ETF daily holdings

ETF daily holdings are issuer-published position data: the sponsor reports the metal backing each share rather than a third party estimating it. The cataloged example is iShares Silver Trust (SLV) Daily Holdings, whose short_description reads "Daily silver holdings of the iShares Silver Trust (SLV) - ounces and tonnes in trust, NAV, shares outstanding, premium/discount" and whose tags include etf, holdings and fund-flows.

The record sizes it at roughly 5,100 daily rows in the Historical sheet - one per trading day since April 2006 - with fund-level daily granularity for NAV and total ounces, while bar-level detail lives separately in the bar list PDF. The Silver Institute record supplies the demand-side context: ETFs appear among that page's nine enumerated ways to hold silver, tagged etf, so holdings flows read as one investment channel among several.

A silver exposure model built on estimated ETF metal is built on someone else's guess about the single largest pooled vault position. Sponsor-published daily holdings remove that layer.

• Premium/discount needs the NAV pair. SLV's page publishes per-share NAV alongside ounces in trust, so a premium calculation uses two disclosed numbers instead of one assumed price.
• History starts at inception. The Historical sheet covers April 21, 2006 to present; any backtest before that date has no trust-level series to join.
• Licensing still binds free data. The record's terms note content is owned or licensed by BlackRock for personal, non-commercial use, and commercial redistribution would require permission from BlackRock.

1. Insist on the sponsor as publisher. SLV's series comes from iShares itself with an Excel data download on the official product page; aggregator reconstructions of trust metal are second-hand by definition.
2. Check the measure set, not just tonnage. Ounces and tonnes in trust, NAV, shares outstanding and premium/discount all ship together in the cataloged record - partial feeds force you to derive the rest.
3. Test daily cadence against trading days. Roughly 5,100 rows over about 20 years matches one row per trading day since April 21, 2006; gaps signal scraped-and-lost days.

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