Final Terms 06F48357-5Ae1-4569-A4d4

Total Page:16

File Type:pdf, Size:1020Kb

Final Terms 06F48357-5Ae1-4569-A4d4 Execution Version SBF MIDCAC Sweden OMX Stockholm (OMXS) CAC Small90 OMXCAP France CAC IT Switzerland SWISS MARKET INDEX CAC MID 100 SWISS PERFORMANCE INDEX Germany CDAX PERFORMANCE INDEX Taiwan DAX 30 INDEX Thailand THAI SET 50 INDEX Germany LDAX Index THAI STOCK EXCHG OF THAI Germany X-DAX Index The Stock Exchange of Thailand HDAX INDEX Turkey TURKEY STOCK MKT NATL 100 MDAX ISE National 30 Index PRIME ALL SHARES UK FTSE AIM INDEX SDAX INDEX MSCI UK Index TECDAX INDEX FTSE ALL SHARE INDEX DAX 100 INDEX FTSE SMALLCAP INDEX Greece Athex Composite USA DOW JONES COMPOSITE FTSE/ASE 20 Index NASDAQ COMPOSITE FTSE/ASE Mid 40 RUSSELL 3000 FTSE/ASE Small Cap 80 IX S&P 1500 SUPERCOMPOSITE Hong Kong HANG SENG CHINA AFF. CRP S&P 400 HANG SENG CHINA ENT IDX S&P 500 INDEX HANG SENG COMPOSITE INDEX S&P 600 HANG SENG INDEX NYSE Composite S&P/HKEx LargeCap Index MSCI US Index S&P/HKEx GEM Index DJ INDUSTRIAL AVERAGE Hungary BUDAPEST STOCK EX. INDEX DJ TRANSPORTATION AV. HUNGARIAN TRADED INDEX DJ UTILITIES AVERAGE Iceland Venezuela VENEZUELA STOCK MKT INDX Ireland IRISH OVERALL INDEX Pan-European DJ Euro STOXX 50 P Italy FTSE Italia All Stars Index DJ Euro STOXX Large FTSE Italia MIB Index DJ Euro STOXX P FTSE Italia Mid Cap Index DJ STOXX 600 / Large Israel Tel Aviv 100 Index FTSE Eurotop 300 Japan Japan Topix 500 / 1000 Euronext 100 JASDAQ NEXT150 Index JP MOTHERS INDEX DJ STOXX 50 EUR Topix Core 30 IDX (TSE) Other MSCI Emerging Markets Index NIKKEI 500 INDEX MSCI World Index OSAKA HERCULES INDEX S&P Emerging BMI Tokyo SE REIT Index TOPIX 2ND SECTION TOPIX INDEX Margin: 110% for: - ETFs Eligible Collateral may also include securities whose ISINs are specified by GSI to BNYM, including ETFs listed on a regulated exchange and other equities listed in any of the countries listed above, and in each case as identified to BNYM by GSI (to be listed under separate Annex A); provided, in each case, that such ISINs are supported by BNYM. 10 Execution Version ANNEX A TO SCHEDULE 1 The following list of ISINs shall be eligible as collateral: HK0028013271 KYG308101578 HK0373013660 CNE100000213 HK3377040226 KYG750041041 KYG5315A1094 BMG524401079 CNE1000003P2 HK0000056835 HK0056039545 VGG972141037 KYG857AW1047 HK0536032532 HK0000047982 HK0086000525 JE00B5BCW814 KYG4587A1031 HK0000051869 KYG2159E1070 KYG611571061 HK2800008867 KYG3663U1085 KYG3108S1066 BMG8598B1090 HK2823028546 HK0000074432 HK0133000726 HK0000051885 KYG901371032 KYG3307Z1090 BMG4516H1209 KYG407691040 HK0000051877 HK0288009266 BMG8162K1137 HK0087000532 BMG8794Y1012 BMG8310J1099 BMG3036C2239 KYG6264V1023 HK0101000591 CNE1000001J9 BMG6773R1051 BMG8219Z1059 HK0000073343 BMG0425Y1057 BMG0403V1072 KYG2114G1064 BMG629601029 HK0000073970 HK0000073350 KYG684581013 HK0103000607 HK2828013055 BMG3615C1073 HK0000074440 CNE100000X85 CNE100000478 KYG2158K1040 BMG4977W1038 BMG6955J1036 CNE1000001B6 CNE100000Q43 KYG2744A1076 KYG6771C1006 CNE100000PP1 BMG5695X1092 CNE1000004B0 KYG2586H1112 HK0000068244 HK0000065737 CNE100000387 CNE100000544 CNE100000171 BMG988031446 CNE1000004J3 KYG846981028 BMG6694J1586 CNE1000001H3 HK0000066313 KYG8917X1218 CNE1000001X0 KYG2950W1087 JE00B3MW7P88 KYG211341048 BMG9319R1007 HK0000066198 CNE1000002Y6 BMG2161E1030 CNE100000585 CNE100000494 CNE100000X44 BMG715071343 CNE1000004T2 KYG8187G1055 CNE100000395 CNE1000004D6 HK0716002271 HK0194000995 CNE100000353 KYG321481015 HK0000066206 CNE100000239 BMG4586T1036 CNE100000445 BMG6842Q1042 KYG4465A1004 KYG6141X1079 KYG039991024 KYG8586D1097 KYG3919S1057 CNE100000TW9 KYG618391091 BMG210901242 KYG837851081 HK2833027330 KYG5213T1013 BMG1808K1009 XS0495865239 CNE1000003B2 KYG577701025 HK0823032773 CNE1000003F3 CNE1000003Y4 CNE100000320 KYG3685B1041 CNE100000Q35 KYG210891001 HK0000071313 BMG6957A2098 KYG234201054 KYG857001054 CNE1000002W0 KYG269691088 CNE1000004N5 KYG550691011 CNE1000003L1 KYG8569A1067 BMG2157E1093 BMG7821D1065 KYG112591014 KYG816971231 KYG640061027 HK0097000571 KYG215A81084 KYG8169D1043 HK0032009356 CNE1000009W5 HK0000065869 BMG3939X1002 HK0226001151 HK0171000877 KYG121611084 KYG8655D1135 BMG2155D1450 KYG8268W1024 HK0000065349 CNE1000003D8 KYG9326E1263 HK2778034606 BMG2885N1240 CNE1000004M7 BMG2335C1082 BMG2155W1010 HK0375001663 BMG7475M1626 HK0170000860 BMG9827P1095 KYG608371046 BMG7304P1059 KYG2352X1262 KYG2158G1038 BMG9031M1082 BMG4403P1106 BMG275871231 KYG2943E1329 BMG814741010 KYG2117P1037 KYG7783W1006 KYG211651081 KYG123731252 CNE1000004G9 CNE1000004F1 CNE100000346 KYG215A11032 CNE1000007G2 KYG9842Z1164 KYG4913C1042 BMG4284Y1497 CNE100000BK2 KYG8655K1094 BMG5456B1063 CNE100000262 KYG546541015 BMG215A41075 HK0018000155 CNE1000003Z1 HK0156000819 KYG8350R1020 BMG6901M1010 BMG2111H1079 KYG9684P1019 KYG459991025 KYG980891082 KYG5319F1202 BMG8064K1045 KYG4935G1091 11 Execution Version ETF Name ISIN ETF Name ISIN S&P International MidCap SPDR US78463X7646 ISHARES DJ US AEROSPACE & DF US4642887602 1‐30 Laddered Treasury PwrShrs US73936T5240 ISHARES DJ US BASIC MATERIAL US4642878387 1SHARES MSCI AUSTRALIA INDEX US4642861037 ISHARES DJ US BROKER DEALERS US4642887941 1SHARES MSCI USA ISLAMIC IE00B296QM64 ISHARES DJ US CONSMR GOODS US4642878122 1SHARES MSCI WORLD ISLAMIC IE00B27YCN58 ISHARES DJ US ENERGY SECTOR US4642877967 2X S&P Energy Rydex US78355W6848 ISHARES DJ US FINANCIAL SECT US4642877884 2X Technology Rydex US78355W6434 ISHARES DJ US FINANCIAL SVCS US4642877702 ABF HONG KONG BOND INDEX FD HK2819031405 ISHARES DJ US HEALTH CAR PRO US4642888287 ABF MALAYSIA BOND INDEX FUND MYL0800EA002 ISHARES DJ US HEALTHCARE SEC US4642877629 ABF Pan Asia Bond Index Fund SG9999002026 ISHARES DJ US HOME CONSTRUCT US4642887529 ABF PAN ASIA BOND INDEX FUND SG9999002026 ISHARES DJ US INDUSTRIAL SEC US4642877546 ABF SINGAPORE BOND INDX FUND SG1S08926457 ISHARES DJ US INSURANCE IND US4642887867 ABN AMRO S&P 500 SHORT IND‐A DE000AA1FJ32 ISHARES DJ US MEDICAL DEVICE US4642888105 ABN NV‐CW50 CROATIA ZAGREB S DE000AA0F677 ISHARES DJ US OIL & GAS EXPL US4642888519 ABN NV‐S&P CONSTR&ENGINE INF DE000AA1FM45 ISHARES DJ US OIL EQUIP & SV US4642888444 ACCESS CHINA H‐CHINA A SPREA DE000AA10CC6 ISHARES DJ US PHARMA INDEX F US4642888360 ACCESS COCOA ENHANCED TR ETC DE000AA1KH45 ISHARES DJ US REAL ESTATE US4642877397 ACCESS COCOA ENHANCED TR QUA DE000AA1KH37 ISHARES DJ US REGIONAL BANKS US4642887784 ACCESS CORN ENHANCED TR ETC DE000AA1KPW6 ISHARES DJ US TECHNOLOGY SEC US4642877215 ACCESS CORN ENHANCED TR QUA DE000AA1KPX4 ISHARES DJ US TECHNOLOGY SEC US4642877215 Access CSI 300 Index China Tracker DE000AA1DEW5 ISHARES DJ US TELECOMMUNICAT US4642877132 ACCESS RICI EN WTI C/OIL Q‐A DE000AA1HXS4 ISHARES DJ US TRANSPORT AVG US4642871929 ACCESS RICI EN WTI C/OIL‐A DE000AA1HXU0 ISHARES DJ US UTILITIES SECT US4642876977 ACCESS RICI ENH BREN C/O Q‐A DE000AA1HXT2 ISHARES DJ‐UBS COM SW DE DE000A0H0728 ACCESS RICI ENH BREN C/O‐A DE000AA1HXV8 ISHARES DJ‐UBS COM SW DE DE000A0H0728 ACCESS RICI GAS OIL TR INDEX DE000AA1KP37 ISHARES DJ‐UBS COM SW DE DE000A0H0728 ACCESS WHEAT ENHANCED TR ETC DE000AA1KPU0 ISHARES DJ‐UBS COM SW DE DE000A0H0728 ACCESS WHEAT ENHANCED TR QUA DE000AA1KPV8 ISHARES DOW JON IND AVE DE DE0006289390 Active Alpha Multi‐Cap PwrShrs US73935B2016 ISHARES DOW JON IND AVE DE DE0006289390 iShares Dow Jones Asia Pacific Select Active AlphaQ PwrShrs US73935B1026 Dividend 30 DE DE000A0H0744 iShares Dow Jones China Offshore 50 Active Low Duration PowerShrs US73935B4095 DE DE000A0F5UE8 Active Mega‐Cap PwrShrs US73935B3006 ISHARES DOW JONES G TI 50 DE DE0006289382 Active US Real Estate PwrShrs US73935B5084 ISHARES DOW JONES G TI 50 DE DE0006289382 ADR RevenueShares US7613966057 ISHARES DOW JONES US SEL DIV DE000A0D8Q49 Aerospace & Defence PwrShrs US73935X6904 ISHARES DOW JONES US SEL DIV DE000A0D8Q49 12 Execution Version AEX NETs US64118K8457 ISHARES DOW JONES US SEL DIV DE000A0D8Q49 Africa Market Vectors US57060U7871 ISHARES DOW JONES US SEL DIV DE000A0D8Q49 AIG HUATAI DIVIDEND ETF CNE000001PB0 ISHARES EB REXX MONEY MARK‐A DE000A0Q4RZ9 AII S&P ASX ENERGY AU000000ENY8 ISHARES EBREXX GOV GE DE DE0006289465 AII S&P METALS & MINING AU000000MAM3 ISHARES EBREXX GOV GE DE DE0006289465 AII S&P/ASX 200 FIN X‐A‐REIT AU000000FIX7 ISHARES EBREXX GOV GE DE DE0006289465 AII S&P/ASX 200 FINANCIALS AU000000FIN8 ISHARES EBREXX GOV GER 10.5+ DE000A0D8Q31 AII S&P/ASX 200 INDUSTRIALS AU000000IDD4 ISHARES EBREXX GOV GER 10.5+ DE000A0D8Q31 AII S&P/ASX 200 RESOURCES AU000000RSR3 ISHARES EBREXX GOVGO 1.5‐2.5 DE0006289473 AirShares EU Carbon Allow US00950G1040 ISHARES EBREXX GOVGO 1.5‐2.5 DE0006289473 Alerian MLP SEL Bearlinx ETN US0739028357 ISHARES EBREXX GOVGO 1.5‐2.5 DE0006289473 ALPHA ETF FTSE ATHEX 20 DOM GRF000013000 ISHARES EBREXX GOVGO 2.5‐5.5 DE0006289481 ALPS EQUAL SECTOR WEIGHT ETF US00162Q2057 ISHARES EBREXX GOVGO 2.5‐5.5 DE0006289481 Asia 50 ADR BLDRS US09348R1023 ISHARES EBREXX GOVGO 2.5‐5.5 DE0006289481 ATXEX DE000A0D8Q23 ISHARES EBREXX GVG 5.5‐10.5 DE0006289499 Australian $ Trust CurrencyShares US23129U1016 ISHARES EBREXX GVG 5.5‐10.5 DE0006289499 Australian Dollar ELEMENTS ETN US25154H7153 ISHARES EBREXX JUM PFANDB DE DE0002635265 Autonomic Growth NFA Global PwrShrs US73936Q3065 ISHARES EBREXX JUM PFANDB DE DE0002635265 B1 ETHICAL INDEX EURO IE0074344429 ISHARES EBREXX JUM PFANDB DE DE0002635265 B1‐MSCI EURO PARTICIPTNG SHR IE0074344205 ISHARES EBREXX JUM PFANDB DE DE0002635265 B1‐MSCI PAN EURO IE0077933707 ISHARES EPRA ASIA PROPTY YLD IE00B1FZS244 B2B Internet HOLDRs US0560331037 ISHARES EPRA ASIA PROPTY YLD IE00B1FZS244 B2B INTERNET HOLDRS TRUST US0560331037 ISHARES EPRA ASIA PROPTY YLD IE00B1FZS244 Balanced NFA Global PwrShrs US73936Q5045 ISHARES EPRA ASIA PROPTY
Recommended publications
  • CHALLENGES to BUSINESS in the TWENTY-FIRST CENTURY Challenges to Business in the Twenty-First Century AM ERICAN ACADEMY of ARTS & SCIENCES
    CHALLENGES TO BUSINESS IN THE TWENTY-FIRST CENTURY CHALLENGES TO BUSINESS IN THE TWENTY-FIRST Challenges to Business in the Twenty-First Century AM ERICAN ACADEMY OF ARTS & SCIENCES ERICAN ACADEMY OF ARTS Edited by Gerald Rosenfeld, Jay W. Lorsch, and Rakesh Khurana AMERICAN ACADEMY OF ARTS & SCIENCES AMERICAN ACADEMY OF ARTS & SCIENCES Challenges to Business in the Twenty-First Century Please direct inquiries to: American Academy of Arts and Sciences 136 Irving Street Cambridge, MA 02138-1996 Telephone: 617-576-5000 Fax: 617-576-5050 Email: [email protected] Web: www.amacad.org Challenges to Business in the Twenty-First Century Edited by Gerald Rosenfeld, Jay W. Lorsch, and Rakesh Khurana © 2011 by the American Academy of Arts and Sciences “Long-Term Financial Security” © 2011 by Roger W. Ferguson, Jr. “Challenges of Financial Innovation” © 2011 by Myron S. Scholes “Reversing the Null: Regulation, Deregulation, and the Power of Ideas” © 2011 by David A. Moss All rights reserved. Copies of this publication can be downloaded from: http://www.amacad.org/publications/Challenges.aspx. Suggested citation: Gerald Rosenfeld, Jay W. Lorsch, and Rakesh Khurana, eds., Challenges to Business in the Twenty-First Century (Cambridge, Mass.: American Academy of Arts and Sciences, 2011). Cover image © Adam Gault/Getty Images. ISBN#: 0-87724-089-2 The statements made and views expressed in this publication are solely the responsibility of the authors and are not necessarily those of the Officers and Fellows of the American Academy of Arts and Sciences. Contents 1 Introduction Gerald Rosenfeld and Leslie Cohen Berlowitz 3 Chapter 1 Long-Term Financial Security Roger W.
    [Show full text]
  • A Primer on U.S. Stock Price Indices
    A Primer on U.S. Stock Price Indices he measurement of the “average” price of common stocks is a matter of widespread interest. Investors want to know how “the Tmarket” is doing, and to be able to compare their returns with a meaningful benchmark. Money managers often have their compensation tied to performance, typically measured by comparing their results to a benchmark portfolio, so they and their clients are interested in the benchmark portfolio’s returns. And policymakers want to judge the potential for sudden adjustments in stock prices when differences from “fundamental value” emerge. The most widely quoted stock price index, the Dow Jones Industrial Average, has been supplemented by other popular indices that are constructed in a different way and pose fewer problems as a measure of stock prices. At present, a number of stock price indices are reported by the few companies that we will consider in this paper. Each of these indices is intended to be a benchmark portfolio for a different segment of the universe of common stocks. This paper discusses some of the issues in constructing and interpreting stock price indices. It focuses on the most widely used indices: the Dow Jones Industrial Average, the Stan- dard & Poor’s 500, the Russell 2000, the NASDAQ Composite, and the Wilshire 5000. The first section of this study addresses issues of construction and interpretation of stock price indices. The second section compares the movements of the five indices in the last two decades and investigates the Peter Fortune relationship between the returns on the reported indices and the return on “the market.” Our results suggest that the Dow Jones Industrial Average (Dow 30) The author is a Senior Economist and has inherent problems in its construction.
    [Show full text]
  • Vanguard Total Stock Market Index Fund
    Fact sheet | June 30, 2021 Vanguard® Vanguard Total Stock Market Index Fund Domestic stock fund | Institutional Shares Fund facts Risk level Total net Expense ratio Ticker Turnover Inception Fund Low High assets as of 04/29/21 symbol rate date number 1 2 3 4 5 $227,984 MM 0.03% VITSX 8.0% 07/07/97 0855 Investment objective Benchmark Vanguard Total Stock Market Index Fund seeks Spliced Total Stock Market Index to track the performance of a benchmark index that measures the investment return of the Growth of a $10,000 investment : January 31, 2011—D ecember 31, 2020 overall stock market. $35,603 Investment strategy Fund as of 12/31/20 The fund employs an indexing investment $35,628 approach designed to track the performance of Benchmark the CRSP US Total Market Index, which as of 12/31/20 represents approximately 100% of the 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020 investable U.S. stock market and includes large-, mid-, small-, and micro-cap stocks regularly traded on the New York Stock Exchange and Annual returns Nasdaq. The fund invests by sampling the index, meaning that it holds a broadly diversified collection of securities that, in the aggregate, approximates the full Index in terms of key characteristics. These key characteristics include industry weightings and market capitalization, as well as certain financial measures, such as Annual returns 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020 price/earnings ratio and dividend yield. Fund 1.09 16.42 33.49 12.56 0.42 12.67 21.17 -5.16 30.81 21.00 For the most up-to-date fund data, Benchmark 1.08 16.44 33.51 12.58 0.40 12.68 21.19 -5.17 30.84 20.99 please scan the QR code below.
    [Show full text]
  • Russell 2500 Index
    Product highlights Russell 2500 Index A complete view of the small-to-mid (SMID) A trusted partner Approximately $9 trillion is benchmarked cap segment of the US equity market. to the Russell US Indexes*, which provide A subset of the Russell 3000 Index, the Russell 2500 comprehensive representation of the US Index includes the Russell 2000 Index plus the smallest equity market and its size and style segments. 500 mid-cap companies from the Russell 1000 Index based on a combination of their market cap and current Relevant index membership. The Russell US Indexes are modular and flexible in their design, enabling Russell 2500 Index and Russell US Indexes customizable asset allocation structure. Representative Comprehensive coverage of the SMID cap US market segment, suitable as a benchmark for actively managed investments or as the foundation of index-linked products such as mutual funds and ETFs. Reliable Maintained using transparent, objective rules including annual reconstitution, quarterly eligible IPO additions and daily corporate action adjustments to ensure the index remains accurately representative. *Source: Data as of December 31, 2017 as reported on April 2, 2018 by eVestment for institutional assets, Morningstar for retail mutual funds, insurance products, and ETFs, and additional passive assets directly collected • Initial launch date: June 1, 1990 by FTSE Russell. AUM data includes blended benchmarks • Historical data back to: December 31, 1978 and excludes futures and options. Passive assets directly • Bloomberg Price Return Ticker: R2500 collected by FTSE Russell have been removed from third • Bloomberg Total Return Ticker: RU25INTR party sources to prevent double counting. No assurances • Thomson Reuters RIC: .R25I are given by FTSE Russell as to the accuracy of the data.
    [Show full text]
  • No. 2 Newsmaker of 2016 Was City Manager Change Rodgers Christmas Basket Fund Are Still Being Accepted
    FRIDAY 162nd YEAR • No. 208 DECEMBER 30, 2016 CLEVELAND, TN 22 PAGES • 50¢ Basket Fund Donations to the William Hall No. 2 Newsmaker of 2016 was city manager change Rodgers Christmas Basket Fund are still being accepted. Each By LARRY C. BOWERS Service informed Council members of year, the fund supplies boxes of Banner Staff Writer the search process they faced. food staples to needy families TOP 10 MTAS provided assistance free of during the holiday season. The The Cleveland City Council started charge, and Norris recommended the fund, which is a 501(c)(3) charity, the 2016 calendar year with a huge city hire a consultant. This was prior is a volunteer-suppported effort. challenge — an ordeal which devel- NEWSMAKERS to the Council’s decision to hire Any funds over what is needed to oped into the No. 2 news story of the Wallace, who had also assisted with pay for food bought this year will year as voted by Cleveland Daily the city’s hiring of Police Chief Mark be used next Christmas. Banner staff writers and editors — The huge field of applicants was Gibson. Donations may be mailed to First when the city celebrated the retire- vetted by city consultant and former Council explored the possibility of Tennessee Bank, P.O. Box 3566, ment of City Manager Janice Casteel Tennessee Bureau of Investigation using MTAS and a recruiting agency, Cleveland TN 37320-3566 or and announced the hiring of new City Director Larry Wallace, of Athens, as but Norris told them she had never dropped off at First Tennessee Manager Joe Fivas.
    [Show full text]
  • Financial Market Data for R/Rmetrics
    Financial Market Data for R/Rmetrics Diethelm Würtz Andrew Ellis Yohan Chalabi Rmetrics Association & Finance Online R/Rmetrics eBook Series R/Rmetrics eBooks is a series of electronic books and user guides aimed at students and practitioner who use R/Rmetrics to analyze financial markets. A Discussion of Time Series Objects for R in Finance (2009) Diethelm Würtz, Yohan Chalabi, Andrew Ellis R/Rmetrics Meielisalp 2009 Proceedings of the Meielisalp Workshop 2011 Editor Diethelm Würtz Basic R for Finance (2010), Diethelm Würtz, Yohan Chalabi, Longhow Lam, Andrew Ellis Chronological Objects with Rmetrics (2010), Diethelm Würtz, Yohan Chalabi, Andrew Ellis Portfolio Optimization with R/Rmetrics (2010), Diethelm Würtz, William Chen, Yohan Chalabi, Andrew Ellis Financial Market Data for R/Rmetrics (2010) Diethelm W?rtz, Andrew Ellis, Yohan Chalabi Indian Financial Market Data for R/Rmetrics (2010) Diethelm Würtz, Mahendra Mehta, Andrew Ellis, Yohan Chalabi Asian Option Pricing with R/Rmetrics (2010) Diethelm Würtz R/Rmetrics Singapore 2010 Proceedings of the Singapore Workshop 2010 Editors Diethelm Würtz, Mahendra Mehta, David Scott, Juri Hinz R/Rmetrics Meielisalp 2011 Proceedings of the Meielisalp Summer School and Workshop 2011 Editor Diethelm Würtz III tinn-R Editor (2010) José Cláudio Faria, Philippe Grosjean, Enio Galinkin Jelihovschi and Ri- cardo Pietrobon R/Rmetrics Meielisalp 2011 Proceedings of the Meielisalp Summer Scholl and Workshop 2011 Editor Diethelm Würtz R/Rmetrics Meielisalp 2012 Proceedings of the Meielisalp Summer Scholl and Workshop 2012 Editor Diethelm Würtz Topics in Empirical Finance with R and Rmetrics (2013), Patrick Hénaff FINANCIAL MARKET DATA FOR R/RMETRICS DIETHELM WÜRTZ ANDREW ELLIS YOHAN CHALABI RMETRICS ASSOCIATION &FINANCE ONLINE Series Editors: Prof.
    [Show full text]
  • Ready Coller Institute of Venture, • Sources of IP – We Will Awash with Cash
    ISSUE 1a — 2014 WELCOME ISSUE $45 THE VENTURE ECOSYSTEM FRAMEWORK: MESSY, FAST, AND GLOBAL 企业生态系统框架: 凌 乱 、快 速 、全 球 化 Trends Shaping the Venture Ecosystem in 2014 / 06 IS THE VC MODEL ‘BROKEN’? 风险投资模式“破损”了吗? VC Success Definition and Understanding Who Wins and Who Loses / 20 MEASURING SCIENCE PARKS' PERFORMANCE 度量科技园区的业绩 TusPark, Imperial West, and 15 other Parks / 28 time to Impact THE PUBLIC VENTURE POLICY MENU A toolbox of PrOVEN 企业公共政策清单 Policies Public Authorities government policies /36 Can Take / 36 EDITORIAL BOARD Jeremy Coller Eli Talmor Contents Moshe Zviran Yesha Sivan (Editor-in-Chief) Robyn Klingler-Vidra (Associate Editor) COLLER INSTITUTE OF VENTURE 36 Yù (Zöe) Zhái Itai Asaf Odeya Pergament 04 Ann Iveson COPYRIGHT © Coller Institute of Venture at Tel Aviv University 2014 www.collerinstituteofventure.org 05 06 20 28 WHAT IS THE COLLER INSTITUTE MEASURING SCIENCE PARKS' OF VENTURE?—04 PERFORMANCE—28 TusPark, Imperial West, RESEARCH IS AT THE CORE and 15 other Parks OF THE CIV’S VISION—05 How they are designed and managed to T HE VENTURE ECOSYSTEM achieve optimal performance FRAMEWORK: MESSY, FAST, AND GLOBAL—06 Six Trends Shaping the THE PUBLIC VENTURE Venture Ecosystem in 2014 POLICY MENU—36 44 Policies Public Authorities This article presents a generative Can Take framework for the venture ecosystem and highlights the current trends Public policymakers’ tools for fostering affecting the ecosystem local venture ecosystems I S THE VC MODEL ‘BROKEN’?—20 NEWS IN BRIEF—44 VC Success Definition and The News section offers a selection
    [Show full text]
  • Final Report Amending ITS on Main Indices and Recognised Exchanges
    Final Report Amendment to Commission Implementing Regulation (EU) 2016/1646 11 December 2019 | ESMA70-156-1535 Table of Contents 1 Executive Summary ....................................................................................................... 4 2 Introduction .................................................................................................................... 5 3 Main indices ................................................................................................................... 6 3.1 General approach ................................................................................................... 6 3.2 Analysis ................................................................................................................... 7 3.3 Conclusions............................................................................................................. 8 4 Recognised exchanges .................................................................................................. 9 4.1 General approach ................................................................................................... 9 4.2 Conclusions............................................................................................................. 9 4.2.1 Treatment of third-country exchanges .............................................................. 9 4.2.2 Impact of Brexit ...............................................................................................10 5 Annexes ........................................................................................................................12
    [Show full text]
  • Equity Indexes: Broadly Diversified Or Concentrated and Risky?
    Equity Indexes: Broadly Diversified or Concentrated and Risky? OCTOBER 2020 David Hintz, CFA Portfolio Manager, U.S. Large Cap Equities Ethan Kiliany Research Analyst, U.S. Equities Snapshot Most investors, even those based outside the U.S., are quite familiar with › Many equity indexes, such as the popular the S&P 500 Index. The index represents 500 of the largest U.S. companies S&P 500 Index, are often considered and is often used as a model for popular passive mutual funds that seek to broadly diversified because they hold a mirror its performance. One of the reasons that it is often used as a model large number of securities. by passive investors is its perceived diversification. After all, how can an index with 500 stocks not be diversified? Of course, if that’s not diversified › Today 25% of that index is concentrated enough, investors can easily find indexes that include more U.S. companies. in just the five largest stocks by market The Russell 1000 Index represents about 1,000 U.S. large and mid-cap capitalization—and it is not the only stocks. Or there is the Russell 3000 Index which adds another 2,000 U.S. top-heavy equity index. small companies to that list and represents about 98% of the investible U.S. › The significant outperformance of the five equity market. Many investors, including SEI, believe it’s prudent to diversify largest stocks has led to investors falling equity holdings globally. Here, investors may look at the MSCI ACWI Index, into the recency bias trap—believing what which contains more than 3,000 constituents from 23 developed and 26 has happened recently is likely to continue emerging markets.
    [Show full text]
  • Ishares Russell 1000 Large-Cap Index Fund Fact Sheet
    iShares Russell 1000 Large-Cap BRGKX Index Fund As of 06/30/2021 | Class K: BRGKX | Institutional: BRGNX | Investor A: BRGAX INVESTMENT STRATEGY Invests in a portfolio of assets whose performance seeks to match the performance of the Russell 1000® Index. Rated against 1,257 Large Blend Funds, as of 06/30/2021 based on risk adjusted total return. Overall Ratings are determined monthly and subject to change. The Overall Morningstar Rating for a fund is derived from a weighted average of the performance figures associated with its 3-, 5- and 10-year (if applicable) Morningstar Rating metrics.†† ANNUALIZED PERFORMANCE KEY FACTS Without Sales Charge 1 Year 3 Year 5 Year 10 Year Size of Fund (Millions) $682.3M Class K 42.95 19.06 17.89 14.78 Fund Launch Date 03/31/2011 Benchmark 43.07 19.16 17.99 14.90 Share Class Launch Date 03/31/2011 Morningstar Average 40.47 16.77 16.15 13.21 Morningstar Category Large Blend Number Of Holdings 1,024 CALENDAR YEAR PERFORMANCE Benchmark Russell 1000 Index Without Sales Charge 2016 2017 2018 2019 2020 YTD 2Q2021 ANNUAL EXPENSES Class K 11.92 21.60 -4.85 31.28 20.84 14.92 8.50 Gross Expense Ratio 0.08% Benchmark 12.05 21.69 -4.78 31.43 20.96 14.95 8.54 Net Expense Ratio 0.08% Morningstar Average 10.37 20.44 -6.27 28.78 15.83 14.84 7.55 The Net Expense Ratio excluding Investment Performance data shown represents past performance which is no guarantee of future results.
    [Show full text]
  • Mr. Alp Eroglu International Organization of Securities Commissions (IOSCO) Calle Oquendo 12 28006 Madrid Spain
    1301 Second Avenue tel 206-505-7877 www.russell.com Seattle, WA 98101 fax 206-505-3495 toll-free 800-426-7969 Mr. Alp Eroglu International Organization of Securities Commissions (IOSCO) Calle Oquendo 12 28006 Madrid Spain RE: IOSCO FINANCIAL BENCHMARKS CONSULTATION REPORT Dear Mr. Eroglu: Frank Russell Company (d/b/a “Russell Investments” or “Russell”) fully supports IOSCO’s principles and goals outlined in the Financial Benchmarks Consultation Report (the “Report”), although Russell respectfully suggests several alternative approaches in its response below that Russell believes will better achieve those goals, strengthen markets and protect investors without unduly burdening index providers. Russell is continuously raising the industry standard for index construction and methodology. The Report’s goals accord with Russell’s bedrock principles: • Index providers’ design standards must be objective and sound; • Indices must provide a faithful and unbiased barometer of the market they represent; • Index methodologies should be transparent and readily available free of charge; • Index providers’ operations should be governed by an appropriate governance structure; and • Index providers’ internal controls should promote efficient and sound index operations. These are all principles deeply ingrained in Russell’s heritage, practiced daily and they guide Russell as the premier provider of indices and multi-asset solutions. Russell is a leader in constructing and maintaining securities indices and is the publisher of the Russell Indexes. Russell operates through subsidiaries worldwide and is a subsidiary of The Northwestern Mutual Life Insurance Company. The Russell Indexes are constructed to provide a comprehensive and unbiased barometer of the market segment they represent. All of the Russell Indexes are reconstituted periodically, but not less frequently than annually or more frequently than monthly, to ensure new and growing equities and fixed income securities are reflected in its indices.
    [Show full text]
  • Brexit Shadow Across EU
    Stocks DOW NASDAQ S&P 500 10-YR T-NOTE 30-YR T-BOND CRUDE OIL GOLD EURO p 25,063.89 +64.22 q 7,263.87 -17.87 p 2,706.53 +2.43 p 2.69% +.06 p 3.03% +.03 p $55.26 +1.47 q $1,316.90 -2.80 p $1.1461 +.0017 Spotlight on Mickey Downshifting in Detroit Buy now, pay later DIS $111.30 Consumer credit $120 Walt Disney serves up its latest General Motors struggled The Federal Reserve seasonally adjusted change quarterly report card Tuesday. $108.67 through much of 2018, largely issues its monthly tally of 25.0 $25 billion Wall Street expects the 105 due to declining sales in the U.S. consumer borrowing 22.2 entertainment giant will report U.S. and China. Thursday. 21.0 20 est. that its fiscal first-quarter earn- ’18 In November, the automak- The tally, which excludes 90 15.1 16.0 ings and revenue declined er launched a restructuring mortgages and other loans 15 from a year earlier. Beyond its plan that called for the elimina- secured by real estate, is Operating $1.89 est. October-December results, $1.55 tion of five North American expected to show consumer 10 9.6 eek Ahead EPS investors will be keen for an Q1 ’18 Q1 ’19 factories and 14,000 jobs. In- borrowing increased by update on the company’s plans vestors will be listening for an $16 billion in December, 5 Price-earnings ratio: 13 to roll out video streaming ser- update on how the strategy is below November’s $22.2 0 The W based on past 12-month results vices and its acquisition of 21st working on Wednesday, when billion gain.
    [Show full text]