reflect the NFN issue type for the instrument being added to the system. reflect the NFN issue type for the instrument being added to the system. will reflect the NFN issue type as of the System effective date. For deletion actions, this field will not be For restore actions, this field will reflect the NFN issue type for the instrument being reinstated to the NFN system. Indicates the investment strategy or subcategory for the NFN instrument at the time of the Daily List posting. The allowable values are: Mutual Funds (Types MF and MS) Mutual Fund pen End C Mutual Fund Closed End Interval Fund Y Z Business Development Company (BDC) Money Market Funds (Types $$ and $S) Money Market Fund General A Purpose Money Market Fund G Government Securities Money Market Fund Tax Exempt Securities Unit Investment Trust (Type US) Unit Investment Trust Debt D Securities Unit Investment Trust Equity E Securities Annuities (Type AN) M Annuity Variable N Annuity Equity Indexed Structured Products (Type SP) R Structured Product Hybrid Structured Product Single S Stock Structured Product T Buffer/Barrier Enhanced Upside Revised: March 15, 2019 Page 14

15 U Structured Product Principal Protected V Structured Product Commodity / F W Structured Product Rates Enhanced L Structured Product ther Alternative Investment Products (Type AP) B Managed Future Fund F Fund of Hedge Fund I Non-Traded REIT J Non-Traditional Hedge Fund (Registered) K Commodity Pool Fund P Private Equity ffering NextShares Exchange Traded Managed Funds (Type EM) Q NextShares Hedge Fund (Type HF) H Hedge Fund Collective Investment Trust (Type CT) 1 Collective Investment Trust Managed Accounts (Type MA) 2 Separately Managed Accounts (SMA) 3 Unified Managed Accounts (UMA) Separate Accounts (Type SA) 4 Separate Accounts Demand Deposit Account (Type DD) 5 Demand Deposit Account For addition actions, this field will not be reflect the NFN issue category for the instrument being replaced in the system. will reflect the NFN issue category in system on the Daily List posting date. For deletion actions, this field will reflect the NFN issue category for the instrument being removed from the system. For restore actions, this field will not be Revised: March 15, 2019 Page 15

16 New 1 byte, Indicates the investment strategy or subcategory for the NFN instrument on the stated System Effective Date. The allowable values are: Mutual Funds (Types MF and MS) Mutual Fund pen End C Mutual Fund Closed End Y Interval Fund Business Development Z Company (BDC) Money Market Funds (Types $$ and $S) Money Market Fund General A Purpose Money Market Fund G Government Securities Money Market Fund Tax Exempt Securities Unit Investment Trust (Type US) Unit Investment Trust Debt D Securities Unit Investment Trust Equity E Securities Annuities (Type AN) M Annuity Variable N Annuity Equity Indexed Structured Products (Type SP) R Structured Product Hybrid Structured Product Single S Stock Structured Product T Buffer/Barrier Enhanced Upside Structured Product Principal U Protected Structured Product V Commodity / F Structured Product Rates W Enhanced L Structured Product ther Alternative Investment Products (Type AP) B Managed Future Fund F Fund of Hedge Fund I Non-Traded REIT J Non-Traditional Hedge Fund (Registered) K Commodity Pool Fund P Private Equity ffering Revised: March 15, 2019 Page 16

17 NextShares Exchange Traded Managed Funds (Type EM) Q NextShares Hedge Fund (Type HF) H Hedge Fund Collective Investment Trust (Type CT) 1 Collective Investment Trust Managed Accounts (Type MA) 2 Separately Managed Accounts (SMA) 3 Unified Managed Accounts (UMA) Separate Accounts (Type SA) 4 Separate Accounts Demand Deposit Account (Type DD) 5 Demand Deposit Account Symbol Current 11 bytes, For addition actions, this field will reflect the NFN issue category for the instrument being added to the system. reflect the NFN issue category for the instrument being added to the system. will reflect the NFN issue category as of the System effective date. For deletion actions, this field will not be For restore actions, this field will reflect the NFN issue category for the instrument being reinstated to the NFN system. Denotes the Nasdaq-assigned symbol for NFN instrument at the time of the file posting. For addition actions, this field will not be reflect the symbol for the instrument being replaced in the system. will reflect the symbol in system on the Daily List posting date. For deletion actions, this field will reflect the symbol for the instrument being removed from the system. Revised: March 15, 2019 Page 17

18 For restore actions, this field will not be Symbol New 11 bytes, Denotes the new Nasdaq-assigned symbol for NFN instrument as of the System Effective Date. CUSIP Current CUSIP New 9 bytes, 9 bytes, For addition actions, this field will reflect the symbol for the instrument being added to the system. reflect the symbol for the instrument being added to the system. will reflect the symbol as of the System effective date. For deletion actions, this field will not be For restore actions, this field will reflect the symbol for the instrument being reinstated to the NFN system. Denote the CUSIP in the NFN system for the instrument at the time of the file posting. Please note that Nasdaq will only populate this field for recipient firms with a valid CUSIP license and entitlement token. For addition actions, this field will not be reflect the CUSIP for the instrument being replaced in the system. will reflect the CUSIP in system on the Daily List posting date. For deletion actions, this field will reflect the CUSIP for the instrument being removed from the system. For restore actions, this field will not be Denotes the CUSIP number, as being reported by the NFN Issuer, for the NFN instrument as of the System Effective Date. Please note that Nasdaq will only populate this field for recipient firms with a valid CUSIP license and entitlement token. For addition actions, this field will reflect the CUSIP for the instrument being added to the system. Revised: March 15, 2019 Page 18

19 reflect the CUSIP for the instrument being added to the system. will reflect the CUSIP as of the System effective date. For deletion actions, this field will not be For restore actions, this field will reflect the CUSIP for the instrument being reinstated to the NFN system. Name Current Text up to 150 bytes Denotes the Issue Name in the NFN system for the instrument at the time of the file posting. Name New Issuer Name Current Text up to 150 bytes Text up to 75 bytes For addition actions, this field will not be reflect the Issue Name for the instrument being replaced in the system. For instrument attribute change actions, this field will reflect the Issue Name in system on the Daily List posting date. For deletion actions, this field will reflect the Issue Name for the instrument being removed from the system. For restore actions, this field will not be Denotes the Issue Name for NFN instrument as of the System Effective Date. For addition actions, this field will reflect the Issue Name for the instrument being added to the system. reflect the Issue Name for the instrument being added to the system. will reflect the Issue Name as of the System effective date. For deletion actions, this field will not be For restore actions, this field will reflect the Issue Name of the instrument being reinstated to the NFN system. Denotes the name of the Issuer / Sponsor for the NFN instrument at the time of the NFN Daily List file posting. Revised: March 15, 2019 Page 19

20 For addition actions, this field will not be reflect the Issuer Name for the instrument being replaced in the system. will reflect the Issuer Name in system on the Daily List posting date. For deletion actions, this field will reflect the Issuer Name for the instrument being removed from the system. For restore actions, this field will not be Issuer Name New Text up to 75 bytes Denotes the name of the Issuer / Sponsor for the NFN instrument as of the System Effective Date. Exchange for Listed s Current 4 bytes, For addition actions, this field will reflect the Issuer Name for the instrument being added to the system. reflect the Issuer Name for the instrument being added to the system. will reflect the Issuer Name as of the System effective date. For deletion actions, this field will not be For restore actions, this field will reflect the Issuer Name for the instrument being reinstated to the NFN system. Denotes the IS Market Identification s (MICs) for the primary listing market center for the NFN instrument at the time of the Daily List posting. Note: This field will be populated for closed-end funds / exchange traded funds and structured products only. For addition actions, this field will not be not be will reflect the Listing Exchange in system on the Daily List posting date. Revised: March 15, 2019 Page 20

21 For deletion actions, this field will reflect the Listing Exchange for the instrument being removed from the system. For restore actions, this field will not be Exchange for Listed s New 4 bytes, Denotes the IS Market Identification s (MICs) for the primary listing market center for the NFN instrument as of the System Effective Date. Note: This field will be populated for closed-end funds / exchange traded funds and structured products only. Exchange Symbol For Listed s Current 11 bytes, For addition actions, this field will reflect the Listing Exchange for the instrument being added to the system. not be will reflect the Listing Exchange as of the System effective date. For deletion actions, this field will not be For restore actions, this field will reflect the Listing Exchange for the instrument being reinstated to the NFN system. Denotes the ticker symbol for the NFN instrument on its primary listing market at the time of the Daily List posting. Note: This field will only be populated if the exchange code field above is For addition actions, this field will not be not be will reflect the Listing Exchange in system on the Daily List posting date. For deletion actions, this field will reflect the Listing Exchange for the instrument being removed from the system. For restore actions, this field will not be Revised: March 15, 2019 Page 21

22 Exchange Symbol For Listed s New 11 bytes, Denotes the ticker symbol for the NFN instrument on its primary listing market as of the System Effective Date. Note: This field will only be populated if the exchange code field above is Newspaper Category Current Newspaper Category New 20 bytes, (inclusive of spaces) 20 bytes, (inclusive of spaces) For addition actions, this field will reflect the Listing Exchange Symbol for the instrument being added to the system. not be will reflect the Listing Exchange Symbol as of the System effective date. For deletion actions, this field will not be For restore actions, this field will reflect the Listing Exchange Symbol for the instrument being reinstated to the NFN system. Denotes the heading to be displayed in print media stock tables in for the NFN Issuer / Fund Family as of the Daily List posting date. This field will only be populated if the NFN Fund Type Current field value is equal to MF (Mutual Fund News Media List) or $$ (Money Market Fund News Media List). For addition actions, this field will not be not be For NFN attribute change actions, this field will reflect the Newspaper Heading in system on the Daily List posting date. For deletion actions, this field will reflect the Newspaper Heading for the instrument being removed from the system. For restore actions, this field will not be Denotes the heading to be displayed in print media stock tables in for the NFN Issuer / Fund Family as of the System Effective Date. Note: This field should only be populated if the NFN Fund Type New field value is equal to MF (Mutual Fund News Media List) or $$ (Money Market Fund News Media List). Revised: March 15, 2019 Page 22

23 Newspaper Abbreviation Current Newspaper Abbreviation New 16 bytes, (inclusive of spaces) 16 bytes, (inclusive of spaces) For addition actions, this field will reflect the Newspaper Heading for the instrument being added to the system. not be will reflect the Newspaper Heading as of the System Effective Date. For deletion actions, this field will not be For restore actions, this field will reflect the Newspaper Heading for the instrument being reinstated to the NFN system. Denotes the descriptive symbol to be displayed in the print media stock tables for the NFN instrument as of System Effective Date. Note: This field should only be populated if the NFN Fund Type Current field value is equal to MF or $$. For addition actions, this field will not be not be will reflect the Newspaper Symbol in system on the Daily List posting date. For deletion actions, this field will reflect the Newspaper Symbol for the instrument being removed from the system. For restore actions, this field will not be Denotes the descriptive symbol to be displayed in the print media stock tables for the NFN instrument as of System Effective Date. Note: This field should only be populated if the NFN Fund Type New field value is equal to MF or $$. For addition actions, this field will reflect the Newspaper Symbol for the instrument being added to the system. not be Revised: March 15, 2019 Page 23

24 will reflect the Newspaper Symbol as of the System Effective Date. For deletion actions, this field will not be For restore actions, this field will reflect the Newspaper Symbol for the instrument being reinstated to the NFN system. Pricing Agent Current Text up to 150 bytes Denotes the name of the firm responsible for submitting valuation data for NFN instrument at the time of the Daily List posting. Pricing Agent New Pricing Frequency Current Text up to 150 bytes 1 byte, For addition actions, this field will not be reflect the Pricing Agent for the instrument being replaced in the system. will reflect the Pricing Agent in system on the Daily List posting date. For deletion actions, this field will reflect the Pricing Agent for the instrument being removed from the system. For restore actions, this field will not be Denotes the name of the firm responsible for submitting valuation data for NFN instrument as of the System Effective Date. For addition actions, this field will reflect the Pricing Agent for the instrument being added to the system. reflect the Pricing Agent for the instrument being added to the system. will reflect the Pricing Agent as of the System effective date. For deletion actions, this field will not be For restore actions, this field will reflect the Pricing Agent for the instrument being reinstated to the NFN system. Denotes the pricing frequency for the NFN instrument as of the Daily List posting date. Allowable values are: Revised: March 15, 2019 Page 24

25 I D W B M Q S A Intraday Daily Weekly Bi-weekly Monthly Quarterly Semi-Annual Annual Pricing Frequency New 1 byte, For addition actions, this field will not be reflect the NFN Pricing Frequency for the instrument being replaced in the system. will reflect the NFN Pricing Frequency in system on the Daily List posting date. For deletion actions, this field will reflect the NFN Pricing Frequency for the instrument being removed from the system. For restore actions, this field will not be Denotes the expected pricing frequency for the NFN instrument as of System Effective Date. Allowable values are: I D W B M Q S A Intraday Daily Weekly Bi-weekly Monthly Quarterly Semi-Annual Annual Please note that, if the Issuer does not provide this information, the default pricing frequency will be Daily. For addition actions, this field will reflect the NFN Pricing Frequency for the instrument being added to the system. reflect the NFN Pricing Frequency for the instrument being added to the system. Revised: March 15, 2019 Page 25

26 will reflect the NFN Pricing Frequency as of the System effective date. For deletion actions, this field will not be For restore actions, this field will reflect the NFN Pricing Frequency for the instrument being reinstated to the NFN system. Country of Issuance 2 bytes, Denotes the primary registration location for the issuance as of System Effective Date. For this field, Nasdaq will use IS 3166 country codes. ISIN Current 12 bytes, Denotes the ISIN for the NFN at the time of the Daily List posting. The ISIN should map to the country of issuance. ISIN New Currency Inception Date NAV Inception Date 12 bytes, 3 bytes, Date, MM/DD/YYYY 11 bytes, Denotes the ISIN for the NFN as of the System Effective Date. The ISIN should map to the country of issuance. Denotes the currency in which the NFN instrument will submit valuation data as of System Effective Date. Nasdaq will use the GitHub currency alphabetic codes for this field. The default value is USD. Denotes the date that the NFN was created by the NFN Issuer. Field will be stated in MM/DD/YYYY format if available. For addition actions, this field will reflect the Inception Date for the instrument being added. reflect the Inception Date for the instrument being added. will reflect the Inception Date in the NFN system for the security. For deletion actions, this field will not be For restore actions, this field will reflect the inception date for the instrument being reinstated to the NFN system. Denotes the net asset value (NAV) for the NFN instrument as of the Inception Date. Data format: $$$$$$$$.dddd. Refer to the Pricing Currency field for the denomination for the NAV. Revised: March 15, 2019 Page 26

27 Total Net Assets Inception Date Minimum Initial Subscription 15 bytes, 12 bytes, For addition actions, this field will reflect the Inception Date NAV for the instrument being added. reflect the Inception Date NAV for the instrument being added. will reflect the updated inception date NAV if provided by the issuer. For deletion actions, this field will not be For restore actions, this field will reflect the inception date NAV for the instrument being reinstated to the NFN system if available. Denotes the total net assets for the NFN instrument as of the Inception Date. Data format: $$$$$$$$$$$$$$$. Refer to the Pricing Currency field for the denomination for the Total Net Assets. For addition actions, this field will reflect the Total Net Assets - Inception Date for the instrument being added. reflect the Total Net Assets - Inception Date for the instrument being added. will reflect the updated Total Net Assets - Inception Date if provided by the issuer. For deletion actions, this field will not be For restore actions, this field will reflect the Total Net Assets - Inception Date for the instrument being reinstated to the NFN system if available. Denotes the Minimum Initial Subscription amount for the NFN instrument as of the Corporate Action Date. Data format: $$$$$$$$$.dd. Refer to the Pricing Currency field for the denomination for the subscription amount. Please note that Minimum Initial Subscription is an optional data entry field. Revised: March 15, 2019 Page 27

28 For addition actions, this field will reflect the Minimum Initial Subscription for the instrument being added. reflect the Minimum Initial Subscription for the instrument being added. will reflect the Minimum Initial Subscription as of the Corporate Action Date. For deletion actions, this field will not be For restore actions, this field will reflect the Minimum Initial Subscription for the instrument being reinstated to the NFN system. Minimum Incremental Subscription 12 bytes, Denotes the Minimum Initial Subscription amount for the NFN instrument as of the Corporate Action Date. Data format: $$$$$$$$$.dd. Refer to the Pricing Currency field for the denomination for the subscription amount. Please note that Minimum Initial Subscription is an optional data entry field. pen To New Investors 1 byte, For addition actions, this field will reflect the Minimum Incremental Subscription for the instrument being added. reflect the Minimum Incremental Subscription for the instrument being added. will reflect the Minimum Incremental Subscription as of the Corporate Action Date. For deletion actions, this field will not be For restore actions, this field will reflect the Minimum Incremental Subscription for the instrument being reinstated to the NFN system. Denotes if the NFN is open or closed to new investors as of the Corporate Action Date. Allowable values are: C <space> Closed to new investors pen to new investors Not available Revised: March 15, 2019 Page 28

29 Please note that, if the issuer does not provide this flag, the default value will be. Number of Shareholders Number of Shareholders Date Total Shares utstanding 12 bytes, Date, MM/DD/YYYY 12 bytes, For addition actions, this field will reflect the Flag for the instrument being added. reflect the Flag for the instrument being added. will reflect the Flag as of the Corporate Action Date. For deletion actions, this field will not be For restore actions, the field will reflect the Flag for the instrument being reinstated to the NFN system. Denotes the number of shareholders for the NFN instrument as of the date listed in the field below. For addition actions, this field will reflect the Number of Shareholders for the instrument being added. reflect the Number of Shareholders for the instrument being added. will reflect the Number of Shareholders as of the date listed below. For deletion actions, this field will not be For restore actions, this field will reflect the Number of Shareholders from the most recent NFN application for the instrument being reinstated to the NFN system. Indicates the As of Date associated with the Number of Shareholders field above. Field will be stated in MM/DD/YYYY format if available. This field will only be populated if the Number of Shareholders is provided. Denotes the number of total shares outstanding (TS) for the NFN instrument as of date listed in the field below. For addition actions, this field will reflect the TS for the instrument being added. Revised: March 15, 2019 Page 29

30 reflect the TS for the instrument being added. will reflect the TS as of the date listed below. For deletion actions, this field will not be For restore actions, this field will reflect the TS from the most recent NFN application for the instrument being reinstated to the NFN system. Total Shares utstanding Date Date, MM/DD/YYYY Indicates the As of Date associated with the TS field above. Field will be stated in MM/DD/YYYY format if available. This field will only be populated if the TS is provided. Total Net Assets 15 bytes, Denotes the Total Net Assets (in actual currency units) for the NFN instrument as of the date listed in the field below. Data Format: $$$$$$$$$$$$$$$. Refer to the Pricing Currency field for the denomination for the Total Net Assets. For addition actions, this field will reflect the Total Net Assets for the instrument being added. reflect the Total Net Assets for the instrument being added. will reflect the Total Net Assets as of the date listed below. For deletion actions, this field will not be For restore actions, this field will reflect the Total Net Assets from the latest NFN application for the instrument being reinstated to the NFN system. Total Net Assets Date Date, MM/DD/YYYY Note: NFN allows firms to report Total Net Assets via the NFN Valuation Module on a daily basis. nce a security is active on the NFN system, firms should use the Nasdaq Fund Network Data Service product for Total Net Asset information. Indicates the As of Date associated with the Total Net Assets field above. Field will be stated in MM/DD/YYYY format if available. This field will only be populated if the Total Net Assets is provided. Revised: March 15, 2019 Page 30

31 Deposit Date Current Date, MM/DD/YYYY Indicates the current date in the NFN system for the trust deposit. Field will be stated in MM/DD/YYYY format. This field will only be populated for UIT and Structured Product registrations. Deposit Date New Termination Date Current Date, MM/DD/YYYY Date, MM/DD/YYYY For addition actions, this field will not be reflect the Deposit Date for the instrument being removed. will reflect the Deposit Date on the Daily List posting date. For deletion actions, this field will reflect the Deposit Date for the instrument being deleted. For restore actions, this field will not be Indicates the new date in the NFN system for the trust deposit. Field will be stated in MM/DD/YYYY format. This field will only be populated for UIT and Structured Product instruments. For addition actions, this field will reflect the Deposit Date for instrument being added. reflect the Deposit Date for the instrument being added. will reflect the Deposit Date as of the System Effective Date. For deletion actions, this field will not be For restore actions, this field will reflect the Deposit Date for the instrument being instated to the NFN system. Indicates the scheduled maturity or termination date for the NFN instrument on the Daily List posting date. Field will be stated in MM/DD/YYYY format if available. This field will only be populated for UIT and Structured Product instruments. For addition actions, this field will not be Revised: March 15, 2019 Page 31

32 reflect the Termination Date for the instrument being removed. will reflect the Termination Date as of the System Effective Date. For deletion actions, this field will reflect the Termination Date for the instrument being deleted. For restore actions, this field will not be Termination Date New Date, MM/DD/YYYY Indicates the scheduled maturity or termination date for the NFN instrument as of the System Effective Date. Field will be stated in MM/DD/YYYY format if available. This field will only be populated for UIT and Structured Product instruments. Distribution Frequency Current 1 byte, For addition actions, this field will reflect the Termination Date for instrument being added. reflect the Termination Date for the instrument being added. will reflect the Termination Date as of the System Effective Date. For deletion actions, this field will not be For restore actions, this field will reflect the Termination Date from the most recent NFN application for the instrument being reinstated to the NFN system. Indicates the current distribution frequency for the instrument in the NFN system on the Daily List posting date. Allowable values are: M Q S A <space> Monthly Quarterly Semi-Annual Annual Not available For addition actions, this field will not be Revised: March 15, 2019 Page 32

33 reflect the Distribution Frequency for the instrument being removed. will reflect the Distribution Frequency as of the Daily List posting date. For deletion actions, this field will reflect the Distribution Frequency for the instrument being deleted. For restore actions, this field will not be Distribution Type Current 2 bytes, Indicates the current distribution type listed in the NFN system for the instrument. Allowable values are: C R W RC RW <space> Cash Reinvest Wrap Reinvest Cash Reinvest Wrap Not available Distribution Frequency New 1 byte, For addition actions, this field will not be reflect the Distribution Type for the instrument being removed. will reflect the Distribution Type as of the Daily List posting date. For deletion actions, this field will reflect the Distribution Type for the instrument being deleted. For restore actions, this field will not be Indicates the expected distribution frequency for the instrument. Allowable values are: M Q S A <space> Monthly Quarterly Semi-Annual Annual Not available For addition actions, this field will reflect the Distribution Frequency for instrument being added. Revised: March 15, 2019 Page 33

34 reflect the Distribution Frequency for the instrument being added. will reflect the Distribution Frequency as of the System Effective Date. For deletion actions, this field will not be For restore actions, this field will reflect the Distribution Frequency for the instrument being reinstated to the NFN system. Distribution Type New 2 bytes, Indicates the planned distribution type reported by the Issuer for the NFN instrument. Allowable values are: C R W RC RW <space> Cash Reinvest Wrap Reinvest Cash Reinvest Wrap Not available Par Per Share/Unit 13 bytes, For addition actions, this field will reflect the Distribution Type for instrument being added. reflect the Distribution Type for the instrument being added. will reflect the Distribution Type as of the System Effective Date. For deletion actions, this field will not be For restore actions, this field will reflect the Distribution Type for the instrument being reinstated to the NFN system. Denotes the face value amount for the NFN instrument as of the System Effective Date. Data format will be: $$$$$$.dddddd. Refer to the Pricing Currency field for the denomination for the Par amount. Please note that the Par Per Unit/Share field may only be populated for UIT securities. For addition actions, this field will reflect the Par for instrument being added. Revised: March 15, 2019 Page 34