Indexes
China to launch series of volatility indexes by year-end
Volatility benchmarks set to be launched following the start of equity options in China later in 2014, with participants giving mixed views on the benchmarks' potential to succeed
Minimum variance indexes may struggle in China retail market
Two firms are set to launch variance limited benchmarks onshore in the China market but it is unclear whether there is sufficient end-user interest
Six Swiss Exchange launches SPI Select Dividend Index
Six Swiss Exchange index filters constituents according to dividends and profitability; Solactive index tracks investment-grade subordinated corporate bonds; Investors want greater transparency from index providers, says report; S&P Dow Jones Indices…
Europe set to be key battleground for index providers
The evolution of the European ETF market has lagged behind its US counterpart as retail investors have been slow to follow institutional investors into the asset class. But shifting market dynamics mean index providers are now jostling to take advantage,…
Index innovation of the year
S&P Dow Jones Indices continues to move on and maintain a fresh selection of indexes that match the trends in the US structured products market. Adopting smart beta has been one of those intiatives that have helped it keep its place at the forefront.
Russell smart beta Europe index beats cap-weighted version
Stoxx launches Japan Strong Balance Sheet series; Euronext's Cac PME licensed to Lyxor AM; DJ UBS Commodity Indexes rebranded to carry Bloomberg name
Green indexes: a sustainable future?
Solactive's Green Bond Index raises the possibility of structured products offering 'green capital guarantees'. But how convincing are the credentials of the benchmarks tracking the green and clean energy sectors? By Vita Millers
FTSE to launch CPSS-Iosco compliant fixed-income China indexes
Adherence to CPSS-Iosco principles and price transparency key considerations in China fixed-income index construction
Index roundup: SG CIB taps Solactive Buyback index
India's NSE launches public sector enterprises index; Solactive tracks green bonds and leading US hedge funds; Deutsche licenses Stoxx Europe Low Beta High Div 50 index
Index roundup: Morgan Stanley taps smart beta indexes
Bank signs global replication licence with ERI Scientific Beta; S&P Down Jones Indices launches South Africa series; Bloomberg launches US Treasury index
S&P Dow Jones Indices launches Total China series
Total China BMI series provides complete picture of China's equity market; MSCI licenses hedged indexes to UBS; FTSE launches UK digital sector benchmark
Asian index providers face hurdles meeting European equivalence regime
Index providers the latest part of the financial system to have European equivalency problems
MSCI’s Dimitris Melas discusses innovations in indexing
Structured Products spoke to Dimitris Melas, Global Head of New Product Research at MSCI about a new innovation in indexing – factor investing.
Russell Indexes discusses the indexing needs of the sell side
Structured Products spoke to Gareth Parker, senior director of index research, design & development at Russell Indexes at Russell Investments as it launches the Russell UK Mid 150 Index
Stoxx launches Euro Stoxx Futures Roll Index
FTSE offers low volatility in sharia-compliant format; S&P Dow Jones licenses three indexes to State Street; Nasdaq adds to Newfound series
Volatility indexes are poor hedge against tail risks, say managers
Active strategies are more effective hedges than passive strategies when it comes to guarding against tail-risk events, said a panel of portfolio managers at the Inside Indexing Europe conference on Tuesday
S&P Dow Jones Indices expands GSCI Dynamic Roll series
Indexes aim to alleviate negative roll yield from contango; MSCI licensesmarket neutral indexes to JP Morgan; Hang Seng launches iBond indexes; Nasdaq OMX Bullet indexes track corporate and high-yield fixed income
Ibex 35 finds favour with foreign investors
Spain's main benchmark index is seeing increased interest from investors abroad following its devaluation throughout the financial crisis, say bankers. The Ibex 35 peaked at 16,000 points in 2007 but is now almost half that, leaving some investors…
MSCI excludes Brics in new emerging markets index
EM Beyond Bric Index tracks 17 countries, but no Brazil, Russia, India or China; S&P Dow Jones Indices launches commodities indexes; Nasdaq OMX to add more than 200 indexes after re-evaluation; Arca Gold Miners index to include non-US-listed companies
S&P Dow Jones Indices launches GSCI Roll Weight Select index
Index aims to mitigate contango; NYSE Euronext tracks CAC 40; FTSE launches Nareit Preferred Stock Index; Stoxx launches 3D printing index
Index licensing fees: heading for a fall?
Index licensing fees have long been a bone of contention among providers of exchange-traded funds and structured products that use industry benchmarks. But can a new breed of low-cost index really challenge the prevailing licensing model? Jonathan López…
Profile: Standard Chartered's Feder on Singapore benchmark changes
In the aftermath of the Libor scandal, Singapore’s financial industry has opted to overhaul its existing benchmarks to focus on transaction data. Lenny Feder, co-chairman of one of the industry groups behind the move and group head of financial markets…