S&P Dow Jones Indices Canadian Index Operations announces the following index changes as a result of the quarterly S&P/TSX Preferred Share Index and S&P/TSX Venture Select Index Reviews. These changes will be effective at the open on Monday, July 22,…
In this paper, we consider the effect that duration drift in bond indices has on UK pension schemes.Index tracking bond funds based on commonly used indices are widely used by pension schemes as the low risk assets in their investment…
In the second quarter of 2013, SIX Swiss Exchange posted an ETF trading turnover of CHF 27.2 billion, as announced in the ETF Quarterly Statistics[pdf], which were published today. The average transaction size of CHF 99’455 was an increase of……
MSCI Inc., announced the launch of new daily hedged indices, as part of the MSCI Hedging and Currency Indices family. The MSCI Daily Hedged and MSCI Hedged Indices aim to represent the returns of an MSCI…
Summary In recent years, the U.S. dollar has tended to lose value when the global economy improves, as investors are more willing to take risks. We believe that pattern has changed and that the U.S. dollar will outperform the Japanese…
Executive SummaryIf your children try to build a sandcastle this summer on slightly too wet sand, they are likely find themselves digging ever more sand to shore up the walls of the castle before they collapse…..
First European 1x Short and 2x Leveraged palladium ETCs listed on LSE ……
First European 1x Short and 2x Leveraged palladium ETCs listed on LSE ……