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Nym

Registered: May 2012
Posts: 117

07-08-12 06:38 PM

I wanted to ask you if you know detailed information regarding the index that ETFs are used to replicate. I will give you an example:

This ETF
http://ch.ishares.com/en/pc/products/IEGZ

is supposed to track the performances of the "Barclays Capital Euro Government 10-15 Year Term Index".

is there any detailed description of that particular index. Some mathematical formula? I tried to look around but not much information is around.

Are ETF supposed to be transparent?

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WinstonTJ

Registered: Jan 2009
Posts: 1947

07-10-12 11:53 AM

Did you search at all? The first 5-10 things that come up on Google are PDFs for everything on the index.

http://bit.ly/PG3Niv (it's a safe link)

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WinstonTJ

Registered: Jan 2009
Posts: 1947

07-10-12 11:54 AM

forgot to attach

ffs_fi_iegz_ie00b4wxjh41_de_en.pdf
This has been downloaded 43 time(s).

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Nym

Registered: May 2012
Posts: 117

07-10-12 02:08 PM

Yes I did and I found the information that you just share with me.
If i look at the PDF I can see that the "Top 10 Holdings" of 3 july 2012 was

FRANCE (REPUBLIC OF) 4.25 10/25/2023 12.35%
FRANCE (REPUBLIC OF) 3.5 04/25/2026 10.59%
BUONI POLIENNALI DEL TESORO 4.75 08/01/2023 8.15%
FRANCE (REPUBLIC OF) 6 10/25/2025 8.07%
ITALY (REPUBLIC OF) 5 03/01/2025 6.78%
FRANCE (REPUBLIC OF) 8.5 04/25/2023 5.49%
GERMANY (FEDERAL REPUBLIC OF) 6.25 01/04/2024 5.32%
GERMANY (FEDERAL REPUBLIC OF) 1.75 07/04/2022 4.87%
SPAIN (KINGDOM OF) 4.8 01/31/2024 4.73%
ITALY (REPUBLIC OF) 4.5 03/01/2026 4.59%

This holding is not fix as you may see at the following link:
http://ch.ishares.com/en/pc/product...sharesnet-pea02

What I am not finding is the information regarding their replacement strategy that is probably the most important piece of information for understanding the behavior of the index.
Because is an unmanaged ETF it should be described by an algorithm

Am I missing something?

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