KEY ETF REPORT BY ASSET CLASS (US LISTED)

Transcription

1 04/03/2015 < Last closing Date TOP/BOTTOM PERFORMERS 1 D (in $bn) 05/03/2015 < Current Date 3:45 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 Nickel LNH5 METALS FUTURES! % -1.1% -8.3% -8.4% % / na Bearish -6.2% Bearish -22.2% Lead LLH5 METALS FUTURES % 2.9% -4.7% -18.0% % / na Bearish -3.3% Bearish -16.1% USDINR BRICS FX! % 0.7% -1.2% 0.7% % 8.1(6.9) na Bearish -0.1% Bullish 1.9% Silver_fut SIK5 METALS FUTURES % -1.9% 3.9% -24.2% % 29.5(29.7) na Bearish -3.4% Bearish -11.9% Poland EPOL COUNTRY EQUITY FUNDS % -1.1% -3.3% -21.8% % / 18.99(3.55%) Bearish -0.9% Bearish -16.7% % (6.9%) $0.2 AUDNZD OCEAN FX % 0.2% -1.2% -3.0% % 7.8(7.8) na Bearish -1.4% Bearish -4.7% Copper (ETN!) JJC PRECIOUS METALS! % -0.9% -6.1% -18.2% % 22.8(27.6) na Bullish 0.5% Bearish -13.2% % 1 0(0.5%) $0.1 Platinum PLJ5 METALS FUTURES % -0.1% -2.1% -20.0% / 8.6% 19.7(17.2) na Bearish -2.7% Bearish -12.1% USDCHF OTHER EUROPE, SCANDIS FX % 1.2% -2.9% 8.8% % 10.2(10.3) na Bullish 2.1% Bullish 3.1% Gold_fut GCJ5 METALS FUTURES % -0.8% 1.6% -10.4% % 16(16.2) na Bearish -2.2% Bearish -3.7% BOTTOM 25 DTD PERFORMERS EM East. Europe ESR EMERGING MARKETS EQUITY FU % -1.3% 10.1% -23.5% % / 6.86(2.49%) Bullish 5.0% Bearish -20.8% % (1.5%) $0.1 Latin America ILF EMERGING MARKETS EQUITY FU! % -4.3% -4.3% -10.3% % 24(26.9) 19.7(2.42%) Bearish -3.1% Bearish -19.3% % (3.4%) $0.7 Vietnam VNM COUNTRY EQUITY FUNDS % -3.5% -1.5% -10.5% % / 16.84(2.69%) Bullish 0.1% Bearish -9.3% % (2.4%) $0.5 BRICS EEB EMERGING MARKETS EQUITY FUNDS! % -2.5% 3.0% -6.8% % 17.7(23) 31.4(3.5%) Bearish -0.1% Bearish -13.9% % -9 0(0.8%) $0.1 Mexico EWW COUNTRY EQUITY FUNDS! % -3.1% -1.8% -3.6% % 18.6(23.8) 29.5(1.25%) Bearish -0.5% Bearish -12.2% % (6.7%) $1.9 Broad EM VWO EMERGING MARKETS EQUITY FUNDS % -2.2% 2.1% 4.9% % 14(19.8) 13.05(2.79%) Bullish 0.4% Bearish -3.8% % (0.7%) $47.0 Broad EM EEM EMERGING MARKETS EQUITY FUNDS % -2.0% 1.6% 1.2% % 14.2(18.8) 13.08(2.19%) Bullish 0.3% Bearish -5.3% % (6.4%) $31.9 Small Cap Div Pay DFE EUROPE BROAD EQUITY FUNDS! % -1.5% 8.5% -10.6% % 12.5(17.9) 19.03(2.75%) Bullish 4.8% Bullish 1.5% % (1.7%) $0.8 Spain EWP COUNTRY EQUITY FUNDS % -1.8% -0.8% -14.5% % 20.4(26.7) 15.86(4.75%) Bullish 1.0% Bearish -11.8% % (2.6%) $1.4 EM JPM Lc Cr Debt EMLC EM FIXED INCOME! % -2.0% -4.1% -12.0% % 12.8(12.8) / Bearish -3.5% Bearish -12.3% % (1%) $1.0 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 04/03/2015 < Last closing Date TOP/BOTTOM PERFORMERS MTD (in $bn) 05/03/2015 < Current Date 3:45 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 Lead LLH5 METALS FUTURES % 2.9% -4.7% -18.0% % / na Bearish -3.3% Bearish -16.1% Palladium PAM5 METALS FUTURES! % 1.4% 4.0% / / 12.5% 21.2(20.9) na Bullish 4.5% Bullish 1.3% EURTRY OTHER EUROPE, SCANDIS FX % 1.3% 0.6% -6.0% % 16(12.5) na Bullish 2.7% Bullish 0.5% USDCHF OTHER EUROPE, SCANDIS FX % 1.2% -2.9% 8.8% % 10.2(10.3) na Bullish 2.1% Bullish 3.1% USDZAR BRICS FX % 1.1% 1.9% 10.6% % 15.8(12.6) na Bullish 1.8% Bullish 5.9% Palladium PALL PRECIOUS METALS! % 1.0% 3.4% 6.4% % / na Bullish 4.1% Bullish 0.8% % -23 0(0.2%) $0.4 South Korea EWY COUNTRY EQUITY FUNDS % 0.7% 3.2% -6.4% % 13.7(15.6) 12.5(1.16%) Bullish 1.6% Bearish -6.1% % (3.2%) $4.1 USDINR BRICS FX! % 0.7% -1.2% 0.7% % 8.1(6.9) na Bearish -0.1% Bullish 1.9% EURNOK OTHER EUROPE, SCANDIS FX % 0.6% -4.3% 4.9% % 9.7(8.4) na Bearish -1.8% Bullish 1.6% EURRON OTHER EUROPE, SCANDIS FX % 0.5% -0.7% -0.9% % 6.3(5.3) na Bearish -0.2% Bullish 0.5% USDSGD OTHER ASIAN FX! % 0.4% 3.3% 7.8% % 6.1(5.2) na Bullish 1.7% Bullish 5.9% BOTTOM 25 MTD PERFORMERS Latin America ILF EMERGING MARKETS EQUITY FU! % -4.3% -4.3% -10.3% % 24(26.9) 19.7(2.42%) Bearish -3.1% Bearish -19.3% % (3.4%) $0.7 Vietnam VNM COUNTRY EQUITY FUNDS % -3.5% -1.5% -10.5% % / 16.84(2.69%) Bullish 0.1% Bearish -9.3% % (2.4%) $0.5 Soybeans S K5 GRAIN FUTURES! % -3.5% -3.3% -16.2% % 21.7(21.4) na Bearish -1.5% Bearish -6.9% Mexico EWW COUNTRY EQUITY FUNDS! % -3.1% -1.8% -3.6% % 18.6(23.8) 29.5(1.25%) Bearish -0.5% Bearish -12.2% % (6.7%) $1.9 BRICS EEB EMERGING MARKETS EQUITY FUNDS! % -2.5% 3.0% -6.8% % 17.7(23) 31.4(3.5%) Bearish -0.1% Bearish -13.9% % -9 0(0.8%) $0.1 Silver SLV PRECIOUS METALS % -2.4% 2.9% -23.9% % 29.2(29.8) na Bearish -3.6% Bearish -12.1% % (1.8%) $5.4 Broad EM VWO EMERGING MARKETS EQUITY FUNDS % -2.2% 2.1% 4.9% % 14(19.8) 13.05(2.79%) Bullish 0.4% Bearish -3.8% % (0.7%) $47.0 Broad EM EEM EMERGING MARKETS EQUITY FUNDS % -2.0% 1.6% 1.2% % 14.2(18.8) 13.08(2.19%) Bullish 0.3% Bearish -5.3% % (6.4%) $31.9 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 04/03/2015 < Last closing Date TOP/BOTTOM PERFORMERS YTD (in $bn) 05/03/2015 < Current Date 3:45 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 EM East. Europe ESR MERGING MARKETS EQUITY FUND % -1.3% 10.1% -23.5% % / 6.86(2.49%) Bullish 5.0% Bearish -20.8% % (1.5%) $0.1 Japan EWJ COUNTRY EQUITY FUNDS % -0.7% 9.1% 6.6% % 14.9(16.9) 15.57(1.21%) Bullish 5.0% Bullish 4.5% ,029 7% (1.3%) $15.4 Small Cap Div Pay DFE EUROPE BROAD EQUITY FUNDS! % -1.5% 8.5% -10.6% % 12.5(17.9) 19.03(2.75%) Bullish 4.8% Bullish 1.5% % (1.7%) $0.8 Italy EWI COUNTRY EQUITY FUNDS! % -1.7% 7.5% -13.1% % 19.6(25.8) / Bullish 4.7% Bearish -5.3% % 1 1.8(2.9%) $0.9 Germany EWG COUNTRY EQUITY FUNDS! % -0.9% 7.3% -5.8% % 14.3(19.6) 16.44(2.14%) Bullish 4.0% Bullish 1.9% % 1, (2.5%) $5.9 Australia EWA COUNTRY EQUITY FUNDS % -0.4% 6.4% -6.5% % 16.1(21.9) 16.25(4.62%) Bullish 4.0% Bearish -5.0% % 8 1(1.3%) $1.7 Non US Real Estate RWX OTHER % -0.4% 6.3% 6.3% % 15.6(15.6) 10.54(3.22%) Bullish 2.0% Bullish 2.1% % (0.4%) $5.2 EAFE Small Cap SCZ EAFE EQUITY FUNDS! % -1.0% 6.2% -5.6% % 12.3(17.6) 20.87(2.46%) Bullish 0.0% Bullish 0.0% % (0.3%) $4.0 France EWQ COUNTRY EQUITY FUNDS % -1.3% 6.1% -9.7% % 17.5(25.1) 21.02(3.17%) Bullish 3.3% Bearish -2.3% % (2.4%) $0.3 EAFE idx EFA EAFE EQUITY FUNDS! % -0.9% 6.1% -4.1% % 11(15.5) 17.64(3.5%) Bullish 3.6% Bearish -0.4% % (1.8%) $55.6 HK EWH COUNTRY EQUITY FUNDS % 0.3% 6.0% 7.8% % 13.3(13.4) 9.71(3.31%) Bullish 2.1% Bullish 2.0% % (1.9%) $2.9 DM ex North.Am VEA EAFE EQUITY FUNDS! % -0.9% 6.0% -3.8% % 11.4(15.7) 16.64(3.47%) Bullish 3.5% Bearish -0.3% % (0.7%) $25.4 MSCI EMU EZU EUROPE BROAD EQUITY FUNDS! % -1.2% 5.9% -7.9% % 14.9(20) 19.6(2.8%) Bullish 3.4% Bearish -1.4% % (2.8%) $8.7 Materials XLB US EQUITY SECTOR FUNDS % -0.2% 5.7% 7.4% % 13(18.1) 24.42(1.86%) Bullish 3.8% Bullish 4.2% % (5.4%) $3.1 BOTTOM 25 YTD PERFORMERS EURCHF OTHER EUROPE, SCANDIS FX % 0.1% -11.1% -12.2% % 9(10.8) na Bearish -1.9% Bearish -10.3% DB Ag Fund DBA COMMODITIES! % -1.4% -8.6% -19.8% % 14.6(13.8) na Bearish -5.0% Bearish -13.1% % (0.8%) $0.8 EURUSD SDR CONSTITUENT FX! % -1.1% -8.5% -19.4% % 9.4(11) na Bearish -4.0% Bearish -14.0% EURJPY SDR CONSTITUENT FX! % -1.0% -8.4% -5.6% % 9.4(11.2) na Bearish -3.2% Bearish -4.9% Nickel LNH5 METALS FUTURES! % -1.1% -8.3% -8.4% % / na Bearish -6.2% Bearish -22.2% Zinc LXH5 METALS FUTURES % -1.9% -7.5% -5.1% % / na Bearish -4.9% Bearish -10.6% Peru EPV COUNTRY EQUITY FUNDS % -0.3% -6.8% -9.5% % / 17.31(1.78%) Bearish -3.2% Bearish -13.3% % -6 0(0.4%) $0.2 EUR High Yield corp SHYG EUR FIXED INCOME % -0.1% -6.7% -11.8% % / / Bearish -4.6% Bearish -8.6% % 83 0(0%) $4.2 EURGBP SDR CONSTITUENT FX % 0.1% -6.5% -11.6% % 8.3(8.7) na Bearish -3.9% Bearish -8.0% Copper (ETN!) JJC PRECIOUS METALS! % -0.9% -6.1% -18.2% % 22.8(27.6) na Bullish 0.5% Bearish -13.2% % 1 0(0.5%) $0.1 Utilities XLU US EQUITY SECTOR FUNDS % -1.9% -6.0% 10.8% % 15.8(18.8) 18.83(3.39%) Bearish -6.4% Bullish 0.0% % (7.8%) $6.8 Copper HGK5 METALS FUTURES % -1.1% -5.8% -16.8% % 23.5(25.9) na Bullish 0.6% Bearish -12.0% 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.3

4 04/03/2015 < Last closing Date TOP/BOTTOM PERFORMERS 1Y (in $bn) 05/03/2015 < Current Date 3:45 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 Birkshire BRK/A OTHER % -1.6% -3.7% 21.8% % / / Bearish Bearish % Transportation IYT US TRANSPORTATION! % 0.0% -1.1% 20.8% % 14.8(19.6) 21.91(0.7%) Bullish 0.7% Bullish 5.2% % (2%) $1.7 Nasdaq100 QQQ US BROAD EQUITY FUNDS % 0.0% 5.0% 19.1% % 12(16.7) 22.52(0.99%) Bullish 3.9% Bullish 8.5% ,271 3% -1,494 21(5.5%) $40.8 Technology XLK US EQUITY SECTOR FUNDS % -0.3% 3.9% 17.8% % 11.9(16.6) 19.87(1.68%) Bullish 3.2% Bullish 6.8% % (1.8%) $13.3 USDJPY SDR CONSTITUENT FX % 0.1% 0.0% 17.1% % 9.1(8.8) na Bullish 0.9% Bullish 7.6% Cons. Staples XLP US EQUITY SECTOR FUNDS! % -0.9% 2.2% 16.5% % 10.7(13.6) 24.2(2.34%) Bullish 0.7% Bullish 6.1% % (1.7%) $10.0 Retailers XRT US EQUITY SECTOR FUNDS! % -0.5% 2.3% 13.5% % 14(16.8) 39.26(0.72%) Bullish 2.4% Bullish 9.1% % (11.6%) $1.2 Cons. Discret. XLY US EQUITY SECTOR FUNDS! % 0.4% 5.7% 13.3% % 12.2(15.7) 22.26(1.23%) Bullish 5.0% Bullish 9.9% ,657 1,063 10% (3.4%) $10.4 Thailand THD COUNTRY EQUITY FUNDS! % -1.4% 4.0% 12.8% % 24.2(24.5) 13.21(2.24%) Bullish 0.5% Bearish -0.1% % (6.7%) $0.5 SP500 VOO US BROAD EQUITY FUNDS! % -0.2% 2.4% 12.2% % 9.2(16.2) 18.94(1.8%) Bullish 2.0% Bullish 5.0% % 2, (0.9%) $30.8 BOTTOM 25 1Y PERFORMERS Element Rogers RJI COMMODITIES % -0.6% -3.0% -28.5% % 18.7(18.7) na Bearish -0.1% Bearish -21.0% Silver_fut SIK5 METALS FUTURES % -1.9% 3.9% -24.2% % 29.5(29.7) na Bearish -3.4% Bearish -11.9% Silver SLV PRECIOUS METALS % -2.4% 2.9% -23.9% % 29.2(29.8) na Bearish -3.6% Bearish -12.1% % (1.8%) $5.4 EM East. Europe ESR EMERGING MARKETS EQUITY FUNDS % -1.3% 10.1% -23.5% % / 6.86(2.49%) Bullish 5.0% Bearish -20.8% % (1.5%) $0.1 Poland EPOL COUNTRY EQUITY FUNDS % -1.1% -3.3% -21.8% % / 18.99(3.55%) Bearish -0.9% Bearish -16.7% % (6.9%) $0.2 Corn C K5 GRAIN FUTURES % -1.1% -4.1% -21.4% % 25.6(23.5) na Bearish -2.1% Bearish -3.2% Platinum PPLT PRECIOUS METALS % -0.5% -2.1% -20.5% % / na Bearish -2.9% Bearish -12.5% % 5 0(0.3%) $0.6 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 04/03/2015 < Last closing Date TOP/BOTTOM PERFORMERS SR_1Y (in $bn) 05/03/2015 < Current Date 3:45 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 USDJPY SDR CONSTITUENT FX % 0.1% 0.0% 17.1% % 9.1(8.8) na Bullish 0.9% Bullish 7.6% USDSGD OTHER ASIAN FX! % 0.4% 3.3% 7.8% % 6.1(5.2) na Bullish 1.7% Bullish 5.9% Birkshire BRK/A OTHER % -1.6% -3.7% 21.8% % / / Bearish Bearish % Cons. Staples XLP US EQUITY SECTOR FUNDS! % -0.9% 2.2% 16.5% % 10.7(13.6) 24.2(2.34%) Bullish 0.7% Bullish 6.1% % (1.7%) $10.0 Technology XLK US EQUITY SECTOR FUNDS % -0.3% 3.9% 17.8% % 11.9(16.6) 19.87(1.68%) Bullish 3.2% Bullish 6.8% % (1.8%) $13.3 Nasdaq100 QQQ US BROAD EQUITY FUNDS % 0.0% 5.0% 19.1% % 12(16.7) 22.52(0.99%) Bullish 3.9% Bullish 8.5% ,271 3% -1,494 21(5.5%) $40.8 USDTWD OTHER ASIAN FX % 0.0% -0.6% 3.7% % 6.3(5) na Bearish -0.5% Bullish 2.5% Transportation IYT US TRANSPORTATION! % 0.0% -1.1% 20.8% % 14.8(19.6) 21.91(0.7%) Bullish 0.7% Bullish 5.2% % (2%) $1.7 USDCNY BRICS FX! % 0.0% 1.0% 2.3% % 4.2(2) na Bullish 0.5% Bullish 1.4% Ishares MBS MBB US FIXED INCOME CORP % -0.3% 0.4% 3.3% % 4.3(4.5) 4.71(2.21%) Bearish 0.0% Bullish 0.9% % (0.5%) $6.9 SP500 VOO US BROAD EQUITY FUNDS! % -0.2% 2.4% 12.2% % 9.2(16.2) 18.94(1.8%) Bullish 2.0% Bullish 5.0% % 2, (0.9%) $30.8 BOTTOM 1Y SHARPE RATIO PERFORMERS EURUSD SDR CONSTITUENT FX! % -1.1% -8.5% -19.4% % 9.4(11) na Bearish -4.0% Bearish -14.0% Element Rogers RJI COMMODITIES % -0.6% -3.0% -28.5% % 18.7(18.7) na Bearish -0.1% Bearish -21.0% EURGBP SDR CONSTITUENT FX % 0.1% -6.5% -11.6% % 8.3(8.7) na Bearish -3.9% Bearish -8.0% DB Ag Fund DBA COMMODITIES! % -1.4% -8.6% -19.8% % 14.6(13.8) na Bearish -5.0% Bearish -13.1% % (0.8%) $0.8 YEN (JPYUSD) FXY CURRENCIES (vs. USD) % -0.1% 0.0% -14.9% % 8.8(8.8) na Bearish -0.8% Bearish -9.4% % 0 0.2(22.5%) $0.1 EUR High Yield corp SHYG EUR FIXED INCOME % -0.1% -6.7% -11.8% % / / Bearish -4.6% Bearish -8.6% % 83 0(0%) $4.2 ST High Yield SJNK US FIXED INCOME CORP % -0.6% 1.4% -5.3% % 6.2(6.2) 2.07(6.79%) Bullish 0.8% Bearish -2.0% % (0.5%) $4.1 AUDUSD OCEAN FX % 0.2% -4.3% -13.0% % 9.9(11.5) na Bearish -1.6% Bearish -11.6% AUD (AUDUSD) FXA CURRENCIES (vs. USD) % 0.0% -4.2% -12.9% % 10(11.4) na Bearish -1.7% Bearish -12.0% % -28 0(0.7%) $0.2 GBPUSD SDR CONSTITUENT FX! % -1.2% -2.1% -8.8% % 7.5(8.6) na Bearish -0.1% Bearish -5.6% EM JPM Lc Cr Debt EMLC EM FIXED INCOME! % -2.0% -4.1% -12.0% % 12.8(12.8) / Bearish -3.5% Bearish -12.3% % (1%) $1.0 Platinum PPLT PRECIOUS METALS % -0.5% -2.1% -20.5% % / na Bearish -2.9% Bearish -12.5% % 5 0(0.3%) $0.6 Corn C K5 GRAIN FUTURES % -1.1% -4.1% -21.4% % 25.6(23.5) na Bearish -2.1% Bearish -3.2% 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