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CONTENT ENHANCEMENT <strong>Infostream</strong> January/February 2007 Each investable hedge fund index contains funds with weekly liquidity and is designed to be licensed for use as a basis for tradable and liquid investment products. As of 3 October 2006, the MSCI Hedge Invest Indices consisted of 145 funds and eight strategy indices.The overall number of funds in the indices is expected to increase over time as the platform expands. Information on the methodology used is available from http://www.mscibarra.com/resources/pdfs/HII_Methodology.pdf The indices are updated daily at 6pm GMT and calculated in US$ with history as far back as July 2003. MSCI provides data with a threeday lag, eg data for Monday is provided on Thursday. INDEX NAME MSCI HEDGE INVEST INDEX MSCI HEDGE INVEST EQUITY NON-DIRECTIONAL MSCI HEDGE INVEST CONVERTIBLE ARBITRAGE MSCI HEDGE INVEST EVENT-DRIVEN MSCI HEDGE INVEST SYSTEMATIC TRADING MSCI HEDGE INVEST DISCRETIONARY TRADING MSCI HEDGE INVEST LONG BIAS MSCI HEDGE INVEST VARIABLE BIAS MSCI HEDGE INVEST FIXED INCOME MNEMONIC MHISHI$ MHISEN$ MHISCA$ MHISED$ MHISST$ MHISDT$ MHISLB$ MHISVB$ MHISFI$ DATATYPE LPI PI PI PI PI PI PI PI PI START DATE 15/07/03 15/07/03 15/07/03 15/07/03 15/07/03 06/01/04 15/07/03 06/07/04 04/01/05 © Thomson Financial Limited 2007 16
CONTENT ENHANCEMENT <strong>Infostream</strong> January/February 2007 FTSE – RAFI Indices FTSE Group and Research Affiliates joined forces to create the innovative FTSE RAFI Index series. As part of FTSE Group’s new range of non-market cap weighted indices, index constituents are weighted using four fundamental factors, rather than market capitalisation. These factors include total cash dividends, free cash flow, total sales and book equity value. The new indices include new regions and countries which were not covered by the existing series. The indices are updated daily at 10.30pm GMT for the current working day. The history is available from 17 November 2006 and datatypes PI, PH, PL & PO are available. INDEX NAME FTSE RAFI SWEDEN ALL CAP FTSE RAFI NORDIC FTSE RAFI DEVELOPED ASIA PACIFIC EX JAPAN FTSE RAFI EUROPE FTSE RAFI JAPAN (CANADIAN $) FTSE RAFI JAPAN (LOCAL CURRENCY) S&P/Citigroup Emerging Market Indices – Additional Style (Value and Growth) Indices New-style (value and growth) indices are now available for the S&P/Citigroup Emerging Market indices. These complement the existing developed-market-style indices. The S&P/Citigroup Global Equity Index series is a comprehensive set of data and benchmark tools that allows investors to focus on investment opportunities at global, regional and domestic market levels. S&P/Citigroup World Equity Style Index Series use three growth variables and four value variables to classify each stock in the universe as 100% growth, 100% value, or a mixture of both growth and value. This approach, which permits a stock to be classified, for example, as 60% growth and 40% value, improves securities classification and lowers index turnover by allowing companies to gradually reweight from one style to another. Both the PMI and EMI of each country serve as the starting universes for their own respective growth and value indices. Each country’s BMI growth or value index is constructed by simply combining the stocks from the corresponding PMI and EMI growth or value indices. The world and regional BMI, PMI and EMI growth or value indices are constructed by combining the growth or value indices of the countries that make up the regions. Full details may be found on the S&P website: www.globalindices.standardandpoors.com The indices are available in four currencies and are updated daily at 11am GMT for the previous working day. The history is available from 31 October 2006 and datatypes PI, RI, NR, NE, MV, IDV are available (MV and IDV not available on local currency indices.) Mnemonics are constructed in the format: SB#&CCx Where: SB is constant for all mnemonics # is either: B Broad E Extended P Primary & is either: V Value G Growth MNEMONIC FTRSWDL FTRNOR$ FTRDXJ$ FTREUPE FTRJAPC FTRJAPL DATATYPE PI, PO, PH, PL PI, PO, PH, PL PI, PO, PH, PL PI, PO, PH, PL PI, PO, PH, PL PI, PO, PH, PL CC is the code for the country or region as listed below x is the currency indicator: $ for US dollar, £ for sterling, E for euro and L for local currency where applicable START DATE 17/11/06 17/11/06 17/11/06 17/11/06 17/11/06 20/11/06 © Thomson Financial Limited 2007 17
Page 1 and 2: THOMSON FINANCIAL Infostream Januar
Page 3 and 4: CONTENTS FEATURE Infostream January
Page 5 and 6: FEATURE US dollar against basket of
Page 7 and 8: FEATURE Hedge fund investment in th
Page 9 and 10: CONTENT ENHANCEMENT Equity Indices
Page 11 and 12: CONTENT ENHANCEMENT INDEX NAME HFRX
Page 13 and 14: CONTENT ENHANCEMENT INDEX NAME HFRI
Page 15: CONTENT ENHANCEMENT INDEX NAME HFRI
Page 19 and 20: CONTENT ENHANCEMENT Infostream Janu
Page 21 and 22: CONTENT ENHANCEMENT INDEX NAME FTSE
Page 25 and 26: CONTENT ENHANCEMENT New Zealand con
Page 27 and 28: CONTENT ENHANCEMENT See example bel
Page 37 and 38: CONTENT ENHANCEMENT Jordan Coverage
Page 39 and 40: CONTENT ENHANCEMENT Revisions and M
Page 41 and 42: CONTENT ENHANCEMENT Company Additio

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