KEY ETF REPORT BY ASSET CLASS (US LISTED)

Transcription

1 08/12/2014 < Last closing Date TOP/BOTTOM PERFORMERS 1 D (in $bn) 09/12/2014 < Current Date 1:29 AM CET (For US Listed ETF's, "today's" prices reflect last closing prices. For futures and spot FX, "today's" prices reflect 'live' prices at printing time) TOP 25 DTD PERFORMERS Gold Physical SGOL PRECIOUS METALS! % 3.3% -0.3% -2.3% % 16.8(19) na Bullish 0.1% Bearish -5.8% % -48 0(0.2%) $1.0 Gold GLD PRECIOUS METALS! % 3.3% -0.3% -2.3% % 16.8(19.1) na Bullish 0.1% Bearish -5.8% % -2, (2.6%) $27.7 Gold IAU PRECIOUS METALS! % 3.3% -0.2% -2.3% % 18.6(21.6) na Bullish 0.1% Bearish -5.7% % (0.7%) $6.2 Platinum PPLT PRECIOUS METALS % 3.0% -10.4% -9.7% % / na Bearish -0.5% Bearish -13.1% % 1 0(0.4%) $0.6 Soybeans S F5 GRAIN FUTURES % 2.7% -8.5% -10.7% % 19.8(21.7) na Bullish 4.3% Bearish -6.5% Gold Mines GDX PRECIOUS METALS % 2.9% -10.6% -8.6% % 45.3(47.8) na Bearish -4.9% Bearish -25.6% % (14.4%) $6.1 USDIDR OTHER ASIAN FX! % 1.5% 1.8% 3.5% % 10.4(8.7) na Bullish 1.7% Bullish 4.8% Orange Juice JOF5 SOFT FUTURES % -1.2% -0.3% -0.1% % 26(26.5) na Bullish 4.9% Bearish -3.1% Gold_fut GCG5 METALS FUTURES % 2.3% -0.4% -2.9% % 15.9(18.7) na Bearish -0.1% Bearish -5.9% USD Inv. Grd Corp LQD US FIXED INCOME CORP! % -1.0% 4.1% 4.6% % 5.4(6.7) 8.44(3.84%) Bearish -0.1% Bullish 0.4% % 2, (0.7%) $18.9 BOTTOM 25 DTD PERFORMERS Natgas UNG COMMODITIES! % -13.1% -10.7% -8.4% % 55.8(47.8) na Bearish -13.9% Bearish -25.1% % (29%) $0.7 AMLP(Pipeline op) AMLP OTHER! % -4.4% -2.7% 0.1% % 26.5(30.5) 32.82(6.52%) Bearish -6.8% Bearish -6.3% $9.3 BRICS EEB EMERGING MARKETS EQUITY FUNDS! % -7.1% -10.7% -12.4% % 20.8(23.5) 15.5(2.78%) Bearish -8.5% Bearish -11.0% % -61 0(0.7%) $0.1 Canada EWC COUNTRY EQUITY FUNDS! % -4.8% -2.3% -0.4% % 15.9(18.5) 20.26(2.18%) Bearish -4.9% Bearish -8.0% % (1.7%) $2.8 South Africa EZA COUNTRY EQUITY FUNDS! % -5.4% -0.1% 1.9% % 20.7(24.2) 16.21(2.39%) Bearish -3.5% Bearish -5.1% % (4.1%) $0.5 HK EWH COUNTRY EQUITY FUNDS! % -2.9% 2.2% 1.8% % 16.7(18.2) 10.64(3.41%) Bearish -0.7% Bullish 0.1% % (3%) $3.3 Vietnam VNM COUNTRY EQUITY FUNDS! % -1.4% 7.3% 2.9% % / 13.47(2.97%) Bearish -5.4% Bearish -5.6% % (0.5%) $0.5 Japan EWJ COUNTRY EQUITY FUNDS! % -0.5% -4.8% -3.2% % 18.3(20.7) 13.79(1.47%) Bullish 0.4% Bearish -0.3% ,083 7% 2, (1.9%) $15.7 Broad EM VWO EMERGING MARKETS EQUITY FUNDS! % -3.2% -0.7% -1.2% % 16.1(19.4) 12.59(2.9%) Bearish -2.3% Bearish -3.7% % (0.8%) $48.0 Materials XLB US EQUITY SECTOR FUNDS % -0.4% 6.0% 10.6% % 15(19.9) 23.67(1.91%) Bullish 1.1% Bullish 0.6% % -1, (5.4%) $3.0 Non US Real Estate RWX OTHER! % -2.4% 1.8% 1.1% % 8.6(8.1) 11.14(4.65%) Bearish 0.0% Bearish -2.2% % (0.2%) $5.0 This communication is provided for informational purposes only and for the recipient's sole use. It is not intended as a recommendation, an offer or solicitation for the purchase or sale of any security referenced herein or investment advice. P.1

2 08/12/2014 < Last closing Date TOP/BOTTOM PERFORMERS MTD (in $bn) 09/12/2014 < Current Date 1:29 AM CET (For US Listed ETF's, "today's" prices reflect last closing prices. For futures and spot FX, "today's" prices reflect 'live' prices at printing time) TOP 25 MTD PERFORMERS USDZAR BRICS FX % 4.3% 9.9% 11.0% % 14.9(11.8) na Bullish 3.7% Bullish 6.6% Gold IAU PRECIOUS METALS! % 3.3% -0.2% -2.3% % 18.6(21.6) na Bullish 0.1% Bearish -5.7% % (0.7%) $6.2 Gold GLD PRECIOUS METALS! % 3.3% -0.3% -2.3% % 16.8(19.1) na Bullish 0.1% Bearish -5.8% % -2, (2.6%) $27.7 Gold Physical SGOL PRECIOUS METALS! % 3.3% -0.3% -2.3% % 16.8(19) na Bullish 0.1% Bearish -5.8% % -48 0(0.2%) $1.0 USDMYR OTHER ASIAN FX! % 3.1% 6.5% 8.7% % 10.3(8.4) na Bullish 4.7% Bullish 7.0% Platinum PPLT PRECIOUS METALS % 3.0% -10.4% -9.7% % / na Bearish -0.5% Bearish -13.1% % 1 0(0.4%) $0.6 Gold Mines GDX PRECIOUS METALS % 2.9% -10.6% -8.6% % 45.3(47.8) na Bearish -4.9% Bearish -25.6% % (14.4%) $6.1 Soybeans S F5 GRAIN FUTURES % 2.7% -8.5% -10.7% % 19.8(21.7) na Bullish 4.3% Bearish -6.5% China FXI COUNTRY EQUITY FUNDS % 2.7% 8.6% 3.8% % 28(25.6) 9.15(1.71%) Bullish 6.2% Bullish 9.0% % (12.9%) $5.9 Gold_fut GCG5 METALS FUTURES % 2.3% -0.4% -2.9% % 15.9(18.7) na Bearish -0.1% Bearish -5.9% Cocoa CCH5 SOFT FUTURES % 2.1% 8.2% 5.0% % 20(18.3) na Bearish -1.9% Bearish -4.7% Platinum PLF5 METALS FUTURES % 1.7% -10.6% -10.5% / 25.6% 17.4(20.3) na Bearish -0.6% Bearish -13.3% Banks KBE US EQUITY SECTOR FUNDS % 1.7% 1.6% 3.2% % 16.6(19.2) 17.38(1.41%) Bullish 4.0% Bullish 3.1% % 164 1(1.2%) $2.7 BOTTOM 25 MTD PERFORMERS Natgas UNG COMMODITIES! % -13.1% -10.7% -8.4% % 55.8(47.8) na Bearish -13.9% Bearish -25.1% % (29%) $0.7 Latin America ILF EMERGING MARKETS EQUITY FU! % -7.6% -11.1% -11.4% % 23.1(22.8) 18.67(3%) Bearish -9.4% Bearish -14.8% % (0.8%) $0.9 BRICS EEB EMERGING MARKETS EQUITY FU! % -7.1% -10.7% -12.4% % 20.8(23.5) 15.5(2.78%) Bearish -8.5% Bearish -11.0% % -61 0(0.7%) $0.1 Mexico EWW COUNTRY EQUITY FUNDS % -6.7% -10.3% -9.4% % 16.5(20) 23.35(1.79%) Bearish -9.0% Bearish -9.5% % (6%) $2.5 South Africa EZA COUNTRY EQUITY FUNDS! % -5.4% -0.1% 1.9% % 20.7(24.2) 16.21(2.39%) Bearish -3.5% Bearish -5.1% % (4.1%) $0.5 Canada EWC COUNTRY EQUITY FUNDS! % -4.8% -2.3% -0.4% % 15.9(18.5) 20.26(2.18%) Bearish -4.9% Bearish -8.0% % (1.7%) $2.8 AMLP(Pipeline op) AMLP OTHER! % -4.4% -2.7% 0.1% % 26.5(30.5) 32.82(6.52%) Bearish -6.8% Bearish -6.3% $9.3 Telecoms IYZ US EQUITY SECTOR FUNDS! % -4.2% -0.8% 3.7% % 17.6(18.2) 27.98(2.45%) Bearish -1.0% Bearish -1.3% % (1.4%) $0.6 Turkey TUR COUNTRY EQUITY FUNDS % -3.8% 16.5% 1.5% % 21.5(25.1) 10.07(1.59%) Bullish 5.4% Bullish 4.7% % (2.3%) $0.5 EM JPM Lc Cr Debt EMLC EM FIXED INCOME % -3.7% -8.0% -9.0% % 11.7(14.7) / Bearish -4.7% Bearish -8.6% % (0.9%) $1.1 Lean Hogs LHG5 LIVESTOCK FUTURES % -3.5% 5.7% 7.8% / 15.0% 22.2(22.2) na Bearish -5.0% Bearish -5.5% Broad EM Broad EM VWO EMERGING MARKETS EQUITY FUNDS! % -3.2% -0.7% -1.2% % 16.1(19.4) 12.59(2.9%) Bearish -2.3% Bearish -3.7% % (0.8%) $48.0 EEM EMERGING MARKETS EQUITY FUNDS! % -2.9% -3.6% -4.0% % 16.2(19.4) 12.55(1.75%) Bearish -2.5% Bearish -5.1% % -3, (3.7%) $35.9 This communication is provided for informational purposes only and for the recipient's sole use. It is not intended as a recommendation, an offer or solicitation for the purchase or sale of any security referenced herein or investment advice. P.2

3 08/12/2014 < Last closing Date TOP/BOTTOM PERFORMERS YTD (in $bn) 09/12/2014 < Current Date 1:29 AM CET (For US Listed ETF's, "today's" prices reflect last closing prices. For futures and spot FX, "today's" prices reflect 'live' prices at printing time) TOP 25 YTD PERFORMERS Thailand THD COUNTRY EQUITY FUNDS! % -2.1% 18.7% 11.4% % 18.4(22) 13.19(2.24%) Bearish -1.0% Bullish 3.5% % (4.3%) $0.6 Turkey TUR COUNTRY EQUITY FUNDS % -3.8% 16.5% 1.5% % 21.5(25.1) 10.07(1.59%) Bullish 5.4% Bullish 4.7% % (2.3%) $0.5 BOTTOM 25 YTD PERFORMERS EM East. Europe ESR EMERGING MARKETS EQUITY FU % -5.9% -29.9% -29.1% % / 5.5(1.77%) Bearish -13.2% Bearish -24.4% % 71 0(0%) $0.2 Copper (ETN!) JJC PRECIOUS METALS % 1.5% -16.0% -11.9% % 21.9(24.6) na Bearish -4.5% Bearish -8.0% % -22 0(1.6%) $0.1 Chili ECH COUNTRY EQUITY FUNDS % -2.1% -14.1% -12.7% % 16.8(17.8) 18.97(1.68%) Bearish -2.8% Bearish -8.5% % 5 0.2(2.7%) $0.3 Copper HGH5 METALS FUTURES % 1.3% -14.0% -11.2% % 18.4(20.4) na Bearish -4.1% Bearish -7.1% South Korea EWY COUNTRY EQUITY FUNDS % -0.5% -12.4% -10.8% % 16.8(17.6) 12.49(1.58%) Bearish -1.7% Bearish -9.9% % (3.2%) $4.4 This communication is provided for informational purposes only and for the recipient's sole use. It is not intended as a recommendation, an offer or solicitation for the purchase or sale of any security referenced herein or investment advice. P.3

4 08/12/2014 < Last closing Date TOP/BOTTOM PERFORMERS 1Y (in $bn) 09/12/2014 < Current Date 1:29 AM CET (For US Listed ETF's, "today's" prices reflect last closing prices. For futures and spot FX, "today's" prices reflect 'live' prices at printing time) TOP 25 1Y PERFORMERS Russel1000 IWB US BROAD EQUITY FUNDS % -0.4% 11.6% 14.0% % 10.6(15.1) 20.27(1.62%) Bullish 3.4% Bullish 5.6% % 1, (0.4%) $10.8 BOTTOM 25 1Y PERFORMERS EM East. Europe ESR EMERGING MARKETS EQUITY FU % -5.9% -29.9% -29.1% % / 5.5(1.77%) Bearish -13.2% Bearish -24.4% % 71 0(0%) $0.2 Poland EPOL COUNTRY EQUITY FUNDS % 0.1% -9.1% -13.0% % / 20.61(3.64%) Bearish -1.2% Bearish -7.1% % (0.8%) $0.3 Chili ECH COUNTRY EQUITY FUNDS % -2.1% -14.1% -12.7% % 16.8(17.8) 18.97(1.68%) Bearish -2.8% Bearish -8.5% % 5 0.2(2.7%) $0.3 BRICS EEB EMERGING MARKETS EQUITY FUNDS! % -7.1% -10.7% -12.4% % 20.8(23.5) 15.5(2.78%) Bearish -8.5% Bearish -11.0% % -61 0(0.7%) $0.1 Copper (ETN!) JJC PRECIOUS METALS % 1.5% -16.0% -11.9% % 21.9(24.6) na Bearish -4.5% Bearish -8.0% % -22 0(1.6%) $0.1 Copper HGH5 METALS FUTURES % 1.3% -14.0% -11.2% % 18.4(20.4) na Bearish -4.1% Bearish -7.1% This communication is provided for informational purposes only and for the recipient's sole use. It is not intended as a recommendation, an offer or solicitation for the purchase or sale of any security referenced herein or investment advice. P.4

5 08/12/2014 < Last closing Date TOP/BOTTOM PERFORMERS SR_1Y (in $bn) 09/12/2014 < Current Date 1:29 AM CET (For US Listed ETF's, "today's" prices reflect last closing prices. For futures and spot FX, "today's" prices reflect 'live' prices at printing time) TOP 25 1Y SHARPE RATIO PERFORMERS USDTWD OTHER ASIAN FX % 0.8% 4.7% 5.4% % 4.6(3.8) na Bullish 1.9% Bullish 3.1% Muni-Bnd (Inv. Grd) MUB US FIXED INCOME CORP % -0.2% 5.8% 5.5% % 4.6(5.2) 4.87(2.53%) Bearish -0.1% Bullish 1.0% % (0.5%) $4.0 USDSGD OTHER ASIAN FX! % 1.2% 4.6% 5.7% % 6.6(5.4) na Bullish 2.4% Bullish 4.4% USDCHF OTHER EUROPE, SCANDIS FX! % 1.2% 9.4% 9.7% % 10(9) na Bullish 1.7% Bullish 6.4% USDCAD OCEAN FX! % 0.6% 8.2% 8.1% % 8.5(7.3) na Bullish 1.8% Bullish 4.2% USDMYR OTHER ASIAN FX! % 3.1% 6.5% 8.7% % 10.3(8.4) na Bullish 4.7% Bullish 7.0% Russel1000 IWB US BROAD EQUITY FUNDS % -0.4% 11.6% 14.0% % 10.6(15.1) 20.27(1.62%) Bullish 3.4% Bullish 5.6% % 1, (0.4%) $10.8 BOTTOM 1Y SHARPE RATIO PERFORMERS ST High Yield SJNK US FIXED INCOME CORP! % -1.2% -5.5% -5.4% % 7.1(7.1) 2.25(7.74%) Bearish -1.9% Bearish -4.5% % 1, (1.7%) $4.1 EURUSD SDR CONSTITUENT FX! % -1.2% -10.4% -10.4% % 8.1(9.2) na Bearish -2.0% Bearish -7.9% EURO (EURUSD) FXE CURRENCIES (vs. USD)! % -1.0% -10.8% -10.5% % 8(8.8) na Bearish -2.1% Bearish -8.3% % (37.3%) $0.2 CHF (CHFUSD) FXF CURRENCIES (vs. USD)! % -1.1% -9.0% -9.0% % 8.9(9.4) na Bearish -1.9% Bearish -7.3% % -54 0(0.5%) $ Y US High Yield HYS US FIXED INCOME CORP! % -0.6% -3.5% -3.3% % 4.7(5.8) 1.95(7.25%) Bearish -1.2% Bearish -3.0% % (2.8%) $3.1 CAD (CADUSD) FXC CURRENCIES (vs. USD)! % -0.4% -7.5% -7.2% % 7.6(7.3) na Bearish -1.8% Bearish -4.3% % (3.5%) $0.2 AUDUSD OCEAN FX! % -2.6% -7.1% -9.1% % 10.9(12.7) na Bearish -4.8% Bearish -10.3% EURGBP SDR CONSTITUENT FX % -1.1% -5.2% -5.9% % 7(7) na Bearish -0.4% Bearish -2.1% EM JPM Lc Cr Debt EMLC EM FIXED INCOME % -3.7% -8.0% -9.0% % 11.7(14.7) / Bearish -4.7% Bearish -8.6% % (0.9%) $1.1 AUD (AUDUSD) FXA CURRENCIES (vs. USD) % -2.7% -7.3% -8.9% % 11(12) na Bearish -4.9% Bearish -10.0% % (3.2%) $0.3 CCI index CCI COMMODITIES! % -1.2% -8.0% -8.1% % / na Bearish -3.6% Bearish -12.7% GBPUSD SDR CONSTITUENT FX % 0.0% -5.5% -4.8% % 6.7(7.8) na Bearish -1.6% Bearish -5.7% High Yield Liquid JNK US FIXED INCOME CORP! % -1.7% -4.1% -3.9% % 8.6(11.8) 4.02(6.79%) Bearish -2.7% Bearish -5.2% % 66 4(1.6%) $9.7 This communication is provided for informational purposes only and for the recipient's sole use. It is not intended as a recommendation, an offer or solicitation for the purchase or sale of any security referenced herein or investment advice. P.5